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 1 1 1 115 10 11 15 350
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 0 129 6 8 16 503
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 0 65 2 7 23 245
An Econometric Approach To Estimating Long-Run Discount Rates 0 0 0 115 3 6 18 241
Club Convergence in Carbon Dioxide Emissions 0 0 2 146 1 2 16 438
Convergence in Per Capita Health Expenditures and Health Outcomes in the OECD Countries 0 0 0 6 2 4 8 51
Declining Discount Rates: Evidence from the UK 0 0 0 0 8 9 14 20
Declining Discount Rates: Evidence from the UK 0 0 0 67 0 1 9 266
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 0 1 20 4 8 17 131
Declining discount rates and the Fisher Effect: inflated past, discounted future? 0 0 0 12 1 9 18 58
Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future? 0 0 0 31 1 7 15 134
Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach 0 0 0 70 1 4 7 212
Detecting shift and pure contagion in East Asian equity markets: A Unified Approach 0 0 0 91 2 4 16 326
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 0 0 110 7 9 17 564
Estimating C-CAPM and the Equity Premium over the Frequency Domain 0 0 0 36 1 8 21 152
Hedge fund predictability and optimal asset allocation 0 0 0 83 1 3 12 85
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 1 3 65 1 8 25 414
Integration at a cost: Evidence from volatility impulse response functions 0 0 0 104 2 7 12 381
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 118 1 1 5 325
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 50 0 2 8 189
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 0 3 1 4 10 32
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 0 19 0 0 2 110
Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots 0 0 0 9 2 4 8 187
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 98 0 0 6 432
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 203 2 4 11 1,165
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 102 3 3 16 483
Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests 0 0 0 18 3 4 10 125
Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 3 5 19 105
Model Selection For Estimating Certainty Equivalent Discount Rates 0 0 0 0 3 4 10 16
On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility 0 0 0 64 1 2 10 210
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 110 3 3 13 436
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 59 0 1 11 281
PPP over a century: Co-integration and structural change 0 0 0 28 1 4 12 124
Shift versus traditional contagion in Asian markets 0 0 0 51 1 4 8 173
Social Discounting Under Uncertainty: A cross-country comparison 0 0 1 115 2 3 18 323
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 39 3 8 11 275
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 100 4 11 19 351
The predictive content of financial variables: Evidence from the euro area 0 0 0 77 3 3 7 275
Toward a Macroprudential Regulatory Framework for Mutual Funds 0 0 0 18 2 3 8 31
Toward a macroprudential regulatory framework for mutual funds 0 0 0 13 1 4 6 49
Total Working Papers 1 2 8 2,598 92 192 511 10,366

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 1 5 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 1 6 12 1,530
Backtesting VaR and ES under the magnifying glass 0 0 1 16 0 2 19 75
CROSS‐STATE DISPARITIES IN US HEALTH CARE EXPENDITURES 0 0 0 3 1 3 7 112
Club Convergence in Carbon Dioxide Emissions 0 0 0 83 2 9 22 313
Convergence in per capita health expenditures and health outcomes in the OECD countries 0 0 0 30 1 1 10 123
DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH 0 0 0 9 1 3 9 68
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 0 1 17 1 3 12 126
Decomposing the persistence of real exchange rates 0 0 1 17 2 3 7 64
Detecting Bubbles in the US and UK Real Estate Markets 0 0 1 21 2 4 22 109
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 0 1 85 3 7 18 372
Do Financial Systems Converge? 0 0 0 0 5 8 17 118
Estimating C-CAPM and the equity premium over the frequency domain 0 0 1 13 3 5 10 68
Fama French factors and US stock return predictability 0 0 3 10 2 4 13 29
Financial variables and euro area growth: A non-parametric causality analysis 0 0 0 25 1 2 19 112
Forecasting growth and inflation in an enlarged euro area 0 0 0 19 1 2 8 94
Hedge fund return predictability; To combine forecasts or combine information? 0 0 0 18 2 4 12 94
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 1 2 6 21 4 8 27 219
Integration at a cost: evidence from volatility impulse response functions 0 0 0 35 2 2 13 130
Intertemporal Market Risks and the Cross–Section of Greek Average Returns 0 0 0 0 1 1 4 25
Long-run cash flow and discount-rate risks in the cross-section of US returns 0 0 1 37 3 6 18 158
Looking far in the past: revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 0 4 11 144
Measuring the market risk of freight rates: A forecast combination approach 0 0 0 1 1 1 6 12
Mortgage loan demand and banks’ operational efficiency 0 0 0 21 6 7 14 71
Old Wine in a New Bottle: Growth Convergence Dynamics in the EU 0 0 1 51 3 4 11 209
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 57 1 2 8 222
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 27 2 5 24 158
Out-of-sample equity premium prediction: a complete subset quantile regression approach 0 0 1 4 1 1 6 21
Policy uncertainty and the capital shortfall of global financial firms 0 0 1 36 1 2 13 129
Predictive financial models of the euro area: A new evaluation test 0 0 0 29 1 5 8 191
Quantile forecast combinations in realised volatility prediction 0 0 0 0 1 4 16 23
Regime-switching models for exchange rates 0 0 0 10 3 5 11 44
Social discounting under uncertainty: A cross-country comparison 0 0 0 69 1 1 11 310
Speculative behaviour and oil price predictability 0 0 0 8 0 0 3 48
The Feldstein-Horioka puzzle revisited: A Monte Carlo study 0 0 0 64 2 2 4 263
The Fisher effect in the presence of time-varying coefficients 0 2 2 11 6 10 14 66
The enigma of noninterest income convergence 0 0 0 27 2 5 16 152
The role of technical indicators in exchange rate forecasting 0 0 0 23 1 5 12 94
Total Journal Articles 1 4 21 1,331 70 147 472 6,145
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 2 13 17
Total Chapters 0 0 0 0 0 2 13 17

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