Ekaterini Panopoulou : Citation Profile

Are you Ekaterini Panopoulou?

University of Essex

15

H index

19

i10 index

724

Citations

RESEARCH PRODUCTION:

37

Articles

40

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2004 - 2021). See details.
   Cites by year: 42
   Journals where Ekaterini Panopoulou has often published
   Relations with other researchers
   Recent citing documents: 86.    Total self citations: 25 (3.34 %)

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   Permalink: http://citec.repec.org/ppa195
   Updated: 2024-12-03    RAS profile: 2023-03-16    
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Relations with other researchers

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:

Gollier, Christian (32)

Koundouri, Phoebe (24)

Groom, Ben (16)

Arvin, Mak (13)

GUPTA, RANGAN (13)

Flavin, Thomas (11)

Lyócsa, Štefan (11)

Farmer, J. (10)

Bahmani-Oskooee, Mohsen (10)

Cropper, Maureen (9)

Výrost, Tomáš (9)

Cites to:

Campbell, John (54)

Phillips, Peter (34)

Stock, James (25)

Watson, Mark (23)

West, Kenneth (21)

French, Kenneth (20)

Fama, Eugene (19)

Gollier, Christian (19)

Shiller, Robert (15)

Taylor, Mark (15)

Engle, Robert (15)

Main data

Where Ekaterini Panopoulou has published?

Journals with more than one article published# docs
The European Journal of Finance3
Applied Financial Economics2
Journal of Forecasting2
Journal of Environmental Economics and Management2
Empirical Economics2
Economic Modelling2
Journal of International Financial Markets, Institutions and Money2

Working Papers Series with more than one paper published# docs
Economics Department Working Paper Series / Department of Economics, National University of Ireland - Maynooth15
The Institute for International Integration Studies Discussion Paper Series / IIIS9
DEOS Working Papers / Athens University of Economics and Business3
Discussion Paper Series / Department of Economics, University of Macedonia2
Finance / University Library of Munich, Germany2

Recent works citing Ekaterini Panopoulou (2024 and 2023)

YearTitle of citing document
2024Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2023On random number generators and practical market efficiency. (2023). Moews, Ben. In: Papers. RePEc:arx:papers:2305.17419.

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2023Consensus group decision making under model uncertainty with a view towards environmental policy making. (2023). Papayiannis, Georgios I ; Koundouri, Phoebe ; Yannacopoulos, Athanasios N ; Petracou, Electra V. In: Papers. RePEc:arx:papers:2312.00436.

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2024.

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2023.

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2024Production- and consumption-based emissions in carbon exporters and importers: A large panel data analysis for the EKC hypothesis. (2024). Alata, Sedat ; Makarov, Igor. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s030626192400446x.

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2023Are greenhouse gas emissions converging in Latin America? Implications for environmental policies. (2023). Molina, José Alberto ; Belloc, Ignacio. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:337-356.

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2023Innovation convergence clubs and their driving factors within urban agglomeration. (2023). Wenyue, CUI ; Tang, Jie ; Cui, Wenyue. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000111.

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2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2024Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N ; Wohar, Mark. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250.

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2024Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Peng, Hongjuan ; Tang, Pan ; Zhang, Ditian ; Zhuang, Yangyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2024Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles. (2024). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting ; Xiang, Feiyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000810.

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2024Economic, environmental, and energy equity convergence: Evidence of a multi-speed Europe?. (2024). Rodriguez-Alvarez, Ana ; Llorca, Manuel. In: Ecological Economics. RePEc:eee:ecolec:v:219:y:2024:i:c:s0921800924000302.

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2024Regional convergence in the European Union – Factors of growth between the great recession and the COVID crisis. (2024). Pintera, Jan. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523001085.

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2023Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993.

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2023Predicting energy futures high-frequency volatility using technical indicators: The role of interaction. (2023). Zhang, Yue ; Ye, Xin ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000312.

