Ekaterini Panopoulou

Essex Business School

Wivenhoe Park

Colchester, CO4 3SQ

United Kingdom

SCHOLARLY PAPERS

28

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3,436

SSRN CITATIONS
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SSRN RANKINGS

Top 32,546

in Total Papers Citations

12

CROSSREF CITATIONS

14

Scholarly Papers (28)

1.

Fama French Factors and US Stock Return Predictability

Number of pages: 25 Posted: 12 Apr 2011
Ekaterini Panopoulou and Sotiria Plastira
Essex Business School and University of Piraeus - Department of Statistics and Insurance Science
Downloads 402 (92,391)
Citation 1

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ICAPM, Fama French factors, Out-of-sample forecasts, Stock return predictability

2.

International Portfolio Diversification and Market Linkages in the Presence of Regime-Switching Volatility

IIIS Working Paper No. 167
Number of pages: 35 Posted: 10 Aug 2006
Thomas Flavin and Ekaterini Panopoulou
National University of Ireland, Maynooth (Maynooth University) - Department of Economics, Finance and Accounting and Essex Business School
Downloads 280 (137,390)
Citation 2

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Market comovement, International portfolio diversification, Financial market crises,regime switcing

3.

A Quantile Regression Approach to Equity Premium Prediction

Number of pages: 39 Posted: 18 May 2012 Last Revised: 27 Feb 2014
National and Kapodistrian University of Athens, Essex Business School, Athens University of Economics and Business and University of Piraeus - Department of Statistics and Insurance Science
Downloads 271 (142,129)
Citation 3

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Conditional Quantiles, Equity Premium, Forecast Combination, Prediction, Time varying weights

Social Discounting Under Uncertainty: A Cross-Country Comparison

Number of pages: 30 Posted: 05 Sep 2006
London School of Economics, Grantham Research Institute, Athens University of Economics and Business - Department of International and European Economic Studies, Essex Business School and University of Kent
Downloads 158 (234,292)
Citation 1

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Discounting, Uncertainty, Regime-Switching Models, Climate Change, Nuclear Power

Social Discounting Under Uncertainty: A Cross-Country Comparison

IIIS Discussion Paper No. 177
Number of pages: 33 Posted: 19 Nov 2006
London School of Economics, Grantham Research Institute, Athens University of Economics and Business - Department of International and European Economic Studies, Essex Business School and University of Kent
Downloads 76 (392,684)
Citation 2

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discounting, uncertainty, regime-switching models, climate change policy, nuclear power

5.

Should Hedge Funds Deviate from the Benchmark?

Number of pages: 81 Posted: 30 Oct 2017 Last Revised: 30 Sep 2021
Ekaterini Panopoulou and Nikolaos Voukelatos
Essex Business School and University of Kent
Downloads 212 (180,481)

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Hedge funds; performance; benchmark deviations; managerial skill

6.

Sticky Prices and the Purchasing Power Parity Puzzle

Number of pages: 35 Posted: 02 Feb 2004
National Bank of GreeceUniversity of Piraeus - Department of Banking and Financial Management, Essex Business School, University of Kent and University of Piraeus - Department of Banking and Financial Management
Downloads 188 (201,393)
Citation 1

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Real exchange rate, persistence measures, nominal rigidities, VAR, impulse response

7.

PPP Over a Century: Cointegration and Structural Change

Number of pages: 8 Posted: 19 May 2006
Ekaterini Panopoulou
Essex Business School
Downloads 180 (209,208)

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cointegration estimators, PPP, structural change, small-sample properties, structural stability tests

8.

The Role of Technical Indicators in Exchange Rate Forecasting

Number of pages: 43 Posted: 10 Oct 2017
Ekaterini Panopoulou and Ioannis Souropanis
Essex Business School and University of Kent - Kent Business School
Downloads 179 (210,260)
Citation 1

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Exchange Rate Predictability, Principal Components, Forecast Combination, Technical Indicators, Macroeconomic Fundamentals

9.

A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators

N150/02/05
Number of pages: 28 Posted: 01 Apr 2005
Ekaterini Panopoulou
Essex Business School
Downloads 169 (220,874)
Citation 5

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Cointegration Estimators, Fisher Effect, ADL, DOLS, Small-sample properties

10.

