Elias Tzavalis : Citation Profile

Are you Elias Tzavalis?

Athens University of Economics and Business (AUEB)

10

H index

11

i10 index

716

Citations

RESEARCH PRODUCTION:

43

Articles

50

Papers

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   24 years (1994 - 2018). See details.
   Cites by year: 29
   Journals where Elias Tzavalis has often published
   Relations with other researchers
   Recent citing documents: 119.    Total self citations: 39 (5.17 %)

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   Permalink: http://citec.repec.org/ptz13
   Updated: 2019-10-06    RAS profile: 2019-08-12    
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Relations with other researchers

Works with:

Karavias, Yiannis (11)

Rompolis, Leonidas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Elias Tzavalis.

Is cited by:

Pesaran, M (13)

Baharumshah, Ahmad Zubaidi (13)

Bande, Roberto (11)

Lau, Evan (10)

Karanassou, Marika (10)

Christopoulos, Dimitris (9)

Apergis, Nicholas (9)

Kool, Clemens (8)

Wickens, Michael (8)

Westerlund, Joakim (8)

Tsionas, Mike (8)

Cites to:

Perron, Pierre (35)

Andrews, Donald (25)

Campbell, John (25)

Phillips, Peter (23)

Bai, Jushan (22)

Moon, Hyungsik (21)

Perron, Benoit (18)

Pesaran, M (17)

Kruiniger, Hugo (15)

Shiller, Robert (14)

Leybourne, Stephen (14)

Main data

Where Elias Tzavalis has published?

Journals with more than one article published# docs
Econometric Reviews4
Journal of Empirical Finance4
Economics Letters3
Economic Modelling3
Econometrica2
Computational Statistics & Data Analysis2
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Discussion Papers / University of Exeter, Department of Economics12
MPRA Paper / University Library of Munich, Germany3
Working Papers / Bank of Greece2

Recent works citing Elias Tzavalis (2018 and 2017)

YearTitle of citing document
2017A Non-Structural Investigation of VIX Risk Neutral Density. (2017). Violante, Francesco ; Santucci de Magistris, Paolo ; Barletta, Andrea. In: CREATES Research Papers. RePEc:aah:create:2017-15.

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2017ICT, Conflicts in Financial Intermediation and Financial Access: Evidence of Synergy and Threshold Effects. (2017). Asongu, Simplice ; Acha-Anyi, Paul. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/045.

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2019The Mobile Phone, Information Sharing and Financial Sector Development in Africa: A Quantile Regressions Approach. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/016.

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2017A Reassessment of Product Aggregation Bias in Demand Analysis: An Application to the U.S. Meat Market. (2017). Li, Wenying ; Zhen, Chen. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258197.

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2018Heterogeneous structural breaks in panel data models. (2018). Okui, Ryo ; Wang, Wendun. In: Papers. RePEc:arx:papers:1801.04672.

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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2018Change Point Estimation in Panel Data with Time-Varying Individual Effects. (2018). Gan, Zhuojiong ; Boldea, Otilia ; Drepper, Bettina. In: Papers. RePEc:arx:papers:1808.03109.

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2019Revisiting Oil Prices, Producer Price Index (PPI), and the Purchasing Managers Index (PMI) Nexus: China and the USA. (2019). Chang, Tsangyao ; Wang, Mei-Chih. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:913-925.

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2017Sectoral Growth and Energy Consumption in South and Southeast Asian Countries: Evidence from a Panel Data Approach. (2017). Rezitis, Anthony ; Ahammad, Shaikh Mostak . In: Review of Economics & Finance. RePEc:bap:journl:170401.

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2017Identifying Dornbuschs Exchange Rate Overshooting with Structural VECs: Evidence from Mexico. (2017). Hernandez, Juan ; Chiquiar, Daniel ; Capistrán, Carlos ; Juan, Hernandez ; Daniel, Chiquiar ; Carlos, Capistran . In: Working Papers. RePEc:bdm:wpaper:2017-11.

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2019¿Cómo y qué tanto impacta la deuda pública a las tasas de interés de mercado?. (2019). Rincon-Castro, Hernan ; Ardila-Dueas, Carlos David. In: Borradores de Economia. RePEc:bdr:borrec:1077.

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2018Has International Aid Promoted Economic Growth in Africa?. (2018). Cai, Jinyang ; Shao, Qianqian ; Pray, Carl E ; Hu, Ruifa ; Zheng, Zuting. In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:3:p:239-251.

