14
H index
22
i10 index
1462
Citations
Athens University of Economics and Business (AUEB) | 14 H index 22 i10 index 1462 Citations RESEARCH PRODUCTION: 57 Articles 57 Papers 2 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Elias Tzavalis. | Is cited by: | Cites to: |
| Year | Title of citing document | |
|---|---|---|
| 2026 | A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions. (2025). Kruiniger, Hugo. In: Papers. RePEc:arx:papers:2508.20753. Full description at Econpapers || Download paper | |
| 2024 | The Transmission of Supply Shocks in Different Inflation Regimes. (2024). Enders, Zeno ; Arndt, Sarah. In: Working papers. RePEc:bfr:banfra:938. Full description at Econpapers || Download paper | |
| 2024 | Re-investigating the Impact of Economic Growth, Energy Consumption, Financial Development, Institutional Quality, and Globalization on Environmental Degradation in OECD Countries. (2024). Ahmad, Siddiqi Arslan ; Hasanat, Shah Syed ; Umer, Quddoos Muhammad ; Junyan, Ouyang ; Kamran, Khan Muhammad ; Munaza, Bibi. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:18:y:2024:i:1:p:14:n:1023. Full description at Econpapers || Download paper | |
| 2025 | REVISITING KALDORS LAWS: THE SYMBIOSIS BETWEEN MANUFACTURING AND SERVICES IN ECONOMIC GROWTH. (2025). Jayme, Frederico G ; Marcelino, Wallace P ; Missio, Fabrcio. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td681. Full description at Econpapers || Download paper | |
| 2024 | A panel data analysis of the long-run effect of environmental taxes on R&D expenditures at the macro-level. (2024). Herzer, Dierk. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00331. Full description at Econpapers || Download paper | |
| 2025 | Technology transfer in Vietnams provinces: Insights from a product variety growth model. (2025). Chin, Kuo-Hsuan ; Nguyen-Thanh, Nhan ; Yan, Ho-Don. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001216. Full description at Econpapers || Download paper | |
| 2025 | The effectiveness of female chief financial officers in managing working capital: Evidence from US-listed firms. (2025). Tarkom, Augustine ; Nochebuena-Evans, Leiza ; Wang, Haibo. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000590. Full description at Econpapers || Download paper | |
| 2024 | Does international trade promote economic growth? Europe, 19th and 20th centuries. (2024). Bajo-Rubio, Oscar ; del Carmen, Mara. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:561-575. Full description at Econpapers || Download paper | |
| 2024 | Extreme time-frequency connectedness between energy sector markets and financial markets. (2024). Belghouthi, Houssem Eddine ; Alomari, Mohammed ; Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:847-877. Full description at Econpapers || Download paper | |
| 2025 | Increasing the share of renewable energy sources (RESs) in the specific portfolio by using the taxation mechanism: Study at the level of EU states. (2025). Mihalciuc, Camelia Catalina ; Droj, Laureniu ; Grosu, Maria ; Bostan, Ionel ; Firtescu, Bogdan Narcis. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1534-1549. Full description at Econpapers || Download paper | |
| 2025 | Does national ESG performance move together with climate warming?. (2025). Chang, Chun-Ping ; Tan, Juan ; Zou, Xing-Yun ; Zhang, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:19-29. Full description at Econpapers || Download paper | |
| 2025 | A predictive term-spread model in the age of inflation targeting. (2025). Tvedt, Jostein. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082500004x. Full description at Econpapers || Download paper | |
| 2025 | Asymmetry and determinants of financial connectivity in G20: Evidence from a quantile-based and lasso regression analysis. (2025). Liu, Xiaoxing ; Yang, Guangyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000191. Full description at Econpapers || Download paper | |
| 2024 | Does corruption pollute the wheel? An analysis for OECD countries. (2024). Román-Aso, Juan ; Bellido, Héctor ; Olmos, Lorena ; Roman-Aso, Juan A. In: Ecological Economics. RePEc:eee:ecolec:v:223:y:2024:i:c:s0921800924001502. Full description at Econpapers || Download paper | |
| 2025 | On time-varying panel data models with time-varying interactive fixed effects. (2025). Su, Liangjun ; Qian, Junhui ; Jin, Sainan ; Wang, Xia ; Li, Yingxing. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000144. Full description at Econpapers || Download paper | |
