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Corporate yield spread and real activity in emerging Asia : evidence of a financial accelerator for Korea

Papadamou, Stephanos; Siriopoulos, Costas - In: Journal of economic integration 24 (2009) 2, pp. 275-293

Persistent link: https://www.econbiz.de/10003852547

Money factors and EMU government bond markets' convergence

Philippas, Dionisis; Siriopoulos, Costas - In: Studies in economics and finance 31 (2014) 2, pp. 156-167

Persistent link: https://www.econbiz.de/10011336786

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

Does the Yield Spread Retain its Forecasting Ability During the 2007 Recession? A Comparative Analysis

Evgenidis, Anastasios - 2015

Spread's predictive ability is reviewed by implementing a number of linear and probit models. We conduct a comparative analysis of the forecasting performance of various specifications by focusing on the last three major US economic slowdowns. The results indicate that although linear models are...

Persistent link: https://www.econbiz.de/10013018065

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

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