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 2 2 5 487
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 0 114 0 1 3 335
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 0 65 1 1 4 222
An Econometric Approach To Estimating Long-Run Discount Rates 0 0 2 115 0 0 2 223
Club Convergence in Carbon Dioxide Emissions 0 0 0 144 0 1 3 422
Convergence in Per Capita Health Expenditures and Health Outcomes in the OECD Countries 0 0 0 6 0 0 0 43
Declining Discount Rates: Evidence from the UK 0 0 0 0 1 1 1 6
Declining Discount Rates: Evidence from the UK 0 0 1 67 1 2 3 257
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 0 0 19 0 0 2 114
Declining discount rates and the Fisher Effect: inflated past, discounted future? 0 0 0 12 0 0 1 40
Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future? 0 0 1 31 0 0 1 119
Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach 0 0 0 70 0 0 0 205
Detecting shift and pure contagion in East Asian equity markets: A Unified Approach 0 0 0 91 1 1 2 310
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 2 4 110 1 8 10 547
Estimating C-CAPM and the Equity Premium over the Frequency Domain 0 0 0 36 1 2 2 131
Hedge fund predictability and optimal asset allocation 0 0 0 83 0 0 0 73
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 0 1 62 0 1 4 389
Integration at a cost: Evidence from volatility impulse response functions 0 0 0 104 1 2 3 369
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 50 0 1 1 181
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 118 0 0 0 320
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 0 3 0 0 1 22
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 0 19 1 1 2 108
Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots 1 1 1 9 1 2 2 179
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 98 0 2 2 426
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 102 1 1 2 467
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 203 0 0 1 1,154
Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests 0 0 0 18 0 0 0 115
Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 1 1 1 86
Model Selection For Estimating Certainty Equivalent Discount Rates 0 0 0 0 1 1 1 6
On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility 0 0 0 64 0 1 2 200
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 110 2 2 2 423
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 59 0 1 3 270
PPP over a century: Co-integration and structural change 0 0 0 28 1 1 1 112
Shift versus traditional contagion in Asian markets 0 0 0 51 0 1 1 165
Social Discounting Under Uncertainty: A cross-country comparison 0 0 1 114 0 0 1 305
Speculative behaviour and oil price predictability 0 0 0 31 0 0 1 94
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 39 2 3 3 264
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 100 0 2 2 332
The predictive content of financial variables: Evidence from the euro area 0 0 1 77 0 0 1 268
Toward a Macroprudential Regulatory Framework for Mutual Funds 0 0 0 18 1 1 1 23
Toward a macroprudential regulatory framework for mutual funds 0 0 0 13 1 1 6 43
Total Working Papers 1 3 12 2,590 21 44 83 9,855

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 0 0 2 44
A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error 0 0 0 421 0 1 6 1,518
Backtesting VaR and ES under the magnifying glass 0 0 0 15 0 0 1 56
CROSS‐STATE DISPARITIES IN US HEALTH CARE EXPENDITURES 0 0 0 3 0 0 0 105
Club Convergence in Carbon Dioxide Emissions 0 0 0 83 0 1 3 291
Convergence in per capita health expenditures and health outcomes in the OECD countries 1 1 1 30 1 2 3 113
DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH 0 0 0 9 0 0 0 59
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 0 1 16 0 0 1 114
Decomposing the persistence of real exchange rates 0 0 0 16 0 0 0 57
Detecting Bubbles in the US and UK Real Estate Markets 0 1 2 20 1 4 9 87
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 0 0 84 0 0 2 354
Do Financial Systems Converge? 0 0 0 0 0 0 2 101
Estimating C-CAPM and the equity premium over the frequency domain 0 0 0 12 0 0 0 58
Fama French factors and US stock return predictability 0 0 1 7 0 1 6 16
Financial variables and euro area growth: A non-parametric causality analysis 0 0 0 25 0 0 3 93
Forecasting growth and inflation in an enlarged euro area 0 0 0 19 0 0 1 86
Hedge fund return predictability; To combine forecasts or combine information? 0 0 0 18 1 1 5 82
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 0 0 15 0 0 1 192
Integration at a cost: evidence from volatility impulse response functions 0 0 0 35 0 0 0 117
Intertemporal Market Risks and the Cross–Section of Greek Average Returns 0 0 0 0 0 0 0 21
Long-run cash flow and discount-rate risks in the cross-section of US returns 0 0 0 36 0 0 0 140
Looking far in the past: revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 0 0 2 133
Measuring the market risk of freight rates: A forecast combination approach 0 0 0 1 0 0 0 6
Mortgage loan demand and banks’ operational efficiency 0 0 0 21 0 0 2 57
Old Wine in a New Bottle: Growth Convergence Dynamics in the EU 0 2 4 50 0 3 8 198
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 57 0 0 2 214
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 27 0 0 1 134
Out-of-sample equity premium prediction: a complete subset quantile regression approach 0 1 1 3 1 2 2 15
Policy uncertainty and the capital shortfall of global financial firms 0 1 4 35 1 5 16 116
Predictive financial models of the euro area: A new evaluation test 1 1 1 29 1 1 2 183
Quantile forecast combinations in realised volatility prediction 0 0 0 0 0 1 1 7
Regime-switching models for exchange rates 0 0 0 10 1 1 1 33
Social discounting under uncertainty: A cross-country comparison 0 0 0 69 2 2 3 299
Speculative behaviour and oil price predictability 0 0 0 8 0 1 2 45
The Feldstein-Horioka puzzle revisited: A Monte Carlo study 0 0 0 64 0 0 2 259
The Fisher effect in the presence of time-varying coefficients 0 0 0 9 0 1 3 52
The enigma of noninterest income convergence 0 0 0 27 0 2 2 136
The role of technical indicators in exchange rate forecasting 1 1 4 23 1 2 10 82
Total Journal Articles 3 8 19 1,310 10 31 104 5,673
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 0 1 2 4
Total Chapters 0 0 0 0 0 1 2 4

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