| 2024 | The macroeconomic impact of euro area labor market reforms: evidence from a narrative panel VAR. (2024). Runstler, Gerhard. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001491. Full description at Econpapers || Download paper | |
| 2025 | The impact of the openness of trade and finance on financial development: Evidence from emerging markets. (2025). Jiajia, Yan ; Yinghao, Liang. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s156601412500010x. Full description at Econpapers || Download paper | |
| 2024 | Jump tail risk exposure and the cross-section of stock returns. (2024). Alexiou, Lykourgos ; Rompolis, Leonidas S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000999. Full description at Econpapers || Download paper | |
| 2024 | Does increasing environmental policy stringency enhance renewable energy consumption in OECD countries?. (2024). Kouzez, Marc ; Hassan, Mahmoud ; Lee, Ji-Yong ; Rjiba, Hatem ; Msolli, Badreddine. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006965. Full description at Econpapers || Download paper | |
| 2024 | Financial development and renewable energy adoption in EU and ASEAN countries. (2024). Horky, Florian ; Fidrmuc, Jarko. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000768. Full description at Econpapers || Download paper | |
| 2024 | Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Zhou, Xiaoran ; Enilov, Martin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762. Full description at Econpapers || Download paper | |
| 2025 | Exploring the trade-offs between carbon emissions, income inequality, and poverty: A theoretical and empirical framework. (2025). Cokun, Esra Alp. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000465. Full description at Econpapers || Download paper | |
| 2024 | The response of energy aid and natural resources consumption in load capacity factor of the Asia Pacific emerging countries. (2024). Sun, Chuanwang ; Cai, Weiyi ; Khan, Anwar. In: Energy Policy. RePEc:eee:enepol:v:190:y:2024:i:c:s0301421524001708. Full description at Econpapers || Download paper | |
| 2024 | From policy to practice: The role of national policy instruments and social barriers in UK energy efficiency adoption in households. (2024). Peasco, Cristina. In: Energy Policy. RePEc:eee:enepol:v:194:y:2024:i:c:s0301421524003288. Full description at Econpapers || Download paper | |
| 2024 | Debt as catalyst: Empowering renewable energy in developing countries. (2024). Jain, Manisha ; Kushawaha, Deepak. In: Energy Policy. RePEc:eee:enepol:v:194:y:2024:i:c:s0301421524003562. Full description at Econpapers || Download paper | |
| 2025 | Assessing price elasticity in US residential electricity consumption: A comparison of monthly and annual data with recession implications. (2025). Mamkhezri, Jamal. In: Energy Policy. RePEc:eee:enepol:v:200:y:2025:i:c:s0301421525000448. Full description at Econpapers || Download paper | |
| 2024 | Energy efficiency, financial inclusion, and socio-economic outcomes: Evidence across advanced, emerging, and developing countries. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Oyewole, Oluwatomisin J ; Adekoya, Oluwasegun B ; Oliyide, Johnson A. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s0360544223034564. Full description at Econpapers || Download paper | |
| 2024 | The nonlinear impact of renewable energy, fossil energy and CO2 emissions on human development index for the eight developing countries. (2024). Bakirta, Tahsin ; Akpolat, Ahmet Gkce. In: Energy. RePEc:eee:energy:v:312:y:2024:i:c:s0360544224032420. Full description at Econpapers || Download paper | |
| 2025 | Convergence in energy self-sufficiency: the role of renewable energy, fossil fuel rents, energy efficiency and gross domestic product per capita. (2025). Pinar, Mehmet. In: Energy. RePEc:eee:energy:v:326:y:2025:i:c:s0360544225019279. Full description at Econpapers || Download paper | |
| 2025 | Navigating the energy crisis: Unveiling the determinants of renewable energy investment. (2025). Saleem, Shaham ; Shafqat, Faiqa ; Bashir, Hafsa ; Rafiq, Muhammad Umair. In: Energy. RePEc:eee:energy:v:332:y:2025:i:c:s0360544225028816. Full description at Econpapers || Download paper | |
