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subject:"Schätzung"
type_genre:"Article in journal"
~person:"Tzavalis, Elias"
~subject:"Forecasting model"
~subject:"USA"
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Schätzung
Forecasting model
USA
Theorie
28
Theory
28
Estimation
12
Yield curve
10
Zinsstruktur
10
Risikoprämie
8
Risk premium
8
Prognoseverfahren
7
Time series analysis
5
Volatility
5
Volatilität
5
Zeitreihenanalyse
5
Börsenkurs
4
Capital income
4
Einheitswurzeltest
4
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4
Kapitaleinkommen
4
Rational expectations
4
Rationale Erwartung
4
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4
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4
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Forward premium anomaly
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Panel study
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State space model
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Strukturbruch
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Article in journal
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18
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6
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6
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5
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5
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18
Author
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Tzavalis, Elias
Gupta, Rangan
52
Franses, Philip Hans
49
Clements, Michael P.
40
Gil-Alaña, Luis A.
39
Kumbhakar, Subal
36
Timmermann, Allan
36
Caporale, Guglielmo Maria
34
Serletis, Apostolos
34
Diebold, Francis X.
33
Moosa, Imad A.
31
Heckman, James J.
29
Hendry, David F.
28
MacDonald, Ronald
28
Petropoulos, Fotios
28
Pierdzioch, Christian
28
Koop, Gary
27
Marcellino, Massimiliano
25
Swanson, Norman R.
25
Bollerslev, Tim
24
Chavas, Jean-Paul
24
Hyndman, Rob J.
24
Koopman, Siem Jan
24
Makridakis, Spyros G.
23
Wohar, Mark E.
23
Ghysels, Eric
22
Wang, Yudong
22
Bahmani-Oskooee, Mohsen
20
Dijk, Dick van
20
Lesage, James P.
20
Peel, David
20
Satchell, Stephen
20
Taylor, Mark P.
20
Christiano, Lawrence J.
19
Fabozzi, Frank J.
19
Pesaran, M. Hashem
19
Clark, Todd E.
18
Herwartz, Helmut
18
Tsionas, Efthymios G.
18
Acemoglu, Daron
17
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Journal of empirical finance
3
Econometric reviews
2
International journal of forecasting
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 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
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)
18
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10
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18
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1
The forward premium anomaly and the currency carry trade hypothesis
Elias, Nikolaos
;
Smyrnakis, Dimitris
;
Tzavalis, Elias
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 203-218
Persistent link: https://www.econbiz.de/10014631499
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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