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2023Forecasting commodity prices returns: The role of partial least squares approach. (2023). Dai, Zhifeng ; Zhu, Haoyang ; Wen, Chufu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003237.

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2024Convergence of clubs between per capita carbon dioxide emissions from fossil fuels and cement production. (2024). Bekun, Festus ; Alvarez-Garcia, Jose ; Andres-Rosales, Roldan ; Rodriguez-Benavides, Domingo. In: Energy Policy. RePEc:eee:enepol:v:186:y:2024:i:c:s0301421524000272.

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2024Oil prices and systemic financial risk: A complex network analysis. (2024). Gong, XU ; Wen, Fenghua ; Wang, Kangsheng. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224004444.

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2023From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures. (2023). Nedeltchev, Dragomir C ; Zaevski, Tsvetelin S. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001618.

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2023Knowledge mapping of model risk in banking. (2023). Torluccio, Giuseppe ; Rimo, Giuseppe ; Cosma, Simona. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003162.

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2024Seeking a shock haven: Hedging extreme upward oil price changes. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001777.

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2023Complete subset averaging methods in corporate bond return prediction. (2023). Jia, Zhimin ; Bo, Albert ; Jiang, Shan ; Cheng, Tingting. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001010.

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2023Climate uncertainty and marginal climate capital needs. (2023). Sakkas, Athanasios ; Angelidis, Timotheos ; Spiliotopoulos, George. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004324.

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2023Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023. (2023). Plakandaras, Vasilios ; Pierdzioch, Christian ; GUPTA, RANGAN ; Ji, Qiang. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008735.

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2023Equity premium prediction: The role of information from the options market. (2023). Voukelatos, Nikolaos ; Panopoulou, Ekaterini ; Apergis, Iraklis ; Alexandridis, Antonios K. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000908.

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2023Relationship between the share of renewable electricity consumption, economic complexity, financial development, and oil prices: A two-step club convergence and PVAR model approach. (2023). Ahmadi, Mohammad Taher ; Koengkan, Matheus ; Fuinhas, Jose Alberto ; Kazemzadeh, Emad. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:260-275.

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2023The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies. (2023). Alshater, Muneer M ; el Khoury, Rim ; Tian, Maoxi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001846.

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2023What explains the benefits of international portfolio diversification?. (2023). Sy, Oumar ; Nazaire, Gregory ; Guedhami, Omrane ; Attig, Najah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002013.

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2023Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252.

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2023Determinants of financial stability and risk transmission in dual financial system: Evidence from the COVID pandemic. (2023). Elsayed, Ahmed ; Helmi, Mohamad Husam ; Ahmed, Habib. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000525.

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2023Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models. (2023). Meng, Xiaochun ; Han, Yang ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1078-1096.

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2023Air cargo demand in Africa: Application of cointegration and error correction modelling techniques. (2023). Akinyemi, Yingigba Chioma. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:109:y:2023:i:c:s096969972300042x.

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2023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

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2023Regionalization of Latin America based on asymmetries in the absorptive capacity of countries. (2023). González, Germán ; Corbella, Virginia Ines ; Gomez-Medina, Jose Santiago ; Garcia-Gonzalez, Juan David. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000038.

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2024Economic policy uncertainty and bank stability: Size, capital, and liquidity matter. (2024). TARAZI, Amine ; Danisman, Gamze Ozturk. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:102-118.

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2024Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?. (2024). Gemici, Eray ; Gok, Remzi ; Bouri, Elie ; Kara, Erkan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:137-154.

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2024Economic policy uncertainty as an indicator of abrupt movements in the US stock market. (2024). Pantelidis, Theologos ; Tzika, Paraskevi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:93-103.

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2023Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Aslan, Aylin ; Mensi, Walid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:219-232.

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2024Diversification and bank stability: Role of political instability and climate risk. (2024). Shahab, Yasir ; Jiang, Ping ; Shabir, Mohsin ; Mehroush, Iqra ; Iik, Ozcan ; Wang, Wenhao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:63-92.

