2020 applicants
People

Professor Ekaterini Panopoulou

Professor
EBS - Finance
Professor Ekaterini Panopoulou

Profile

Qualifications

  • PhD in Financial Econometrics University of Piraeus, (2004)

  • MSc in Banking and Financial Management University of Piraeus, (2001)

Appointments

University of Essex

  • Deputy Head of the Finance Group, Essex Business School (1/9/2019 - present)

Other academic

  • Professor in Finance, Kent Business School, University of Kent (1/7/2018 - 31/8/2019)

  • Reader in Finance, Kent Business School, University of Kent (1/10/2015 - 30/6/2018)

  • Senior Lecturer in Finance, Kent Business School, University of Kent (1/7/2013 - 30/9/2015)

  • Assistant Professor, Department of Statistics and Insurance Science, University of Piraeus (1/12/2010 - 30/6/2013)

  • Lecturer, Department of Statistics and Insurance Science, University of Piraeus (1/9/2006 - 30/11/2010)

  • Post-doctoral Research Fellow, Economics, National University of Ireland, Maynooth (1/9/2004 - 31/8/2006)

Research and professional activities

Research interests

Financial Econometrics

Open to supervise

Financial Forecasting

Open to supervise

International Finance

Open to supervise

Alternative Investments

Open to supervise

Teaching and supervision

Current teaching responsibilities

  • Empirical Finance (BE333)

  • Asset Pricing (BE352)

Publications

Journal articles (38)

Fabozzi, FJ., Kynigakis, I., Panopoulou, E. and Tunaru, RS., (2020). Detecting Bubbles in the US and UK Real Estate Markets. The Journal of Real Estate Finance and Economics. 60 (4), 469-513

Matousek, R., Panopoulou, E. and Papachristopoulou, A., (2020). Policy uncertainty and the capital shortfall of global financial firms. Journal of Corporate Finance. 62, 101558-101558

Meligkotsidou, L., Panopoulou, E., Vrontos, I. and Vrontos, SD., (2019). Quantile Forecast Combinations in Realised Volatility Prediction. Journal of the Operational Research Society. 70 (10), 1720-1733

Meligkotsidou, L., Panopoulou, E., Vrontos, ID. and Vrontos, SD., (2019). Out-of-sample equity premium prediction: a complete subset quantile regression approach. The European Journal of Finance, 1-26

Panopoulou, E. and Souropanis, I., (2019). The role of technical indicators in exchange rate forecasting. Journal of Empirical Finance. 53, 197-221

Argyropoulos, C. and Panopoulou, E., (2019). Backtesting VaR and ES under the magnifying glass. International Review of Financial Analysis. 64, 22-37

Argyropoulos, C. and Panopoulou, E., (2018). Measuring the market risk of freight rates: A forecast combination approach. Journal of Forecasting. 37 (2), 201-224

Panopoulou, E. and Pantelidis, T., (2016). The Fisher effect in the presence of time-varying coefficients. Computational Statistics and Data Analysis. 100, 495-511

Panopoulou, E. and Vrontos, S., (2015). Hedge fund return predictability; To combine forecasts or combine information?. Journal of Banking & Finance. 56, 103-122

Freeman, MC., Groom, B., Panopoulou, E. and Pantelidis, T., (2015). Declining discount rates and the Fisher Effect: Inflated past, discounted future?. Journal of Environmental Economics and Management. 73, 32-49

Panopoulou, E. and Pantelidis, T., (2015). Speculative behaviour and oil price predictability. Economic Modelling. 47, 128-136

Panopoulou, E. and Pantelidis, T., (2015). Regime-switching models for exchange rates. The European Journal of Finance. 21 (12), 1023-1069

Meligkotsidou, L., Panopoulou, E., Vrontos, ID. and Vrontos, SD., (2014). A Quantile Regression Approach to Equity Premium Prediction. Journal of Forecasting. 33 (7), 558-576

Flavin, TJ., Morley, CE. and Panopoulou, E., (2014). Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission. Journal of International Financial Markets, Institutions and Money. 33, 137-154

Panopoulou, E. and Plastira, S., (2014). Fama French factors and US stock return predictability. Journal of Asset Management. 15 (2), 110-128

