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 0 114 0 1 4 323
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 0 126 0 0 3 464
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 1 65 0 0 4 214
An Econometric Approach To Estimating Long-Run Discount Rates 0 1 2 110 1 2 5 210
Club Convergence in Carbon Dioxide Emissions 1 2 5 132 3 8 30 332
Convergence in Per Capita Health Expenditures and Health Outcomes in the OECD Countries 0 0 1 4 0 0 14 35
Declining Discount Rates: Evidence from the UK 0 0 1 65 1 1 3 246
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 0 0 19 0 2 5 105
Declining discount rates and the Fisher Effect: inflated past, discounted future? 0 0 0 11 0 4 9 33
Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future? 0 0 0 28 0 2 5 101
Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach 0 0 0 70 0 1 4 199
Detecting shift and pure contagion in East Asian equity markets: A Unified Approach 0 0 0 91 0 0 6 258
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 1 1 100 1 3 7 516
Estimating C-CAPM and the Equity Premium over the Frequency Domain 0 0 2 35 1 1 7 114
Hedge fund predictability and optimal asset allocation 0 0 0 79 0 3 8 63
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 2 7 46 0 35 158 326
Integration at a cost: Evidence from volatility impulse response functions 0 0 0 101 0 0 1 360
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 50 0 0 5 176
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 118 0 1 4 315
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 0 19 0 0 1 98
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 0 2 0 0 3 18
Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots 0 0 0 8 0 5 69 166
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 202 0 3 8 1,143
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 1 1 1 98 1 1 6 420
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 2 101 1 2 9 446
Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests 0 0 0 18 0 0 2 111
Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 0 1 2 82
On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility 0 0 0 63 1 1 8 186
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 108 0 0 6 366
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 1 58 0 1 14 244
PPP over a century: Co-integration and structural change 0 0 0 28 0 2 4 110
Shift versus traditional contagion in Asian markets 0 0 0 51 0 0 11 160
Social Discounting Under Uncertainty: A cross-country comparison 0 0 1 110 1 3 7 297
Speculative behaviour and oil price predictability 0 0 0 30 0 1 5 88
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 39 0 1 3 247
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 99 1 5 10 324
The predictive content of financial variables: Evidence from the euro area 0 1 2 76 1 3 5 259
Total Working Papers 2 8 27 2,482 13 93 455 9,155


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 3 0 0 3 23
A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error 0 0 0 420 2 2 7 1,506
Backtesting VaR and ES under the magnifying glass 0 1 2 3 0 2 17 19
CROSS‐STATE DISPARITIES IN US HEALTH CARE EXPENDITURES 0 0 0 0 1 1 3 46
Club Convergence in Carbon Dioxide Emissions 0 0 2 73 1 1 10 183
Convergence in per capita health expenditures and health outcomes in the OECD countries 0 0 0 25 0 1 13 94
DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH 0 0 0 9 0 0 4 57
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 0 0 11 0 2 8 99
Decomposing the persistence of real exchange rates 0 0 2 14 0 0 6 52
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 0 0 76 1 4 7 333
Do Financial Systems Converge? 0 0 0 0 1 3 4 80
Estimating C-CAPM and the equity premium over the frequency domain 0 0 0 12 0 0 2 49
Financial variables and euro area growth: A non-parametric causality analysis 0 0 1 23 0 0 7 83
Forecasting growth and inflation in an enlarged euro area 0 0 0 18 0 0 2 83
Hedge fund return predictability; To combine forecasts or combine information? 0 0 1 17 0 2 11 65
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 0 2 10 1 4 30 113
Integration at a cost: evidence from volatility impulse response functions 0 0 0 34 0 0 2 113
Intertemporal Market Risks and the Cross–Section of Greek Average Returns 0 0 0 0 1 1 4 8
Long-run cash flow and discount-rate risks in the cross-section of US returns 0 0 1 35 1 1 3 134
Looking far in the past: revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 0 0 0 128
Measuring the market risk of freight rates: A forecast combination approach 0 0 0 1 0 0 1 5
Old Wine in a New Bottle: Growth Convergence Dynamics in the EU 0 0 1 38 0 1 11 168
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 56 0 0 3 207
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 27 0 0 6 128
PPP over a century: cointegration and structural change 0 0 0 4 0 0 1 42
Predictive financial models of the euro area: A new evaluation test 0 0 0 28 1 4 13 107
Regime-switching models for exchange rates 0 0 3 7 0 0 9 24
Social discounting under uncertainty: A cross-country comparison 0 1 5 61 3 5 16 280
Speculative behaviour and oil price predictability 0 0 1 6 0 0 2 37
The Feldstein-Horioka puzzle revisited: A Monte Carlo study 0 0 0 56 0 1 9 243
The Fisher effect in the presence of time-varying coefficients 0 0 3 9 0 0 7 34
The enigma of noninterest income convergence 0 0 1 26 1 4 9 113
The role of technical indicators in exchange rate forecasting 2 3 9 9 3 6 23 24
Total Journal Articles 2 5 34 1,119 17 45 253 4,680


Statistics updated 2020-11-03