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2024Detecting and date-stamping bubbles in fan tokens. (2024). Demir, Ender ; Ersan, Oguz ; Assaf, Ata. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:98-113.

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2024Investing in cryptocurrency before and during the COVID-19 crisis: Hedge, diversifier or safe haven?. (2024). Jahmane, Abderrahmane ; Bennajma, Amel ; Riahi, Rabeb ; Hammami, Helmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002283.

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2024.

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2023On 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.

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2023When Climate Meets Real Estate: A Survey of the Literature. (). Suandi, Matthew ; Mejia, Luis ; Hopkins, Caroline ; Contat, Justin. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:23-05.

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2026The 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.

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2023The Asymmetric Relationship Among Industrial Production, Capacity Utilization Rate, and Producer Prices in Türkiye: The Nonlinear ARDL Model Approach. (2023). Ozcan, Suleyman Emre ; Demir, Caner. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:10:y:2023:i:2:p:525-543.

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2023Penalized Averaging of Quantile Forecasts from GARCH Models with Many Exogenous Predictors. (2023). Gooijer, Jan G. ; de Gooijer, Jan G. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10289-9.

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2023A Dual Probabilistic Discounting Approach to Assess Economic and Environmental Impacts. (2023). Ulgiati, Sergio ; Ghisellini, Patrizia ; Maselli, Gabriella ; Nestico, Antonio. In: Environmental & Resource Economics. RePEc:kap:enreec:v:85:y:2023:i:1:d:10.1007_s10640-023-00766-6.

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2023Does 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.

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2024E-commerce and foreign direct investment: pioneering a new era of trade strategies. (2024). He, Yugang. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03062-w.

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2023New evidence on life expectancy and development: is Sub-Saharan Africa different?. (2023). Ningaye, Paul ; Ngoudji, Charlie Yves. In: MPRA Paper. RePEc:pra:mprapa:117265.

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2023Convergence analysis of ecological footprint at different time scales: Evidence from Southern Common Market countries. (2023). yilanci, Veli ; Ursava, Uaur. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:2:p:429-442.

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2023Does Temperature Contribute to Environment Degradation? Pakistani Experience Based on Nonlinear Bounds Testing Approach. (2023). Fatima, Tehreem ; Nisar, Qasim Ali ; Khan, Muhammad Murtaza ; Nathaniel, Solomon Prince ; Meo, Muhammad Saeed. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:3:p:535-549.

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2023Regional income convergence and conditioning factors in Turkey: revisiting the role of spatial dependence and neighbor effects. (2023). Mendez, Carlos ; Ursava, Uur. In: The Annals of Regional Science. RePEc:spr:anresc:v:71:y:2023:i:2:d:10.1007_s00168-022-01168-0.

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2023Exploring the convergence patterns of PM2.5 in Chinese cities. (2023). Yi, Xing ; Yan, Hong ; Bai, Caiquan ; Gong, Yuan ; Wang, Yan. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:1:d:10.1007_s10668-021-02077-6.

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2023Does the Fisher effect hold in Rwanda?. (2023). Iddrisu, Abdul-Aziz ; Plajeva, Tatjana ; Boachie, Micheal Kofi ; Ruzima, Martin. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01479-6.

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2023Fisher’s hypothesis in time–frequency space: a premier using South Africa as a case study. (2023). Phiri, Andrew. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:5:d:10.1007_s11135-022-01561-z.

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2023Crisis transmission degree measurement under crisis propagation model. (2023). Jilani, Faouzi ; Hallara, Slaheddine ; Bedoui-Belghith, Imen. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00361-9.

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2024Sentiment-Driven Exchange Rate Forecasting: Integrating Twitter Analysis with Economic Indicators. (2024). Ulusoy, Veysel ; Kklerli, Kazam Berk. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:14:y:2024:i:3:f:14_3_4.

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2023Leaning against housing booms fueled by credit. (2023). Martinez, Carlos Canizares. In: Working and Discussion Papers. RePEc:svk:wpaper:1101.

