13
H index
16
i10 index
634
Citations
University of Essex | 13 H index 16 i10 index 634 Citations RESEARCH PRODUCTION: 39 Articles 40 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ekaterini Panopoulou. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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The European Journal of Finance | 3 |
Applied Financial Economics | 2 |
Economic Modelling | 2 |
Journal of International Financial Markets, Institutions and Money | 2 |
Empirical Economics | 2 |
Journal of Forecasting | 2 |
Journal of Environmental Economics and Management | 2 |
Year | Title of citing document |
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2022 | Estimates of the social cost of carbon have not changed over time. (2021). Tol, Richard. In: Papers. RePEc:arx:papers:2105.03656. Full description at Econpapers || Download paper |
2022 | Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267. Full description at Econpapers || Download paper |
2022 | Optimal Control Approaches to Sustainability under Uncertainty. (2022). Yannacopoulos, Athanasios ; Papayiannis, Georgios I ; Koundouri, Phoebe. In: DEOS Working Papers. RePEc:aue:wpaper:2215. Full description at Econpapers || Download paper |
2022 | Policy uncertainty and income distribution: Asymmetric evidence from state?level data in the United States. (2022). Bahmani-Oskooee, Mohsen ; Bahmanioskooee, Mohsen ; Hasanzade, Mehrnoosh. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:1:p:179-220. Full description at Econpapers || Download paper |
2022 | Financial structure convergence. (2022). Sever, Can. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:65-83. Full description at Econpapers || Download paper |
2021 | Euro Area Income and Wealth Effects: Aggregation Issues. (2021). Zekaite, Zivile ; de Bondt, Gabe ; Herrero, Pablo ; Gieseck, Arne. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:6:p:1454-1474. Full description at Econpapers || Download paper |
2021 | European financial systems through the crisis: Patterns and convergence. (2021). Barucci, Emilio ; Colozza, Tommaso. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:5:p:1451-1485. Full description at Econpapers || Download paper |
2021 | Convergence Triggers in Africa: Evidence from Convergence Clubs and Panel Models. (2021). Erkekoglu, Hatice ; Majok, Aweng Peter. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:2:p:218-245. Full description at Econpapers || Download paper |
2021 | Does Informality Hinder Financial Development Convergence? Abstract:. (2021). Yucel, Emekcan ; Sever, Can. In: Working Papers. RePEc:bou:wpaper:2021/02. Full description at Econpapers || Download paper |
2021 | Convergence CO2 Emission in ASEAN Countries: Augmented Green Solow Model Approach. (2021). Hayati, Banatul ; Aminata, Jaka ; Wahyu, Tri ; Agung, Edy Yusuf. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-65. Full description at Econpapers || Download paper |
2021 | Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567. Full description at Econpapers || Download paper |
2022 | Human capital dynamics in China: Evidence from a club convergence approach. (2022). Valerio Mendoza, Octasiano ; Borsi, Mihály ; Comim, Flavio. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s104900782200001x. Full description at Econpapers || Download paper |
2021 | Dividends and economic policy uncertainty: International evidence. (2021). el Ghoul, Sadok ; Attig, Najah ; Zheng, Xiaolan ; Guedhami, Omrane. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302297. Full description at Econpapers || Download paper |
2021 | Economic policy uncertainty and cross-border lending. (2021). Zhai, Wei ; Biswas, Sonny. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119920303114. Full description at Econpapers || Download paper |
2022 | Non-financial corporations and systemic risk. (2022). Wosser, Michael ; O'Connor, Thomas ; Flavin, Thomas ; Dungey, Mardi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002510. Full description at Econpapers || Download paper |
2022 | The efficiency of primary sovereign bond markets in Turkey: The so-called Fisher puzzle reconsidered. (2022). Sunal, Onur . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:255-261. Full description at Econpapers || Download paper |
2021 | Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks. (2021). Payne, James E ; Nazlioglu, Saban ; Karul, Cagin ; Rayos-Velazquez, Marco ; Lee, Jun Soo. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000870. Full description at Econpapers || Download paper |
2022 | Beyond financial deepening: Rethinking the finance-growth relationship in an uneven world. (2022). Villani, Ilaria ; Cavallaro, Eleonora. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002498. Full description at Econpapers || Download paper |
2021 | Exploring the development trend of internet finance in China: Perspective from club convergence. (2021). Feng, Chen ; Yin, Shanggang ; Yan, Hong ; Bai, Caiquan ; Wei, Qian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001248. Full description at Econpapers || Download paper |
