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 3 325
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 0 65 1 2 3 217
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 2 128 2 3 10 474
An Econometric Approach To Estimating Long-Run Discount Rates 0 1 1 111 0 2 4 213
Club Convergence in Carbon Dioxide Emissions 0 1 4 135 5 6 22 349
Convergence in Per Capita Health Expenditures and Health Outcomes in the OECD Countries 0 0 0 4 1 1 2 37
Declining Discount Rates: Evidence from the UK 0 0 0 65 0 0 1 246
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 0 0 19 1 1 4 108
Declining discount rates and the Fisher Effect: inflated past, discounted future? 0 0 0 11 1 1 4 35
Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future? 0 0 0 28 0 3 6 106
Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach 0 0 0 70 1 1 4 202
Detecting shift and pure contagion in East Asian equity markets: A Unified Approach 0 0 0 91 0 12 37 295
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 1 5 104 0 3 15 528
Estimating C-CAPM and the Equity Premium over the Frequency Domain 0 0 1 36 1 3 10 123
Hedge fund predictability and optimal asset allocation 0 0 1 80 0 1 3 66
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 1 4 11 56 5 15 33 356
Integration at a cost: Evidence from volatility impulse response functions 0 0 0 101 0 1 2 362
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 118 1 2 3 318
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 50 0 0 2 178
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 0 19 1 1 7 105
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 0 2 0 0 1 19
Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots 0 0 0 8 0 3 6 172
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 1 203 1 1 6 1,148
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 101 1 2 15 459
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 1 98 1 1 4 423
Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests 0 0 0 18 1 1 4 115
Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 1 1 2 84
On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility 0 0 1 64 1 3 9 194
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 108 1 4 42 408
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 1 1 59 1 4 12 255
PPP over a century: Co-integration and structural change 0 0 0 28 0 0 2 110
Shift versus traditional contagion in Asian markets 0 0 0 51 1 2 2 162
Social Discounting Under Uncertainty: A cross-country comparison 0 0 0 110 0 0 2 298
Speculative behaviour and oil price predictability 0 0 0 30 0 0 3 91
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 39 2 3 6 252
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 1 100 1 1 5 326
The predictive content of financial variables: Evidence from the euro area 0 0 0 76 0 0 2 260
Total Working Papers 1 8 30 2,508 32 85 298 9,419


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 1 2 3 26
A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error 0 0 1 421 0 0 6 1,510
Backtesting VaR and ES under the magnifying glass 1 2 4 6 2 5 12 30
CROSS‐STATE DISPARITIES IN US HEALTH CARE EXPENDITURES 0 0 1 1 2 2 7 52
Club Convergence in Carbon Dioxide Emissions 0 0 2 75 0 7 26 208
Convergence in per capita health expenditures and health outcomes in the OECD countries 0 0 1 26 2 2 7 100
DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH 0 0 0 9 1 1 1 58
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 0 0 11 1 3 5 103
Decomposing the persistence of real exchange rates 1 1 1 15 1 1 2 54
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 1 2 78 0 3 10 339
Do Financial Systems Converge? 0 0 0 0 1 1 6 85
Estimating C-CAPM and the equity premium over the frequency domain 0 0 0 12 3 4 5 54
Financial variables and euro area growth: A non-parametric causality analysis 1 1 2 25 1 1 4 87
Forecasting growth and inflation in an enlarged euro area 0 0 0 18 0 0 0 83
Hedge fund return predictability; To combine forecasts or combine information? 0 1 1 18 1 2 7 71
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 0 0 10 5 20 49 160
Integration at a cost: evidence from volatility impulse response functions 0 0 1 35 1 1 2 115
Intertemporal Market Risks and the Cross–Section of Greek Average Returns 0 0 0 0 1 1 11 18
Long-run cash flow and discount-rate risks in the cross-section of US returns 0 0 0 35 0 0 4 137
Looking far in the past: revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 0 0 1 129
Measuring the market risk of freight rates: A forecast combination approach 0 0 0 1 0 0 0 5
Old Wine in a New Bottle: Growth Convergence Dynamics in the EU 0 0 0 38 0 1 5 173
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 56 2 2 2 209
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 27 0 1 2 130
PPP over a century: cointegration and structural change 0 0 0 4 0 0 1 43
Predictive financial models of the euro area: A new evaluation test 0 0 0 28 0 1 15 120
Regime-switching models for exchange rates 0 0 1 8 0 0 3 27
Social discounting under uncertainty: A cross-country comparison 1 2 4 65 3 5 10 287
Speculative behaviour and oil price predictability 0 0 0 6 0 0 2 39
The Feldstein-Horioka puzzle revisited: A Monte Carlo study 0 0 2 58 1 1 6 248
The Fisher effect in the presence of time-varying coefficients 0 0 0 9 1 3 5 39
The enigma of noninterest income convergence 0 0 0 26 1 4 17 127
The role of technical indicators in exchange rate forecasting 0 1 4 10 2 4 23 41
Total Journal Articles 4 9 27 1,142 33 78 259 4,907


Statistics updated 2021-09-05