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2024Political uncertainty and stock market liquidity, size, and transaction cost: The role of institutional quality. (2024). Ezeani, Ernest ; Adegbite, Emmanuel ; Kwabi, Frank Obenpong ; Mumbi, Henry ; Wonu, Chizindu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2030-2048.

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2023.

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Works by Ekaterini Panopoulou:

YearTitleTypeCited
2020Toward a macroprudential regulatory framework for mutual funds In: LIDAM Discussion Papers LFIN.
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2004Model Selection For Estimating Certainty Equivalent Discount Rates In: DEOS Working Papers.
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2005Declining Discount Rates: Evidence from the UK In: DEOS Working Papers.
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2005Declining Discount Rates: Evidence from the UK.(2005) In: Economics Department Working Paper Series.
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2012Estimating C-CAPM and the Equity Premium over the Frequency Domain In: DEOS Working Papers.
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2013Estimating C-CAPM and the equity premium over the frequency domain.(2013) In: Studies in Nonlinear Dynamics & Econometrics.
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2010DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH In: Pacific Economic Review.
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2007Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach.(2007) In: The Institute for International Integration Studies Discussion Paper Series.
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2008Detecting shift and pure contagion in East Asian equity markets: A Unified Approach..(2008) In: Economics Department Working Paper Series.
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2011Do Financial Systems Converge? In: Review of International Economics.
[Citation analysis]		article15
2004An Econometric Approach To Estimating Long-Run Discount Rates In: Royal Economic Society Annual Conference 2004.
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2004A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error In: Econometrics Journal.
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2020Policy uncertainty and the capital shortfall of global financial firms In: Journal of Corporate Finance.
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2016The Fisher effect in the presence of time-varying coefficients In: Computational Statistics & Data Analysis.
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2009Financial variables and euro area growth: A non-parametric causality analysis In: Economic Modelling.
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2015Speculative behaviour and oil price predictability In: Economic Modelling.
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2014Speculative behaviour and oil price predictability.(2014) In: Discussion Paper Series.
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2008On the stability of domestic financial market linkages in the presence of time-varying volatility In: Emerging Markets Review.
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2008On the stability of domestic financial market linkages in the presence of time-varying volatility.(2008) In: Economics Department Working Paper Series.
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2008On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility.(2008) In: Working Papers.
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2019The role of technical indicators in exchange rate forecasting In: Journal of Empirical Finance.
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2019Backtesting VaR and ES under the magnifying glass In: International Review of Financial Analysis.
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2021Mortgage loan demand and banks’ operational efficiency In: Journal of Financial Stability.
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2009On the robustness of international portfolio diversification benefits to regime-switching volatility In: Journal of International Financial Markets, Institutions and Money.
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2007On the robustness of international portfolio diversification benefits to regime-switching volatility.(2007) In: Economics Department Working Paper Series.
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2014Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission In: Journal of International Financial Markets, Institutions and Money.
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2014Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission..(2014) In: Economics Department Working Paper Series.
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2007Predictive financial models of the euro area: A new evaluation test In: International Journal of Forecasting.
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2015Hedge fund return predictability; To combine forecasts or combine information? In: Journal of Banking & Finance.
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2009Social discounting under uncertainty: A cross-country comparison In: Journal of Environmental Economics and Management.
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2006Social Discounting Under Uncertainty: A cross-country comparison.(2006) In: The Institute for International Integration Studies Discussion Paper Series.
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2015Declining discount rates and the Fisher Effect: Inflated past, discounted future? In: Journal of Environmental Economics and Management.
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2015Declining discount rates and the Fisher Effect: inflated past, discounted future?.(2015) In: LSE Research Online Documents on Economics.
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2013Declining discount rates and the Fisher Effect: Inflated past, discounted future?.(2013) In: GRI Working Papers.
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2015Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future?.(2015) In: Discussion Paper Series.
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This paper has nother version. Agregated cites: 31		paper
2005The Feldstein-Horioka puzzle revisited: A Monte Carlo study In: Journal of International Money and Finance.
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2011Convergence in Per Capita Health Expenditures and Health Outcomes in the OECD Countries In: Post-Print.
