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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

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

Club convergence in carbon dioxide emissions

Panopulu, Aikaterinē; Pantelidis, Theologos - In: Environmental & resource economics : the official … 44 (2009) 1, pp. 47-70

Persistent link: https://www.econbiz.de/10003899814

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

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

Speculative Behaviour and Oil Price Predictability

Panopulu, Aikaterinē; Pantelidis, Theologos - 2013

Persistent link: https://www.econbiz.de/10010356008

Declining discount rates and the Fisher Effect : inflated past, discounted future?

Freeman, Mark C.; Groom, Benjamin; Panopulu, Aikaterinē; … - 2013

Persistent link: https://www.econbiz.de/10010344605

Irrelevant but highly persistent instruments in stationary regressions with endogeneous variables containing near-to-unit roots

Panopulu, Aikaterinē; Kourogenis, Nicolaos; Pittis, Nikitas - 2006

Persistent link: https://www.econbiz.de/10003292260

Quantile forecast combinations in realised volatility prediction

Meligkotsidou, Loukia; Panopulu, Aikaterinē; Vrontos, … - 2015

Persistent link: https://www.econbiz.de/10011453994

Hedge fund return predictability : to combine forecasts or combine information?

Panopulu, Aikaterinē; Vrontos, Spyridon - In: Journal of banking & finance 56 (2015), pp. 103-122

Persistent link: https://www.econbiz.de/10011488606

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