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On the robustness of international portfolio diversification benefits to regime-switching volatility

Flavin, Thomas J.; Panopulu, Aikaterinē - In: Journal of international financial markets, … 19 (2009) 1, pp. 140-156

Persistent link: https://www.econbiz.de/10003797280

Social discounting under uncertainty : a cross-country comparison

Hepburn, Cameron; Koundouri, Phoebe; Panopulu, Aikaterinē - In: Journal of environmental economics and management : … 57 (2009) 2, pp. 140-150

Persistent link: https://www.econbiz.de/10003832575

On the stability of domestic financial market linkages in the presence of time-varying volatility

Flavin, Thomas J.; Panopulu, Aikaterinē; Unalmis, Deren - In: Emerging markets review 9 (2008) 4, pp. 280-301

Persistent link: https://www.econbiz.de/10003811146

Discounting the distant future : how much does model selection affect the certainty equivalent rate?

Groom, Ben; Koundouri, Phoebe; Panopulu, Aikaterinē; … - In: Journal of applied econometrics 22 (2007) 3, pp. 641-656

Persistent link: https://www.econbiz.de/10003455485

On the stability of domestic financial market linkages in the presence of time-varying volatility

Flavin, Thomas J. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003753543

Integration at a cost : evidence from volatility impulse response functions

Panopulu, Aikaterinē; Pantelidis, Theologos - In: Applied financial economics 19 (2009) 10/12, pp. 917-933

We investigate the international information transmission between the US and the rest of the G-7 countries using daily stock market return data covering the last 20 years. A split-sample analysis reveals that the linkages between the markets have changed substantially in the recent era (i.e....

Persistent link: https://www.econbiz.de/10003856775