2022 | On the co-evolution of PM2.5 concentrations and income in China: A joint distribution dynamics approach. (2022). Zhang, ZhongXiang ; He, Ling-Yun ; Wu, Jian-Xin. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005570. Full description at Econpapers || Download paper |
2022 | Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000731. Full description at Econpapers || Download paper |
2022 | Conditional capital surplus and shortfall across renewable and non-renewable resource firms. (2022). Okimoto, Tatsuyoshi ; Irawan, Denny. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002535. Full description at Econpapers || Download paper |
2022 | Safe haven properties of green, Islamic, and crypto assets and investors proclivity towards treasury and gold. (2022). Umar, Muhammad ; Mirza, Nawazish ; Naqvi, Bushra ; Abbas, Syed Kumail. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005254. Full description at Econpapers || Download paper |
2021 | Identifying characteristic changes in club convergence of Chinas urban pollution emission: A spatial-temporal feature analysis. (2021). Wang, Qiaoru ; Liu, Dayu ; Song, Yang. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001481. Full description at Econpapers || Download paper |
2021 | Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001675. Full description at Econpapers || Download paper |
2021 | Per capita carbon emissions convergence in developing Asia: A century of evidence from covariate unit root test with endogenous structural breaks. (2021). Pan, Lei ; Matsuki, Takashi. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002322. Full description at Econpapers || Download paper |
2022 | Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19. (2022). Jamasb, Tooraj ; Nepal, Rabindra ; Farid, Saqib ; Naeem, Muhammad Abubakr ; Arif, Muhammad. In: Energy Policy. RePEc:eee:enepol:v:168:y:2022:i:c:s0301421522003275. Full description at Econpapers || Download paper |
2021 | Sectoral analysis of club convergence in EU countries’ CO2 emissions. (2021). Mortazavi, Reza ; Cialani, Catia. In: Energy. RePEc:eee:energy:v:235:y:2021:i:c:s0360544221015802. Full description at Econpapers || Download paper |
2022 | Will Chinas provincial per capita energy consumption converge to a common level over 1990–2017? Evidence from a club convergence approach. (2022). Chen, Hao. In: Energy. RePEc:eee:energy:v:249:y:2022:i:c:s0360544222005278. Full description at Econpapers || Download paper |
2022 | Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties. (2022). Gözgör, Giray ; Marco, Chi Keung ; Elsayed, Ahmed H. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000436. Full description at Econpapers || Download paper |
2022 | Exchange rate return predictability in times of geopolitical risk. (2022). Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Iyke, Bernard Njindan. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000692. Full description at Econpapers || Download paper |
2022 | Geographical diversification using ETFs: Multinational evidence from COVID-19 pandemic. (2022). Najand, Mohammad ; Yousefi, Hamed. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002198. Full description at Econpapers || Download paper |
2021 | Financial contagion and the role of firm characteristics. (2021). Hacihasanoglu, Yavuz Selim ; Kara, Alper ; Unalmis, Deren. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319302600. Full description at Econpapers || Download paper |
2021 | A tale of tails : New evidence on the growth-return nexus. (2021). Výrost, Tomáš ; Lyócsa, Štefan ; Vrost, Toma ; Lyocsa, Tefan ; Plihal, Toma. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310347. Full description at Econpapers || Download paper |
2022 | Join the club! Dynamics of global ESG indices convergence. (2022). Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003099. Full description at Econpapers || Download paper |
2022 | Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions. (2022). Sharma, Anil K ; Barua, Ronil. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s154461232200335x. Full description at Econpapers || Download paper |
2021 | On the stability of stock-bond comovements across market conditions in the Eurozone periphery. (2021). Lagoa-Varela, Dolores ; Flavin, Thomas J. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028318303144. Full description at Econpapers || Download paper |
2021 | Political uncertainty, COVID-19 pandemic and stock market volatility transmission. (2021). Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001025. Full description at Econpapers || Download paper |
2021 | How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?. (2021). Sakurai, Yuji. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000706. Full description at Econpapers || Download paper |
2021 | What drives material use in the EU? Evidence from club convergence and decomposition analysis on domestic material consumption and material footprint. (2021). Sarı, Erkam ; Karakaya, Etem ; Alata, Sedat ; Sari, Erkam. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309351. Full description at Econpapers || Download paper |
