Theologos Pantelidis

University of Kent

Senior Lecturer

Canterbury, Kent CT2 7PE

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS

751

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Scholarly Papers (6)

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 (234,614)
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 (393,223)
Citation 2

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

2.

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 (201,656)
Citation 1

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

3.

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 (285,001)
Citation 1

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4.

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 (302,732)

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

5.

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 (344,542)

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

6.

The Bds Test as a Test for the Adequacy of a Garch(1,1) Specification: A Monte Carlo Study

Journal of Financial Econometrics, Vol. 3, No. 2, pp. 282-309, Spring 2005
Posted: 29 Feb 2008
Brunel University London - Department of Economics and Finance, Dalhousie University - Department of Economics, University of Kent and University of Piraeus - Department of Banking and Financial Management

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BDS test, GARCH(1,1) model, nuisance-parameter free property, QML estimator