//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Tzavalis, Elias"
~subject:"Aktienmarkt"
~subject:"Zinsstruktur"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Risikoprämie"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Aktienmarkt
Zinsstruktur
Risikoprämie
11
Risk premium
11
Estimation
8
Schätzung
8
Theorie
7
Theory
7
Yield curve
6
USA
4
United States
4
Rational expectations
3
Rationale Erwartung
3
Anlageverhalten
2
Behavioural finance
2
Börsenkurs
2
Currency derivative
2
Exchange rate
2
Forward premium anomaly
2
Interest rate
2
Share price
2
Stock market
2
Volatility
2
Volatilität
2
Wechselkurs
2
Währungsderivat
2
Zins
2
1946-1991
1
1970-1986
1
1970-1991
1
1996-2007
1
Asset pricing
1
Assymetric effects
1
Bias
1
CAPM
1
Capital income
1
Cointegration
1
Deutschland
1
European call prices
1
Exchange rate forecasting
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
8
Arbeitspapier
1
Working Paper
1
Language
All
English
8
Author
All
Tzavalis, Elias
Gupta, Rangan
10
Zaremba, Adam
10
Hördahl, Peter
7
Wohar, Mark E.
7
Demirer, Rıza
6
Guesmi, Khaled
6
Lustig, Hanno
6
Wang, Junbo
6
Wu, Chunchi
6
Zhou, Hao
6
Batten, Jonathan A.
5
Cakici, Nusret
5
Goldstein, Robert S.
5
Guo, Hui
5
Long, Huaigang
5
Verdelhan, Adrien
5
Wickens, Michael R.
5
Zhu, Xiaoneng
5
Afonso, António
4
An, Jiyoun
4
Balcilar, Mehmet
4
Bansal, Ravi
4
Bekaert, Geert
4
Berardi, Andrea
4
Bouri, Elie
4
Calice, Giovanni
4
Campbell, John Y.
4
Chiang, Thomas C.
4
Christensen, Jens H. E.
4
Collin-Dufresne, Pierre
4
D'Amico, Stefania
4
Guidolin, Massimo
4
Guo, Bin
4
Hammoudeh, Shawkat
4
Haque, Mahfuzul
4
Hassan, M. Kabir
4
Ho, Kin-Yip
4
Huang, Jing-Zhi
4
Iania, Leonardo
4
more ...
less ...
Published in...
All
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of economics and finance : JEF
1
Journal of empirical finance
1
Journal of money, credit and banking : JMCB
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of financial research
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
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
Risk premium effects on implied volatility regressions
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
The journal of financial research
33
(
2010
)
2
,
pp. 125-151
Persistent link: https://www.econbiz.de/10003987976
Saved in:
7
A re-examination of the regional expectations hypothesis of the term structure : reconciling the evidence from long-run and short-run tests
Tzavalis, Elias
;
Wickens, Michael R.
- In:
International journal of finance & economics : IJFE
3
(
1998
)
3
,
pp. 229-239
Persistent link: https://www.econbiz.de/10001434205
Saved in:
8
Explaining the failures of the term spread models of the rational expectations hypothesis of the term structure
Tzavalis, Elias
- In:
Journal of money, credit and banking : JMCB
29
(
1997
)
3
,
pp. 364-380
Persistent link: https://www.econbiz.de/10001226631
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->