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2018Economic Reform and Corruption: Evidence from Panel Data. (2018). Kamal, Mustafa ; Rana, Ebney Ayaj. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:1:p:92-106.

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2017Bank Market Power and Loan Contracts: Empirical Evidence. (2017). HASAN, IFTEKHAR ; Zhen, Xinting ; Wang, Haizhi ; Liu, Liuling ; Vacca, Valerio ; Rossi, Paola ; Pagnini, Marcello . In: Economic Notes. RePEc:bla:ecnote:v:46:y:2017:i:3:p:649-676.

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2019Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity. (2019). Savva, Christos S ; Lambertides, Neophytos ; Chelleysteeley, Patricia. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:116-159.

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2018Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity. (2018). Arvanitis, Stelios ; Magdalinos, Tassos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:892-908.

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2018Estimating a Bilateral J‐curve between the UK and the Euro Area. (2018). Michail, Nektarios A. In: Manchester School. RePEc:bla:manchs:v:86:y:2018:i:6:p:757-769.

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2018The Effect of Exchange Rates on Chinese Trade: A Dual Margin Approach. (2018). Reed, W. ; Das, Kuntal K ; Qiu, Bin. In: Working Papers in Economics. RePEc:cbt:econwp:18/14.

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2017The Consumption Response to Minimum Wages: Evidence from Chinese Households. (2017). Dautovic, Ernest ; Huang, YI ; Hau, Harald. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12057.

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2017Has cultural heritage monetary value an impact on visits? An assessment using Italian official data. (2017). Rizzo, Ilde ; Mignosa, Anna ; Lisi, Domenico ; Guccio, Calogero. In: ACEI Working Paper Series. RePEc:cue:wpaper:awp-02-2017.

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2017The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored?. (2017). Salisu, Afees ; Swaray, Raymond. In: Working Papers. RePEc:cui:wpaper:0021.

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2017Herding behaviour of Dutch pension funds in sovereign bond investments. (2017). Bikker, Jacob ; Koetsier, Ian. In: DNB Working Papers. RePEc:dnb:dnbwpp:569.

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2017Analyzing Current Account Sustainability through the Saving-Investment Correlation. (2017). Dash, Santosh Kumar. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00810.

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2017Determinants of FDI inflows in advanced economies: Does the quality of economic structures matter?. (2017). Sondermann, David ; Vansteenkiste, Isabel ; Dellis, Konstantinos . In: Working Paper Series. RePEc:ecb:ecbwps:20172066.

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2017Analyze the Determinants of Capital Structure for Vietnamese Real Estate Listed Companies. (2017). Phuong, Nguyen Thi ; Thu, Dang Thi ; Lien, Nguyen Phuong . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-36.

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2018Linkages of Global Financial Crisis and Trade Direction in an Oil Based Economy. (2018). Al-Shammari, Nayef ; Al-Obaid, Shaha. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-03-31.

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2018Profit Persistence in Energy Industry: A Comparison Between Listed and Unlisted Companies. (2018). Iskenderoglu, Omer ; Haykir, Ozkan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-04-36.

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2018News and expected returns in East Asian equity markets: The RV-GARCHM model. (2018). Yao, Wenying ; Tang, Chrismin ; Martin, Vance L. In: Journal of Asian Economics. RePEc:eee:asieco:v:57:y:2018:i:c:p:36-52.

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2017The behaviour of SMEs capital structure determinants in different macroeconomic states. (2017). Balios, Dimitrios ; Daskalakis, Nikolaos ; Dalla, Violetta. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:248-260.

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2017Does the design of a fiscal rule matter for welfare?. (2017). Smith, Constance ; Landon, Stuart. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:226-237.

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2017Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:258-271.

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2018Can private domestic investment lead Chinese technological progress?. (2018). Chen, Hong ; Singh, Baljeet ; Wang, XI. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:186-193.

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2018The dynamics and determinants of Kuwaits long-run economic growth. (2018). Mohaddes, Kamiar ; Al-Musallam, Marwa ; Alawadhi, Ahmad ; Burney, Nadeem A. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:289-304.

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2018Modelling stock price–exchange rate nexus in OECD countries: A new perspective. (2018). Salisu, Afees ; Ndako, Umar. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:105-123.

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2018Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses. (2018). Tsuji, Chikashi. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:167-185.

