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 2 114 0 1 4 319
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 0 64 0 0 3 210
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 1 126 0 0 4 461
An Econometric Approach To Estimating Long-Run Discount Rates 0 1 1 108 0 2 3 205
Club Convergence in Carbon Dioxide Emissions 1 1 1 127 1 2 6 302
Convergence in Per Capita Health Expenditures and Health Outcomes in the OECD Countries 0 0 0 3 4 6 7 21
Declining Discount Rates: Evidence from the UK 0 0 0 64 0 0 1 243
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 0 1 19 0 2 10 100
Declining discount rates and the Fisher Effect: inflated past, discounted future? 0 0 0 11 0 2 8 24
Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future? 0 0 2 28 0 1 11 96
Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach 0 0 0 70 1 1 1 195
Detecting shift and pure contagion in East Asian equity markets: A Unified Approach 0 0 0 91 4 6 9 252
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 0 1 99 1 3 9 509
Estimating C-CAPM and the Equity Premium over the Frequency Domain 0 0 0 33 0 0 4 107
Hedge fund predictability and optimal asset allocation 0 0 1 79 0 0 5 55
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 2 6 39 1 4 10 168
Integration at a cost: Evidence from volatility impulse response functions 0 0 2 101 1 4 8 359
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 50 0 0 1 171
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 118 3 3 4 311
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 0 2 0 0 0 15
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 1 1 1 19 1 1 1 97
Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots 0 0 0 8 0 1 3 97
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 97 4 5 6 414
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 99 1 1 3 437
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 202 1 1 4 1,135
Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests 0 0 0 18 0 0 1 109
Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 0 1 2 80
On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility 0 0 1 63 1 1 3 178
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 108 0 2 3 360
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 2 57 1 2 10 230
PPP over a century: Co-integration and structural change 0 0 0 28 2 3 3 106
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 0 0 3 290
Speculative behaviour and oil price predictability 0 0 0 30 1 2 7 83
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 99 0 3 7 314
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 39 1 6 8 244
The predictive content of financial variables: Evidence from the euro area 0 0 0 74 0 1 3 254
Total Working Papers 2 5 22 2,455 29 67 175 8,700


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 1 1 20
A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error 0 0 0 420 0 2 4 1,499
Backtesting VaR and ES under the magnifying glass 1 1 1 1 2 2 2 2
CROSS‐STATE DISPARITIES IN US HEALTH CARE EXPENDITURES 0 0 0 0 0 0 1 43
Club Convergence in Carbon Dioxide Emissions 0 2 4 71 2 6 13 173
Convergence in per capita health expenditures and health outcomes in the OECD countries 0 0 0 25 0 0 0 81
DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH 0 0 0 9 0 2 4 53
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 1 5 11 1 2 18 91
Decomposing the persistence of real exchange rates 0 0 1 12 0 1 5 46
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 0 0 76 0 3 8 326
Do Financial Systems Converge? 0 0 0 0 1 3 6 76
Estimating C-CAPM and the equity premium over the frequency domain 0 0 0 12 0 0 2 47
Financial variables and euro area growth: A non-parametric causality analysis 0 0 1 22 1 3 6 76
Forecasting growth and inflation in an enlarged euro area 0 0 0 18 3 4 5 81
Hedge fund return predictability; To combine forecasts or combine information? 0 1 2 16 0 3 10 54
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 0 2 8 2 3 27 83
Integration at a cost: evidence from volatility impulse response functions 0 1 1 34 2 8 15 111
Intertemporal Market Risks and the Cross–Section of Greek Average Returns 0 0 0 0 0 0 0 4
Long-run cash flow and discount-rate risks in the cross-section of US returns 0 0 0 34 1 5 5 131
Looking far in the past: revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 1 2 6 128
Measuring the market risk of freight rates: A forecast combination approach 0 0 0 1 0 2 2 4
Old Wine in a New Bottle: Growth Convergence Dynamics in the EU 0 0 0 37 0 1 5 157
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 2 56 0 0 2 204
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 27 1 2 3 122
PPP over a century: cointegration and structural change 0 0 0 4 2 2 2 41
Predictive financial models of the euro area: A new evaluation test 0 0 0 28 1 3 7 94
Regime-switching models for exchange rates 0 0 1 4 0 0 1 15
Social discounting under uncertainty: A cross-country comparison 0 0 2 56 1 1 9 264
Speculative behaviour and oil price predictability 0 0 0 5 0 1 4 35
The Feldstein-Horioka puzzle revisited: A Monte Carlo study 0 0 0 56 1 3 7 234
The Fisher effect in the presence of time-varying coefficients 0 0 0 6 0 1 5 27
The enigma of noninterest income convergence 0 0 0 25 3 4 10 104
The role of technical indicators in exchange rate forecasting 0 0 0 0 1 1 1 1
Total Journal Articles 1 6 22 1,085 26 71 196 4,427


Statistics updated 2019-11-03