Details about Ekaterini Panopoulou

Access statistics for papers by Ekaterini Panopoulou.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: ppa195

Working Papers

2020

1. Toward a Macroprudential Regulatory Framework for Mutual Funds
   GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
   Also in LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2020)

2015

2. 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 View citations (18)
   Also in GRI Working Papers, Grantham Research Institute on Climate Change and the Environment (2013) View citations (8)
   Discussion Paper Series, Department of Economics, University of Macedonia (2015) View citations (18)
   See also Journal Article Declining discount rates and the Fisher Effect: Inflated past, discounted future?, Journal of Environmental Economics and Management, Elsevier (2015) View citations (22) (2015)
3. Hedge fund predictability and optimal asset allocation
   Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences

2014

4. Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (55)
   See also Journal Article Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission, Journal of International Financial Markets, Institutions and Money, Elsevier (2014) View citations (52) (2014)
5. Speculative behaviour and oil price predictability
   Discussion Paper Series, Department of Economics, University of Macedonia
   See also Journal Article Speculative behaviour and oil price predictability, Economic Modelling, Elsevier (2015) View citations (9) (2015)

2012

6. Estimating C-CAPM and the Equity Premium over the Frequency Domain
   DEOS Working Papers, Athens University of Economics and Business
   See also Journal Article Estimating C-CAPM and the equity premium over the frequency domain, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2013) (2013)

2011

7. Convergence in Per Capita Health Expenditures and Health Outcomes in the OECD Countries
   Post-Print, HAL View citations (5)
   See also Journal Article Convergence in per capita health expenditures and health outcomes in the OECD countries, Applied Economics, Taylor & Francis Journals (2012) View citations (23) (2012)

2008

8. Detecting shift and pure contagion in East Asian equity markets: A Unified Approach
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (3)
   Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2007)
   See also Journal Article DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH, Pacific Economic Review, Wiley Blackwell (2010) View citations (8) (2010)
9. 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 View citations (23)
   Also in Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth (2008) View citations (26)
   See also Journal Article On the stability of domestic financial market linkages in the presence of time-varying volatility, Emerging Markets Review, Elsevier (2008) View citations (23) (2008)

2007

10. Club Convergence in Carbon Dioxide Emissions
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (3)
    See also Journal Article Club Convergence in Carbon Dioxide Emissions, Environmental & Resource Economics, Springer (2009) View citations (117) (2009)
11. 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 View citations (1)
    Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2006) View citations (3)
12. On the robustness of international portfolio diversification benefits to regime-switching volatility
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (5)
    See also Journal Article On the robustness of international portfolio diversification benefits to regime-switching volatility, Journal of International Financial Markets, Institutions and Money, Elsevier (2009) View citations (14) (2009)

2006

13. Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (1)
14. Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns
    Finance, University Library of Munich, Germany View citations (4)
    Also in Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth (2005) View citations (2)
    Finance, University Library of Munich, Germany (2006) View citations (1)
    See also Journal Article Long-run cash flow and discount-rate risks in the cross-section of US returns, The European Journal of Finance, Taylor & Francis Journals (2010) View citations (3) (2010)
15. 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 (3)
    Also in Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth (2006) View citations (1)
    See also Journal Article Looking far in the past: revisiting the growth-returns nexus with non-parametric tests, Empirical Economics, Springer (2010) View citations (7) (2010)
16. PPP over a century: Co-integration and structural change
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
17. Shift versus traditional contagion in Asian markets
    The Institute for International Integration Studies Discussion Paper Series, IIIS
18. Social Discounting Under Uncertainty: A cross-country comparison
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (11)
    See also Journal Article Social discounting under uncertainty: A cross-country comparison, Journal of Environmental Economics and Management, Elsevier (2009) View citations (38) (2009)
19. The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (1)
    Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2006) View citations (1)
20. The predictive content of financial variables: Evidence from the euro area
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (2)