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2018The predictive power of the yield spread for future economic expansions: Evidence from a new approach. (2018). Wohar, Mark ; Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:181-195.

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2018Long run effect of public grants and tax credits on R&D investment: A non-stationary panel data approach. (2018). Álvarez, Inmaculada ; Romero-Jordan, Desiderio ; Kao, Chihwa ; Alvarez-Ayuso, Inmaculada C. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:93-104.

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2018On credit and output: Is the supply of credit relevant?. (2018). Wojnilower, Joshua . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:38-56.

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2019The impacts of overseas market shocks on the CDS-option basis. (2019). Ryu, Doojin ; Kutan, Ali M ; Park, Yuen Jung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:622-636.

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2019Term structure dynamics in a monetary economy with learning. (2019). Ono, Sadayuki . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:730-745.

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2018The Distributional and Multi-Sectoral Impacts of Rainfall Shocks: Evidence From Computable General Equilibrium Modelling for the Awash Basin, Ethiopia. (2018). Borgomeo, Edoardo ; Walker, Oliver ; Kebede, Seifu ; Charles, Katrina J ; Tamru, Seneshaw ; Alamirew, Tena ; Woldeyes, Firew B ; Vadheim, Bryan . In: Ecological Economics. RePEc:eee:ecolec:v:146:y:2018:i:c:p:621-632.

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2018Nonparametric testing for smooth structural changes in panel data models. (2018). Chen, Bin ; Huang, Liquan. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:245-267.

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2017Rethinking cointegration and the expectation hypothesis of the term structure. (2017). Li, Jing ; Davis, George. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:177-189.

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2017Capturing the impact of shocks on the electricity sector performance in the OECD. (2017). POLEMIS, MICHAEL. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:99-107.

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2018The impact of oil price shocks on the term structure of interest rates. (2018). Ioannidis, Christos ; Ka, Kook. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:601-620.

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2018Energy price, energy efficiency, and capital productivity: Empirical investigations and policy implications. (2018). Olani, Adugna ; Gamtessa, Samuel. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:650-666.

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2019Does energy price affect energy efficiency? Cross-country panel evidence. (2019). Fontini, Fulvio ; Antonietti, Roberto. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:896-906.

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2017Modelling oil price-inflation nexus: The role of asymmetries. (2017). Salisu, Afees ; Oyewole, Oluwatomisin ; Isah, Kazeem ; Akanni, Lateef. In: Energy. RePEc:eee:energy:v:125:y:2017:i:c:p:97-106.

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2019United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD. (2019). Salisu, Afees. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:343-347.

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2018A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus. (2018). Salisu, Afees ; Swaray, Raymond. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:199-218.

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2017Do countries endowments of non-renewable energy resources matter for FDI attraction? A panel data analysis of 125 countries over the period 1995–2012. (2017). Forte, Rosa ; Assuno, Susana. In: International Economics. RePEc:eee:inteco:v:150:y:2017:i:c:p:57-71.

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2019Does international reserve accumulation crowd out domestic private investment?. (2019). Mahraddika, Wishnu. In: International Economics. RePEc:eee:inteco:v:158:y:2019:i:c:p:39-50.

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2018Predictions of short-term rates and the expectations hypothesis. (2018). Guidolin, Massimo ; Thornton, Daniel L. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:636-664.

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2019A non-structural investigation of VIX risk neutral density. (2019). Santucci de Magistris, Paolo ; Violante, Francesco ; Barletta, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:1-20.

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2017Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration. (2017). Miller, Stephen ; Canarella, Giorgio. In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:45-62.

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2017Do financial reforms help stabilize inequality?. (2017). McAdam, Peter ; Christopoulos, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:45-61.

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2019The relationship between international trade and capital flow: A network perspective. (2019). Ding, Haoyuan ; Xie, Wenjing ; Liu, Ziyuan ; Jin, Yuying. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:1-11.

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2017Gas and electricity demand in Spanish manufacturing industries: An analysis using homogeneous and heterogeneous estimators. (2017). Peasco, Cristina ; Romero-Jordan, Desiderio ; del Rio, Pablo. In: Utilities Policy. RePEc:eee:juipol:v:45:y:2017:i:c:p:45-60.

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2019Testing the alternative two-state options pricing models: An empirical analysis on TXO. (2019). Su, EnDer ; Wong, Kai Wen . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:101-116.

