14
H index
19
i10 index
723
Citations
University of Essex | 14 H index 19 i10 index 723 Citations RESEARCH PRODUCTION: 37 Articles 40 Papers 1 Chapters RESEARCH ACTIVITY: 17 years (2004 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppa195 |
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 International Financial Markets, Institutions and Money | 2 |
Applied Financial Economics | 2 |
Empirical Economics | 2 |
Journal of Forecasting | 2 |
Journal of Environmental Economics and Management | 2 |
Economic Modelling | 2 |
Year | Title of citing document |
---|---|
2023 | Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267. Full description at Econpapers || Download paper |
2023 | On random number generators and practical market efficiency. (2023). Moews, Ben. In: Papers. RePEc:arx:papers:2305.17419. Full description at Econpapers || Download paper |
2023 | Consensus 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. Full description at Econpapers || Download paper |
2024 | Great Recession and club convergence in Europe: A crossâ€country, crossâ€region panel analysis (2000–2015). (2020). Pizzuto, Pietro ; Mazzola, Fabio. In: Growth and Change. RePEc:bla:growch:v:51:y:2020:i:2:p:676-711. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2023 | . 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 |
2023 | Are 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. Full description at Econpapers || Download paper |
2023 | Innovation 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Volatility 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. 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). 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. Full description at Econpapers || Download paper |
2024 | Crypto 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. 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). 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. 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 |
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 |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Predicting 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. 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 ; Alvarez-Garcia, Jose ; Andres-Rosales, Roldan ; 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 ; Wen, Fenghua ; Wang, Kangsheng. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224004444. Full description at Econpapers || Download paper |
2023 | From 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. Full description at Econpapers || Download paper |
2023 | Knowledge 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. 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 |
2023 | Complete 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. Full description at Econpapers || Download paper |
2023 | Climate 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Equity 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. Full description at Econpapers || Download paper |
2023 | Relationship 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | What 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. Full description at Econpapers || Download paper |
2023 | Hedging 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. Full description at Econpapers || Download paper |
2023 | Determinants 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. Full description at Econpapers || Download paper |
2023 | Static 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. Full description at Econpapers || Download paper |
2023 | Air 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. Full description at Econpapers || Download paper |
2023 | Time-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. Full description at Econpapers || Download paper |
2023 | Regionalization 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. 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). 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. 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 |
2023 | Time-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. Full description at Econpapers || Download paper |
2024 | Diversification 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. 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 | Investing 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. Full description at Econpapers || Download paper |
2024 | Asymmetric correlation and hedging effectiveness of gold & cryptocurrencies: From pre-industrial to the 4th industrial revolution?. (2020). Nasir, Muhammad ; Duc, Toan Luu ; Thampanya, Natthinee. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310210. Full description at Econpapers || Download paper |
2024 | . 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 |
2023 | When 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. 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 |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Penalized 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. Full description at Econpapers || Download paper |
2023 | A 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. 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 |
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 |
2023 | New evidence on life expectancy and development: is Sub-Saharan Africa different?. (2023). Ningaye, Paul ; Ngoudji, Charlie Yves. In: MPRA Paper. RePEc:pra:mprapa:117265. Full description at Econpapers || Download paper |
2023 | Convergence 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. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2023 | Regional 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. Full description at Econpapers || Download paper |
2023 | Exploring 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. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2023 | Fisher’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. Full description at Econpapers || Download paper |
2023 | Crisis 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. 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 |
2023 | Leaning against housing booms fueled by credit. (2023). Martinez, Carlos Canizares. In: Working and Discussion Papers. RePEc:svk:wpaper:1101. Full description at Econpapers || Download paper |
2024 | Political 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. Full description at Econpapers || Download paper |
2023 | Forecasting under model uncertainty: Nonâ€homogeneous hidden Markov models with Pòlyaâ€Gamma data augmentation. (2020). Koki, Constandina ; Vrontos, Ioannis ; Meligkotsidou, Loukia. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:4:p:580-598. Full description at Econpapers || Download paper |
2023 | 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 |
2023 | Is there a link between economic growth and insurance and banking sector activities in the G?20 countries?. (2017). Arvin, Mak ; Gupta, Atul ; Hall, John H ; Nair, Mahendhiran ; Pradhan, Rudra P. In: Review of Financial Economics. RePEc:wly:revfec:v:33:y:2017:i:1:p:12-28. Full description at Econpapers || Download paper |
2023 | . 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 | 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 | 74 |
2020 | Policy uncertainty and the capital shortfall of global financial firms In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 18 |
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 | 26 |
2015 | Speculative behaviour and oil price predictability In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
2014 | Speculative behaviour and oil price predictability.(2014) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | 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 | 13 |
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 | 54 |
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: 54 | 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 | 42 |
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: 42 | 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 | 31 |
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: 31 | 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: 31 | 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: 31 | 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 | 26 |
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: 26 | 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 | 117 |
2009 | Club Convergence in Carbon Dioxide Emissions.(2009) In: Environmental & Resource Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 117 | 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 | 69 |
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: 69 | 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 | 24 |
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 | 3 |
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 | 2 |
2019 | Quantile forecast combinations in realised volatility prediction In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 10 |
2014 | A Quantile Regression Approach to Equity Premium Prediction In: Journal of Forecasting. [Full Text][Citation analysis] | article | 18 |
2018 | Measuring the market risk of freight rates: A forecast combination approach In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team