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A re-examination of the regional expectations hypothesis of the term structure : reconciling the evidence from long-run and short-run tests

Tzavalis, Elias; Wickens, Michael R. - In: International journal of finance & economics : IJFE 3 (1998) 3, pp. 229-239

Persistent link: https://www.econbiz.de/10001434205

The persistence in volatility of the US term premium : 1970 - 1986

Tzavalis, Elias; Wickens, Michael R. - 1994

Persistent link: https://www.econbiz.de/10000912868

The persistence in volatility of the US term premium : 1970 - 1986

Tzavalis, Elias - In: Economics letters 49 (1995) 4, pp. 381-389

Persistent link: https://www.econbiz.de/10001190457

Explaining the failures of the term spread models of the rational expectations hypothesis of the term structure

Tzavalis, Elias - In: Journal of money, credit and banking : JMCB 29 (1997) 3, pp. 364-380

Persistent link: https://www.econbiz.de/10001226631

Term Spread Regressions of the Rational Expectations Hypothesis of the Term Structure Allowing for Risk Premium Effects

Argyropoulos, Efthymios - 2013

This paper suggests term spread regression based tests allowing for time-varying term premium effects, with the aim of explaining the empirical failures of the term spread to forecast future movements in interest rates. To capture the e¤ects of a time-varying term premium on the term spread,...

Persistent link: https://www.econbiz.de/10013087497

Risk premium effects on implied volatility regressions

Rompolis, Leonidas S.; Tzavalis, Elias - In: The journal of financial research 33 (2010) 2, pp. 125-151

Persistent link: https://www.econbiz.de/10003987976

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

A comparison of investors' sentiments and risk premium effects on valuing shares

Karavias, Yiannis; Spilioti, Stella; Tzavalis, Elias - In: Finance research letters 17 (2016), pp. 1-6

Persistent link: https://www.econbiz.de/10011596194

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

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