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2019The income elasticity of housing demand in New South Wales, Australia. (2019). Liu, Xiangling. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:75:y:2019:i:c:p:70-84.

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2019Competition or complementarity ? The hydropower and thermal power nexus in China. (2019). Zhang, Qian ; Zhuang, Shangwen ; Yan, Weilong ; Wang, Yongpei. In: Renewable Energy. RePEc:eee:renene:v:138:y:2019:i:c:p:531-541.

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2017Exploring the relationship among CO2 emissions, real GDP, energy consumption and tourism in the EU and candidate countries: Evidence from panel models robust to heterogeneity and cross-sectional depen. (2017). Dogan, Eyup ; Aslan, Alper. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:77:y:2017:i:c:p:239-245.

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2018What is better for mitigating carbon emissions – Renewable energy or nuclear energy? A panel data analysis. (2018). Jin, Taeyoung ; Kim, Jinsoo. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:91:y:2018:i:c:p:464-471.

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2017Inflation and consumption of nontradable goods: Global implications from regional analyses. (2017). Nagayasu, Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:478-491.

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2017Structural change and economic growth: Empirical evidence and policy insights from Asian economies. (2017). Vu, K M. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:41:y:2017:i:c:p:64-77.

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2018A BAYESIAN INFERENCE OF MULTIPLE STRUCTURAL BREAKS IN MEAN AND ERROR VARIANCE IN PANEL AR (1) MODEL. (2018). Kumar, Jitendra ; Shangodoyin, Dahud Kehinde ; Agiwal, Varun. In: Statistics in Transition New Series. RePEc:exl:29stat:v:19:y:2018:i:1:p:7-23.

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2018Supply response of smallholder households in Ethiopia. (2018). Bachewe, Fantu Nisrane ; Taffesse, Alemayehu Seyoum. In: IFPRI book chapters. RePEc:fpr:ifpric:9780896292833_08.

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2017Testing for a Structural Break in a Spatial Panel Model. (2017). Sengupta, Aparna . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:12-:d:92290.

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2017The Impact of Foreign Direct Investment (FDI) on the Environment: Market Perspectives and Evidence from China. (2017). Sheng, Pengfei ; Zheng, Jiajia . In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:1:p:8-:d:92253.

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2019What Factors Affect Income Inequality and Economic Growth in Middle-Income Countries?. (2019). Vo, Duc ; Nguyen, Thang ; Tran, Ngoc Phu. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:40-:d:212308.

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2018Effect of Deposit Mobilization on the Financial Sustainability of Rural Saving and Credit Cooperatives: Evidence from Ethiopia. (2018). Duguma, Girma Jirata ; Han, Jiqin . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3387-:d:171390.

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2018Coal Consumption and Economic Growth: Panel Cointegration and Causality Evidence from OECD and Non-OECD Countries. (2018). Jin, Taeyoung ; Kim, Jinsoo. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:3:p:660-:d:134134.

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2018Sustainable Development of China’s Industrial Economy: An Empirical Study of the Period 2001–2011. (2018). Osei, Edward ; Yu, Mark ; Zhang, Jianhua ; Li, Huijun . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:3:p:764-:d:135699.

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2019Does the Level of Environmental Uncertainty Matter in the Effect of Returnee CEO on Innovation? Evidence from Panel Threshold Analysis. (2019). Chen, Xuemeng ; Ma, Guangqi ; Huang, Weili . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2645-:d:229415.

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2017The Consumption Response to Minimum Wages: Evidence from Chinese Households. (2017). Dautovic, Ernest ; Huang, YI ; Hau, Harald. In: IHEID Working Papers. RePEc:gii:giihei:heidwp01-2017.

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2017The Relationship between Labor Productivity and Economic Growth in OECD Countries. (2017). Korkmaz, Suna . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:5:p:71-76.

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2019“Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?”. (2019). Cohen, Lior ; Sosvilla-Rivero, Simon ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:201901.

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2019“Re-examining the debt-growth nexus: A grouped fixed-effect approach”. (2019). Martínez-Zarzoso, Inmaculada ; Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Martinez-Zarzoso, Inmaculada. In: IREA Working Papers. RePEc:ira:wpaper:201911.

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2017A Robust Analysis of the Relationship between Natural Disasters, Electricity and Economic Growth in 41 Countries. (2017). Ben Ali, Nadia ; Saidi, Kais ; Benali, Nadia. In: Journal of Economic Development. RePEc:jed:journl:v:42:y:2017:i:3:p:89-109.

