16
H index
21
i10 index
785
Citations
University of Essex | 16 H index 21 i10 index 785 Citations RESEARCH PRODUCTION: 38 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 |
|---|---|
| The European Journal of Finance | 3 |
| Journal of Forecasting | 2 |
| Journal of International Financial Markets, Institutions and Money | 2 |
| Journal of Environmental Economics and Management | 2 |
| Economic Modelling | 2 |
| Applied Financial Economics | 2 |
| Empirical Economics | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267. Full description at Econpapers || Download paper |
| 2024 | Stochastic convergence in per capita CO$_2$ emissions. An approach from nonlinear stationarity analysis. (2024). Gonz, Paula Fern'Andez ; Jos, Mar'Ia ; Landajo, Manuel. In: Papers. RePEc:arx:papers:2402.00567. Full description at Econpapers || Download paper |
| 2024 | EU-28s progress towards the 2020 renewable energy share. A club convergence analysis. (2024). Jos, Mar'Ia ; Landajo, Manuel. In: Papers. RePEc:arx:papers:2402.00788. Full description at Econpapers || Download paper |
| 2024 | GHG emissions in the EU-28. A multilevel club convergence study of the Emission Trading System and Effort Sharing Decision mechanisms. (2024). Gonz, Paula Fern'Andez ; Jos, Mar'Ia ; Landajo, Manuel. In: Papers. RePEc:arx:papers:2402.01784. Full description at Econpapers || Download paper |
| 2025 | Quantile Predictions for Equity Premium using Penalized Quantile Regression with Consistent Variable Selection across Multiple Quantiles. (2025). Sherwood, Ben ; Li, Shaobo. In: Papers. RePEc:arx:papers:2505.16019. Full description at Econpapers || Download paper |
| 2024 | Aggregate uncertainty, information acquisition, and analyst stock recommendations. (2024). Welagedara, Venura ; Singh, Harminder. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:4:p:604-640. Full description at Econpapers || Download paper |
| 2024 | A review of Phillips‐Sul approach‐based club convergence tests. (2024). Tomal, Mateusz. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:899-930. Full description at Econpapers || Download paper |
| 2024 | When climate meets real estate: A survey of the literature. (2024). Suandi, Matthew ; Contat, Justin ; Mejia, Luis ; Hopkins, Carrie. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:3:p:618-659. Full description at Econpapers || Download paper |
| 2025 | Testing for bubbles in the Brazilian commercial real estate market. (2025). Maldonado, Wilfredo ; Mira, Enrico C. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00017. Full description at Econpapers || Download paper |
| 2024 | Reinvestigating the Oil Dependency of the GCC Countries€™ Stock Market: A Regime-Switching Cointegration Approach. (2024). Razaq, Yousef Abdul ; Ebadi, Esmaeil. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-39. Full description at Econpapers || Download paper |
| 2024 | The Environmental Impact of Trade Openness on CO2 Emissions: Empirical Evidence from Somalia. (2024). Ali, Idiris Sid ; Abdulle, Abdikani Yusuf. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-34. Full description at Econpapers || Download paper |
| 2024 | Production- 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. Full description at Econpapers || Download paper |
| 2024 | Economic policy uncertainty and corporate social responsibility disclosure similarity: Evidence from China. (2024). Hu, Nan ; Wang, Liwen ; Xue, Xingnan. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:5:s0890838923001671. Full description at Econpapers || Download paper |
| 2025 | Sino-US trade friction and the firm value: Evidence from listed firms in China. (2025). Xiong, Guang ; Feng, Fan ; Lin, Faqin ; Liu, Mengxun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:978-987. Full description at Econpapers || Download paper |
| 2024 | The determinants of systemic risk contagion. (2024). Atasoy, Burak ; Erden, Lutfi ; Ozkan, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x. Full description at Econpapers || Download paper |
| 2024 | Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Wohar, Mark ; Gkillas, Konstantinos ; Apostolakis, George N ; Floros, Christos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250. Full description at Econpapers || Download paper |
| 2024 | Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Zhuang, Yangyang ; Tang, Pan ; Peng, Hongjuan ; Zhang, Ditian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870. Full description at Econpapers || Download paper |
| 2024 | Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horváth, Matúš ; Horvath, Matu ; Hampl, Filip ; Linnertova, Dagmar Vagnerova. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172. Full description at Econpapers || Download paper |
| 2024 | Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles. (2024). Peng, Yi-Ting ; Chang, Tsangyao ; Ranjbar, Omid ; Xiang, Feiyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000810. Full description at Econpapers || Download paper |
