The term premium and the puzzles of the expectations hypothesis of the term structure

A common shift in real interest rates across countries

Tzavalis, Elias, (1999)

Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure?

Tzavalis, Elias, (1997)

An introduction to the theory and the econometric tests of the rational expectations hypothesis of the term structure of interest rates

Tzavalis, Elias, (1993)