2021 | Where lies the silver lining when uncertainty hang dark clouds over the global financial markets?. (2021). Adediran, Idris ; Lakhani, Kanwal Hammad ; Yinusa, Olalekan D. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309624. Full description at Econpapers || Download paper |
2021 | Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches. (2021). Belkacem, Lotfi ; de Peretti, Christian ; Bedoui, Rihab ; Talbi, Marwa. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001549. Full description at Econpapers || Download paper |
2021 | Efficient predictability of oil price: The role of number of IPOs and U.S. dollar index. (2021). Hu, Yangli ; Kang, Jie ; Dai, Zhifeng. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s030142072100307x. Full description at Econpapers || Download paper |
2022 | Forecasting crude oil market returns: Enhanced moving average technical indicators. (2022). Zhang, Yaojie ; Wang, Yudong ; Liu, LI ; Wen, Danyan. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000216. Full description at Econpapers || Download paper |
2021 | Economic policy uncertainty and corporate innovation: Evidence from China. (2021). Wang, Yunfeng ; Hua, Yechun ; Huo, DA ; Xu, Huijuan ; Guan, Jialin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000494. Full description at Econpapers || Download paper |
2021 | Profitability of moving-average technical analysis over the firm life cycle: Evidence from Taiwan. (2021). Shih, Yi-Cheng ; Lin, Li-Feng ; Su, Xuan-Qi ; Chen, Kuan-Hau. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001402. Full description at Econpapers || Download paper |
2022 | Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis. (2022). Al Ajlouni, Ahmed ; Chaibi, Anis ; Beljid, Makram ; Yousaf, Imran. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000592. Full description at Econpapers || Download paper |
2022 | On the stylized facts of precious metals’ volatility: A comparative analysis of pre- and during COVID-19 crisis. (2022). Bentes, Sonia R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003727. Full description at Econpapers || Download paper |
2021 | Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold. (2021). BenSaïda, Ahmed ; Ghorbel, Ahmed ; Bensaida, Ahmed ; Chemkha, Rahma ; Tayachi, Tahar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:71-85. Full description at Econpapers || Download paper |
2021 | Capture the contagion network of bitcoin – Evidence from pre and mid COVID-19. (2021). Wei, Yunjie ; Lu, Fengbin ; Guo, Xiaochun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001057. Full description at Econpapers || Download paper |
2022 | Exploring the predictability of cryptocurrencies via Bayesian hidden Markov models. (2022). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001756. Full description at Econpapers || Download paper |
2022 | False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network. (2022). Będowska-Sójka, Barbara ; Perez, Katarzyna ; Grobelny, Przemysaw ; Bdowska-Sojka, Barbara ; Kaczmarek, Tomasz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002312. Full description at Econpapers || Download paper |
2022 | Disparities in premature mortality: Evidence for the OECD countries. (2022). Simon-Fernandez, Maria Blanca ; Montaes, Antonio ; Ledesma-Cuenca, Ana. In: Social Science & Medicine. RePEc:eee:socmed:v:307:y:2022:i:c:s0277953622005044. Full description at Econpapers || Download paper |
2022 | Can Twitter-based economic uncertainty predict safe-haven assets under all market conditions and investment horizons?. (2022). Gemici, Eray ; Bouri, Elie ; Gok, Remzi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:185:y:2022:i:c:s0040162522006126. Full description at Econpapers || Download paper |
2021 | Conditional Capital Surplus and Shortfall across Resource Firms. (2021). Tatsuyoshi, Okimoto ; Irawan, Denny. In: Discussion papers. RePEc:eti:dpaper:21031. Full description at Econpapers || Download paper |
2021 | The Role of Discounting in Energy Policy Investments. (2021). Nestico, Antonio ; Maselli, Gabriella. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6055-:d:641186. Full description at Econpapers || Download paper |
2021 | Time-Varying Convergences of Environmental Footprint Levels between European Countries. (2021). Erdoan, Seyfettin ; Yildirim, Seda ; Castanho, Rui Alexandre ; Couto, Gualter ; Demirta, Iil. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:7:p:1813-:d:523501. Full description at Econpapers || Download paper |
2022 | Analysis of the Financing Options for Pro-Ecological Projects. (2022). Aleksander, Aneta ; Wodarski, Krzysztof ; Bijaska, Jolanta. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:6:p:2143-:d:771633. Full description at Econpapers || Download paper |
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2022 | . Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2021 | Divergence Tendencies in the European Integration Process: A Danger for the Sustainability of the E(M)U?. (2021). Glawe, Linda ; Wagner, Helmut. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:104-:d:511017. Full description at Econpapers || Download paper |
