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6 research outputs found

Forthcoming in Empirical Economics

Author: Ekaterini Panopoulou A
Nikitas Pittis B
Sarantis Kalyvitis C
Publication venue
Publication date
Field of study

the growth-returns nexus with non-parametric test

Excess returns in the EMS: Do “weak” currencies still exist after the widening of the fluctuation bands?

Author: B. Eichengreen
B. Pesaran
B. T. Diba
Christis Hassapis
D. M. Cutler
E. E. Peters
E. F. Fama
F. McCormick
G. W. Evans
Guglielmo Maria Caporale
J. J. Murphy
M. Obstfeld
M. Obstfeld
M. P. Taylor
Nikitas Pittis
R. Flood
R. Flood
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Selectivity, Market Timing and the Morningstar Star-Rating System

Author: A Khorana
Antonios Antypas
C Blake
D Del Guercio
D Hendricks
E Elton
Guglielmo Maria Caporale
J Shanken
J Treynor
K Damato
M Blume
M C Jensen
M C Jensen
M Lettau
Nikitas Pittis
Nikolaos Kourogenis
P C B Phillips
R C Merton
S J Brown
W E Ferson
W F Sharpe
W N Goetzmann
Publication venue: 'Elsevier BV'
Publication date: 01/01/2009
Field of study

Looking Far in the Past: Revisiting the Growth-Returns Nexus with Nonparametric Tests

Author: A Estrella
B Bosworth
B Dumas
B Hansen
C Hassapis
C Sims
D Andrews
D Andrews
E Fama
E Fama
E Fama
E Parzen
Ekaterini Panopoulou
F Hayashi
G Duffee
G Mcqueen
H Luetkepohl
H Toda
H White
J J Choi
J Parker
J Poterba
J Stock
M B Priestley
M B Priestley
M Binswanger
M Lettau
M Mullins
M Thoma
N Jegadeesh
Nikitas Pittis
O Blanchard
P M Robinson
P Mauro
R Barro
R Goldsmith
R Hall
R Morck
S Park
S Smith
Sarantis C. Kalyvitis
T W Anderson
U Grenander
W Brainard
W Newey
W Newey
W Schwert
Y Hong
Publication venue: 'Elsevier BV'
Publication date: 01/01/2006
Field of study

Looking far in the past: revisiting the growth-returns nexus with non-parametric tests

Author: A Estrella
B Bosworth
B Candelon
B Hansen
C Hassapis
D Andrews
D Andrews
DE Rapach
E Fama
E Fama
E Fama
E Parzen
Ekaterini Panopoulou
G McQueen
H Hong
H Luetkepohl
H White
J Boyd
J Poterba
J Stock
JJ Choi
L Kilian
M Binswanger
M Mullins
M Thoma
MB Priestley
MB Priestley
N Jegadeesh
Nikitas Pittis
P Mauro
PM Robinson
R Barro
R Goldsmith
R Hall
R Morck
S Park
Sarantis Kalyvitis
T Clark
T Clark
TW Anderson
U Grenander
W Newey
W Newey
W Schwert
Y Hong
Publication venue
Publication date: 01/01/2010
Field of study

Real stock price changes, Output growth, Long-run covariance matrix, C14, G10, O51,

Research Papers in Economics

Kent Academic Repository

Parameter instability, superexogeneity, and the monetary model of the exchange rate

C22, C32, F30, F41,

Research Papers in Economics

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