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 1 1 4 322
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 1 65 1 1 4 214
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 1 126 2 2 4 464
An Econometric Approach To Estimating Long-Run Discount Rates 0 0 2 109 0 0 5 208
Club Convergence in Carbon Dioxide Emissions 0 1 4 130 2 13 20 320
Convergence in Per Capita Health Expenditures and Health Outcomes in the OECD Countries 0 0 1 4 1 3 20 35
Declining Discount Rates: Evidence from the UK 1 1 1 65 1 1 2 245
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 0 0 19 0 1 7 103
Declining discount rates and the Fisher Effect: inflated past, discounted future? 0 0 0 11 0 1 7 29
Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future? 0 0 1 28 0 2 5 99
Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach 0 0 0 70 0 0 3 197
Detecting shift and pure contagion in East Asian equity markets: A Unified Approach 0 0 0 91 1 1 11 257
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 0 0 99 0 3 7 513
Estimating C-CAPM and the Equity Premium over the Frequency Domain 0 0 2 35 0 1 7 113
Hedge fund predictability and optimal asset allocation 0 0 0 79 1 2 5 60
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 4 7 44 1 16 126 290
Integration at a cost: Evidence from volatility impulse response functions 0 0 1 101 0 1 7 360
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 118 0 0 5 313
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 50 1 1 5 175
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 0 2 0 1 3 18
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 1 19 0 0 2 98
Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots 0 0 0 8 0 14 65 161
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 202 1 2 6 1,140
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 2 101 0 1 8 444
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 97 0 1 10 419
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 81
On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility 0 0 0 63 0 0 6 183
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 108 2 2 7 365
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 1 58 2 2 13 241
PPP over a century: Co-integration and structural change 0 0 0 28 0 0 5 108
Shift versus traditional contagion in Asian markets 0 0 0 51 1 1 10 159
Social Discounting Under Uncertainty: A cross-country comparison 0 0 0 109 0 1 3 293
Speculative behaviour and oil price predictability 0 0 0 30 0 0 6 87
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 39 0 1 8 245
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 99 0 2 8 319
The predictive content of financial variables: Evidence from the euro area 0 0 1 75 0 1 3 256
Total Working Papers 1 6 26 2,473 18 80 421 9,045


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 4 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 1 2 5 1,502
Backtesting VaR and ES under the magnifying glass 0 0 2 2 0 2 16 16
CROSS‐STATE DISPARITIES IN US HEALTH CARE EXPENDITURES 0 0 0 0 0 0 1 44
Club Convergence in Carbon Dioxide Emissions 0 1 4 73 2 4 14 180
Convergence in per capita health expenditures and health outcomes in the OECD countries 0 0 0 25 2 5 11 92
DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH 0 0 0 9 0 0 6 56
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 0 1 11 0 1 9 96
Decomposing the persistence of real exchange rates 2 2 2 14 2 2 6 51
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 0 0 76 0 1 7 329
Do Financial Systems Converge? 0 0 0 0 0 1 4 77
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 9 82
Forecasting growth and inflation in an enlarged euro area 0 0 0 18 0 0 5 82
Hedge fund return predictability; To combine forecasts or combine information? 0 0 3 17 0 3 13 63
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 0 1 8 5 15 23 102
Integration at a cost: evidence from volatility impulse response functions 0 0 1 34 0 1 13 113
Intertemporal Market Risks and the Cross–Section of Greek Average Returns 0 0 0 0 0 1 2 6
Long-run cash flow and discount-rate risks in the cross-section of US returns 0 0 1 35 0 0 7 133
Looking far in the past: revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 0 0 2 128
Measuring the market risk of freight rates: A forecast combination approach 0 0 0 1 0 0 3 5
Old Wine in a New Bottle: Growth Convergence Dynamics in the EU 0 1 1 38 1 6 11 167
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 2 56 1 1 4 206
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 27 0 1 6 126
PPP over a century: cointegration and structural change 0 0 0 4 0 0 2 41
Predictive financial models of the euro area: A new evaluation test 0 0 0 28 1 4 11 102
Regime-switching models for exchange rates 1 3 3 7 2 5 9 24
Social discounting under uncertainty: A cross-country comparison 1 2 4 59 1 4 12 274
Speculative behaviour and oil price predictability 0 0 1 6 0 0 3 37
The Feldstein-Horioka puzzle revisited: A Monte Carlo study 0 0 0 56 0 0 11 241
The Fisher effect in the presence of time-varying coefficients 0 2 2 8 0 2 8 33
The enigma of noninterest income convergence 0 0 1 26 0 0 11 109
The role of technical indicators in exchange rate forecasting 1 2 4 4 5 8 14 14
Total Journal Articles 5 13 34 1,108 23 69 264 4,603


Statistics updated 2020-07-04