| 2025 | Financial development for energy access: Evidence from credit rationing and carbon emission in MENA region. (2025). Dagar, Vishal ; Elmawazini, Khaled ; Kagzi, Muneza ; Dash, Devi Prasad ; Ali, Wajid. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002637. Full description at Econpapers || Download paper | |
| 2025 | What is the causal relationship among geopolitical risk, financial development, and energy transition ? Evidence from 25 OECD countries. (2025). Zhang, Zhenhua ; Zhao, Mingcheng ; Huang, Zhaohan ; Feng, Yanchao. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003758. Full description at Econpapers || Download paper | |
| 2024 | The shape of the Treasury yield curve and commodity prices. (2024). Bayaa, Yasmeen ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436. Full description at Econpapers || Download paper | |
| 2024 | Driving green: Financial benefits of carbon emission reduction in companies. (2024). Tveters, Ragnar ; Misund, Brd ; Ibishova, Banovsha. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006896. Full description at Econpapers || Download paper | |
| 2024 | Bitcoin attention and economic policy uncertainty. (2024). Ordóñez, Javier ; Monfort, Mercedes ; Lafuente, Juan A ; Ordoez, Javier ; Gill-De, Belen. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012114. Full description at Econpapers || Download paper | |
| 2025 | Environmental policies stringency and cross-border banking: The mediating role of green industries. (2025). , Susantiningrum ; Borges, Jorge Tavares ; Rapih, Subroto. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s154461232401763x. Full description at Econpapers || Download paper | |
| 2024 | Digital finance, financing constraints, and green technological innovation: A spatial analysis. (2024). Liu, Zhenya ; Jia, Xuemei ; Ma, Fengping. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000607. Full description at Econpapers || Download paper | |
| 2025 | Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China. (2025). Shi, Huai-Long ; Chen, Huayi. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000067. Full description at Econpapers || Download paper | |
| 2024 | Evaluating innovative factors of the global innovation index: A panel data approach. (2024). Zhang, Sen ; Nasir, Muhammad Hamid. In: Innovation and Green Development. RePEc:eee:ingrde:v:3:y:2024:i:1:s2949753123000644. Full description at Econpapers || Download paper | |
| 2024 | Institutional quality and green economic growth in West African economic and monetary union. (2024). Akpa, Armand Fréjuis ; Osabohien, Romanus ; Degbedji, Dado Fabrice ; Chabossou, Augustin Foster. In: Innovation and Green Development. RePEc:eee:ingrde:v:3:y:2024:i:1:s2949753123000760. Full description at Econpapers || Download paper | |
| 2024 | The dynamic effects of public investments on private capital formation: Modelling a heterogeneous asymmetric cointegration with unobserved global factors. (2024). Carvelli, Gianni. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000859. Full description at Econpapers || Download paper | |
| 2025 | Freedom from unit roots? The time series properties of democracy and economic freedom. (2025). O'Reilly, Colin ; Murphy, Ryan H. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:53:y:2025:i:2:p:472-489. Full description at Econpapers || Download paper | |
| 2025 | Global shocks and local sellers: Kenyan fertilizer markets’ response to the fuel-fertilizer-food price crisis. (2025). Michelson, Hope ; Serra, Teresa ; Khaemba, Colleta N ; Willwerth, Hanna S ; Donovan, Jason ; Rutsaert, Pieter. In: Food Policy. RePEc:eee:jfpoli:v:133:y:2025:i:c:s0306919225000946. Full description at Econpapers || Download paper | |
| 2025 | The quantile connectedness of the international housing market. (2025). Wang, Xichen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000014. Full description at Econpapers || Download paper | |
| 2025 | Is the response of the Slovak labor market asymmetric to output changes?. (2025). Kabt, Ladislav ; Kuchark, Rudolf ; Pitokov, Renta. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000039. Full description at Econpapers || Download paper | |
| 2025 | Asymmetric threshold effects of economic growth on renewable energy in response to energy price fluctuations. (2025). Boulanouar, Zakaria ; ben Mahjoub, Lassaad ; Farid, Saqib ; Essid, Lobna. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000143. Full description at Econpapers || Download paper | |
