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Modeling structural breaks in economic relationships using large shocks
Kapetanios, George; Tzavalis, Elias - In: Journal of economic dynamics & control 34 (2010) 3, pp. 417-436
Persistent link: https://www.econbiz.de/10003966451
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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
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Nonlinear modelling of autoregressive structural breaks in a US diffusion index dataset
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808239
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The impact of large structural shocks onn economic relationships : evidence from oil price shocks
Kapetanios, George (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002403201
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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