2005

21. A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (6)
    Also in Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group (2005) View citations (6)
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth (2005) View citations (6)
22. Declining Discount Rates: Evidence from the UK
    DEOS Working Papers, Athens University of Economics and Business
    Also in Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth (2005)
23. Discounting the distant future: How much does model selection affect the certainty equivalent rate?
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (20)
    See also Journal Article Discounting the distant future: How much does model selection affect the certainty equivalent rate?, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2007) View citations (67) (2007)
24. Integration at a cost: Evidence from volatility impulse response functions
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
    See also Journal Article Integration at a cost: evidence from volatility impulse response functions, Applied Financial Economics, Taylor & Francis Journals (2009) View citations (19) (2009)
25. Intertemporal Market Risks and the Cross-Section of Greek Average Returns
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
    Also in Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth (2005)

2004

26. An Econometric Approach To Estimating Long-Run Discount Rates
    Royal Economic Society Annual Conference 2004, Royal Economic Society View citations (13)
27. Model Selection For Estimating Certainty Equivalent Discount Rates
    DEOS Working Papers, Athens University of Economics and Business

Journal Articles

2021

1. Mortgage loan demand and banks’ operational efficiency
   Journal of Financial Stability, 2021, 53, (C)
2. Out-of-sample equity premium prediction: a complete subset quantile regression approach
   The European Journal of Finance, 2021, 27, (1-2), 110-135 View citations (4)

2020

3. Detecting Bubbles in the US and UK Real Estate Markets
   The Journal of Real Estate Finance and Economics, 2020, 60, (4), 469-513 View citations (3)
4. Policy uncertainty and the capital shortfall of global financial firms
   Journal of Corporate Finance, 2020, 62, (C) View citations (22)

2019

5. Backtesting VaR and ES under the magnifying glass
   International Review of Financial Analysis, 2019, 64, (C), 22-37 View citations (3)
6. Quantile forecast combinations in realised volatility prediction
   Journal of the Operational Research Society, 2019, 70, (10), 1720-1733 View citations (11)
7. The role of technical indicators in exchange rate forecasting
   Journal of Empirical Finance, 2019, 53, (C), 197-221 View citations (14)

2018

8. Measuring the market risk of freight rates: A forecast combination approach
   Journal of Forecasting, 2018, 37, (2), 201-224 View citations (2)

2016

9. The Fisher effect in the presence of time-varying coefficients
   Computational Statistics & Data Analysis, 2016, 100, (C), 495-511 View citations (8)

2015

10. Declining discount rates and the Fisher Effect: Inflated past, discounted future?
    Journal of Environmental Economics and Management, 2015, 73, (C), 32-49 View citations (22)
    See also Working Paper Declining discount rates and the Fisher Effect: inflated past, discounted future?, LSE Research Online Documents on Economics (2015) View citations (18) (2015)
11. Hedge fund return predictability; To combine forecasts or combine information?
    Journal of Banking & Finance, 2015, 56, (C), 103-122 View citations (7)
12. Regime-switching models for exchange rates
    The European Journal of Finance, 2015, 21, (12), 1023-1069 View citations (7)
13. Speculative behaviour and oil price predictability
    Economic Modelling, 2015, 47, (C), 128-136 View citations (9)
    See also Working Paper Speculative behaviour and oil price predictability, Discussion Paper Series (2014) (2014)

2014

14. A Quantile Regression Approach to Equity Premium Prediction
    Journal of Forecasting, 2014, 33, (7), 558-576 View citations (21)
15. Fama French factors and US stock return predictability
    Journal of Asset Management, 2014, 15, (2), 110-128 View citations (3)
16. 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 View citations (52)
    See also Working Paper Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission, Economics Department Working Paper Series (2014) View citations (55) (2014)

2013

17. CROSS‐STATE DISPARITIES IN US HEALTH CARE EXPENDITURES
    Health Economics, 2013, 22, (4), 451-465 View citations (10)
18. Decomposing the persistence of real exchange rates
    Empirical Economics, 2013, 44, (3), 1217-1242 View citations (3)
19. Estimating C-CAPM and the equity premium over the frequency domain
    Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (5), 551-571
    See also Working Paper Estimating C-CAPM and the Equity Premium over the Frequency Domain, DEOS Working Papers (2012) (2012)

