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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

Fiscal policy and politics : theory and evidence from Greece 1960 - 1997

Lockwood, Ben; Philippopulos, Apostolēs; Tzavalis, Elias - In: Economic modelling 18 (2001) 2, pp. 253-268

Persistent link: https://www.econbiz.de/10001560640

The influence of VAR dimensions on estimator biases : comment

Doornik, Jurgen A.; Nielsen, Bent; Rothenberg, Thomas J. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 377-383

Persistent link: https://www.econbiz.de/10001731136

Rejoinder to comment Doornik, Nielsen, and Rothenberg

Abadir, Karim Maher; Hadri, Kaddour; Tzavalis, Elias - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 385-386

Persistent link: https://www.econbiz.de/10001731138

Regression-based tests for persistence in conditional variances

Psaradakis, Zacharias G.; Tzavalis, Elias - 1995

Persistent link: https://www.econbiz.de/10000912747

The persistence in volatility of the US term premium : 1970 - 1986

Tzavalis, Elias; Wickens, Michael R. - 1994

Persistent link: https://www.econbiz.de/10000912868

Comment on: "Fundamentally wrong : market pricing of sovereigns and the Greek financial crisis"

Kazanas, Thanassis; Tzavalis, Elias - In: Journal of macroeconomics 39 (2014) 2, pp. 420-423

Persistent link: https://www.econbiz.de/10010496443

Missing values in panel data unit root tests

Karavias, Yiannis; Tzavalis, Elias; Zhang, Haotian - In: Econometrics : open access journal 10 (2022) 1, pp. 1-11

Missing data or missing values are a common phenomenon in applied panel data research and of great interest for panel data unit root testing. The standard approach in the literature is to balance the panel by removing units and/or trimming a common time period for all units. However, this...

Persistent link: https://www.econbiz.de/10013041203

Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals

Karavias, Yiannis; Spilioti, Stella; Tzavalis, Elias - In: Review of quantitative finance and accounting 56 (2021) 4, pp. 1593-1621

Persistent link: https://www.econbiz.de/10012549879

The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation

Argyropoulos, Efthymios; Tzavalis, Elias - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 785-796

Persistent link: https://www.econbiz.de/10012655704