Kent Business School

About

Dr Ekaterini Panopoulou is the Director of the MSc International Accounting & Finance and holds a BSc in Mathematics (University of Athens), an MSc in Banking and Financial Management (University of Piraeus) and a Ph.D. in Econometrics (University of Piraeus). She has been working in the area of Financial Econometrics and Forecasting since 2001 and has published over 30 papers and book chapter contributions. Her career includes working for the University of Piraeus, National University of Ireland Maynooth and the National Bank of Greece. She is one of the founding members of the Methods in International Finance Network (MIFN), a consortium of universities aiming at promoting research at the area of international finance.

Contact Information

Address

Room 334
Sibson
Kent Business School
Canterbury
CT2 7FS

13:00 - 15:00 Tuesday Please email to request an appointment

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Publications

Also view these in the Kent Academic Repository

Article
Argyropoulos, C. and Panopoulou, E. (2017). Measuring the Market Risk of Freight Rates: A Forecast Combination Approach. Journal of Forecasting [Online]. Available at: http://dx.doi.org/10.1002/for.2485.
Panopoulou, E. and Vrontos, S. (2015). Hedge fund return predictability; To combine forecasts or combine information? Journal of Banking & Finance [Online] 56:103-122. Available at: http://dx.doi.org/10.1016/j.jbankfin.2015.03.004.
Panopoulou, E. and Pantelidis, T. (2015). Regime-switching models for exchange rates. The European Journal of Finance [Online] 21:1023-1069. Available at: http://dx.doi.org/10.1080/1351847X.2014.904240.
Freeman, M. et al. (2015). Declining discount rates and the Fisher Effect: Inflated past, discounted future? Journal of Environmental Economics and Management [Online] 73:32-49. Available at: http://dx.doi.org/10.1016/j.jeem.2015.06.003.
Panopoulou, E. and Pantelidis, T. (2015). Speculative behaviour and oil price predictability. Economic Modelling [Online] 47:128-136. Available at: http://doi.org/10.1016/j.econmod.2015.02.019.
Panopoulou, E. and Plastira, S. (2014). Fama French factors and US stock return predictability. Journal of Asset Management [Online] 15:110-128. Available at: http://dx.doi.org/10.1057/jam.2014.15.
Panopoulou, E. and Pantelidis, T. (2014). The Fisher effect in the presence of time-varying coefficients. Computational Statistics & Data Analysis [Online]. Available at: http://dx.doi.org/10.1016/j.csda.2014.08.015.
Flavin, T., Morley, C. 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 [Online] 33:137-154. Available at: http://dx.doi.org/10.1016/j.intfin.2014.08.001.
Meligkotsidou, L. et al. (2014). A Quantile Regression Approach to Equity Premium Prediction. Journal of Forecasting [Online] 33:558-576. Available at: http://dx.doi.org/10.1002/for.2312.
Panopoulou, E. and Pantelidis, T. (2013). Cross-state Disparities in the US Health Care Expenditure . Health Economics [Online] 22:451-465. Available at: http://dx.doi.org/10.1002/hec.2816.
Malliaropulos, D. et al. (2013). Decomposing the Persistence of Real Exchange Rates . Empirical Economics [Online] 44:1217-1242. Available at: http://dx.doi.org/10.1007/s00181-012-0565-5.
Panopoulou, E. and Kalyvitis, S. (2013). Estimating C-CAPM and the Equity Premium over the Frequency Domain. Studies in Nonlinear Dynamics and Econometrics [Online] 17:551-571. Available at: http://dx.doi.org/10.1515/snde-2013-0019.
Panopoulou, E. and Pantelidis, T. (2012). Convergence in Per Capita Health Expenditures and Health Outcomes in the OECD Countries . Applied Economics [Online] 44:3909-3920. Available at: http://dx.doi.org/10.1080/00036846.2011.583222.
Antzoulatos, A., Panopoulou, E. and Tsoumas, C. (2011). The Enigma of Non-interest Income Convergence . Applied Financial Economics [Online] 21:1309-1316. Available at: http://dx.doi.org/10.1080/09603107.2011.570712.
Antzoulatos, A., Panopoulou, E. and Tsoumas, C. (2011). Do Financial Systems Converge? . Review of International Economics [Online] 19:122-136. Available at: http://dx.doi.org/10.1111/j.1467-9396.2010.00936.x.
Flavin, T. and Panopoulou, E. (2010). Shift versus Traditional Contagion in Emerging Markets: A Unified Approach . Pacific Economic Review 15:401-421.
Panopoulou, E., Pittis, N. and Kalyvitis, S. (2010). Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests. Empirical Economics [Online] 38:743-766. Available at: http://dx.doi.org/10.1007/s00181-009-0288-4.
Apergis, N., Panopoulou, E. and Tsoumas, C. (2010). Old Wine in New Bottle: What Really Causes Growth Convergence? . Atlantic Economic Journal 38:169-181.
