Details about Ekaterini Panopoulou

E-mail:
Homepage:	http://www.unipi.gr/faculty/apano/index.htm
Phone:	00302104142005
Postal address:	Department of Statistics and Insurance Science, University of Piraeus 80 Karaoli & Dimitriou str. 18534, Piraeus Greece
Workplace:	Institute for International Integration Studies (IIIS), Trinity College Dublin, (more information at EDIRC)

Access statistics for papers by Ekaterini Panopoulou.

Last updated 2009-09-12. Update your information in the RePEc Author Service.

Short-id: ppa195

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Working Papers

2008

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 View citations
Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2007)
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
Also in Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth (2008)
See also Journal Article in Emerging Markets Review (2008)

2007

Club Convergence in Carbon Dioxide Emissions
The Institute for International Integration Studies Discussion Paper Series, IIIS
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
Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2006) View citations
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 View citations
See also Journal Article in Journal of International Financial Markets, Institutions and Money (2009)

2006

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
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns
Finance, EconWPA
Also in Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth (2005) View citations
Finance, EconWPA (2006) View citations
Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations
Also in Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth (2006)
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
See also Journal Article in Applied Financial Economics Letters (2007)
Shift versus traditional contagion in Asian markets
The Institute for International Integration Studies Discussion Paper Series, IIIS
Social Discounting Under Uncertainty: A cross-country comparison
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations
See also Journal Article in Journal of Environmental Economics and Management (2009)
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
Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2006)
The predictive content of financial variables: Evidence from the euro area
The Institute for International Integration Studies Discussion Paper Series, IIIS

2005

A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators
The Institute for International Integration Studies Discussion Paper Series, IIIS
Also in Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth (2005)
Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group (2005)
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
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 View citations
See also Journal Article in Journal of Applied Econometrics (2007)
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
See also Journal Article in Applied Financial Economics (2009)
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

2004

An Econometric Approach To Estimating Long-Run Discount Rates
Royal Economic Society Annual Conference 2004, Royal Economic Society View citations

Journal Articles

2009

Forecasting growth and inflation in an enlarged euro area
Journal of Forecasting, 2009, 28, (5), 405-425
Integration at a cost: evidence from volatility impulse response functions
Applied Financial Economics, 2009, 19, (11), 917-933
See also Working Paper (2005)
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
See also Working Paper (2007)
Social discounting under uncertainty: A cross-country comparison
Journal of Environmental Economics and Management, 2009, 57, (2), 140-150
See also Working Paper (2006)