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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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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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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
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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
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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