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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

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

Should hedge funds deviate from the benchmark?

Panopulu, Aikaterinē; Voukelatos, Nikolaos - In: Financial Management 51 (2021) 3, pp. 767-795

Persistent link: https://www.econbiz.de/10012809610

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

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

A Quantile Regression Approach to Equity Premium Prediction

Meligkotsidou, Loukia - 2014

We propose a quantile regression approach to equity premium forecasting. Robust point forecasts are generated by both fixed and time-varying weighting schemes, thus exploiting the entire distributional information associated with each predictor. Further gains are achieved by incorporating the...

Persistent link: https://www.econbiz.de/10013066092