Research Repository

Items where Author is "Panopoulou, Ekaterini"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 8.


Kynigakis, Iason and Panopoulou, Ekaterini (2021) 'Does Model Complexity add Value to Asset Allocation? Evidence from Machine Learning Forecasting Models.' Journal of Applied Econometrics. ISSN 0883-7252 (In Press)

Matousek, Roman and Panopoulou, Ekaterini and Papachristopoulou, Andromachi (2020) 'Policy uncertainty and the capital shortfall of global financial firms.' Journal of Corporate Finance, 62. ISSN 0929-1199

Fabozzi, Frank J and Kynigakis, Iason and Panopoulou, Ekaterini and Tunaru, Radu S (2020) 'Detecting Bubbles in the US and UK Real Estate Markets.' The Journal of Real Estate Finance and Economics, 60. 469 - 513. ISSN 0895-5638

Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis and Vrontos, Spyridon D (2019) 'Quantile Forecast Combinations in Realised Volatility Prediction.' Journal of the Operational Research Society, 70 (10). 1720 - 1733. ISSN 0160-5682

Panopoulou, Ekaterini and Souropanis, Ioannis (2019) 'The role of technical indicators in exchange rate forecasting.' Journal of Empirical Finance, 53. 197 - 221. ISSN 0927-5398

Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D and Vrontos, Spyridon D (2019) 'Out-of-sample equity premium prediction: a complete subset quantile regression approach.' The European Journal of Finance. ISSN 1351-847X

Argyropoulos, Christos and Panopoulou, Ekaterini (2019) 'Backtesting VaR and ES under the magnifying glass.' International Review of Financial Analysis, 64. 22 - 37. ISSN 1057-5219

Panopoulou, Ekaterini and Pantelidis, Theologos (2016) 'The Fisher effect in the presence of time-varying coefficients.' Computational Statistics and Data Analysis, 100. 495 - 511. ISSN 0167-9473

This list was generated on Wed Sep 22 07:42:49 2021 BST.