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 0 2 16 505
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 0 65 0 2 22 249
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 1 115 0 2 16 352
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 2 15 440
Convergence in Per Capita Health Expenditures and Health Outcomes in the OECD Countries 0 0 0 6 0 1 12 55
Declining Discount Rates: Evidence from the UK 0 0 0 67 2 2 10 268
Declining Discount Rates: Evidence from the UK 0 0 0 0 0 1 15 21
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 0 1 20 1 2 19 133
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 0 17 137
Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach 0 0 0 70 0 2 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 1 1 17 565
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 1 2 14 87
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 0 1 65 0 0 22 414
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 0 118 0 0 8 328
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 50 0 0 7 189
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 0 3 0 2 10 34
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 0 0 9 188
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 203 0 0 12 1,166
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
Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests 0 0 0 18 0 1 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 0 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 1 1 13 437
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 59 0 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 0 10 175
Social Discounting Under Uncertainty: A cross-country comparison 0 0 0 115 1 1 17 325
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 0 2 23 355
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 39 0 1 12 276
The predictive content of financial variables: Evidence from the euro area 0 0 0 77 1 2 9 277
Toward a Macroprudential Regulatory Framework for Mutual Funds 0 0 0 18 1 3 9 34
Toward a macroprudential regulatory framework for mutual funds 0 0 0 13 0 0 7 50
Total Working Papers 0 0 3 2,598 10 35 538 10,433

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 0 13 1,532
Backtesting VaR and ES under the magnifying glass 0 0 0 16 1 2 19 77
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 0 2 22 315
Convergence in per capita health expenditures and health outcomes in the OECD countries 0 0 0 30 0 2 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 1 1 13 128
Decomposing the persistence of real exchange rates 0 0 0 17 1 2 9 67
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 19 375
Do Financial Systems Converge? 0 0 0 0 0 0 17 119
Estimating C-CAPM and the equity premium over the frequency domain 0 0 0 13 1 3 12 72
Fama French factors and US stock return predictability 1 1 1 11 2 5 15 36
Financial variables and euro area growth: A non-parametric causality analysis 0 0 0 25 2 4 19 116
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 1 1 13 98
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 1 1 5 22 1 2 25 226
Integration at a cost: evidence from volatility impulse response functions 0 0 0 35 0 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 2 3 20 162
Looking far in the past: revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 1 2 11 146
Measuring the market risk of freight rates: A forecast combination approach 0 0 0 1 1 2 7 14
Mortgage loan demand and banks’ operational efficiency 0 0 0 21 0 1 17 76
Old Wine in a New Bottle: Growth Convergence Dynamics in the EU 0 0 1 51 0 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 3 31 166
Out-of-sample equity premium prediction: a complete subset quantile regression approach 0 0 0 4 1 2 5 23
Policy uncertainty and the capital shortfall of global financial firms 0 0 0 36 0 1 12 131
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 0 16 25
Regime-switching models for exchange rates 0 0 0 10 1 3 12 47
Social discounting under uncertainty: A cross-country comparison 0 0 0 69 0 1 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 0 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 0 2 17 154
The role of technical indicators in exchange rate forecasting 0 1 1 24 0 2 15 97
Total Journal Articles 2 3 13 1,335 18 58 502 6,240
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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