2021 | Convergence or Divergence? Emission Performance in the Regional Comprehensive Economic Partnership Countries. (2021). Lee, Hyoungsuk ; Choi, Yongrok ; Yang, Fan. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:18:p:10135-:d:632816. Full description at Econpapers || Download paper |
2022 | The Heterogeneous Effect of Economic Complexity and Export Quality on the Ecological Footprint: A Two-Step Club Convergence and Panel Quantile Regression Approach. (2022). Osmani, Fariba ; Koengkan, Matheus ; Fuinhas, Jose Alberto ; Kazemzadeh, Emad. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:18:p:11153-:d:908104. Full description at Econpapers || Download paper |
2022 | Exploring the Asymmetrical Influence of Economic Growth, Oil Price, Consumer Price Index and Industrial Production on the Trade Deficit in China. (2022). Shah, Aadil Hameed ; Naminse, Eric Yaw ; Chandio, Abbas Ali ; Zhu, Nian ; Pan, Liurong. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:23:p:15534-:d:980636. Full description at Econpapers || Download paper |
2022 | Empirical Study on the Impact of COVID-19 on International Student Enrollment for Higher Education in China. (2022). Agyemang, Andrew Osei ; Shijian, Zou. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:7:p:4185-:d:784829. Full description at Econpapers || Download paper |
2023 | On the Club Convergence in China’s Provincial Coal Consumptions: Evidence from a Nonlinear Time-Varying Factor Model. (2023). Wang, Bangjun ; Qin, Ruxiang ; He, Yinnan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:1881-:d:1040394. Full description at Econpapers || Download paper |
2021 | Economic policy uncertainty and bank stability. (2021). Tarazi, Amine ; Danisman, Gamze. In: Working Papers. RePEc:hal:wpaper:hal-03259298. Full description at Econpapers || Download paper |
2021 | Exchange Rate Volatility in the Covid-19 Period: An Analysis Using the Markov-Switching ARCH Model. (2021). Koc, Havva. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2021:i:35:p:205-220. Full description at Econpapers || Download paper |
2026 | The Relationship Between the Health Services Price Index and The Real Effective Exchange Rate Index in Turkey: A Frequency Domain Causality Analysis. (2026). Kirca, Mustafa ; Inal, Veysel ; Ozer, Mustafa. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2022:i:36:p:21-41. Full description at Econpapers || Download paper |
2021 | An Economic Crisis “State of Shock”: An Empirical Analysis of the Greek Economy. (2021). Xanthippi, Chapsa ; Persefoni, Polychronidou ; Athanasios, Athanasenas. In: European Journal of Interdisciplinary Studies. RePEc:jis:ejistu:y:2021:i:02:id:473. Full description at Econpapers || Download paper |
2022 | On the link between Chinese currency and its inpayments from and outpayments to trading partners: an asymmetric analysis. (2022). Bahmani-Oskooee, Mohsen ; Xu, Jia. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:1:d:10.1007_s10644-020-09317-1. Full description at Econpapers || Download paper |
2021 | Parametric and Semiparametric Efficiency Frontiers in Fishery Analysis: Overview and Case Study on the Falkland Islands. (2021). Mainardi, Stefano. In: Environmental & Resource Economics. RePEc:kap:enreec:v:79:y:2021:i:2:d:10.1007_s10640-021-00557-x. Full description at Econpapers || Download paper |
2021 | The contribution of Economic Policy Uncertainty to the persistence of shocks to stock market volatility. (2021). Pantelidis, Theologos ; Tzika, Paraskevi. In: Discussion Paper Series. RePEc:mcd:mcddps:2021_11. Full description at Econpapers || Download paper |
2022 | US Health Care Expenditures, GDP and Health Policy Reforms: Evidence from End-of-Sample Structural Break Tests. (2022). Woodward, Robert S ; Ozabaci, Deniz ; Conway, Karen Smith ; Brewer, Ben. In: Eastern Economic Journal. RePEc:pal:easeco:v:48:y:2022:i:4:d:10.1057_s41302-022-00218-x. Full description at Econpapers || Download paper |
2021 | Measuring bulk shipping prices risk. (2021). Serna, Gregorio ; Poblacion, Javier. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:23:y:2021:i:2:d:10.1057_s41278-019-00129-3. Full description at Econpapers || Download paper |
2023 | Does club convergence matter? Empirical evidence on inequality in the human development index among Indian states. (2023). Pradhan, Jalandhar ; Nag, Ajit. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01518-z. Full description at Econpapers || Download paper |
2021 | What have we learnt from modelling stock returns in Nigeria: Higgledy-piggledy?. (2021). Rano, Shehu Usman. In: MPRA Paper. RePEc:pra:mprapa:110382. Full description at Econpapers || Download paper |
2022 | Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data. (2022). Pierdzioch, Christian ; Gupta, Rangan ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:202217. Full description at Econpapers || Download paper |
2021 | The convergence of financial sector in Asia. (2021). Purwono, Rudi ; Angelia, Maria Pinita. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:10:y:2021:i:6:p:166-173. Full description at Econpapers || Download paper |