Kalyvitis, S. and Panopoulou, E., (2013). Estimating C-CAPM and the equity premium over the frequency domain. Studies in Nonlinear Dynamics and Econometrics. 17 (5), 551-571

Panopoulou, E. and Pantelidis, T., (2013). CROSS-STATE DISPARITIES IN US HEALTH CARE EXPENDITURES. Health Economics. 22 (4), 451-465

Malliaropulos, D., Panopoulou, E., Pantelidis, T. and Pittis, N., (2013). Decomposing the persistence of real exchange rates. Empirical Economics. 44 (3), 1217-1242

Panopoulou, E. and Pantelidis, T., (2012). Convergence in per capita health expenditures and health outcomes in the OECD countries. Applied Economics. 44 (30), 3909-3920

Antzoulatos, AA., Panopoulou, E. and Tsoumas, C., (2011). Do Financial Systems Converge?. Review of International Economics. 19 (1), 122-136

Koubouros, M., Malliaropulos, D. and Panopoulou, E., (2010). Long-run cash flow and discount-rate risks in the cross-section of US returns. The European Journal of Finance. 16 (3), 227-244

Apergis, N., Panopoulou, E. and Tsoumas, C., (2010). Old Wine in a New Bottle: Growth Convergence Dynamics in the EU. Atlantic Economic Journal. 38 (2), 169-181

Flavin, TJ. and Panopoulou, E., (2010). DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH. Pacific Economic Review. 15 (3), 401-421

Panopoulou, E., Pittis, N. and Kalyvitis, S., (2010). Looking far in the past: revisiting the growth-returns nexus with non-parametric tests. Empirical Economics. 38 (3), 743-766

Flavin, T., Panopoulou, E. and Pantelidis, T., (2009). Forecasting growth and inflation in an enlarged euro area. Journal of Forecasting. 28 (5), 405-425

Panopoulou, E., (2009). Financial variables and euro area growth: A non-parametric causality analysis. Economic Modelling. 26 (6), 1414-1419

Panopoulou, E. and Pantelidis, T., (2009). Integration at a cost: evidence from volatility impulse response functions. Applied Financial Economics. 19 (11), 917-933

Flavin, TJ. and Panopoulou, E., (2009). On the robustness of international portfolio diversification benefits to regime-switching volatility. Journal of International Financial Markets, Institutions and Money. 19 (1), 140-156

Hepburn, C., Koundouri, P., Panopoulou, E. and Pantelidis, T., (2009). Social discounting under uncertainty: A cross-country comparison. Journal of Environmental Economics and Management. 57 (2), 140-150

Panopoulou, E. and Pantelidis, T., (2009). Club Convergence in Carbon Dioxide Emissions. Environmental and Resource Economics. 44 (1), 47-70

Flavin, TJ., Panopoulou, E. and Unalmis, D., (2008). On the stability of domestic financial market linkages in the presence of time-varying volatility. Emerging Markets Review. 9 (4), 280-301

Koubouros, M. and Panopoulou, E., (2007). Intertemporal Market Risks and the Cross–Section of Greek Average Returns. Journal of Emerging Market Finance. 6 (2), 203-227

Panopoulou, E., (2007). Predictive financial models of the euro area: A new evaluation test. International Journal of Forecasting. 23 (4), 695-705

Panopoulou, E., (2007). PPP over a century: cointegration and structural change. Applied Financial Economics Letters. 3 (5), 319-325

Koubouros, M., Malliaropulos, D. and Panopoulou, E., (2007). Temporary and permanent market risks: Some further evidence. Mathematical and Computer Modelling. 46 (1-2), 163-173

Groom, B., Koundouri, P., Panopoulou, E. and Pantelidis, T., (2007). Discounting the distant future: How much does model selection affect the certainty equivalent rate?. Journal of Applied Econometrics. 22 (3), 641-656

Caporale, GM., Panopoulou, E. and Pittis, N., (2005). The Feldstein–Horioka puzzle revisited: A Monte Carlo study. Journal of International Money and Finance. 24 (7), 1143-1149