| 2024 | Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177. Full description at Econpapers || Download paper |
| 2024 | Economic, 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. Full description at Econpapers || Download paper |
| 2025 | Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach. (2025). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Robert, A M. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000569. Full description at Econpapers || Download paper |
| 2025 | Testing the Predictive Ability of Possibly Persistent Variables under Asymmetric Loss. (2025). Demetrescu, Matei ; Roling, Christoph. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:80-104. Full description at Econpapers || Download paper |
| 2024 | Regional 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. Full description at Econpapers || Download paper |
| 2024 | Does informality hinder financial development convergence?. (2024). Yucel, Emekcan ; Sever, Can. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362523001139. Full description at Econpapers || Download paper |
| 2024 | Convergence of clubs between per capita carbon dioxide emissions from fossil fuels and cement production. (2024). Bekun, Festus ; Andres-Rosales, Roldan ; Alvarez-Garcia, Jose ; Rodriguez-Benavides, Domingo. In: Energy Policy. RePEc:eee:enepol:v:186:y:2024:i:c:s0301421524000272. Full description at Econpapers || Download paper |
| 2024 | Oil prices and systemic financial risk: A complex network analysis. (2024). Gong, XU ; Wang, Kangsheng ; Wen, Fenghua. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224004444. Full description at Econpapers || Download paper |
| 2024 | Global economic policy uncertainty and oil price uncertainty: Which is more important for global economic activity?. (2024). Li, Yujia ; Wang, LI ; Che, Ming. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224030810. Full description at Econpapers || Download paper |
| 2024 | Forecasting crude oil prices with global ocean temperatures. (2024). Zhang, Yaojie ; He, Mengxi. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224031177. Full description at Econpapers || Download paper |
| 2025 | Time-frequency connectedness and volatility spillovers among green equity sectors: A novel TVP-VAR frequency connectedness approach. (2025). Ferreira, Paulo ; Nadeem, Nasir ; Aslam, Faheem ; Jadoon, Imran Abbas. In: Energy. RePEc:eee:energy:v:328:y:2025:i:c:s0360544225021255. Full description at Econpapers || Download paper |
| 2025 | Climate policy uncertainty and analyst earnings forecasts: Evidence from the Chinese energy sector. (2025). Gong, XU ; Wen, Fenghua ; Liu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s105752192500047x. Full description at Econpapers || Download paper |
| 2024 | Seeking 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. Full description at Econpapers || Download paper |
| 2025 | Forecasting the aggregate market volatility by boosted neural networks. (2025). Ciner, Cetin. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015344. Full description at Econpapers || Download paper |
| 2025 | Detecting exuberance phenomena in thematic investing. (2025). Vacca, Gianmarco ; Genoni, Giulia ; Braga, Maria Debora. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001539. Full description at Econpapers || Download paper |
| 2025 | Exploring the links between bank competition, economic policy uncertainty, and corporate financialization. (2025). Chen, Zhisheng ; Wang, Sheng ; Meng, Haifeng. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325003630. Full description at Econpapers || Download paper |
| 2025 | The impact of policy uncertainty on shareholder wealth: Evidence from bank M&A. (2025). Subeniotis, Demetres ; Tampakoudis, Ioannis ; Kiosses, Nikolaos ; Leventis, Stergios. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001463. Full description at Econpapers || Download paper |
| 2025 | Dating housing booms fueled by credit: A Markov switching approach. (2025). Cañizares Martínez, Carlos ; Martnez, Carlos Caizares. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000415. Full description at Econpapers || Download paper |
| 2024 | Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331. Full description at Econpapers || Download paper |
| 2025 | Downside risk and hedge fund returns. (2025). Panopoulou, Ekaterini ; Argyropoulos, Christos ; Vrontos, Spyridon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002590. Full description at Econpapers || Download paper |
| 2025 | Machine learning the performance of hedge fund. (2025). Jiang, Fuwei ; Wang, Wanwan ; Ma, Tian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:155:y:2025:i:c:s0261560625000671. Full description at Econpapers || Download paper |
| 2024 | The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model. (2024). Gao, Hongfu ; Zhang, Feipeng ; Yuan, DI. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s240585132400028x. Full description at Econpapers || Download paper |
