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Details about Ekaterini Panopoulou

E-mail:
Homepage:https://www.kent.ac.uk/kbs/our-staff/profiles/panopoulou_ekaterini.html
Postal address:Kent Business School The University of Kent, Canterbury, Kent, CT2 7PE United Kingdom
Workplace:Kent Business School, University of Kent, (more information at EDIRC)

Access statistics for papers by Ekaterini Panopoulou.

Last updated 2017-03-14. Update your information in the RePEc Author Service.

Short-id: ppa195


Jump to Journal Articles

Working Papers

2015

  1. Declining discount rates and the Fisher Effect: inflated past, discounted future?
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2015) Downloads View citations (2)
    GRI Working Papers, Grantham Research Institute on Climate Change and the Environment (2013) Downloads View citations (5)

    See also Journal Article in Journal of Environmental Economics and Management (2015)
  2. Hedge fund predictability and optimal asset allocation
    Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences Downloads

2014

  1. Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads View citations (7)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2014)
  2. Speculative behaviour and oil price predictability
    Discussion Paper Series, Department of Economics, University of Macedonia Downloads
    See also Journal Article in Economic Modelling (2015)

2012

  1. Estimating C-CAPM and the Equity Premium over the Frequency Domain
    DEOS Working Papers, Athens University of Economics and Business Downloads
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2013)

2011

  1. Convergence in Per Capita Health Expenditures and Health Outcomes in the OECD Countries
    Post-Print, HAL Downloads
    See also Journal Article in Applied Economics (2012)

2008

  1. Detecting shift and pure contagion in East Asian equity markets: A Unified Approach
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads View citations (3)
    Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2007) Downloads

    See also Journal Article in Pacific Economic Review (2010)
  2. On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey Downloads View citations (13)
    Also in Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth (2008) Downloads View citations (15)

    See also Journal Article in Emerging Markets Review (2008)

2007

  1. Club Convergence in Carbon Dioxide Emissions
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (1)
    See also Journal Article in Environmental & Resource Economics (2009)
  2. International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group Downloads View citations (1)
    Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2006) Downloads View citations (1)
  3. On the robustness of international portfolio diversification benefits to regime-switching volatility
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads View citations (5)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2009)

2006

  1. Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads View citations (1)
  2. Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns
    Finance, EconWPA Downloads View citations (1)
    Also in Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth (2005) Downloads View citations (2)
    Finance, EconWPA (2006) Downloads View citations (3)

    See also Journal Article in The European Journal of Finance (2010)
  3. Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (2)
    Also in Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth (2006) Downloads View citations (1)

    See also Journal Article in Empirical Economics (2010)
  4. PPP over a century: Co-integration and structural change
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads
    See also Journal Article in Applied Financial Economics Letters (2007)
  5. Shift versus traditional contagion in Asian markets
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads
  6. Social Discounting Under Uncertainty: A cross-country comparison
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (4)
    See also Journal Article in Journal of Environmental Economics and Management (2009)
  7. The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads View citations (1)
    Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2006) Downloads
  8. The predictive content of financial variables: Evidence from the euro area
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (1)

2005

  1. A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group Downloads View citations (2)
    Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2005) Downloads View citations (2)
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth (2005) Downloads View citations (2)
  2. Declining Discount Rates: Evidence from the UK
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads
  3. Discounting the distant future: How much does model selection affect the certainty equivalent rate?
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads View citations (8)
    See also Journal Article in Journal of Applied Econometrics (2007)
  4. Integration at a cost: Evidence from volatility impulse response functions
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads
    See also Journal Article in Applied Financial Economics (2009)
  5. Intertemporal Market Risks and the Cross-Section of Greek Average Returns
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads
    Also in Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth (2005) Downloads

2004

  1. An Econometric Approach To Estimating Long-Run Discount Rates
    Royal Economic Society Annual Conference 2004, Royal Economic Society Downloads View citations (5)

Journal Articles

2016

  1. The Fisher effect in the presence of time-varying coefficients
    Computational Statistics & Data Analysis, 2016, 100, (C), 495-511 Downloads

2015

  1. Declining discount rates and the Fisher Effect: Inflated past, discounted future?
    Journal of Environmental Economics and Management, 2015, 73, (C), 32-49 Downloads View citations (2)
    See also Working Paper (2015)
  2. Hedge fund return predictability; To combine forecasts or combine information?
    Journal of Banking & Finance, 2015, 56, (C), 103-122 Downloads
  3. Regime-switching models for exchange rates
    The European Journal of Finance, 2015, 21, (12), 1023-1069 Downloads
  4. Speculative behaviour and oil price predictability
    Economic Modelling, 2015, 47, (C), 128-136 Downloads View citations (2)
    See also Working Paper (2014)

