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The term premium and the puzzles of the expectations hypothesis of the term structure
Tzavalis, Elias - In: Economic modelling 21 (2004) 1, pp. 73-93
Persistent link: https://www.econbiz.de/10001857852
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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
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The rational expectations hypothesis of the term structure : reconciling the evidence
Tzavalis, Elias; Wickens, Michael R. - 1994
Persistent link: https://www.econbiz.de/10000895299
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Recovering risk neutral densities from option prices : a new approach
Rompolis, Leonidas S.; Tzavalis, Elias - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 1037-1053
Persistent link: https://www.econbiz.de/10003811375
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Cornish-Fisher size corrected t and F statistics for the linear regression model with heteroscedastic errors
Symeonides, Spyridon D.; Kandilorou, Helen; Tzavalis, Elias - In: The refinement of econometric estimation and test …, (pp. 173-204). 2007
Persistent link: https://www.econbiz.de/10003461869
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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
Phillips, Garry D. A. (ed.); Tzavalis, Elias (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003377511
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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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A Bayesian analysis of unit roots and structural breaks in the level, trend, and error variance of autoregressive models of economic series
Meligkotsidou, Loukia; Tzavalis, Elias; Vrontos, Ioannis D. - In: Econometric reviews 30 (2011) 2, pp. 208-249
Persistent link: https://www.econbiz.de/10008990443
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Unveiling the ECB's monetary policy behaviour under different inflation regimes
Kazanas, Thanassis; Tzavalis, Elias - In: Economica 82 (2015) 328, pp. 912-937
Persistent link: https://www.econbiz.de/10011392203