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Items where Author is "Panopoulou, Ekaterini"

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Number of items: 12.

Article

Argyropoulos, Christos and Panopoulou, Ekaterini and Nikolaos, Voukelatos and Zheng, Teng (2022) Hedge Fund Return Predictability in the Presence of Model Risk. The European Journal of Finance, 28 (18). pp. 1892-1916. DOI https://doi.org/10.1080/1351847X.2021.2020146

Panopoulou, Ekaterini and Nikolaos, Voukelatos (2022) Should hedge funds deviate from the benchmark? Financial Management, 51 (3). pp. 767-795. DOI https://doi.org/10.1111/fima.12383

Kynigakis, Iason and Panopoulou, Ekaterini (2022) Does Model Complexity add Value to Asset Allocation? Evidence from Machine Learning Forecasting Models. Journal of Applied Econometrics, 37 (3). pp. 603-639. DOI https://doi.org/10.1002/jae.2885

Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D and Vrontos, Spyridon D (2021) Out-of-sample equity premium prediction: a complete subset quantile regression approach. The European Journal of Finance, 27 (1-2). pp. 110-135. DOI https://doi.org/10.1080/1351847x.2019.1647866

Matousek, Roman and Panopoulou, Ekaterini and Papachristopoulou, Andromachi (2020) Policy uncertainty and the capital shortfall of global financial firms. Journal of Corporate Finance, 62. p. 101558. DOI https://doi.org/10.1016/j.jcorpfin.2020.101558

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 (4). pp. 469-513. DOI https://doi.org/10.1007/s11146-018-9693-9

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). pp. 1720-1733. DOI https://doi.org/10.1080/01605682.2018.1489354

Panopoulou, Ekaterini and Souropanis, Ioannis (2019) The role of technical indicators in exchange rate forecasting. Journal of Empirical Finance, 53. pp. 197-221. DOI https://doi.org/10.1016/j.jempfin.2019.07.004

Argyropoulos, Christos and Panopoulou, Ekaterini (2019) Backtesting VaR and ES under the magnifying glass. International Review of Financial Analysis, 64. pp. 22-37. DOI https://doi.org/10.1016/j.irfa.2019.04.005

Panopoulou, Ekaterini and Pantelidis, Theologos (2016) The Fisher effect in the presence of time-varying coefficients. Computational Statistics and Data Analysis, 100. pp. 495-511. DOI https://doi.org/10.1016/j.csda.2014.08.015

Panopoulou, Ekaterini and Vrontos, Spyridon (2015) Hedge fund return predictability; To combine forecasts or combine information? Journal of Banking & Finance, 56. pp. 103-122. DOI https://doi.org/10.1016/j.jbankfin.2015.03.004

Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D and Vrontos, Spyridon D (2014) A Quantile Regression Approach to Equity Premium Prediction. Journal of Forecasting, 33 (7). pp. 558-576. DOI https://doi.org/10.1002/for.2312

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