2022 | High-Income Countries and Feldstein-Horioka Puzzle: Econometric Evidence from Dynamic Common-Correlated Effects Model. (2022). Ozdemir, Onur. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:1:p:45-67. Full description at Econpapers || Download paper |
2022 | Convergence in per capita carbon footprint and ecological footprint for G7 countries: Evidence from panel Fourier threshold unit root test. (2022). Solarin, Sakiru Adebola ; Gorus, Muhammed Sehid ; Yilanci, Veli. In: Energy & Environment. RePEc:sae:engenv:v:33:y:2022:i:3:p:527-545. Full description at Econpapers || Download paper |
2022 | Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises. (2022). Hunter, John ; Yfanti, S ; Karanasos, M. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-04042-y. Full description at Econpapers || Download paper |
2021 | Analysis of club convergence for economies: identification and testing using development indices. (2021). Gopakumar, K U ; Rao, Prabhakara R ; Basel, Sayel. In: Asia-Pacific Journal of Regional Science. RePEc:spr:apjors:v:5:y:2021:i:3:d:10.1007_s41685-021-00205-8. Full description at Econpapers || Download paper |
2021 | Convergence in obesity and overweight rates across OECD countries: evidence from the stochastic and club convergence tests. (2021). Kasman, Adnan. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01895-3. Full description at Econpapers || Download paper |
2021 | Has healthcare expenditure converged across Australian states and territories?. (2021). Churchill, Sefa Awaworyi ; Ivanovski, Kris. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:6:d:10.1007_s00181-021-02016-4. Full description at Econpapers || Download paper |
2022 | Do methane emissions converge? Evidence from global panel data on production- and consumption-based emissions. (2022). Tomberger, Patrick ; Oberdabernig, Doris A ; Fernandez-Amador, Octavio. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:2:d:10.1007_s00181-021-02162-9. Full description at Econpapers || Download paper |
2021 | Stock prices and economic activity nexus in OECD countries: new evidence from an asymmetric panel Granger causality test in the frequency domain. (2021). yilanci, Veli ; Ãzgür, Ãnder ; Gorus, Muhammed Sehid ; Ozgur, Onder. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00221-1. Full description at Econpapers || Download paper |
2021 | Regime Shifts in the Behaviour of International Currency and Equity Markets: A Markov-Switching Analysis. (2021). Tuteja, Divya ; Dua, Pami. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:19:y:2021:i:1:d:10.1007_s40953-021-00273-9. Full description at Econpapers || Download paper |
2021 | An Empirical Investigation on Regional Disparities in Public Expenditures: Province Level Evidence from Turkey. (2021). Sarı, Erkam ; Sari, Erkam ; Alata, Sedat. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:158:y:2021:i:1:d:10.1007_s11205-021-02691-x. Full description at Econpapers || Download paper |
2021 | BREXIT referendum’s impact on the financial markets in the UK. (2021). Stoupos, Nikolaos ; Kiohos, Apostolos. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:157:y:2021:i:1:d:10.1007_s10290-020-00393-z. Full description at Econpapers || Download paper |
2021 | Estimates of the social cost of carbon have not changed over time. (2021). Tol, Richard. In: Working Paper Series. RePEc:sus:susewp:0821. Full description at Econpapers || Download paper |
2021 | To EMU or not to EMU: Can TFP “provoke” the capital structure puzzle of SMEs?. (2021). Savvakis, Georgios ; Papageorgiou, Theofanis ; Kenourgios, Dimitris. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2595-2611. Full description at Econpapers || Download paper |
2022 | Declining discount rates in Singapores market for privately developed apartments. (2022). Salvo, Alberto ; Liu, Haoming ; Fesselmeyer, Eric. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:2:p:330-350. Full description at Econpapers || Download paper |
2021 | Time?varying dynamics of expected shortfall in commodity futures markets. (2021). Auer, Benjamin R ; Mehlitz, Julia S. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:895-925. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | Toward a macroprudential regulatory framework for mutual funds In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 0 |
2004 | Model Selection For Estimating Certainty Equivalent Discount Rates In: DEOS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Declining Discount Rates: Evidence from the UK In: DEOS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Declining Discount Rates: Evidence from the UK.(2005) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2012 | Estimating C-CAPM and the Equity Premium over the Frequency Domain In: DEOS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Estimating C-CAPM and the equity premium over the frequency domain.(2013) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2010 | DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH In: Pacific Economic Review. [Full Text][Citation analysis] | article | 6 |
