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 0 125 0 0 3 460
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 0 64 0 1 5 210
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 3 114 1 1 4 318
An Econometric Approach To Estimating Long-Run Discount Rates 0 0 1 107 0 0 3 203
Club Convergence in Carbon Dioxide Emissions 0 0 2 126 0 0 7 300
Convergence in Per Capita Health Expenditures and Health Outcomes in the OECD Countries 0 0 0 3 0 0 2 15
Declining Discount Rates: Evidence from the UK 0 0 0 64 0 0 2 243
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 0 1 19 1 2 10 96
Declining discount rates and the Fisher Effect: inflated past, discounted future? 0 0 0 11 1 1 10 22
Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future? 0 0 1 27 0 2 13 94
Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach 0 0 1 70 0 0 1 194
Detecting shift and pure contagion in East Asian equity markets: A Unified Approach 0 0 1 91 0 1 4 246
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 1 1 99 0 2 6 506
Estimating C-CAPM and the Equity Premium over the Frequency Domain 0 0 0 33 0 0 3 106
Hedge fund predictability and optimal asset allocation 0 1 1 79 0 4 5 55
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 0 6 37 0 0 9 164
Integration at a cost: Evidence from volatility impulse response functions 1 1 1 100 1 1 2 353
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 50 0 0 1 170
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 118 0 0 1 308
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 0 18 0 0 3 96
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 1 2 0 0 1 15
Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots 0 0 0 8 0 0 3 96
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 202 1 1 4 1,134
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 97 0 0 1 409
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 99 0 2 2 436
Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests 0 0 0 18 0 1 1 109
Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 0 0 1 79
On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility 0 0 1 63 0 0 3 177
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 108 0 1 1 358
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 1 4 57 0 5 10 228
PPP over a century: Co-integration and structural change 0 0 1 28 0 0 1 103
Shift versus traditional contagion in Asian markets 0 0 0 51 0 0 0 149
Social Discounting Under Uncertainty: A cross-country comparison 0 0 0 109 1 1 3 290
Speculative behaviour and oil price predictability 0 0 0 30 0 3 11 81
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 99 0 2 6 311
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 39 1 1 1 237
The predictive content of financial variables: Evidence from the euro area 0 0 0 74 0 2 2 253
Total Working Papers 1 4 26 2,447 7 34 145 8,624


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 19
A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error 0 0 0 420 1 1 2 1,497
CROSS‐STATE DISPARITIES IN US HEALTH CARE EXPENDITURES 0 0 0 0 0 0 2 43
Club Convergence in Carbon Dioxide Emissions 1 1 3 69 2 2 8 166
Convergence in per capita health expenditures and health outcomes in the OECD countries 0 0 1 25 0 0 1 81
DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH 0 0 0 9 0 0 2 50
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 1 3 4 10 3 5 18 87
Decomposing the persistence of real exchange rates 1 1 1 12 1 1 4 45
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 0 0 76 0 2 5 322
Do Financial Systems Converge? 0 0 0 0 1 2 3 73
Estimating C-CAPM and the equity premium over the frequency domain 0 0 0 12 0 0 4 47
Financial variables and euro area growth: A non-parametric causality analysis 0 1 3 22 0 1 5 73
Forecasting growth and inflation in an enlarged euro area 0 0 0 18 0 0 2 77
Hedge fund return predictability; To combine forecasts or combine information? 0 0 0 14 1 2 8 50
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 0 1 7 0 3 28 79
Integration at a cost: evidence from volatility impulse response functions 0 0 0 33 0 1 6 100
Intertemporal Market Risks and the Cross–Section of Greek Average Returns 0 0 0 0 0 0 1 4
Long-run cash flow and discount-rate risks in the cross-section of US returns 0 0 0 34 0 0 0 126
Looking far in the past: revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 3 3 4 126
Old Wine in a New Bottle: Growth Convergence Dynamics in the EU 0 0 1 37 0 0 5 156
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 54 0 0 0 202
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 1 27 0 0 2 120
PPP over a century: cointegration and structural change 0 0 0 4 0 0 0 39
Predictive financial models of the euro area: A new evaluation test 0 0 0 28 0 0 4 91
Regime-switching models for exchange rates 0 0 1 4 0 0 1 15
Social discounting under uncertainty: A cross-country comparison 0 0 1 55 0 0 7 262
Speculative behaviour and oil price predictability 0 0 0 5 0 2 5 34
The Feldstein-Horioka puzzle revisited: A Monte Carlo study 0 0 0 56 2 2 5 230
The Fisher effect in the presence of time-varying coefficients 0 0 0 6 0 2 3 25
The enigma of noninterest income convergence 0 0 0 25 0 1 4 98
Total Journal Articles 3 6 17 1,073 14 30 142 4,337


Statistics updated 2019-07-03