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subject:"Schätzung"
type_genre:"Article in journal"
~person:"Tzavalis, Elias"
~subject:"Börsenkurs"
~subject:"Risk premium"
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Schätzung
Börsenkurs
Risk premium
Theorie
27
Theory
27
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11
Yield curve
9
Zinsstruktur
9
Forecasting model
7
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7
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7
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5
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5
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Tzavalis, Elias
Gil-Alaña, Luis A.
35
Gupta, Rangan
33
Caporale, Guglielmo Maria
32
Serletis, Apostolos
28
Kumbhakar, Subal
25
Wohar, Mark E.
23
Fabozzi, Frank J.
20
Jarrow, Robert A.
19
Timmermann, Allan
19
Bahmani-Oskooee, Mohsen
18
MacDonald, Ronald
17
Moosa, Imad A.
17
Subrahmanyam, Avanidhar
17
Bekaert, Geert
16
Bollerslev, Tim
16
Engel, Charles
16
Engsted, Tom
16
Taylor, Mark P.
16
Faff, Robert W.
15
O'Hara, Maureen
15
Peel, David
15
Chang, Tsangyao
14
Engle, Robert F.
14
Hautsch, Nikolaus
14
Koopman, Siem Jan
14
McAleer, Michael
14
Mills, Terence C.
14
Pierdzioch, Christian
14
Bansal, Ravi
13
Ghysels, Eric
13
Levy, Haim
13
Narayan, Paresh Kumar
13
Phillips, Peter C. B.
13
Westerhoff, Frank H.
13
Apergēs, Nikolaos
12
Bossaerts, Peter L.
12
Brooks, Robert
12
Creedy, John
12
Garcia, René
12
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Econometric reviews
2
Journal of empirical finance
2
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of economic dynamics & control
1
Journal of economics and finance : JEF
1
Journal of money, credit and banking : JMCB
1
Review of development economics
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
13
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1
Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects
Elias, Nikolaos
;
Smyrnakis, Dimitris
;
Tzavalis, Elias
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 694-715
Persistent link: https://www.econbiz.de/10013345794
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Can country-specific interest rate factors explain the forward premium anomaly?
Argyropoulos, Efthymios
;
Elias, Nikolaos
;
Smyrnakis, …
- In:
Journal of economics and finance : JEF
45
(
2021
)
2
,
pp. 252-269
Persistent link: https://www.econbiz.de/10012496681
Saved in:
5
Real term structure forecasts of consumption growth
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
Journal of empirical finance
33
(
2015
),
pp. 208-222
Persistent link: https://www.econbiz.de/10011556880
Saved in:
6
Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
Saved in:
7
Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10011311197
Saved in:
8
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
9
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:
10
Inflation and exchange rate regimes in Mexico
Li, Carmen A.
;
Philippopulos, Apostolēs
;
Tzavalis, Elias
- In:
Review of development economics
4
(
2000
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10001469134
Saved in:
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