Access Statistics for Ekaterini Panopoulou

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 0 129 3 6 11 495
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 0 65 0 5 12 232
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 0 114 0 1 4 337
An Econometric Approach To Estimating Long-Run Discount Rates 0 0 0 115 2 4 4 227
Club Convergence in Carbon Dioxide Emissions 0 0 2 146 3 9 13 434
Convergence in Per Capita Health Expenditures and Health Outcomes in the OECD Countries 0 0 0 6 0 1 1 44
Declining Discount Rates: Evidence from the UK 0 0 0 0 0 0 1 6
Declining Discount Rates: Evidence from the UK 0 0 0 67 1 2 5 260
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 1 1 20 0 5 7 119
Declining discount rates and the Fisher Effect: inflated past, discounted future? 0 0 0 12 2 4 7 46
Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future? 0 0 1 31 0 1 3 121
Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach 0 0 0 70 0 1 1 206
Detecting shift and pure contagion in East Asian equity markets: A Unified Approach 0 0 0 91 4 7 8 317
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 0 3 110 3 3 13 551
Estimating C-CAPM and the Equity Premium over the Frequency Domain 0 0 0 36 3 4 11 140
Hedge fund predictability and optimal asset allocation 0 0 0 83 5 6 6 79
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 0 2 64 2 6 10 398
Integration at a cost: Evidence from volatility impulse response functions 0 0 0 104 0 1 6 372
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 50 1 2 4 184
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 118 1 3 3 323
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 0 3 0 3 5 27
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 0 19 0 0 1 108
Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots 0 0 1 9 0 0 2 179
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 102 1 8 9 475
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 98 0 1 4 428
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 203 2 4 5 1,158
Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests 0 0 0 18 1 3 4 119
Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 3 6 7 92
Model Selection For Estimating Certainty Equivalent Discount Rates 0 0 0 0 1 4 5 10
On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility 0 0 0 64 2 5 6 205
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 110 0 3 6 427
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 59 2 8 11 279
PPP over a century: Co-integration and structural change 0 0 0 28 1 1 4 115
Shift versus traditional contagion in Asian markets 0 0 0 51 1 1 2 166
Social Discounting Under Uncertainty: A cross-country comparison 0 0 2 115 2 6 10 314
Speculative behaviour and oil price predictability 0 0 0 31 2 3 3 97
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 100 0 2 4 334
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 39 0 1 4 265
The predictive content of financial variables: Evidence from the euro area 0 0 1 77 1 3 4 271
Toward a Macroprudential Regulatory Framework for Mutual Funds 0 0 0 18 0 1 4 26
Toward a macroprudential regulatory framework for mutual funds 0 0 0 13 0 2 4 45
Total Working Papers 0 1 13 2,596 49 136 234 10,031

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Quantile Regression Approach to Equity Premium Prediction 0 0 0 5 1 2 3 47
A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error 0 0 0 421 1 4 7 1,523
Backtesting VaR and ES under the magnifying glass 0 0 1 16 4 6 8 64
CROSS‐STATE DISPARITIES IN US HEALTH CARE EXPENDITURES 0 0 0 3 2 3 3 108
Club Convergence in Carbon Dioxide Emissions 0 0 0 83 7 10 14 303
Convergence in per capita health expenditures and health outcomes in the OECD countries 0 0 1 30 1 3 7 118
DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH 0 0 0 9 3 3 3 62
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 1 1 17 1 2 3 117
Decomposing the persistence of real exchange rates 0 0 1 17 0 0 1 58
Detecting Bubbles in the US and UK Real Estate Markets 0 1 2 21 0 7 16 99
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 0 1 85 0 5 7 361
Do Financial Systems Converge? 0 0 0 0 3 4 5 106
Estimating C-CAPM and the equity premium over the frequency domain 0 0 1 13 0 0 2 60
Fama French factors and US stock return predictability 0 0 3 10 1 3 9 24
Financial variables and euro area growth: A non-parametric causality analysis 0 0 0 25 1 4 9 101
Forecasting growth and inflation in an enlarged euro area 0 0 0 19 4 5 5 91
Hedge fund return predictability; To combine forecasts or combine information? 0 0 0 18 2 4 8 89
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 2 2 4 19 3 8 17 209
Integration at a cost: evidence from volatility impulse response functions 0 0 0 35 1 3 4 121
Intertemporal Market Risks and the Cross–Section of Greek Average Returns 0 0 0 0 0 1 2 23
Long-run cash flow and discount-rate risks in the cross-section of US returns 0 0 1 37 1 5 7 147
Looking far in the past: revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 0 1 3 136
Measuring the market risk of freight rates: A forecast combination approach 0 0 0 1 0 0 1 7
Mortgage loan demand and banks’ operational efficiency 0 0 0 21 0 2 4 61
Old Wine in a New Bottle: Growth Convergence Dynamics in the EU 0 1 4 51 1 5 9 203
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 57 1 3 3 217
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 27 2 7 8 142
Out-of-sample equity premium prediction: a complete subset quantile regression approach 0 0 2 4 0 0 5 18
Policy uncertainty and the capital shortfall of global financial firms 0 0 2 36 0 2 10 121
Predictive financial models of the euro area: A new evaluation test 0 0 1 29 1 3 4 186
Quantile forecast combinations in realised volatility prediction 0 0 0 0 1 3 6 12
Regime-switching models for exchange rates 0 0 0 10 0 0 3 35
Social discounting under uncertainty: A cross-country comparison 0 0 0 69 0 4 10 306
Speculative behaviour and oil price predictability 0 0 0 8 0 1 2 46
The Feldstein-Horioka puzzle revisited: A Monte Carlo study 0 0 0 64 1 1 1 260
The Fisher effect in the presence of time-varying coefficients 0 0 0 9 1 2 5 54
The enigma of noninterest income convergence 0 0 0 27 4 5 8 142
The role of technical indicators in exchange rate forecasting 0 0 1 23 0 2 5 84
Total Journal Articles 2 5 26 1,327 48 123 227 5,861
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Measuring Risk Aversion Across Countries from the Consumption-CAPM: A Spectral Approach 0 0 0 0 2 5 7 10
Total Chapters 0 0 0 0 2 5 7 10

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