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source:"econis"
subject:"Theorie"
~person:"Tzavalis, Elias"
~subject:"Impact assessment"
~subject:"Shock"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Systematic review"
~type_genre:"Textbook"
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Tzavalis, Elias
Gupta, Rangan
45
Gil-Alaña, Luis A.
37
Caporale, Guglielmo Maria
34
Serletis, Apostolos
29
Kumbhakar, Subal
25
Wohar, Mark E.
23
Apergēs, Nikolaos
20
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19
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19
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17
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17
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16
Narayan, Paresh Kumar
16
Pierdzioch, Christian
16
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15
Payne, James E.
15
Pesaran, M. Hashem
15
Belke, Ansgar
14
Bollerslev, Tim
14
Marcellino, Massimiliano
14
Taylor, Mark P.
14
Blundell, Richard W.
13
Engsted, Tom
13
Ghysels, Eric
13
Peel, David
13
Chan, Joshua
12
Creedy, John
12
Fabozzi, Frank J.
12
Hautsch, Nikolaus
12
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12
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12
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12
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12
Koopman, Siem Jan
12
Lee, Chien-chiang
12
MacDonald, Ronald
12
McAleer, Michael
12
Tsionas, Efthymios G.
12
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11
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Journal of empirical finance
2
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1
International journal of finance & economics : IJFE
1
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1
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1
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1
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1
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1
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1
The forward premium anomaly and the currency carry trade hypothesis
Elias, Nikolaos
;
Smyrnakis, Dimitris
;
Tzavalis, Elias
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 203-218
Persistent link: https://www.econbiz.de/10014631499
Saved in:
2
Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects
Elias, Nikolaos
;
Smyrnakis, Dimitris
;
Tzavalis, Elias
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 694-715
Persistent link: https://www.econbiz.de/10013345794
Saved in:
3
The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 785-796
Persistent link: https://www.econbiz.de/10012655704
Saved in:
4
Can country-specific interest rate factors explain the forward premium anomaly?
Argyropoulos, Efthymios
;
Elias, Nikolaos
;
Smyrnakis, …
- In:
Journal of economics and finance : JEF
45
(
2021
)
2
,
pp. 252-269
Persistent link: https://www.econbiz.de/10012496681
Saved in:
5
Real term structure forecasts of consumption growth
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
Journal of empirical finance
33
(
2015
),
pp. 208-222
Persistent link: https://www.econbiz.de/10011556880
Saved in:
6
Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
Saved in:
7
Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10011311197
Saved in:
8
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
9
Inflation and exchange rate regimes in Mexico
Li, Carmen A.
;
Philippopulos, Apostolēs
;
Tzavalis, Elias
- In:
Review of development economics
4
(
2000
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10001469134
Saved in:
10
On regression-based tests for persistence in logarithmic volatility models
Psaradakis, Zacharias G.
;
Tzavalis, Elias
- In:
Econometric reviews
18
(
1999
)
4
,
pp. 441-448
Persistent link: https://www.econbiz.de/10001413477
Saved in:
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