| 2024 | Drivers of transportation CO2 emissions and their changing patterns: Empirical results from 18 countries. (2024). Tao, Xuezong ; Zhu, Lichao. In: Journal of Transport Geography. RePEc:eee:jotrge:v:119:y:2024:i:c:s0966692324001662. Full description at Econpapers || Download paper | |
| 2025 | The impact of government-funded renewable energy R&D on its consumption. (2025). Herzer, Dierk. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:47:y:2025:i:5:p:903-918. Full description at Econpapers || Download paper | |
| 2025 | Analyzing the interplay between money supply, mineral extraction, industrialization, and ecological footprint in latin Americas global south: A symmetrical perspective. (2025). Xie, Shouhong ; Amin, Waqas ; Rauf, Abdul. In: Resources Policy. RePEc:eee:jrpoli:v:100:y:2025:i:c:s030142072400789x. Full description at Econpapers || Download paper | |
| 2025 | The effectiveness of OPEC and OPEC+ from 2009 to 2024: An empirical appraisal. (2025). Montant, Gil. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000716. Full description at Econpapers || Download paper | |
| 2024 | How can natural resource dependence, environmental-related technologies and digital trade protect the environment: Redesigning SDGs policies for sustainable environment?. (2024). Wei, Wei ; Mushtaq, Shahid ; Ashraf, Muhammad Zubair ; Usman, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011674. Full description at Econpapers || Download paper | |
| 2024 | Shining in or fading out: Do precious metals sparkle for cryptocurrencies?. (2024). lucey, brian ; Karim, Sitara ; Vigne, Samuel A ; Naeem, Muhammad Abubakr ; Abrar, Afsheen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000898. Full description at Econpapers || Download paper | |
| 2024 | Enhancing sustainable energy: Mineral exports, financial development, and foreign investment can build a greener future?. (2024). Sharif, Arshian ; Cicho, Dariusz ; Ozturk, Ilhan ; Saqib, Najia. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006160. Full description at Econpapers || Download paper | |
| 2024 | Digitalization of the financial market and green coal trade. (2024). Wu, Wenjun ; Wang, Ping ; Huang, Chengcheng ; Zhou, Gang. In: Resources Policy. RePEc:eee:jrpoli:v:99:y:2024:i:c:s0301420724007736. Full description at Econpapers || Download paper | |
| 2025 | The relationship between electric vehicle adoption and electricity consumption: Evidence from Europe. (2025). Nel, Jacobus ; Inglesi-Lotz, Roula. In: Utilities Policy. RePEc:eee:juipol:v:96:y:2025:i:c:s095717872500147x. Full description at Econpapers || Download paper | |
| 2024 | The impact of asset-liability maturity mismatch on stock returns: Evidence from China during 1998–2021. (2024). Bai, Yunxia ; Chen, Taoqin ; Qiu, Muqing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001100. Full description at Econpapers || Download paper | |
| 2024 | Is the renewable energy intensity convergent in OECD countries? Insights from novel unit root tests with factors and structural breaks. (2024). Solarin, Sakiru Adebola ; Bello, Mufutau Opeyemi ; Ch, Kean Siang. In: Renewable Energy. RePEc:eee:renene:v:230:y:2024:i:c:s096014812400867x. Full description at Econpapers || Download paper | |
| 2024 | Dynamic interactions of green innovations, green transitions and ecological load capacity factor in BRICS. (2024). Ngepah, Nicholas ; Das, Narasingha ; Dey, Labani ; Uche, Emmanuel. In: Renewable Energy. RePEc:eee:renene:v:231:y:2024:i:c:s096014812400973x. Full description at Econpapers || Download paper | |
| 2025 | Balancing green power: Hydropower and biomass energys impact on environment in OECD countries. (2025). Magazzino, Cosimo ; Yildirim, Durmu Ari ; Turan, Tuba ; Gattone, Tulia. In: Renewable Energy. RePEc:eee:renene:v:241:y:2025:i:c:s096014812500014x. Full description at Econpapers || Download paper | |
| 2025 | Extreme spillovers among green finance, energy, and energy metals markets in China: Evidence under the dilemma of energy transition. (2025). Lin, Boqiang ; Zhang, Zongyou. In: Renewable Energy. RePEc:eee:renene:v:241:y:2025:i:c:s0960148125000655. Full description at Econpapers || Download paper | |
| 2025 | Income disparities and environmental dynamics: Exploring varied impacts of renewable energy, innovations, and economic growth on CO2 emissions. (2025). Prakash, Navendu. In: Renewable Energy. RePEc:eee:renene:v:243:y:2025:i:c:s0960148125002587. Full description at Econpapers || Download paper | |
