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~subject:"Yield curve"
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3
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Comment on: "Fundamentally wrong : market pricing of sovereigns and the Greek financial crisis"
Kazanas, Thanassis
;
Tzavalis, Elias
- In:
Journal of macroeconomics
39
(
2014
)
2
,
pp. 420-423
Persistent link: https://www.econbiz.de/10010496443
Saved in:
2
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
Saved in:
3
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
Saved in:
4
The term premium and the puzzles of the expectations hypothesis of the term structure
Tzavalis, Elias
- In:
Economic modelling
21
(
2004
)
1
,
pp. 73-93
Persistent link: https://www.econbiz.de/10001857852
Saved in:
5
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
Saved in:
6
The persistence in volatility of the US term premium : 1970 - 1986
Tzavalis, Elias
;
Wickens, Michael R.
-
1994
Persistent link: https://www.econbiz.de/10000912868
Saved in:
7
Forecasting inflation from the term structure
Tzavalis, Elias
;
Wickens, Michael R.
-
1995
Persistent link: https://www.econbiz.de/10000939712
Saved in:
8
Forecasting inflation from the term structure
Tzavalis, Elias
- In:
Journal of empirical finance
3
(
1996
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10001208677
Saved in:
9
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
Saved in:
10
Forecasting inflation from the term structure : a cointegration approach
Wickens, Mike
;
Tzavalis, Elias
-
1992
Persistent link: https://www.econbiz.de/10000137105
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