Narrow search
Showing 1 - 8 of 8
Cover Image
Forecasting VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis; Spungin, Giles E.; Tzavalis, Elias - In: Journal of forecasting 33 (2014) 7, pp. 515-531
Persistent link: https://www.econbiz.de/10011282095
Cover Image
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
Cover Image
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
Cover Image
Forecasting inflation from the term structure
Tzavalis, Elias; Wickens, Michael R. - 1995
Persistent link: https://www.econbiz.de/10000939712
Cover Image
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
Cover Image
Predicting default risk under asymmetric binary link functions
Dendramis, Yiannis; Tzavalis, Elias; Varthalitis, Petros; … - In: International journal of forecasting 36 (2020) 3, pp. 1039-1056
Persistent link: https://www.econbiz.de/10012497704
Cover Image
Forecasting economic activity from yield curve factors
Argyropoulos, Efthymios; Tzavalis, Elias - In: The North American journal of economics and finance : a … 36 (2016), pp. 293-311
Persistent link: https://www.econbiz.de/10011672685
Cover Image
Improving variance forecasts : the role of Realized Variance features
Papantonis, Ioannis; Rompolis, Leonidas; Tzavalis, Elias - In: International journal of forecasting 39 (2023) 3, pp. 1221-1237
Persistent link: https://www.econbiz.de/10014465267