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2017Mortgage lending, banking crises, and financial stability in Asia and Europe. (2017). Morgan, Peter ; Zhang, Yan . In: Asia Europe Journal. RePEc:kap:asiaeu:v:15:y:2017:i:4:d:10.1007_s10308-017-0489-y.

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2018Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors. (2018). shin, yongcheol ; Omay, Tolga ; Hasanov, Mübariz. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9667-7.

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2017Size matters: fragmentation and vertical fiscal imbalances in Moldova. (2017). Cevik, Serhan. In: Empirica. RePEc:kap:empiri:v:44:y:2017:i:2:d:10.1007_s10663-016-9325-7.

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2019Weather, Climate and Total Factor Productivity. (2019). Tol, Richard ; Letta, Marco. In: Environmental & Resource Economics. RePEc:kap:enreec:v:73:y:2019:i:1:d:10.1007_s10640-018-0262-8.

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2019Health care expenditures and GDP in Latin American and OECD countries: a comparison using a panel cointegration approach. (2019). Valdes, Nieves M ; Rodriguez, Alejandro F. In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:19:y:2019:i:2:d:10.1007_s10754-018-9250-3.

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2018Horizontal and Vertical Firm Networks, Corporate Performance and Product Market Competition. (2018). Bischoff, Oliver ; Buchwald, Achim. In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:18:y:2018:i:1:d:10.1007_s10842-017-0250-7.

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2017ICT, conflicts in financial intermediation and financial access: evidence of synergy and threshold effects. (2017). Asongu, Simplice ; Acha-Anyi, Paul N. In: Netnomics. RePEc:kap:netnom:v:18:y:2017:i:2:d:10.1007_s11066-017-9119-5.

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2017Implied volatility and skewness surface. (2017). Feunou, Bruno ; Tedongap, Romeo ; Fontaine, Jean-Sebastien. In: Review of Derivatives Research. RePEc:kap:revdev:v:20:y:2017:i:2:d:10.1007_s11147-016-9127-x.

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2019A general closed form option pricing formula. (2019). Necula, Ciprian ; Farkas, Walter ; Drimus, Gabriel . In: Review of Derivatives Research. RePEc:kap:revdev:v:22:y:2019:i:1:d:10.1007_s11147-018-9144-z.

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2019Partially heterogeneous tests for Granger non-causality in panel data. (2019). Karavias, Yiannis ; Juodis, Arturas. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:59.

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2017Banking competition in the Brazilian economy [Banking competition in the Brazilian economy]. (2017). Divino, Jose Angelo ; SILVA, RENAN SAID . In: Nova Economia. RePEc:nov:artigo:v:27:y:2017:i:3:p:393-419.

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2017The effect of renewable energy use and economic growth on pollution in the EUROZONE. (2017). Fotis, Panagiotis Nikolaos ; Pekka, Victoria . In: Economics and Business Letters. RePEc:ove:journl:aid:11878.

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2019Does international reserve accumulation crowd out domestic private investment?. (2019). Mahraddika, Wishnu. In: Departmental Working Papers. RePEc:pas:papers:2019-02.

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2017Mean Reversion of the Real Exchange Rate and the validity of PPP Hypothesis in the context of Bangladesh: A Holistic Approach. (2017). Raihan, Selim ; Abdullah, S M ; Siddiqua, Salina ; Barkat, Aroni . In: MPRA Paper. RePEc:pra:mprapa:77172.

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2017Credit Rationing and Pass-Through in Supply Chains: Theory and Evidence from Bangladesh. (2017). Shilpi, Forhad ; Emran, M. Shahe ; Uddin, Helal M ; Mookherjee, Dilip. In: MPRA Paper. RePEc:pra:mprapa:79844.

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2017ICT, Conflicts in Financial Intermediation and Financial Access: Evidence of Synergy and Threshold Effects. (2017). Asongu, Simplice ; Acha-Anyi, Paul. In: MPRA Paper. RePEc:pra:mprapa:84047.

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2018A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions.. (2018). Kruiniger, Hugo . In: MPRA Paper. RePEc:pra:mprapa:88623.

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2019The Mobile Phone, Information Sharing and Financial Sector Development in Africa: A Quantile Regressions Approach. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:94011.