| 2025 | Technical indicators and aggregate stock returns: An updated look. (2025). Shi, QI. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:77:y:2025:i:c:s1042444x25000027. Full description at Econpapers || Download paper |
| 2024 | Banking uncertainty and cash conversion cycle. (2024). Huynh, Japan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003044. Full description at Econpapers || Download paper |
| 2024 | Economic 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. Full description at Econpapers || Download paper |
| 2024 | Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?. (2024). Gok, Remzi ; Kara, Erkan ; Gemici, Eray ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:137-154. Full description at Econpapers || Download paper |
| 2024 | Economic 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. Full description at Econpapers || Download paper |
| 2024 | Diversification and bank stability: Role of political instability and climate risk. (2024). Shahab, Yasir ; Wang, Wenhao ; Jiang, Ping ; Iik, Ozcan ; Shabir, Mohsin ; Mehroush, Iqra. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:63-92. Full description at Econpapers || Download paper |
| 2024 | Detecting 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. Full description at Econpapers || Download paper |
| 2024 | Economic policy uncertainty around the world: Implications for Vietnam. (2024). Vo, Vinh ; Nguyen, Giang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003265. Full description at Econpapers || Download paper |
| 2024 | Investing in cryptocurrency before and during the COVID-19 crisis: Hedge, diversifier or safe haven?. (2024). Riahi, Rabeb ; Hammami, Helmi ; Bennajma, Amel ; Jahmane, Abderrahmane. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002283. Full description at Econpapers || Download paper |
| 2025 | Divergent growth paths: Conflict, state capacity, and convergence clubs in Sub-Saharan Africa. (2025). Martn-Lvarez, Juan Manuel ; Galiano, Aida ; Villar-Roldan, Juan J. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:99:y:2025:i:c:s0038012125000278. Full description at Econpapers || Download paper |
| 2024 | CAViaR models for Value-at-Risk and Expected Shortfall with long range dependency features. (2024). Oberoi, Jaideep ; Mitrodima, Gelly. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120880. Full description at Econpapers || Download paper |
| 2025 | Economic models and frameworks to guide climate policy. (2025). Stiglitz, Joseph ; Mealy, Penny ; Loni, Sam ; Ives, Matthew C ; Hepburn, Cameron ; Stern, Nicholas ; Farmer, Doyne J ; Barbrook-Johnson, Pete. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:129031. Full description at Econpapers || Download paper |
| 2024 | Discounting the Distant Future: What Do Historical Bond Prices Imply about the Long-Term Discount Rate?. (2024). Richiardi, Matteo ; Farmer, J. ; Montero, Miquel ; Perello, Josep ; Geanakoplos, John ; Masoliver, Jaume. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:5:p:645-:d:1343885. Full description at Econpapers || Download paper |
| 2025 | Structural Determinants of Greenhouse Gas Emissions Convergence in OECD Countries: A Machine Learning-Based Assessment. (2025). Bekta, Volkan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:19:p:8730-:d:1760564. Full description at Econpapers || Download paper |
| 2024 | Economic policy uncertainty and corporate social responsibility disclosure similarity: Evidence from China. (2024). Hu, Nan ; Wang, Liwen ; Xue, Xingnan. In: Post-Print. RePEc:hal:journl:hal-04699217. Full description at Econpapers || Download paper |
| 2024 | Economic Policy Uncertainty and Corporate Social Responsibility Disclosure Similarity——Evidence from China. (2024). Hu, Nan N ; Wang, L ; Xue, Xingnan X. In: Post-Print. RePEc:hal:journl:hal-04699553. Full description at Econpapers || Download paper |
| 2024 | Is external debt an impediment to the South African economy?. (2024). Stungwa, Sanele. In: Public Sector Economics. RePEc:ipf:psejou:v:48:y:2024:i:1:p:103-124. 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). Inal, Veysel ; Ozer, Mustafa ; Kirca, 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 |
| 2024 | Escaping Damocles’ Sword: Endogenous Climate Shocks in a Growing Economy. (2024). Bretschger, Lucas ; Brausmann, Alexandra. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:6:d:10.1007_s10640-023-00835-w. Full description at Econpapers || Download paper |
| 2024 | Consensus Group Decision Making Under Model Uncertainty with a View Towards Environmental Policy Making. (2024). Koundouri, P ; Papayiannis, G I ; Petracou, E V ; Yannacopoulos, A N. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:6:d:10.1007_s10640-024-00846-1. Full description at Econpapers || Download paper |
