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What are the international channels through which a US policy shock is transmitted to the world economies? : evidence from a time varying FAVAR

Evgenidis, Anastasios; Siriopoulos, Costas - 2015

Persistent link: https://www.econbiz.de/10011280057

Examining the forecasting performance of a modified affine model with macroeconomic and latent factors

Evgenidis, Anastasios; Siriopoulos, Costas - In: The journal of prediction markets 9 (2015) 1, pp. 33-52

Persistent link: https://www.econbiz.de/10011346873

Does the yield spread retain its forecasting ability during the 2007 recession? : a comparative analysis

Evgenidis, Anastasios; Siriopoulos, Costas - In: Applied economics letters 21 (2014) 10/12, pp. 817-822

Persistent link: https://www.econbiz.de/10010416254

A robust pricing of specific structured bonds with coupons

Evgenidis, Anastasios; Siriopoulos, Costas - In: Journal of risk finance : the convergence of financial … 15 (2014) 3, pp. 234-247

Persistent link: https://www.econbiz.de/10010391448

An explanation of spread's ability to predict economic activity : a regime switching model

Evgenidis, Anastasios; Siriopoulos, Costas - In: Journal of economic studies 43 (2016) 3, pp. 488-503

Persistent link: https://www.econbiz.de/10011690205

Assessing variations in foreign direct investments under international financial reporting standards (IFRS) adoption, macro-socioeconomic developments and credit ratings

Daskalopoulos, Evangelos; Evgenidis, Anastasios; … - In: Investment management and financial innovations 13 (2016) 3, pp. 328-340

Persistent link: https://www.econbiz.de/10011667130

Heterogeneous effects in the international transmission of the US monetary policy : a factor-augmented VAR perspective

Evgenidis, Anastasios; Philippas, Dionisis; … - In: Empirical economics : a journal of the Institute for … 56 (2019) 5, pp. 1549-1579

Persistent link: https://www.econbiz.de/10012052207

Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread : a threshold vector error correction approach

Evgenidis, Anastasios; Tsagkanos, Athanasios; … - In: Research in international business and finance 39 (2017), pp. 267-279

Persistent link: https://www.econbiz.de/10011876475

The yield spread's ability to forecast economic activity : what have we learned after 30years of studies?

Evgenidis, Anastasios; Papadamou, Stephanos; … - In: Journal of business research : JBR 106 (2020), pp. 221-232

Persistent link: https://www.econbiz.de/10012158357

Examining the Forecasting Performance of a Modified Affine Model with Macroeconomic and Latent Factors

Evgenidis, Anastasios - 2016

Various studies model the dynamics of the yield curve assuming that some of the yields are measured without error but this methodology lacks economic interpretation. We overcome this problem by estimating a modified affine model with macroeconomic and latent factors which introduces measurement...

Persistent link: https://www.econbiz.de/10012999813