//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Schätzung"
type_genre:"Article in journal"
~person:"Tzavalis, Elias"
~subject:"Exchange rate"
~subject:"Forecasting model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Exchange rate
Forecasting model
Theorie
27
Theory
27
Estimation
11
Yield curve
9
Zinsstruktur
9
Prognoseverfahren
7
Risikoprämie
7
Risk premium
7
Time series analysis
5
Volatility
5
Volatilität
5
Zeitreihenanalyse
5
Börsenkurs
4
Einheitswurzeltest
4
Share price
4
Unit root test
4
Capital income
3
Kapitaleinkommen
3
Panel
3
Panel study
3
Rational expectations
3
Rationale Erwartung
3
Schock
3
Shock
3
State space model
3
Structural break
3
Strukturbruch
3
USA
3
United States
3
Wechselkurs
3
Zustandsraummodell
3
ARCH model
2
ARCH-Modell
2
Business cycle
2
CAPM
2
Currency derivative
2
Forward premium anomaly
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
16
Arbeitspapier
5
Working Paper
5
Graue Literatur
4
Non-commercial literature
4
Language
All
English
16
Author
All
Tzavalis, Elias
Gupta, Rangan
49
Franses, Philip Hans
40
Clements, Michael P.
37
Caporale, Guglielmo Maria
34
Gil-Alaña, Luis A.
34
Timmermann, Allan
34
Diebold, Francis X.
31
Bahmani-Oskooee, Mohsen
30
MacDonald, Ronald
29
Moosa, Imad A.
29
Pierdzioch, Christian
29
Hendry, David F.
27
Petropoulos, Fotios
27
Serletis, Apostolos
27
Taylor, Mark P.
27
Bollerslev, Tim
26
Marcellino, Massimiliano
26
Kumbhakar, Subal
25
Koop, Gary
23
Makridakis, Spyros G.
23
Swanson, Norman R.
23
Wohar, Mark E.
23
Wang, Yudong
22
Hsing, Yu
21
Koopman, Siem Jan
21
Peel, David
21
Hyndman, Rob J.
20
Pesaran, M. Hashem
19
Clark, Todd E.
18
Lai, Ching-chong
18
Assimakopoulos, V.
17
Fabozzi, Frank J.
17
Fildes, Robert
17
Ghysels, Eric
17
Herwartz, Helmut
17
Satchell, Stephen
17
Taylor, James W.
17
Armstrong, Jon Scott
16
Babai, M. Zied
16
Engel, Charles
16
more ...
less ...
Published in...
All
Journal of empirical finance
3
International journal of forecasting
2
Econometric reviews
1
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 forecasting
1
Journal of money, credit and banking : JMCB
1
Review of development economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improving variance forecasts : the role of Realized Variance features
Papantonis, Ioannis
;
Rompolis, Leonidas
;
Tzavalis, Elias
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1221-1237
Persistent link: https://www.econbiz.de/10014465267
Saved in:
2
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:
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
Predicting default risk under asymmetric binary link functions
Dendramis, Yiannis
;
Tzavalis, Elias
;
Varthalitis, Petros
; …
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1039-1056
Persistent link: https://www.econbiz.de/10012497704
Saved in:
6
Forecasting economic activity from yield curve factors
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 293-311
Persistent link: https://www.econbiz.de/10011672685
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->