2012

20. Convergence in per capita health expenditures and health outcomes in the OECD countries
    Applied Economics, 2012, 44, (30), 3909-3920 View citations (23)
    See also Working Paper Convergence in Per Capita Health Expenditures and Health Outcomes in the OECD Countries, Post-Print (2011) View citations (5) (2011)

2011

21. Do Financial Systems Converge?
    Review of International Economics, 2011, 19, (1), 122-136 View citations (15)
22. The enigma of noninterest income convergence
    Applied Financial Economics, 2011, 21, (17), 1309-1316 View citations (3)

2010

23. DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH
    Pacific Economic Review, 2010, 15, (3), 401-421 View citations (8)
    See also Working Paper Detecting shift and pure contagion in East Asian equity markets: A Unified Approach, Economics Department Working Paper Series (2008) View citations (3) (2008)
24. 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 View citations (3)
    See also Working Paper Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns, Finance (2006) View citations (4) (2006)
25. Looking far in the past: revisiting the growth-returns nexus with non-parametric tests
    Empirical Economics, 2010, 38, (3), 743-766 View citations (7)
    See also Working Paper Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests, The Institute for International Integration Studies Discussion Paper Series (2006) View citations (3) (2006)
26. Old Wine in a New Bottle: Growth Convergence Dynamics in the EU
    Atlantic Economic Journal, 2010, 38, (2), 169-181 View citations (25)

2009

27. Club Convergence in Carbon Dioxide Emissions
    Environmental & Resource Economics, 2009, 44, (1), 47-70 View citations (117)
    See also Working Paper Club Convergence in Carbon Dioxide Emissions, The Institute for International Integration Studies Discussion Paper Series (2007) View citations (3) (2007)
28. Financial variables and euro area growth: A non-parametric causality analysis
    Economic Modelling, 2009, 26, (6), 1414-1419 View citations (26)
29. Forecasting growth and inflation in an enlarged euro area
    Journal of Forecasting, 2009, 28, (5), 405-425 View citations (3)
30. Integration at a cost: evidence from volatility impulse response functions
    Applied Financial Economics, 2009, 19, (11), 917-933 View citations (19)
    See also Working Paper Integration at a cost: Evidence from volatility impulse response functions, Economics Department Working Paper Series (2005) (2005)
31. 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 View citations (14)
    See also Working Paper On the robustness of international portfolio diversification benefits to regime-switching volatility, Economics Department Working Paper Series (2007) View citations (5) (2007)
32. Social discounting under uncertainty: A cross-country comparison
    Journal of Environmental Economics and Management, 2009, 57, (2), 140-150 View citations (38)
    See also Working Paper Social Discounting Under Uncertainty: A cross-country comparison, The Institute for International Integration Studies Discussion Paper Series (2006) View citations (11) (2006)

2008

33. On the stability of domestic financial market linkages in the presence of time-varying volatility
    Emerging Markets Review, 2008, 9, (4), 280-301 View citations (23)
    See also Working Paper On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility, Working Papers (2008) View citations (23) (2008)

2007

34. 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 (67)
    See also Working Paper Discounting the distant future: How much does model selection affect the certainty equivalent rate?, Economics Department Working Paper Series (2005) View citations (20) (2005)
35. Intertemporal Market Risks and the Cross–Section of Greek Average Returns
    Journal of Emerging Market Finance, 2007, 6, (2), 203-227
36. Predictive financial models of the euro area: A new evaluation test
    International Journal of Forecasting, 2007, 23, (4), 695-705 View citations (5)

2005

37. The Feldstein-Horioka puzzle revisited: A Monte Carlo study
    Journal of International Money and Finance, 2005, 24, (7), 1143-1149 View citations (30)

2004

38. 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 (82)

Chapters

2014

1. Measuring Risk Aversion Across Countries from the Consumption-CAPM: A Spectral Approach
   Springer