Similar Search Results - EconBiz

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

Missing values in panel data unit root tests

Karavias, Yiannis; Tzavalis, Elias; Zhang, Haotian - In: Econometrics : open access journal 10 (2022) 1, pp. 1-11

Missing data or missing values are a common phenomenon in applied panel data research and of great interest for panel data unit root testing. The standard approach in the literature is to balance the panel by removing units and/or trimming a common time period for all units. However, this...

Persistent link: https://www.econbiz.de/10013041203

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

Persistent link: https://www.econbiz.de/10000980792

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

Tzavalis, Elias - 1993

Persistent link: https://www.econbiz.de/10000891677

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

Inflation and exchange rate regimes in Mexico

Li, Carmen A.; Philippopulos, Apostolēs; Tzavalis, Elias - In: Review of development economics 4 (2000) 1, pp. 87-100

Persistent link: https://www.econbiz.de/10001469134

Tests of structural stability of risk premia and returns relationships

Karanikas, Evangelos; Tzavalis, Elias - 1997

Persistent link: https://www.econbiz.de/10000980793

Inflation and exchange-rate regimes in Mexico

Li, Carmen A.; Philippopulos, Apostolēs; Tzavalis, Elias - 1998

Persistent link: https://www.econbiz.de/10000984414

Inference for unit roots in dynamic panels with heteroscedastic and serially correlated errors

Harris, Richard D. F.; Tzavalis, Elias - 1998

Persistent link: https://www.econbiz.de/10000992997

Forecasting inflation from the term structure

Tzavalis, Elias; Wickens, Michael R. - 1995

Persistent link: https://www.econbiz.de/10000939712

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