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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
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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
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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
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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
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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
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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
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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
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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
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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