2007 | Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach.(2007) In: The Institute for International Integration Studies Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2008 | Detecting shift and pure contagion in East Asian equity markets: A Unified Approach..(2008) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2011 | Do Financial Systems Converge? In: Review of International Economics. [Citation analysis] | article | 14 |
2004 | An Econometric Approach To Estimating Long-Run Discount Rates In: Royal Economic Society Annual Conference 2004. [Full Text][Citation analysis] | paper | 13 |
2004 | A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error In: Econometrics Journal. [Full Text][Citation analysis] | article | 65 |
2020 | Policy uncertainty and the capital shortfall of global financial firms In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 9 |
2016 | The Fisher effect in the presence of time-varying coefficients In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 6 |
2009 | Financial variables and euro area growth: A non-parametric causality analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 26 |
2015 | Speculative behaviour and oil price predictability In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
2014 | Speculative behaviour and oil price predictability.(2014) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2008 | On the stability of domestic financial market linkages in the presence of time-varying volatility In: Emerging Markets Review. [Full Text][Citation analysis] | article | 22 |
2008 | On the stability of domestic financial market linkages in the presence of time-varying volatility.(2008) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2008 | On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2019 | The role of technical indicators in exchange rate forecasting In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 8 |
2019 | Backtesting VaR and ES under the magnifying glass In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
2021 | Mortgage loan demand and banks’ operational efficiency In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 0 |
2009 | On the robustness of international portfolio diversification benefits to regime-switching volatility In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 13 |
2007 | On the robustness of international portfolio diversification benefits to regime-switching volatility.(2007) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2014 | Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 40 |
2014 | Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission..(2014) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
2007 | Predictive financial models of the euro area: A new evaluation test In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
2015 | Hedge fund return predictability; To combine forecasts or combine information? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
2009 | Social discounting under uncertainty: A cross-country comparison In: Journal of Environmental Economics and Management. [Full Text][Citation analysis] | article | 39 |
2006 | Social Discounting Under Uncertainty: A cross-country comparison.(2006) In: The Institute for International Integration Studies Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2015 | Declining discount rates and the Fisher Effect: Inflated past, discounted future? In: Journal of Environmental Economics and Management. [Full Text][Citation analysis] | article | 27 |
2015 | Declining discount rates and the Fisher Effect: inflated past, discounted future?.(2015) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2013 | Declining discount rates and the Fisher Effect: Inflated past, discounted future?.(2013) In: GRI Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2015 | Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future?.(2015) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2005 | The Feldstein-Horioka puzzle revisited: A Monte Carlo study In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 30 |
2011 | Convergence in Per Capita Health Expenditures and Health Outcomes in the OECD Countries In: Post-Print. [Full Text][Citation analysis] | paper | 25 |
2012 | Convergence in per capita health expenditures and health outcomes in the OECD countries.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
2005 | A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators In: The Institute for International Integration Studies Discussion Paper Series. [Full Text][Citation analysis] | paper | 6 |
2005 | A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators.(2005) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2005 | A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2006 | Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests In: The Institute for International Integration Studies Discussion Paper Series. [Full Text][Citation analysis] | paper | 7 |
