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The persistence in volatility...
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ECONIS (ZBW)
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The persistence in volatility of the US term premium : 1970 - 1986
Tzavalis, Elias
;
Wickens, Michael R.
-
1994
Persistent link: https://www.econbiz.de/10000912868
Saved in:
2
Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure...
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980792
Saved in:
3
Inference for unit roots in dynamic panels in the presence of deterministic trends
Harris, Richard D. F.
;
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000966505
Saved in:
4
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:
5
The persistence in volatility of the US term premium : 1970 - 1986
Tzavalis, Elias
- In:
Economics letters
49
(
1995
)
4
,
pp. 381-389
Persistent link: https://www.econbiz.de/10001190457
Saved in:
6
Is the currency risk priced in equity markets?
Giurda, Francesco
(
contributor
);
Tzavalis, Elias
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024385
Saved in:
7
A common shift in real interest rates across countries
Tzavalis, Elias
- In:
Applied financial economics
9
(
1999
)
4
,
pp. 365-369
Persistent link: https://www.econbiz.de/10001454659
Saved in:
8
Testing for unit roots in dynamic panels in the presence of a deterministic trend : re-examing the unit root hypothesis for real stock prices and dividends
Harris, Richard D. F.
;
Tzavalis, Elias
- In:
Econometric reviews
23
(
2004
)
2
,
pp. 149-166
Persistent link: https://www.econbiz.de/10002131166
Saved in:
9
A Bayesian analysis of unit roots and structural breaks in the level and the error variance of autoregressive models
Meligkotsidou, Loukia
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153105
Saved in:
10
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
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