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 17 505
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 1 115 1 2 16 352
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 0 65 1 4 23 249
An Econometric Approach To Estimating Long-Run Discount Rates 0 0 0 115 0 0 18 241
Club Convergence in Carbon Dioxide Emissions 0 0 0 146 1 1 15 439
Convergence in Per Capita Health Expenditures and Health Outcomes in the OECD Countries 0 0 0 6 1 3 12 55
Declining Discount Rates: Evidence from the UK 0 0 0 67 0 0 8 266
Declining Discount Rates: Evidence from the UK 0 0 0 0 1 1 15 21
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 0 1 20 1 1 18 132
Declining discount rates and the Fisher Effect: inflated past, discounted future? 0 0 0 12 0 1 19 61
Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future? 0 0 0 31 0 2 17 137
Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach 0 0 0 70 2 4 11 216
Detecting shift and pure contagion in East Asian equity markets: A Unified Approach 0 0 0 91 0 0 16 326
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 0 0 110 0 0 16 564
Estimating C-CAPM and the Equity Premium over the Frequency Domain 0 0 0 36 0 0 16 152
Hedge fund predictability and optimal asset allocation 0 0 0 83 0 1 13 86
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 0 2 65 0 0 23 414
Integration at a cost: Evidence from volatility impulse response functions 0 0 0 104 0 0 10 381
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 50 0 0 7 189
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 118 0 3 8 328
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 0 19 0 0 2 110
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 0 3 1 2 11 34
Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots 0 0 0 9 0 0 9 188
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 102 0 0 16 483
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 98 0 0 8 435
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 203 0 1 12 1,166
Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests 0 0 0 18 1 3 12 128
Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 0 0 20 106
Model Selection For Estimating Certainty Equivalent Discount Rates 0 0 0 0 1 1 13 19
On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility 0 0 0 64 0 0 10 210
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 110 0 0 12 436
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 59 1 1 11 282
PPP over a century: Co-integration and structural change 0 0 0 28 0 0 11 125
Shift versus traditional contagion in Asian markets 0 0 0 51 0 2 10 175
Social Discounting Under Uncertainty: A cross-country comparison 0 0 0 115 0 1 16 324
Speculative behaviour and oil price predictability 0 0 0 31 0 0 4 98
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 100 1 3 23 355
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 39 1 1 12 276
The predictive content of financial variables: Evidence from the euro area 0 0 0 77 0 1 8 276
Toward a Macroprudential Regulatory Framework for Mutual Funds 0 0 0 18 1 2 8 33
Toward a macroprudential regulatory framework for mutual funds 0 0 0 13 0 1 7 50
Total Working Papers 0 0 4 2,598 17 44 533 10,423

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 4 49
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 14 1,532
Backtesting VaR and ES under the magnifying glass 0 0 0 16 0 1 19 76
CROSS‐STATE DISPARITIES IN US HEALTH CARE EXPENDITURES 0 0 0 3 0 0 8 113
Club Convergence in Carbon Dioxide Emissions 0 0 0 83 1 2 22 315
Convergence in per capita health expenditures and health outcomes in the OECD countries 0 0 0 30 1 3 12 127
DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH 0 0 0 9 0 0 10 69
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 0 1 17 0 1 12 127
Decomposing the persistence of real exchange rates 0 0 0 17 0 1 8 66
Detecting Bubbles in the US and UK Real Estate Markets 0 0 1 21 0 0 18 110
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 0 0 85 1 2 18 374
Do Financial Systems Converge? 0 0 0 0 0 0 18 119
Estimating C-CAPM and the equity premium over the frequency domain 0 0 0 13 1 2 12 71
Fama French factors and US stock return predictability 0 0 0 10 2 4 13 34
Financial variables and euro area growth: A non-parametric causality analysis 0 0 0 25 0 2 17 114
Forecasting growth and inflation in an enlarged euro area 0 0 0 19 0 0 8 94
Hedge fund return predictability; To combine forecasts or combine information? 0 0 0 18 0 3 13 97
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 0 5 21 0 1 25 225
Integration at a cost: evidence from volatility impulse response functions 0 0 0 35 1 2 14 132
Intertemporal Market Risks and the Cross–Section of Greek Average Returns 0 0 0 0 0 0 3 25
Long-run cash flow and discount-rate risks in the cross-section of US returns 0 0 0 37 0 2 19 160
Looking far in the past: revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 0 1 10 145
Measuring the market risk of freight rates: A forecast combination approach 0 0 0 1 0 1 6 13
Mortgage loan demand and banks’ operational efficiency 0 0 0 21 1 3 18 76
Old Wine in a New Bottle: Growth Convergence Dynamics in the EU 0 0 1 51 3 3 14 212
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 57 0 1 9 223
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 27 1 6 30 165
Out-of-sample equity premium prediction: a complete subset quantile regression approach 0 0 0 4 1 1 4 22
Policy uncertainty and the capital shortfall of global financial firms 0 0 0 36 1 2 13 131
Predictive financial models of the euro area: A new evaluation test 0 0 0 29 0 1 9 192
Quantile forecast combinations in realised volatility prediction 0 0 1 1 0 1 16 25
Regime-switching models for exchange rates 0 0 0 10 1 2 11 46
Social discounting under uncertainty: A cross-country comparison 0 0 0 69 1 2 10 312
Speculative behaviour and oil price predictability 0 0 0 8 0 1 4 49
The Feldstein-Horioka puzzle revisited: A Monte Carlo study 0 0 0 64 2 2 6 265
The Fisher effect in the presence of time-varying coefficients 0 0 2 11 0 0 14 66
The enigma of noninterest income convergence 0 0 0 27 2 2 18 154
The role of technical indicators in exchange rate forecasting 1 1 1 24 1 3 15 97
Total Journal Articles 1 1 12 1,333 21 59 494 6,222
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 0 12 17
Total Chapters 0 0 0 0 0 0 12 17

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