2006 | Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests.(2006) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2010 | Looking far in the past: revisiting the growth-returns nexus with non-parametric tests.(2010) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2006 | The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates In: The Institute for International Integration Studies Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
2006 | The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates..(2006) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2006 | International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility In: The Institute for International Integration Studies Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
2007 | International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2006 | Shift versus traditional contagion in Asian markets In: The Institute for International Integration Studies Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2006 | The predictive content of financial variables: Evidence from the euro area In: The Institute for International Integration Studies Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
2007 | Club Convergence in Carbon Dioxide Emissions In: The Institute for International Integration Studies Discussion Paper Series. [Full Text][Citation analysis] | paper | 104 |
2009 | Club Convergence in Carbon Dioxide Emissions.(2009) In: Environmental & Resource Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 104 | article | |
2007 | Discounting the distant future: How much does model selection affect the certainty equivalent rate? In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 63 |
2005 | Discounting the distant future: How much does model selection affect the certainty equivalent rate?.(2005) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2009 | Forecasting growth and inflation in an enlarged euro area In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
2010 | Old Wine in a New Bottle: Growth Convergence Dynamics in the EU In: Atlantic Economic Journal. [Full Text][Citation analysis] | article | 21 |
2020 | Detecting Bubbles in the US and UK Real Estate Markets In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 0 |
2005 | Integration at a cost: Evidence from volatility impulse response functions In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
2009 | Integration at a cost: evidence from volatility impulse response functions.(2009) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2005 | Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2010 | Long-run cash flow and discount-rate risks in the cross-section of US returns.(2010) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2006 | Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns.(2006) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2006 | Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns.(2006) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2005 | Intertemporal Market Risks and the Cross-Section of Greek Average Returns In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2005 | Intertemporal Market Risks and the Cross-Section of Greek Average Returns.(2005) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2006 | Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots. In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2006 | PPP over a century: Co-integration and structural change In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2007 | PPP over a century: cointegration and structural change.(2007) In: Applied Financial Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2014 | Fama French factors and US stock return predictability In: Journal of Asset Management. [Full Text][Citation analysis] | article | 3 |
2007 | Intertemporal Market Risks and the Cross–Section of Greek Average Returns In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 0 |
2015 | Hedge fund predictability and optimal asset allocation In: Proceedings of International Academic Conferences. [Full Text][Citation analysis] | paper | 0 |
2014 | Measuring Risk Aversion Across Countries from the Consumption-CAPM: A Spectral Approach In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
2013 | Decomposing the persistence of real exchange rates In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
2011 | The enigma of noninterest income convergence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
2015 | Regime-switching models for exchange rates In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
2021 | Out-of-sample equity premium prediction: a complete subset quantile regression approach In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2019 | Quantile forecast combinations in realised volatility prediction In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 4 |
2013 | CROSS?STATE DISPARITIES IN US HEALTH CARE EXPENDITURES In: Health Economics. [Full Text][Citation analysis] | article | 9 |
2014 | A Quantile Regression Approach to Equity Premium Prediction In: Journal of Forecasting. [Full Text][Citation analysis] | article | 12 |
2018 | Measuring the market risk of freight rates: A forecast combination approach In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
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