Combination Forecasts of Bond and Stock Returns: An Asset Allocation Perspective

Number of pages: 34 Posted: 01 Mar 2014
Ekaterini Panopoulou and Sotiria Plastira
Essex Business School and University of Piraeus - Department of Statistics and Insurance Science
Downloads 150 (244,104)

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Combination forecasts, Fama French factors, Stock return predictability, Bond return predictability, Asset allocation

11.

Hedge Fund Return Predictability; to Combine Forecasts or Combine Information?

Number of pages: 37 Posted: 08 Apr 2014
Ekaterini Panopoulou and Spyridon D. Vrontos
Essex Business School and University of Piraeus - Department of Statistics and Insurance Science
Downloads 145 (250,881)
Citation 2

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Forecast Combination, Combining Information, Prediction; Hedge Funds, Portfolio Construction

12.

Out-of-Sample Equity Premium Prediction: A Complete Subset Quantile Regression Approach

Number of pages: 47 Posted: 04 Oct 2013
National and Kapodistrian University of Athens, Essex Business School, Athens University of Economics and Business and University of Piraeus - Department of Statistics and Insurance Science
Downloads 140 (257,906)
Citation 4

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Equity premium, Forecast combination, Predictive quantile regression, Robust point forecasts, Subset quantile regressions

13.

Quantile Forecast Combinations in Realised Volatility Prediction

Number of pages: 43 Posted: 14 Oct 2015
National and Kapodistrian University of Athens, Essex Business School, Athens University of Economics and Business and University of Piraeus - Department of Statistics and Insurance Science
Downloads 124 (282,931)

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Forecasting, Realised volatility, Forecast combination, Predictive quantile regression, Subset quantile regressions

14.

The Forecasting Performance of Regime-Switching Models of Speculative Behavior for Exchange Rates

Number of pages: 39 Posted: 21 May 2012
Ekaterini Panopoulou and Theologos Pantelidis
Essex Business School and University of Kent
Downloads 123 (284,624)
Citation 1

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15.

Integration at a Cost: Evidence from Volatility Impulse Response Functions

NUIM Working Paper No. N1540305
Number of pages: 31 Posted: 07 Apr 2005
Ekaterini Panopoulou and Theologos Pantelidis
Essex Business School and University of Kent
Downloads 113 (302,320)

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Volatility spillovers, volatility impulse response functions, stock market, ARCH-BEKK

Shift Versus Traditional Contagion in Asian Markets

Number of pages: 40 Posted: 12 Sep 2006
Thomas Flavin and Ekaterini Panopoulou
National University of Ireland, Maynooth (Maynooth University) - Department of Economics, Finance and Accounting and Essex Business School
Downloads 62 (439,053)

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Shift contagion, Financial market crises, Regime switching, Structural transmission, Emerging markets

Shift Versus Traditional Contagion in Asian Markets

IIIS Discussion Paper No. 176
Number of pages: 43 Posted: 19 Nov 2006
Thomas Flavin and Ekaterini Panopoulou
National University of Ireland, Maynooth (Maynooth University) - Department of Economics, Finance and Accounting and Essex Business School
Downloads 43 (518,633)

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Shift contagion, Financial market crises, Regime switching, Structural transmission, Emerging markets

The Predictive Content of Financial Variables: Evidence from the Euro Area

Number of pages: 41 Posted: 19 May 2006
Ekaterini Panopoulou
Essex Business School
Downloads 60 (446,428)
Citation 1

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Granger causality, forecasting accuracy, money supply, output growth, term spread, stock returns

The Predictive Content of Financial Variables: Evidence from the Euro Area

IIIS Discussion Paper Series No. 178
Number of pages: 44 Posted: 19 Nov 2006
Ekaterini Panopoulou
Essex Business School
Downloads 42 (523,496)

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18.

The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates

IIIS Discussion Paper No. 135
Number of pages: 34 Posted: 12 Aug 2006
National Bank of GreeceUniversity of Piraeus - Department of Banking and Financial Management, Essex Business School, University of Kent and University of Piraeus - Department of Banking and Financial Management
Downloads 93 (344,125)

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real exchange rate, persistence measures, VAR, impulse response function, PPP

19.

Measuring the Market Risk of Freight Rates: A Forecast Combination Approach

Number of pages: 47 Posted: 06 Feb 2013 Last Revised: 10 May 2015
Christos Argyropoulos and Ekaterini Panopoulou
Lancaster University - Department of Accounting and Finance and Essex Business School
Downloads 76 (388,514)
Citation 1

Abstract:

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Backtesting, Combination Forecasts, Volatility Forecasts, Freight Rates, Performance Evaluation, Value-at-Risk

20.

