Follow
Elias Tzavalis
Elias Tzavalis
Verified email at aueb.gr - Homepage
Title
Cited by
Cited by
Year
Inference for unit roots in dynamic panels where the time dimension is fixed
RDF Harris, E Tzavalis
Journal of econometrics 91 (2), 201-226, 1999
19211999
The influence of VAR dimensions on estimator biases
KM Abadir, K Hadri, E Tzavalis
Econometrica 67 (1), 163-181, 1999
3101999
Testing for unit roots in short panels allowing for a structural break
Y Karavias, E Tzavalis
Computational Statistics & Data Analysis 76, 391-407, 2014
1662014
Explaining the failures of the term spread models of the rational expectations hypothesis of the term structure
E Tzavalis, MR Wickens
Journal of Money, Credit, and banking, 364-380, 1997
1481997
Policy regime changes and the long-run sustainability of fiscal policy: an application to Greece
S Makrydakis, E Tzavalis, A Balfoussias
Economic Modelling 16 (1), 71-86, 1999
1341999
Detection of structural breaks in linear dynamic panel data models
S De Wachter, E Tzavalis
Computational Statistics & Data Analysis 56 (11), 3020-3034, 2012
107*2012
Forecasting inflation from the term structure
E Tzavalis, MR Wickens
Journal of Empirical Finance 3 (1), 103-122, 1996
88*1996
Credit risk modelling under recessionary and financially distressed conditions
Y Dendramis, E Tzavalis, G Adraktas
Journal of Banking & Finance 91, 160-175, 2018
602018
Modeling structural breaks in economic relationships using large shocks
G Kapetanios, E Tzavalis
Journal of Economic Dynamics and Control 34 (3), 417-436, 2010
60*2010
Panel unit-root tests with structural breaks
P Chen, Y Karavias, E Tzavalis
The Stata Journal 22 (3), 664-678, 2022
432022
Recovering risk neutral densities from option prices: A new approach
LS Rompolis, E Tzavalis
Journal of Financial and Quantitative Analysis 43 (4), 1037-1053, 2008
432008
A re‐examination of the rational expectations hypothesis of the term structure: reconciling the evidence from long‐run and short‐run tests
E Tzavalis, M Wickens
International Journal of Finance & Economics 3 (3), 229-239, 1998
391998
Shifts in volatility driven by large stock market shocks
Y Dendramis, G Kapetanios, E Tzavalis
Journal of Economic Dynamics and Control 55, 130-147, 2015
372015
Fiscal policy and politics: theory and evidence from Greece 1960–1997
B Lockwood, A Philippopoulos, E Tzavalis
Economic Modelling 18 (2), 253-268, 2001
372001
The persistence in volatility of the US term premium 1970–1986
E Tzavalis, MR Wickens
Economics Letters 49 (4), 381-389, 1995
371995
Pricing American options under stochastic volatility: A new method using Chebyshev polynomials to approximate the early exercise boundary
E Tzavalis, S Wang
U of London Queen Mary Economics Working Paper, 2003
352003
Monetary policy rules and business cycle conditions
T Kazanas, A Philippopoulos, E Tzavalis
The Manchester School 79, 73-97, 2011
332011
Forecasting VaR models under different volatility processes and distributions of return innovations
Y Dendramis, GE Spungin, E Tzavalis
Journal of Forecasting 33 (7), 515-531, 2014
322014
Are regime-shift sources of risk priced in the market?
K Chourdakis, Y Dendramis, E Tzavalis
Journal of Empirical Finance 28, 151-170, 2014
32*2014
Retrieving risk neutral densities based on risk neutral moments through a Gram–Charlier series expansion
LS Rompolis, E Tzavalis
Mathematical and Computer Modelling 46 (1-2), 225-234, 2007
312007
The system can't perform the operation now. Try again later.
Articles 1–20