Ekaterini Panopoulou

Essex Business School

Wivenhoe Park

Colchester, CO4 3SQ

United Kingdom

SCHOLARLY PAPERS

29

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Top 16,318

in Total Papers Downloads

3,350

SSRN CITATIONS
Rank 26,827

SSRN RANKINGS

Top 26,827

in Total Papers Citations

11

CROSSREF CITATIONS

21

Scholarly Papers (29)

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 383 (87,217)
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 279 (123,764)
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 Kapodistrian University of Athens, Essex Business School, Athens University of Economics and Business and University of Piraeus - Department of Statistics and Insurance Science
Downloads 265 (130,713)
Citation 2

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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 153 (217,172)
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 73 (364,813)
Citation 3

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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: 41 Posted: 30 Oct 2017 Last Revised: 10 Mar 2019
Ekaterini Panopoulou and Nikolaos Voukelatos
Essex Business School and University of Kent
Downloads 201 (170,745)

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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
University 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 184 (185,089)
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 179 (189,656)

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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 164 (204,434)
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 160 (208,794)
Citation 4

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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 148 (222,718)

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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 142 (230,220)
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 Kapodistrian University of Athens, Essex Business School, Athens University of Economics and Business and University of Piraeus - Department of Statistics and Insurance Science
Downloads 139 (234,374)
Citation 3

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

13.

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 122 (259,084)
Citation 1

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14.

Quantile Forecast Combinations in Realised Volatility Prediction

Number of pages: 43 Posted: 14 Oct 2015
National Kapodistrian University of Athens, Essex Business School, Athens University of Economics and Business and University of Piraeus - Department of Statistics and Insurance Science
Downloads 120 (262,355)

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

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 112 (275,588)

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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 60 (405,448)

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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 41 (480,698)

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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 (405,448)
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 41 (480,698)

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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
University 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 (312,224)

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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 73 (360,859)

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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 54 (420,345)

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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 45 (454,211)
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: 46 Posted: 28 Oct 2019
Lancaster University - Department of Accounting and Finance, Essex Business School, University of Kent and Barclays PLC
Downloads 35 (498,148)

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

23.

A Comparison of Autoregressive Distributed Lag and Dynamic Ols Cointegration Estimators in the Case of a Serially Correlated Cointegration Error

Number of pages: 33 Posted: 14 Dec 2004
Ekaterini Panopoulou and Nikitas Pittis
Essex Business School and University of Piraeus - Department of Banking and Financial Management
Downloads 20 (584,132)
Citation 1
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24.

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 (705,264)
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25.
Downloads 1 (727,545)

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
Downloads 1 (762,602)
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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

Abstract:

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Financial system development, Structure, Convergence, Transition curve

26.

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

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

27.

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

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

28.

Temporary and Permanent Market Risks: Some Further Evidence

Mathematical and Computer Modelling, Forthcoming
Posted: 05 Oct 2006
Michail S. Koubouros, Dimitrios Malliaropulos and Ekaterini Panopoulou
University of Peloponnese - Department of Economics, University 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

29.

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

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