| 2025 | Navigating the green frontier: The role of employment dynamics and natural capital in renewable energy consumption in Africa. (2025). Okere, Kingsley I ; Dimnwobi, Stephen Kelechi ; Fasanya, Ismail O. In: Renewable Energy. RePEc:eee:renene:v:247:y:2025:i:c:s0960148125006251. Full description at Econpapers || Download paper | |
| 2025 | The price-emissions nexus in U.S. residential electricity markets. (2025). Rafizadeh, Nima ; Feyzollahi, Maryam. In: Resource and Energy Economics. RePEc:eee:resene:v:83:y:2025:i:c:s0928765525000375. Full description at Econpapers || Download paper | |
| 2025 | Environmental taxes, environmental policy stringency and policy complementarity: A comprehensive analysis of EU economic and environmental goals. (2025). Balsalobre-Lorente, Daniel ; Usman, Muhammad ; Horobet, Alexandra ; Radulescu, Magdalena. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005210. Full description at Econpapers || Download paper | |
| 2025 | Threshold effects of environmental tax on climate vulnerability. (2025). Das, Narasingha ; Tanin, Tauhidul Islam ; Gangopadhyay, Partha ; Chen, Hong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005921. Full description at Econpapers || Download paper | |
| 2024 | How does digital finance drive the green economic growth? New discoveries of spatial threshold effect and attenuation possibility boundary. (2024). Lu, SI ; Liu, Hui ; Hua, Guihong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:561-581. Full description at Econpapers || Download paper | |
| 2024 | Synergistic impact of digital finance and urban agglomeration policy on carbon emission reduction. (2024). Sun, Jiasen ; Wang, Xinyue ; Zhao, Ruizeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006774. Full description at Econpapers || Download paper | |
| 2025 | The compatibility between financial system and real economy. (2025). Wang, Sanchuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007780. Full description at Econpapers || Download paper | |
| 2024 | The interconnectedness of European Banking and Shadow Banking for sustainable development goals: Insights from a network GVAR model. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Dokas, Ioannis ; Xidonas, Panos ; Samitas, Aristeidis ; Christopoulos, Apostolos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000242. Full description at Econpapers || Download paper | |
| 2024 | Return spillover across the carbon market and financial markets: A quantile-based approach. (2024). Wang, Kangsheng ; Wen, Fenghua ; Zeng, Aiqing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000916. Full description at Econpapers || Download paper | |
| 2024 | Global macroeconomic factors and the connectedness among NFTs and (un)conventional assets. (2024). Guesmi, Khaled ; Ndubuisi, Gideon ; Urom, Christian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002228. Full description at Econpapers || Download paper | |
| 2025 | Energy transition, institutional quality, and financial development in Africa. (2025). ben Zaied, Younes ; ben Cheikh, Nidhaleddine ; Mahmoud, Faisal. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004598. Full description at Econpapers || Download paper | |
| 2024 | Competing for manufacturing value added: How strong is competitive cost pressure on sectoral level?. (2024). Keil, Sascha. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:197-212. Full description at Econpapers || Download paper | |
| 2025 | Structural breaks, institutional quality and productivity growth in Sub-Saharan Africa. (2025). Adu-Darko, Eunice ; You, Kefei. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:74:y:2025:i:c:p:40-60. Full description at Econpapers || Download paper | |
| 2025 | Trade-off theory vs. the pecking order hypothesis: Japanese evidence on capital structure under financial constraints. (2025). Werner, Richard A ; Voutsinas, Konstantinos. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:74:y:2025:i:c:p:944-962. Full description at Econpapers || Download paper | |
| 2025 | The spatial effects of green-innovation coupling and coordinated development from the perspective of digital inclusive finance: Evidence from China. (2025). Zhao, Yuting ; Liu, Liang ; Zhang, Liming ; Wang, Yue ; Sun, Helin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:210:y:2025:i:c:s0040162524006826. Full description at Econpapers || Download paper | |
