Elias Tzavalis
Athens University of Economics and Business
H-index: 23
Europe-Greece
Top articles of Elias Tzavalis
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Exploring Okun's law asymmetry: An endogenous threshold logistic smooth transition regression approach | Oxford Bulletin of Economics and Statistics | Dimitris Christopoulos Peter McAdam Elias Tzavalis | 2023/2 |
Threshold Endogeneity in Threshold VARs: An Application to Monetary State Dependence | Federal Reserve Bank of Kansas City Working Paper | Dimitris Christopoulos Peter McAdam Elias Tzavalis | 2023/7 |
Default Prediction and Generalized Covariate Effects Based on Ann Methods | Available at SSRN 4289285 | Elias Tzavalis Yiannis Dendramis Aikaterini Cheimarioti | 2023 |
Department of Economics Athens University of Economics and Business | Fabio Antoniou Panos Hatzipanayotou Michael S Michael Nikos Tsakiris | 2021/1/21 | |
Improving variance forecasts: The role of Realized Variance features | International Journal of Forecasting | Ioannis Papantonis Leonidas Rompolis Elias Tzavalis | 2023/7/1 |
Dealing With Endogenous Regressors Using Copulas; on the Problem of Near Multicollinearity | Available at SSRN 4439268 | Dimitris Christopoulos Dimitris Smyrnakis Elias Tzavalis | 2023/4/30 |
Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects | Studies in Nonlinear Dynamics & Econometrics | Ioannis Papantonis Leonidas S Rompolis Elias Tzavalis Orestis Agapitos | 2023/4/21 |
Do the Effects of Interest Rate Changes Depend on Inflation? | Economic Review (01612387) | Dimitris Christopoulos Peter McAdam Elias Tzavalis | 2023/10/1 |
Missing values in panel data unit root tests | Econometrics | Yiannis Karavias Elias Tzavalis Haotian Zhang | 2022/3/16 |
Human capital threshold effects in economic development: a panel data approach with endogenous threshold | Available at SSRN 4240853 | Dimitris Christopoulos Dimitris Smyrnakis Elias Tzavalis | 2022/10/7 |
Panel unit-root tests with structural breaks | Yuthana Sethapramote | 2004/10 | |
Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects | International Review of Economics & Finance | Nikolaos Elias Dimitris Smyrnakis Elias Tzavalis | 2022/5/1 |
What Drives the Default Risk of Restructured Loans | Money, Trade and Finance: Recent Trends and Methodological Issues | Yannis Dendramis Elias Tzavalis Petros Varthalitis Eleni Athanasiou | 2021 |
Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals | Review of Quantitative Finance and Accounting | Yiannis Karavias Stella Spilioti Elias Tzavalis | 2021/5 |
The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation | The Quarterly Review of Economics and Finance | Efthymios Argyropoulos Elias Tzavalis | 2021/5/1 |
Can country-specific interest rate factors explain the forward premium anomaly? | Journal of Economics and Finance | Efthymios Argyropoulos Nikolaos Elias Dimitris Smyrnakis Elias Tzavalis | 2021/4 |
Dealing with endogeneity in threshold models using copulas | Journal of Business & Economic Statistics | Dimitris Christopoulos Peter McAdam Elias Tzavalis | 2021/1/2 |
Measuring the Default Risk of Small Business Loans: Improved Credit Risk Prediction using Deep Learning | Journal of Money, Credit and Banking | Dennis Glennon Peter Nigro | 2005/10/1 |