Koubouros, M., Malliaropulos, D. and Panopoulou, E. (2010). Long-run Cash-flow and Discount-rate Risks in the Cross-section of US Returns. European Journal of Finance [Online] 16:227-244. Available at: http://dx.doi.org/10.1080/13518470903102419.
Panopoulou, E. and Pantelidis, T. (2009). Club Convergence in Carbon Dioxide Emissions . Environmental and Resource Economics [Online] 44:47-70. Available at: http://dx.doi.org/10.1007/s10640-008-9260-6.
Panopoulou, E. and Pantelidis, T. (2009). Integration at a Cost: Evidence from Volatility Impulse Response Functions. Applied Financial Economics 19:917-933.
Panopoulou, E. (2009). Financial Variables and Euro Area Growth: A Non-parametric Causality Analysis. Economic Modelling [Online] 26:1414-1419. Available at: http://dx.doi.org/10.1016/j.econmod.2009.07.013.
Flavin, T. and Panopoulou, E. (2009). On the Robustness of International Portfolio Diversification Benefits to Regime-switching Volatility . Journal of International Financial Markets, Institutions and Money [Online] 19:140-156. Available at: http://dx.doi.org/10.1016/j.intfin.2007.09.002.
Flavin, T., Panopoulou, E. and Pantelidis, T. (2009). Forecasting Growth and Inflation in an enlarged Euro Area: Some Policy Implications . Journal of Forecasting [Online] 28:405-425. Available at: http://dx.doi.org/10.1002/for.1117.
Hepburn, C. et al. (2009). Social Discounting under Uncertainty: A cross-country Comparison . Journal of Environmental Economics and Management [Online] 57:140-150. Available at: http://dx.doi.org/10.1016/j.jeem.2008.04.004.
Flavin, T., Panopoulou, E. and Unalmis, D. (2008). On the Stability of Domestic Financial Linkages in the Presence of Time Varying Volatility . Emerging Markets Review [Online] 9:280-301. Available at: http://dx.doi.org/10.1016/j.ememar.2008.10.002.
Koubouros, M., Malliaropulos, D. and Panopoulou, E. (2007). Temporary and Permanent Market Risks: Some Further Evidence . Mathematical and Computer Modelling [Online] 46:163-173. Available at: http://dx.doi.org/10.1016/j.mcm.2006.12.016.
Panopoulou, E. (2007). PPP over a century: Cointegration and Structural change. Applied Financial Economics Letters [Online] 3:319-325. Available at: http://dx.doi.org/10.1080/17446540701222342.
Panopoulou, E. (2007). Predictive Financial Models of the Euro Area: A New Evaluation Test. International Journal of Forecasting [Online] 23:695-705. Available at: http://dx.doi.org/10.1016/j.ijforecast.2007.04.001.
Koubouros, M. and Panopoulou, E. (2007). Intertemporal Market Risks and the Cross-Section of Greek Average Returns . Journal of Emerging Markets Finance [Online] 6:203-227. Available at: http://dx.doi.org/10.1177/097265270700600204.
Groom, B. et al. (2007). Discounting the distant future: How much does model selection affect the certainty equivalent rate? . Journal of Applied Econometrics [Online] 22:641-656. Available at: http://dx.doi.org/10.1002/jae.937.
Caporale, G., Panopoulou, E. and Pittis, N. (2005). The Feldstein-Horioka Puzzle Revisited: A Monte Carlo Study . Journal of International Money and Finance [Online] 24:1143-1149. Available at: http://dx.doi.org/10.1016/j.jimonfin.2005.08.003.
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 . Econometrics Journal [Online] 7:585-617. Available at: http://dx.doi.org/10.1111/j.1368-423X.2004.00145.x.
Book section
Panopoulou, E. and Kalyvitis, S. (2014). Measuring Risk Aversion Across Countries from the Consumption-CAPM: A Spectral Approach. in: Gallegati, M. and Semmler, W. eds. Wavelet Applications in Economics and Finance. Springer International Publishing, pp. 249-261.
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. Nova Science Publishers.
Panopoulou, E. et al. (2010). The effect of asymmetric volatility shocks on equity and foreign exchange rate interactions. in: Finance and Banking Developments. Nova Science Publishers, pp. 137-157.
Flavin, T. and Panopoulou, E. (2009). Dealing with East Asian Equity Market Contagion: Some Policy Implications. in: Gregoriou, G. N. ed. Emerging Markets: Performance, Analysis and Innovation. Chapman Hall-CRC/Taylor and Francis, pp. 475-492.
Panopoulou, E. (2008). Frequency domain versus time-domain estimates of risk aversion from the C-CAPM: The case of Latin American Emerging Markets. in: Beridze, L. ed. The Economics of Emerging Markets. Nova Science Publishers, pp. 239-253.
Conference or workshop item
Panopoulou, E. and Voukelatos, N. (2017). The Role of Strategy Distinctiveness in Hedge Fund Performance. in: 7th International Conference of the Financial Engineering and Banking Society.. Available at: http://febs2017.eventsadmin.com/Home/Welcome.