| 2025 | An empirical analysis on relationships between over-the-top applications for communication and traditional mobile voice services. (2025). Khemakongkanonth, Chate. In: Telecommunications Policy. RePEc:eee:telpol:v:49:y:2025:i:3:s0308596125000138. Full description at Econpapers || Download paper | |
| 2024 | Examining the influence mechanisms of gateway ports on inland ports in the context of Port regionalization - A case study of the Yangtze River Port system. (2024). Wu, Zhen. In: Transport Policy. RePEc:eee:trapol:v:157:y:2024:i:c:p:10-19. Full description at Econpapers || Download paper | |
| 2025 | Exploring spillover effects in the four shipping markets: Theory and empirical evidence from bulk shipping. (2025). Palaios, Panagiotis ; Triantafillou, Anna. In: Transport Policy. RePEc:eee:trapol:v:170:y:2025:i:c:p:75-91. Full description at Econpapers || Download paper | |
| 2025 | Examination of inland port technical efficiency and its spillover patterns: Evidence from the Yangtze River region. (2025). Wu, Zhen. In: Transport Policy. RePEc:eee:trapol:v:171:y:2025:i:c:p:595-614. Full description at Econpapers || Download paper | |
| 2024 | Before and after the political transition of 1974: institutions, politics, and the economy of post-war Greece. (2024). Alogoskoufis, George. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:124056. Full description at Econpapers || Download paper | |
| 2025 | From Crisis to Algorithm: Credit Delinquency Prediction in Peru Under Critical External Factors Using Machine Learning. (2025). Herrera, Jos ; Noriega, Jomark ; Castaeda, Jorge ; Rivera, Luis. In: Data. RePEc:gam:jdataj:v:10:y:2025:i:5:p:63-:d:1644662. Full description at Econpapers || Download paper | |
| 2025 | Public Expenditure and Economic Growth: Further Evidence for the European Union. (2025). Sosvilla-Rivero, Simon ; del Carmen, Mara ; Rubio-Guerrero, Juan J. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:3:p:60-:d:1596203. Full description at Econpapers || Download paper | |
| 2024 | Do Energy Consumption and CO 2 Emissions Significantly Influence Green Tax Levels in European Countries?. (2024). Coita, Dorin Cristian ; Sabu-Popa, Claudia Diana ; Bele, Alexandra Maria ; Negrea, Adrian ; Giurgiu, Adriana. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:9:p:2186-:d:1387930. Full description at Econpapers || Download paper | |
| 2025 | Do Financial Market Openness and Stock Market Returns Drive Economic Growth in GCC Countries? New Investigation from Panel Structural Breaks. (2025). Alnabulsi, Khalil ; Hakimi, Abdelaziz ; Saidi, Hichem ; Rachdi, Houssem. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:1:p:40-:d:1604840. Full description at Econpapers || Download paper | |
| 2024 | Analysis of the Convergence of Environmental Sustainability and Its Main Determinants: The Case of the Americas (1990–2022). (2024). Gomez, Mario ; Rodriguez, Jose Carlos. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:16:p:6819-:d:1452849. Full description at Econpapers || Download paper | |
| 2024 | Investigating the Relationship and Impact of Environmental Governance, Green Goods, Non-Green Goods and Eco-Innovation on Material Footprint and Renewable Energy in the BRICS Group. (2024). Ganda, Fortune. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:4:p:1602-:d:1338876. Full description at Econpapers || Download paper | |
| 2025 | How Does Digital Trade Affect a Firm’s Green Total Factor Productivity? A Life Cycle Perspective. (2025). Hu, Jianbo ; Cai, Wenxin ; Shen, YU ; Dinis, Faustino. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:14:p:6435-:d:1701217. Full description at Econpapers || Download paper | |
| 2025 | Unlocking Green Growth: How Digital Finance Fosters Urban Sustainability via Innovation and Policy Synergy. (2025). Yan, Shan ; Zhong, Wen. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:20:p:9163-:d:1772500. Full description at Econpapers || Download paper | |
| 2025 | Can Financial Development Promote Renewable Energy Transition? An Empirical Research Based on Global Panel Data. (2025). Ma, Xiaoxin ; Mao, Qian. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:20:p:9270-:d:1774724. Full description at Econpapers || Download paper | |
