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~isPartOf:"Journal of empirical finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The European journal of finance"
~language:"eng"
~person:"Kapetanios, George"
~person:"Tzavalis, Elias"
~subject:"Außenwirtschaftliches Gleichgewicht"
~subject:"Bank"
~subject:"Current account"
~subject:"EU countries"
~subject:"Schätzung"
~subject:"Zinsstruktur"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Außenwirtschaftliches Gleichgewicht
Bank
Current account
EU countries
Schätzung
Zinsstruktur
Estimation
7
Theorie
6
Theory
6
Forecasting model
4
Prognoseverfahren
4
Time series analysis
3
Yield curve
3
Zeitreihenanalyse
3
Estimation theory
2
Financial crisis
2
Finanzkrise
2
Markov chain
2
Markov-Kette
2
Real interest rate
2
Realzins
2
Risikoprämie
2
Risk premium
2
Schätztheorie
2
Welt
2
World
2
1994-2003
1
ARMA model
1
ARMA-Modell
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Aktienmarkt
1
Bank cost efficiency
1
Bankenkrise
1
Banking crises
1
Banking crisis
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian methods
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
1
CAPM
1
Capital income
1
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Article in journal
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9
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English
Author
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Kapetanios, George
Tzavalis, Elias
Girardone, Claudia
8
Gupta, Rangan
7
Ap Gwilym, Owain
6
Casu, Barbara
6
Caporin, Massimiliano
5
Chiarella, Carl
5
Hasan, Iftekhar
5
Karanasos, Menelaos
5
Koop, Gary
5
Poon, Ser-Huang
5
Semmler, Willi
5
Wilson, John O. S.
5
Baillie, Richard
4
Binner, Jane M.
4
Conrad, Christian
4
Fabozzi, Frank J.
4
Fiordelisi, Franco
4
Jawadi, Fredj
4
Miller, Stephen M.
4
Moor, Lieven de
4
Morana, Claudio
4
Murinde, Victor
4
Pierdzioch, Christian
4
Sola, Martin
4
Uddin, Mohammed Gazi Salah
4
Wohar, Mark E.
4
Barnett, William A.
3
Bekiros, Stelios
3
Belaire-Franch, Jorge
3
Canarella, Giorgio
3
Cassola, Nuno
3
Cenesizoglu, Tolga
3
Chen, Ren-Raw
3
Chiaramonte, Laura
3
Cho, Dooyeon
3
Chortareas, Georgios E.
3
Chronopoulos, Dimitris K.
3
Cipollini, Andrea
3
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Journal of empirical finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The European journal of finance
Journal of banking & finance
3
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of forecasting
2
Journal of applied econometrics
2
Journal of econometrics
2
Journal of forecasting
2
Econometric reviews
1
Econometric theory
1
Economic modelling
1
Finance research letters
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of economics and finance : JEF
1
Journal of international money and finance
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
1
Journal of risk and financial management : JRFM
1
Oxford bulletin of economics and statistics
1
Review of development economics
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
9
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9
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date (oldest first)
1
Resuscitating real interest rate parity : new evidence from panels
Chortareas, Georgios E.
;
Kapetanios, George
;
Magkonis, …
- In:
The European journal of finance
24
(
2018
)
14
,
pp. 1176-1189
Persistent link: https://www.econbiz.de/10012258881
Saved in:
2
Credit market freedom and cost efficiency in US state banking
Chortareas, Georgios
;
Kapetanios, George
;
Ventouri, Alexia
- In:
Journal of empirical finance
37
(
2016
),
pp. 173-185
Persistent link: https://www.econbiz.de/10011663018
Saved in:
3
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:
4
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:
5
Are regime-shift sources of risk priced in the market?
Chourdakis, Kyriakos
;
Dendramis, Yiannis
;
Tzavalis, Elias
- In:
Journal of empirical finance
28
(
2014
),
pp. 151-170
Persistent link: https://www.econbiz.de/10011285074
Saved in:
6
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:
7
Forecasting financial crises and contagion in Asia using dynamic factor analysis
Cipollini, Andrea
;
Kapetanios, George
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 188-200
Persistent link: https://www.econbiz.de/10003839250
Saved in:
8
An investigation of current account solvency in Latin America using non linear nonstationarity tests
Chortareas, Georgios E.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
1
Persistent link: https://www.econbiz.de/10002651499
Saved in:
9
Forecasting inflation from the term structure
Tzavalis, Elias
- In:
Journal of empirical finance
3
(
1996
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10001208677
Saved in:
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