Argyropoulos, C. and Panopoulou, E. (2017). Measuring the Market Risk of Freight Rates: A Forecast Combination Approach. in: 6th Computational and Financial Econometrics Conference. Wiley. Available at: http://dx.doi.org/10.1002/for.2485.
Panopoulou, E. and Voukelatos, N. (2016). The Role of Strategy Distinctiveness in Hedge Fund Performance. in: 8th Conference of the International Finance and Banking Society.. Available at: http://www.ifabs.org/conference/view/6.
Panopoulou, E. and Voukelatos, N. (2015). The Role of Strategy Distinctiveness in Hedge Fund Performance. in: 9th International Conference on Computational and Financial Econometrics.. Available at: http://www.cfenetwork.org/CFE2015/.
Freeman, M. et al. (2015). Declining discount rates and the Fisher Effect: Inflated past, discounted future? in: International Conference of the Financial Engineering and Banking Society (F.E.B.S). Elsevier, pp. 32-49. Available at: http://dx.doi.org/10.1016/j.jeem.2015.06.003.
Panopoulou, E. and Vrontos, S. (2014). Hedge Fund return predictability. in: The 13th Conference on Research on Economic Theory and Econometrics (C.R.E.T.E. 2014).
Panopoulou, E. and Pantelidis, T. (2014). Speculative behavior and oil price predictability. in: 10th BMRC-DEMS Conference on Macro and Financial Economics/Econometrics.
Panopoulou, E. and Pantelidis, T. (2014). Speculative behavior and oil price predictability. in: 8th Annual Methods in International Finance Network Workshop.
Meligkotsidou, L. et al. (2014). Out-of-Sample Equity Premium Prediction: A Complete Subset Quantile Regression Approach. in: IAAE 2014 Annual Conference.
Meligkotsidou, L. et al. (2014). Out-of-sample equity premium prediction: A complete subset quantile regression approach. in: Conference on Econometric Methods for Banking and Finance.
Flavin, T., Morley, C. and Panopoulou, E. (2014). Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission. in: Financial Crises: Transmission & Recovery.
Panopoulou, E. and Vrontos, S. (2014). Hedge Fund return predictability. in: International French Finance Conference 2014 -AFFI 2014.
Panopoulou, E. and Vrontos, S. (2013). Hedge Fund return predictability. in: Banking, Finance, Money and Institutions: The Post Crisis Era.
Meligkotsidou, L. et al. (2013). Out-of-Sample Equity Premium Prediction: A Complete Subset Quantile Regression Approach. in: 7th Annual Methods in International Finance Network Workshop.
Panopoulou, E. and Plastira, S. (2012). Combination forecasts of bond and stock returns: An asset allocation perspective. in: 6th Computational and Financial Econometrics Conference.. Available at: http://dx.doi.org/10.2139/ssrn.2402286.
Monograph
Meligkotsidou, L. et al. (2014). Out-of-sample equity premium prediction: A complete subset quantile regression approach. Kent Business School.
Panopoulou, E. and Vrontos, S. (2014). Hedge fund return predictability; To combine forecasts or combine information?. Kent Business School. Available at: https://www.kent.ac.uk/kbs/research/working-papers.html?tab=2014.
Freeman, M. et al. (2014). Declining discount rates and the `Fisher Effect': Inflated past, discounted future?. Kent Business School. Available at: http://www.lse.ac.uk/GranthamInstitute/wp-content/uploads/2014/02/WP109-discount-rates-fisher-effect.pdf.
Panopoulou, E. and Plastira, S. (2014). Combination Forecasts of Bond and Stock Returns: An Asset Allocation Perspective. Kent Business School.
Panopoulou, E. and Pantelidis, T. (2013). Speculative behaviour and oil price predictability. Kent Business School Working Paper 289. Available at: https://www.kent.ac.uk/kbs/research/working-papers.html?tab=2013.
Total publications in KAR: 58 [See all in KAR]
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Research Interests

Dr Panopoulou's main research interests lie in the fields of Financial Econometrics, Time Series (Modelling and Forecasting), Financial Economics and International Finance. back to top

Teaching

Dr Panopoulou teaches Financial Data Modelling and Investment and Portfolio Management.

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Supervision

Dr Panopoulou's main research interests lie in the fields of Financial Econometrics, Time Series (Modelling and Forecasting), Financial Economics and International Finance.

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Kent Business School - © University of Kent

The University of Kent, Canterbury, Kent, CT2 7FS, T: +44 (0)1227 827726, E: kbsinfo@kent.ac.uk

Last Updated: 18/10/2017