| 2025 | Politics, Financial Regulation and Housing Bubbles. (2025). Sorge, Marco. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:1:d:10.1007_s11146-023-09972-x. Full description at Econpapers || Download paper |
| 2024 | E-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. Full description at Econpapers || Download paper |
| 2024 | Health outcome convergence and the roles of public health financing and governance in Africa. (2024). Ngepah, Nicholas Nwanyek ; Ndzignat, Ariane Ephemia. In: PLOS ONE. RePEc:plo:pone00:0312089. Full description at Econpapers || Download paper |
| 2024 | Family house prices in the US: Convergence clubs by county (1975-2022). (2024). Belloc, Ignacio. In: MPRA Paper. RePEc:pra:mprapa:121487. Full description at Econpapers || Download paper |
| 2024 | Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Liphadzi, Asingamaanda. In: Working Papers. RePEc:pre:wpaper:202424. Full description at Econpapers || Download paper |
| 2025 | Statistical Properties of Social Discount Rate Paths in a Heterogeneous Dynamic Stochastic Model. (2025). Kakeu, Justin ; Kim, Eun-Jin ; Hollerbach, Rainer. In: RFF Working Paper Series. RePEc:rff:dpaper:dp-25-13. Full description at Econpapers || Download paper |
| 2024 | A discussion on the robust vector autoregressive models: novel evidence from safe haven assets. (2024). Shi, Yanlin ; Chang, LE. In: Annals of Operations Research. RePEc:spr:annopr:v:339:y:2024:i:3:d:10.1007_s10479-022-04919-6. Full description at Econpapers || Download paper |
| 2024 | Club convergence in per capita carbon dioxide emissions across Indian states. (2024). Rath, Badri ; Akram, Vaseem ; Sahoo, Pradipta Kumar. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:8:d:10.1007_s10668-023-03443-2. Full description at Econpapers || Download paper |
| 2024 | Exploring Bitcoin dynamics against the backdrop of COVID-19: an investigation of major global events. (2024). Guo, Xiaochun. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00514-1. Full description at Econpapers || Download paper |
| 2024 | Modeling the Relationship Between Environmental Regulations and Stock Market Growth in China: Evidence Beyond Symmetry. (2024). Zhao, Xinshun ; Qayyum, Unbreen ; Kamal, Muhammad Abdul ; Ullah, Assad ; Sayed, Aamir Aijaz. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-023-01259-z. Full description at Econpapers || Download paper |
| 2024 | The effect of world policy uncertainty and geopolitical risk factors on export-led growth for Japan: novel insights by wavelet local multiple correlation methods. (2024). Adebayo, Tomiwa Sunday ; Ghosh, Sudeshna. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:4:d:10.1007_s11135-023-01814-5. Full description at Econpapers || Download paper |
| 2025 | The behavioral effects of economic agents on consumption and savings after currency reform: evidence from Ghana’s redenomination policy adaptation. (2025). Bawuah, Bernard. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:2:d:10.1007_s43546-024-00784-6. Full description at Econpapers || Download paper |
| 2025 | Insecurity and inflation in Nigeria: a non-parametric causality analysis. (2025). Akpan, Usenobong ; Bako, Rimamtanung ; Akintola, Akinwunmi A. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:9:d:10.1007_s43546-025-00907-7. Full description at Econpapers || Download paper |
| 2025 | Does uncertainty matter for private credit convergence?. (2025). Xu, Can ; Steiner, Andreas ; Haan, Jakob. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:161:y:2025:i:3:d:10.1007_s10290-024-00562-4. Full description at Econpapers || Download paper |
| 2024 | Sentiment-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. Full description at Econpapers || Download paper |
| 2024 | Political uncertainty and stock market liquidity, size, and transaction cost: The role of institutional quality. (2024). Mumbi, Henry ; Kwabi, Frank Obenpong ; Ezeani, Ernest ; Adegbite, Emmanuel ; Wonu, Chizindu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2030-2048. Full description at Econpapers || Download paper |
| 2025 | Can green bonds be a safe haven for equity investors?. (2025). Sheenan, Lisa ; Flavin, Thomas. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2270-2283. Full description at Econpapers || Download paper |
| 2024 | Forecasting exchange rates: An iterated combination constrained predictor approach. (2024). Souropanis, Ioannis ; Panopoulou, Ekaterini ; Alexandridis, Antonios K. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:983-1017. Full description at Econpapers || Download paper |
| 2024 | Performance and reporting predictability of hedge funds. (2024). Beckerfoss, Elisa. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2257-2278. Full description at Econpapers || Download paper |
| 2025 | Global perspectives on club convergence: Unraveling the nexus of human and sustainable development in the face of corruption. (2025). HALKOS, GEORGE ; Aslanidis, PS ; Bampatsou, C. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:1:p:534-553. Full description at Econpapers || Download paper |