Panopoulou, E. and Pittis, N., (2004). A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error. The Econometrics Journal. 7 (2), 585-617

Book chapters (5)

Panopoulou, E. and Kalyvitis, S., (2014). Measuring Risk Aversion Across Countries from the Consumption-CAPM: A Spectral Approach. In: Dynamic Modeling and Econometrics in Economics and Finance. Springer International Publishing. 249- 261. 9783319070605

Panopoulou, E. and Pantelidis, T., (2011). Stock market bubbles and crises: The case of East Asian emerging markets. In: The Stock Market: Crisis, Recovery and Emerging Economies. 93- 118. 9781611225457

Flavin, TJ., Panopoulou, E., Pantelidis, T. and Unalmis, D., (2011). The effects of asymmetric volatility shocks on equity and foreign exchange rate interactions. In: Finance and Banking Developments. 137- 157. 9781608763290

Flavin, T. and Panopoulou, E., (2009). Dealing with East Asian Equity Market Contagion. In: Chapman & Hall/CRC Finance Series. CRC Press. 475- 491. 9781439804506

Panopoulou, E., (2008). Frequency-domain versus time-domain estimates of risk aversion from the C-CAPM: The case of Latin American emerging markets. In: Economics of Emerging Markets. 239- 253. 1600218504. 9781600218507

Reports and Papers (22)

Panopoulou, E., The Predictive Content of Financial Variables: Evidence from the Euro Area

Panopoulou, E., The Predictive Content of Financial Variables: Evidence from the Euro Area

Panopoulou, E. and Pantelidis, T., The Forecasting Performance of Regime-Switching Models of Speculative Behavior for Exchange Rates

Malliaropulos, D., Panopoulou, E., Pantelidis, T. and Pittis, N., The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates

Malliaropulos, D., Panopoulou, E., Pantelidis, T. and Pittis, N., Sticky Prices and the Purchasing Power Parity Puzzle

Hepburn, CJ., Koundouri, P., Panopoulou, E. and Pantelidis, T., Social Discounting under Uncertainty: A Cross-Country Comparison

Hepburn, CJ., Koundouri, P., Panopoulou, E. and Pantelidis, T., Social Discounting Under Uncertainty: A Cross-Country Comparison

Flavin, T. and Panopoulou, E., Shift versus Traditional Contagion in Asian Markets

Flavin, T. and Panopoulou, E., Shift Versus Traditional Contagion in Asian Markets

Kalyvitis, SC. and Panopoulou, E., Consumption Risk Over the Frequency Domain

Panopoulou, E. and Plastira, S., Combination Forecasts of Bond and Stock Returns: An Asset Allocation Perspective

Panopoulou, E., A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators

Meligkotsidou, L., Panopoulou, E., Vrontos, ID. and Vrontos, SD., A Quantile Regression Approach to Equity Premium Prediction

Meligkotsidou, L., Panopoulou, E., Vrontos, ID. and Vrontos, SD., Quantile Forecast Combinations in Realised Volatility Prediction

Panopoulou, E., PPP Over a Century: Cointegration and Structural Change

Meligkotsidou, L., Panopoulou, E., Vrontos, ID. and Vrontos, SD., Out-of-Sample Equity Premium Prediction: A Complete Subset Quantile Regression Approach

Argyropoulos, C. and Panopoulou, E., Measuring the Market Risk of Freight Rates: A Forecast Combination Approach

Panopoulou, E., Pittis, N. and Kalyvitis, SC., Looking Far in the Past: Revisiting the Growth-Returns Nexus with Nonparametric Tests

Flavin, T. and Panopoulou, E., International Portfolio Diversification and Market Linkages in the Presence of Regime-Switching Volatility

Panopoulou, E. and Pantelidis, T., Integration at a Cost: Evidence from Volatility Impulse Response Functions

Panopoulou, E. and Vrontos, SD., Hedge Fund Return Predictability; to Combine Forecasts or Combine Information?

Panopoulou, E. and Plastira, S., Fama French Factors and US Stock Return Predictability

Contact

a.panopoulou@essex.ac.uk
+44 (0) 1206 872194

Location:

EBS.3.87, Colchester Campus