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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
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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
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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
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Out-of-Sample Equity Premium Prediction : A Complete Subset Quantile Regression Approach
Meligkotsidou, Loukia - 2013
This paper extends the complete subset linear regression framework to a quantile regression setting. We employ complete subset combinations of quantile forecasts in order to construct robust and accurate equity premium predictions. Our recursive algorithm that selects, in real time, the best...
Persistent link: https://www.econbiz.de/10013075069
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Looking far in the past : revisiting the growth-returns nexus with non-parametric tests
Panopulu, Aikaterinē; Pittis, Nikitas; Kalyvitēs, … - In: Empirical economics : a journal of the Institute for … 38 (2010) 3, pp. 743-766
Persistent link: https://www.econbiz.de/10003951655
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Estimating C-CAPM and the equity premium over the frequency domain
Kalyvitēs, Sarantēs; Panopulu, Aikaterinē - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 5, pp. 551-571
Persistent link: https://www.econbiz.de/10010228554
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The forecasting performance of regime-switching models of speculative behaviour for exchange rates
Panopulu, Aikaterinē; Pantelidis, Theologos - 2013
Persistent link: https://www.econbiz.de/10010355987
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Fama French factors and US stock return predictability
Panopulu, Aikaterinē; Plastira, Sotiria - In: The journal of asset management 15 (2014) 2, pp. 110-128
Persistent link: https://www.econbiz.de/10010384800
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A quantile regression approach to equity premium prediction
Meligkotsidou, Loukia; Panopulu, Aikaterinē; Vrontos, … - In: Journal of forecasting 33 (2014) 7, pp. 558-576
Persistent link: https://www.econbiz.de/10011282859
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The contribution of growth and interest rate differentials to the persistence of real exchange rates
Panopulu, Aikaterinē; Malliaropulos, Dimitrios; … - 2006
Persistent link: https://www.econbiz.de/10003334357