| 2024 | Forecast combination and interpretability using random subspace. (2024). Kozyrev, Boris. In: IWH Discussion Papers. RePEc:zbw:iwhdps:304455. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 nother 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 nother 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 | 8 |
| 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 nother version. Agregated cites: 8 | 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 nother version. Agregated cites: 8 | paper | |
| 2011 | Do Financial Systems Converge? In: Review of International Economics. [Citation analysis] | article | 16 |
| 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 | 75 |
| 2020 | Policy uncertainty and the capital shortfall of global financial firms In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 27 |
| 2016 | The Fisher effect in the presence of time-varying coefficients In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 8 |
| 2009 | Financial variables and euro area growth: A non-parametric causality analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 28 |
| 2015 | Speculative behaviour and oil price predictability In: Economic Modelling. [Full Text][Citation analysis] | article | 9 |
| 2014 | Speculative behaviour and oil price predictability.(2014) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | 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 | 24 |
| 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 nother version. Agregated cites: 24 | 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 nother version. Agregated cites: 24 | paper | |
| 2019 | The role of technical indicators in exchange rate forecasting In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 16 |
| 2019 | Backtesting VaR and ES under the magnifying glass In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
| 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 | 14 |
| 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 nother version. Agregated cites: 14 | 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 | 58 |
| 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 nother version. Agregated cites: 58 | 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 | 10 |
| 2009 | Social discounting under uncertainty: A cross-country comparison In: Journal of Environmental Economics and Management. [Full Text][Citation analysis] | article | 44 |
| 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 nother version. Agregated cites: 44 | 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 | 32 |
| 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 nother version. Agregated cites: 32 | 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 nother version. Agregated cites: 32 | 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 nother version. Agregated cites: 32 | 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 | 28 |
| 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 nother version. Agregated cites: 28 | 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 | 122 |
| 2009 | Club Convergence in Carbon Dioxide Emissions.(2009) In: Environmental & Resource Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 122 | 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 | 70 |
| 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 nother version. Agregated cites: 70 | 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 | 25 |
| 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 | 7 |
| 2005 | Integration at a cost: Evidence from volatility impulse response functions In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 19 |
| 2009 | Integration at a cost: evidence from volatility impulse response functions.(2009) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | 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 nother 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 nother 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 nother 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 nother 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 |
| 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 | 6 |
| 2021 | Out-of-sample equity premium prediction: a complete subset quantile regression approach In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
| 2019 | Quantile forecast combinations in realised volatility prediction In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 12 |
| 2013 | CROSS‐STATE DISPARITIES IN US HEALTH CARE EXPENDITURES In: Health Economics. [Full Text][Citation analysis] | article | 10 |
| 2014 | A Quantile Regression Approach to Equity Premium Prediction In: Journal of Forecasting. [Full Text][Citation analysis] | article | 23 |
| 2018 | Measuring the market risk of freight rates: A forecast combination approach In: Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
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