2014

  1. A Quantile Regression Approach to Equity Premium Prediction
    Journal of Forecasting, 2014, 33, (7), 558-576 Downloads View citations (2)
  2. Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission
    Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 137-154 Downloads View citations (7)
    See also Working Paper (2014)

2013

  1. CROSS‐STATE DISPARITIES IN US HEALTH CARE EXPENDITURES
    Health Economics, 2013, 22, (4), 451-465 View citations (3)
  2. Decomposing the persistence of real exchange rates
    Empirical Economics, 2013, 44, (3), 1217-1242 Downloads View citations (1)
  3. Estimating C-CAPM and the equity premium over the frequency domain
    Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (5), 551-571 Downloads
    See also Working Paper (2012)

2012

  1. Convergence in per capita health expenditures and health outcomes in the OECD countries
    Applied Economics, 2012, 44, (30), 3909-3920 Downloads View citations (5)
    See also Working Paper (2011)

2011

  1. Do Financial Systems Converge?
    Review of International Economics, 2011, 19, (1), 122-136 View citations (6)
  2. The enigma of noninterest income convergence
    Applied Financial Economics, 2011, 21, (17), 1309-1316 Downloads View citations (3)

2010

  1. DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH
    Pacific Economic Review, 2010, 15, (3), 401-421 Downloads View citations (4)
    See also Working Paper (2008)
  2. Long-run cash flow and discount-rate risks in the cross-section of US returns
    The European Journal of Finance, 2010, 16, (3), 227-244 Downloads View citations (1)
    See also Working Paper (2006)
  3. Looking far in the past: revisiting the growth-returns nexus with non-parametric tests
    Empirical Economics, 2010, 38, (3), 743-766 Downloads View citations (4)
    See also Working Paper (2006)
  4. Old Wine in a New Bottle: Growth Convergence Dynamics in the EU
    Atlantic Economic Journal, 2010, 38, (2), 169-181 Downloads View citations (8)

2009

  1. Club Convergence in Carbon Dioxide Emissions
    Environmental & Resource Economics, 2009, 44, (1), 47-70 Downloads View citations (32)
    See also Working Paper (2007)
  2. Financial variables and euro area growth: A non-parametric causality analysis
    Economic Modelling, 2009, 26, (6), 1414-1419 Downloads View citations (7)
  3. Forecasting growth and inflation in an enlarged euro area
    Journal of Forecasting, 2009, 28, (5), 405-425 Downloads
  4. Integration at a cost: evidence from volatility impulse response functions
    Applied Financial Economics, 2009, 19, (11), 917-933 Downloads View citations (8)
    See also Working Paper (2005)
  5. On the robustness of international portfolio diversification benefits to regime-switching volatility
    Journal of International Financial Markets, Institutions and Money, 2009, 19, (1), 140-156 Downloads View citations (8)
    See also Working Paper (2007)
  6. Social discounting under uncertainty: A cross-country comparison
    Journal of Environmental Economics and Management, 2009, 57, (2), 140-150 Downloads View citations (27)
    See also Working Paper (2006)

2008

  1. On the stability of domestic financial market linkages in the presence of time-varying volatility
    Emerging Markets Review, 2008, 9, (4), 280-301 Downloads View citations (14)
    See also Working Paper (2008)

2007

  1. Discounting the distant future: How much does model selection affect the certainty equivalent rate?
    Journal of Applied Econometrics, 2007, 22, (3), 641-656 Downloads View citations (31)
    See also Working Paper (2005)
  2. Intertemporal Market Risks and the Cross–Section of Greek Average Returns
    Journal of Emerging Market Finance, 2007, 6, (2), 203-227 Downloads
  3. PPP over a century: cointegration and structural change
    Applied Financial Economics Letters, 2007, 3, (5), 319-325 Downloads
    See also Working Paper (2006)
  4. Predictive financial models of the euro area: A new evaluation test
    International Journal of Forecasting, 2007, 23, (4), 695-705 Downloads View citations (5)

2005

  1. The Feldstein-Horioka puzzle revisited: A Monte Carlo study
    Journal of International Money and Finance, 2005, 24, (7), 1143-1149 Downloads View citations (20)

2004

  1. A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error
    Econometrics Journal, 2004, 7, (2), 585-617 Downloads View citations (43)
 
Page updated 2017-03-30