Consumption Risk Over the Frequency Domain

Number of pages: 40 Posted: 01 Mar 2007 Last Revised: 22 Aug 2008
Sarantis C. Kalyvitis and Ekaterini Panopoulou
Athens University of Economics and Business - Department of International and European Economic Studies and Essex Business School
Downloads 56 (454,752)

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C-CAPM, consumption risk, frequency domain, equity premium, risk aversion

21.

Looking Far in the Past: Revisiting the Growth-Returns Nexus with Nonparametric Tests

IIIS Working Paper No. 134
Number of pages: 33 Posted: 10 Aug 2006 Last Revised: 23 Aug 2008
Ekaterini Panopoulou, Nikitas Pittis and Sarantis C. Kalyvitis
Essex Business School, University of Piraeus - Department of Banking and Financial Management and Athens University of Economics and Business - Department of International and European Economic Studies
Downloads 46 (495,084)
Citation 4

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real stock price changes, output growth, long-run covariance matrix

22.

Hedge Fund Return Predictability in the Presence of Model Risk

Number of pages: 44 Posted: 28 Oct 2019 Last Revised: 09 Jul 2021
Lancaster University - Department of Accounting and Finance, Essex Business School, University of Kent and Barclays PLC
Downloads 44 (504,021)

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Forecasting, Hedge Funds, Dynamic Model Averaging, Model Risk, Fund of Funds

23.

Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach

Pacific Economic Review, Vol. 15, No. 3, pp. 401-421, August 2010
Number of pages: 21 Posted: 19 Jul 2010
Thomas Flavin and Ekaterini Panopoulou
National University of Ireland, Maynooth (Maynooth University) - Department of Economics, Finance and Accounting and Essex Business School
Downloads 3 (771,047)
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24.
Downloads 1 (791,863)

Do Financial Systems Converge?

Review of International Economics, Vol. 19, Issue 1, pp. 122-136, 2011
Number of pages: 15 Posted: 24 Jan 2011
Angelos A. Antzoulatos, Ekaterini Panopoulou and Chris Tsoumas
University of Piraeus - Department of Banking and Financial Management, Essex Business School and Hellenic Open University (deceased)
Downloads 1 (828,170)
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Do Financial Systems Converge?

Review of International Economics, Forthcoming
Posted: 04 Jun 2009 Last Revised: 10 Mar 2011
Angelos A. Antzoulatos, Ekaterini Panopoulou and Chris Tsoumas
University of Piraeus - Department of Banking and Financial Management, Essex Business School and Hellenic Open University (deceased)

Abstract:

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Financial system development, Structure, Convergence, Transition curve

25.

The Enigma of Non-Interest Income Convergence

Applied Financial Economics, Forthcoming
Posted: 02 Aug 2010 Last Revised: 12 Mar 2011
Angelos A. Antzoulatos, Ekaterini Panopoulou and Chris Tsoumas
University of Piraeus - Department of Banking and Financial Management, Essex Business School and Hellenic Open University (deceased)

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Non-interest income, banks, logt test, transition curves

26.

Old Wine in a New Bottle: Growth Convergence Dynamics in the EU

Atlantic Economic Journal, Vol. 38, No. 2, pp. 169-181
Posted: 05 Mar 2008 Last Revised: 14 Mar 2011
Nicholas Apergis, Ekaterini Panopoulou and Chris Tsoumas
University of Piraeus, Essex Business School and Hellenic Open University (deceased)

Abstract:

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Growth convergence, growth factors, transition paths, EU countries, logt test

27.

Temporary and Permanent Market Risks: Some Further Evidence

Mathematical and Computer Modelling, Forthcoming
Posted: 05 Oct 2006
University of Peloponnese - Department of Economics, National Bank of GreeceUniversity of Piraeus - Department of Banking and Financial Management and Essex Business School

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CAPM, cash-‡flow risk, discount-rate risk, VAR-GARCH, BEKK, value, size

28.

Intertemporal Market Risks and the Cross-Section of Greek Average Returns

Journal of Emerging Market Finance, Forthcoming
Posted: 28 Feb 2006
Michail S. Koubouros and Ekaterini Panopoulou
University of Peloponnese - Department of Economics and Essex Business School

Abstract:

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CAPM, beta, cash flow risk, discount rate risk, risk aversion