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2017Testing time series for the bubbles (with application to Russian data). (2017). Skrobotov, Anton ; Sinelnikova-Muryleva, Elena. In: Applied Econometrics. RePEc:ris:apltrx:0319.

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2017P-SVAR Analysis of Stability in Sub-Saharan Africa Commercial Banks. (2017). Akande, Joseph Olorunfemi ; Kwenda, Farai. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:67:y:2017:i:3:p:49-78.

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More than 100 citations found, this list is not complete...

Elias Tzavalis has edited the books:

YearTitleTypeCited

Works by Elias Tzavalis:

YearTitleTypeCited
2015Unveiling the ECBs Monetary Policy Behaviour Under Different Inflation Regimes In: Economica.
[Full Text][Citation analysis]		article0
2006Structural Changes in Expected Stock Returns Relationships: Evidence from ASE In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article3
2010RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS In: Journal of Financial Research.
[Full Text][Citation analysis]		article3
2016Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article3
2011MONETARY POLICY RULES AND BUSINESS CYCLE CONDITIONS In: Manchester School.
[Full Text][Citation analysis]		article4
2000Inflation and Exchange Rate Regimes in Mexico. In: Review of Development Economics.
[Full Text][Citation analysis]		article4
1998Inflation and Exchange Rate Regimes in Mexico.(1998) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 4		paper
2011Unveiling the monetary policy rule in euro area In: Working Papers.
[Full Text][Citation analysis]		paper2
2017On the determinants of NPLS: lessons from Greece In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article0
2014Size corrected significance tests in Seemingly Unrelated Regressions with autocorrelated errors.(2014) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2015Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2002Testing for unit roots in short dynamic panels with serially correlated and heteroskedastic disturbance terms In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
[Full Text][Citation analysis]		paper4
2002Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2002Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2008Recovering Risk Neutral Densities from Option Prices: A New Approach In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article16
2018Dealing with endogeneity in threshold models using copulas: an illustration to the foreign trade multiplier In: Working Paper Series.
[Full Text][Citation analysis]		paper0
1999The Influence of VAR Dimensions on Estimator Biases In: Econometrica.
[Citation analysis]		article39
1996The Influence of VAR Dimensions on Estimator Biases.(1996) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 39		paper
2003Rejoinder to Comment by Doornik, Nielsen, and Rothenberg In: Econometrica.
[Full Text][Citation analysis]		article0
2012Detection of structural breaks in linear dynamic panel data models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article27
2004Detection of Structural Breaks in Linear Dynamic Panel Data Models.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2004Detection of Structural Breaks in Linear Dynamic Panel Data Models.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2014Testing for unit roots in short panels allowing for a structural break In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article5
2010Modeling structural breaks in economic relationships using large shocks In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article20
2015Shifts in volatility driven by large stock market shocks In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
1998Policy regime changes and the long-run sustainability of fiscal policy: an application to Greece In: Economic Modelling.
[Full Text][Citation analysis]		article15
1996Policy Regime Changes and the Long-Run Sustainability of Fiscal Policy: An Application to Greece..(1996) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 15		paper
2001Fiscal policy and politics: theory and evidence from Greece 1960-1997 In: Economic Modelling.
[Full Text][Citation analysis]		article6
2004The term premium and the puzzles of the expectations hypothesis of the term structure In: Economic Modelling.
[Full Text][Citation analysis]		article6
2016Forecasting economic activity from yield curve factors In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article4
2014A fixed-T version of Breitung’s panel data unit root test In: Economics Letters.
[Full Text][Citation analysis]		article0
1995The persistence in volatility of the US term premium 1970-1986 In: Economics Letters.
[Full Text][Citation analysis]		article14
1994The Persistence in Volatility of the US Term Premium 1970-1986..(1994) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 14		paper
2005Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models In: Economics Letters.
[Full Text][Citation analysis]		article3
1999Inference for unit roots in dynamic panels where the time dimension is fixed In: Journal of Econometrics.
[Full Text][Citation analysis]		article363
2017On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks In: Econometrics and Statistics.
[Full Text][Citation analysis]		article1
2014Are regime-shift sources of risk priced in the market? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article1
2014Level shifts in stock returns driven by large shocks In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article1
2015Real term structure forecasts of consumption growth In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
1996Forecasting inflation from the term structure In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article29
1995Forecasting Inflation from the Term Structure..(1995) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 29		paper
