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An empirical examination of alternative valuation models : the case of the London Stock Exchange
Spilioti, Stella; Karathanassis, George A. - In: Investment management and financial innovations 9 (2012) 1, pp. 137-142
Persistent link: https://www.econbiz.de/10010006495
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On Regression-Based Tests for Persistence in Logarithmic Volatility Models
Psaradakis, Z.; Tzavalis, E. - In: Econometric reviews 18 (1999) 4, pp. 441-448
Persistent link: https://www.econbiz.de/10006911869
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The persistence in volatility of the US term premium 1970-1986
Tzavalis, E.; Wickens, M.R. - In: Economics letters 49 (1995) 4, pp. 381-390
Persistent link: https://www.econbiz.de/10006797519
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A Re-Examination of the Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence from Long-Run and Short-Run Tests
Tzavalis, E.; Wickens, M. - In: International journal of finance & economics : IJFE 3 (1998) 3, pp. 229-240
Persistent link: https://www.econbiz.de/10007527036
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Forecasting inflation from the term structure
Tzavalis, E.; Wickens, M.R. - In: Journal of empirical finance 3 (1995) 1, pp. 103
Persistent link: https://www.econbiz.de/10007254857
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A common shift in real interest rates across countries
Tzavalis, E. - In: Applied financial economics 9 (1999) 4, pp. 365-370
Persistent link: https://www.econbiz.de/10007684892
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Optimal foreign investment dynamics in the presence of technological spillovers
Kapetanios, G.; Tzavalis, E. - In: Journal of economic dynamics & control 34 (2010) 3, pp. 296-314
Persistent link: https://www.econbiz.de/10008387044
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Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining 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/10006880811
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Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models
De Wachter, Stefan; Tzavalis, Elias - In: Economics letters 88 (2005) 1, pp. 91-96
Persistent link: https://www.econbiz.de/10006750650
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Inference for unit roots in dynamic panels where the time dimension is fixed
Harris, Richard D.F.; Tzavalis, Elias - In: Journal of econometrics 91 (1999) 2, pp. 201-226
Persistent link: https://www.econbiz.de/10006785379