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2012Convergence in per capita health expenditures and health outcomes in the OECD countries.(2012) In: Applied Economics.
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2005A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators In: The Institute for International Integration Studies Discussion Paper Series.
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2005A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators.(2005) In: Economics Department Working Paper Series.
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2005A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005.
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2006Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests In: The Institute for International Integration Studies Discussion Paper Series.
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2006Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests.(2006) In: Economics Department Working Paper Series.
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2010Looking far in the past: revisiting the growth-returns nexus with non-parametric tests.(2010) In: Empirical Economics.
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2006The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates In: The Institute for International Integration Studies Discussion Paper Series.
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2006The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates..(2006) In: Economics Department Working Paper Series.
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2006International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility In: The Institute for International Integration Studies Discussion Paper Series.
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2007International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006.
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2006Shift versus traditional contagion in Asian markets In: The Institute for International Integration Studies Discussion Paper Series.
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2006The predictive content of financial variables: Evidence from the euro area In: The Institute for International Integration Studies Discussion Paper Series.
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2007Club Convergence in Carbon Dioxide Emissions In: The Institute for International Integration Studies Discussion Paper Series.
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2009Club Convergence in Carbon Dioxide Emissions.(2009) In: Environmental & Resource Economics.
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2007Discounting the distant future: How much does model selection affect the certainty equivalent rate? In: Journal of Applied Econometrics.
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2005Discounting the distant future: How much does model selection affect the certainty equivalent rate?.(2005) In: Economics Department Working Paper Series.
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2009Forecasting growth and inflation in an enlarged euro area In: Journal of Forecasting.
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2010Old Wine in a New Bottle: Growth Convergence Dynamics in the EU In: Atlantic Economic Journal.
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2020Detecting Bubbles in the US and UK Real Estate Markets In: The Journal of Real Estate Finance and Economics.
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2005Integration at a cost: Evidence from volatility impulse response functions In: Economics Department Working Paper Series.
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2009Integration at a cost: evidence from volatility impulse response functions.(2009) In: Applied Financial Economics.
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2005Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns In: Economics Department Working Paper Series.
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2010Long-run cash flow and discount-rate risks in the cross-section of US returns.(2010) In: The European Journal of Finance.
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2006Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns.(2006) In: Finance.
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2006Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns.(2006) In: Finance.
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2005Intertemporal Market Risks and the Cross-Section of Greek Average Returns In: Economics Department Working Paper Series.
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2005Intertemporal Market Risks and the Cross-Section of Greek Average Returns.(2005) In: Economics Department Working Paper Series.
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2006Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots. In: Economics Department Working Paper Series.
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2006PPP over a century: Co-integration and structural change In: Economics Department Working Paper Series.
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2014Fama French factors and US stock return predictability In: Journal of Asset Management.
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2007Intertemporal Market Risks and the Cross–Section of Greek Average Returns In: Journal of Emerging Market Finance.
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2015Hedge fund predictability and optimal asset allocation In: Proceedings of International Academic Conferences.
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2014Measuring Risk Aversion Across Countries from the Consumption-CAPM: A Spectral Approach In: Dynamic Modeling and Econometrics in Economics and Finance.
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2013Decomposing the persistence of real exchange rates In: Empirical Economics.
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2011The enigma of noninterest income convergence In: Applied Financial Economics.
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2015Regime-switching models for exchange rates In: The European Journal of Finance.
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2021Out-of-sample equity premium prediction: a complete subset quantile regression approach In: The European Journal of Finance.
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2019Quantile forecast combinations in realised volatility prediction In: Journal of the Operational Research Society.
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2014A Quantile Regression Approach to Equity Premium Prediction In: Journal of Forecasting.
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