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Financial variables and euro area growth : a non-parametric causality analysis

Panopulu, Aikaterinē - In: Economic modelling 26 (2009) 6, pp. 1414-1419

Persistent link: https://www.econbiz.de/10003923595

PPP over a century : cointegration and structural change

Panopulu, Aikaterinē - In: Applied financial economics letters 3 (2007) 4/6, pp. 319-325

Persistent link: https://www.econbiz.de/10003605018

Predictive financial models of the euro area : a new evaluation test

Panopulu, Aikaterinē - In: International journal of forecasting 23 (2007) 4, pp. 695-705

Persistent link: https://www.econbiz.de/10003616098

Frequency-domain versus time-domain estimates of risk aversion from the C-CAPM : the case of Latin American emerging markets

Panopulu, Aikaterinē - In: Economics of emerging markets, (pp. 239-253). 2008

Persistent link: https://www.econbiz.de/10003683642

Frequency-domain versus time-domain estimates of risk aversion from the C-CAPM : the case of Latin American emerging markets

Panopulu, Aikaterinē - 2012

Persistent link: https://www.econbiz.de/10009580843

A comparison of autoregressive distributed lag and dynamics OLS cointegration estimators in the case of serially correlated cointegration error

Panopulu, Aikaterinē; Pittis, Nikitas - In: The econometrics journal 7 (2004) 2, pp. 585-617

Persistent link: https://www.econbiz.de/10002463690

Integration at cost : evidence from volatility impulse response functions

Panopulu, Aikaterinē; Pantelidis, Theologos - 2005

Persistent link: https://www.econbiz.de/10002927557

Long-run cash-flow and discount-rate risk in the cross-section of US returns

Panopulu, Aikaterinē; Koubouros, Michail; … - 2005

Persistent link: https://www.econbiz.de/10002928889

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

Argyropoulos, Christos - 2015

This paper aims at contributing to the literature in three ways: First, we re-evaluate the performance of popular Value-at-Risk (VaR) estimation methods on freight rates amid the adverse economic consequences of the recent financial and sovereign debt crisis. Secondly we provide a detailed and...

Persistent link: https://www.econbiz.de/10013036001

Hedge fund return predictability in the presence of model risk

Argyropoulos, Christos; Panopulu, Aikaterinē; … - In: The European journal of finance 28 (2022) 18, pp. 1892-1916

Persistent link: https://www.econbiz.de/10013532365