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Details about Ekaterini Panopoulou
Access statistics for papers by Ekaterini Panopoulou.
Last updated 2008-10-16. Update your information in the RePEc Author Service .
Short-id: ppa195
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Journal Articles
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
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
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
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
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
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
Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group (2005)
Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth (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
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
Journal Articles
2007
Discounting the distant future: How much does model selection affect the certainty equivalent rate?
Journal of Applied Econometrics , 2007, 22 , (3), 641-656 View citations See Also Working Paper (2005)
Predictive financial models of the euro area: A new evaluation test
International Journal of Forecasting , 2007, 23 , (4), 695-705
2005
The Feldstein-Horioka puzzle revisited: A Monte Carlo study
Journal of International Money and Finance , 2005, 24 , (7), 1143-1149 View citations
2004
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 View citations