2015The EMU effects on asset market holdings and the recent financial crisis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2016A comparison of investors’ sentiments and risk premium effects on valuing shares In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2015A comparison of investors sentiments and risk premium effects on valuing shares.(2015) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2018Credit risk modelling under recessionary and financially distressed conditions In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2018Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article0
1994The Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence In: Discussion Papers.
[Citation analysis]		paper1
1995The Rational Expectations Hypothesis of the Term Structure: reconciling the evidence.(1995) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
1994The Asymptotic Influence of VAR Dimension on Estimator Biases. In: Discussion Papers.
[Citation analysis]		paper0
1995Regression-Based Tests for Persistence in Conditional Variances. In: Discussion Papers.
[Citation analysis]		paper2
1996Inference for Unit Roots in Dynamic Panels. In: Discussion Papers.
[Citation analysis]		paper8
1997Inference for Unit Roots in Dynamic Panels in the Presence of Deterministic Trends In: Discussion Papers.
[Citation analysis]		paper0
1997Which 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? In: Discussion Papers.
[Citation analysis]		paper0
1997Tests of Structural Stability of Risk Premia and Returns Relationship. In: Discussion Papers.
[Citation analysis]		paper0
1998Inference for Unit Roots in Dynamic Panels with Heteroscedastic and Serially Correlated Errors. In: Discussion Papers.
[Citation analysis]		paper0
1998A Re-examination of the Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence from Long-Run and Short-Run Tests. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article18
2017Retrieving risk neutral moments and expected quadratic variation from option prices In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article1
1997Explaining the Failures of the Term Spread Models of the Rational Expectations Hypothesis of the Term Structure. In: Journal of Money, Credit and Banking.
[Citation analysis]		article65
2012The local power of fixed-T panel unit root tests allowing for serially correlated errors In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2012Generalized fixed-T panel unit root tests allowing for structural breaks In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2013The power performance of fixed-T panel unit root tests allowing for structural breaks In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2013The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2014A fixed-T version of Breitungs panel data unit root test and its asymptotic local power In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2014Testing for unit roots in panels with structural changes, spatial and temporal dependence when the time dimension is finite In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2012Generalized �Fixed-T Panel Unit Root Tests Allowing for Structural Breaks In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2012On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2000Option Pricing with a Dividend General Equilibrium Model In: Working Papers.
[Full Text][Citation analysis]		paper0
2000Option Pricing with a Dividend General Equilibrium Model.(2000) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2000Option Pricing under Discrete Shifts in Stock Returns In: Working Papers.
[Full Text][Citation analysis]		paper7
2000Option Pricing under Discrete Shifts in Stock Returns.(2000) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2003Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary In: Working Papers.
[Full Text][Citation analysis]		paper10
2003Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2004Is the Currency Risk Priced in Equity Markets? In: Working Papers.
[Full Text][Citation analysis]		paper1
2004Is the Currency Risk Priced in Equity Markets?.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2004A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models In: Working Papers.
[Full Text][Citation analysis]		paper0
2004A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2005Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset In: Working Papers.
[Full Text][Citation analysis]		paper1
2005Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2005Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension In: Working Papers.
[Full Text][Citation analysis]		paper0
2005Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2006Stochastic Volatility Driven by Large Shocks In: Working Papers.
[Full Text][Citation analysis]		paper2
2006Stochastic Volatility Driven by Large Shocks.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 2		paper
2004The Impact of Large Structural Shocks on Economic Relationships: Evidence from Oil Price Shocks In: Working Papers.
[Full Text][Citation analysis]		paper6
1999A common shift in real interest rates across countries In: Applied Financial Economics.
[Full Text][Citation analysis]		article3
1999On regression-based tests for persistence in logarithmic volatility models In: Econometric Reviews.
[Full Text][Citation analysis]		article7
2004Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends In: Econometric Reviews.
[Full Text][Citation analysis]		article3
2011A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2017Local power of panel unit root tests allowing for structural breaks In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2012A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge? In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article2
2017Pricing and hedging contingent claims using variance and higher order moment swaps In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2014Forecasting VaR models under Different Volatility Processes and Distributions of Return Innovations In: Journal of Forecasting.
[Full Text][Citation analysis]		article1
1994Reconciling the Evidence on the Alternative Versions of the Rational Expectations Hypothesis of the Term Structure In: Discussion Papers.
[Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team