| 2025 | Assessing the Role of Governance and Environmental Taxes in Driving Energy Transitions: Evidence from High-income Countries. (2025). Lazaric, Nathalie ; ben Khaled, Amal ; Kacem, Rami Haj. In: GREDEG Working Papers. RePEc:gre:wpaper:2025-23. Full description at Econpapers || Download paper | |
| 2024 | Does Increasing Environmental Policy Stringency Enhance Renewable Energy Consumption in OECD Countries?. (2024). Kouzez, Marc ; Hassan, Mahmoud ; Lee, Ji-Yong ; Rjiba, Hatem ; Msolli, Badreddine. In: Post-Print. RePEc:hal:journl:hal-04350282. Full description at Econpapers || Download paper | |
| 2024 | Before and After the Political Transition of 1974 Institutions, Politics, and the Economy of Post-War Greece. (2024). Alogoskoufis, George. In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:198. Full description at Econpapers || Download paper | |
| 2024 | SIMILARITY OF STRUCTURAL CHANGES: THE CASE OF UNIVERSITY ENROLLMENT RATES. (2024). Telezhkina, Marina S ; Maksimov, Andrey G. In: HSE Working papers. RePEc:hig:wpaper:271/ec/2024. Full description at Econpapers || Download paper | |
| 2025 | AI INTEGRATION AND DIGITAL REGULATION: IMPACTS ON GLOBAL TRADE IN DIGITAL SERVICES. (2025). Reddi, Ravi Kiran ; Srividhya, M. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:28:y:2025:i:spg:p:95-122. Full description at Econpapers || Download paper | |
| 2026 | Capital Across Borders, Jobs at Home: The FDI-Unemployment Nexus in the OECD. (2026). Anderl, Christina ; Celebi, Kaan. In: Working Papers. RePEc:inf:wpaper:2026.01. Full description at Econpapers || Download paper | |
| 2024 | The impact of bank market competition and stability on bank total factor productivity changes: evidence from a panel of European Union banks. (2024). Ferreira, Candida. In: Working Papers REM. RePEc:ise:remwps:wp03152024. Full description at Econpapers || Download paper | |
| 2025 | Macroeconomic drivers of CO2 emissions: a panel estimation for African countries. (2025). Owusu, Samuel. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:3:d:10.1007_s10663-025-09644-4. Full description at Econpapers || Download paper | |
| 2025 | Labor market consequence of exports diversification and terms of trade shocks in EMDEs. (2025). Shaheen, Rozina. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00641-9. Full description at Econpapers || Download paper | |
| 2025 | Investing in the roots of your political ancestors. (2025). Kammas, Pantelis ; Sarantides, Vassilis ; Poulima, Maria. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:32:y:2025:i:2:d:10.1007_s10797-024-09840-1. Full description at Econpapers || Download paper | |
| 2024 | An empirical assessment of the role of trade in services in export product diversification in Sub-Saharan Africa. (2024). Ouedraogo, Idrissa ; Takpara, Moukaila Mouzamilou ; Djiogap, Constant Fouopi ; Sawadogo, Bouraima. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:61:y:2024:i:3:d:10.1007_s11123-023-00685-0. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
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| Year | Title | Type | Cited |
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| 2013 | Retrieving inaation expectations and risk premia e§ects from theterm structure of interest rates In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | The power performance of fixed-T panel unit root tests allowing for structural breaks in their deterministic components In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals.(2021) In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2021 | Panel Unit Root Tests with Structural Breaks In: Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
| 2021 | Panel Unit Root Tests with Structural Breaks.(2021) In: London Stata Conference 2021. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2022 | Panel unit-root tests with structural breaks.(2022) In: Stata Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2015 | Unveiling the ECBs Monetary Policy Behaviour Under Different Inflation Regimes In: Economica. [Full Text][Citation analysis] | article | 0 |
| 2006 | Structural Changes in Expected Stock Returns Relationships: Evidence from ASE In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 3 |
| 2010 | RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 7 |
| 2016 | Local 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] | article | 14 |
| 2011 | MONETARY POLICY RULES AND BUSINESS CYCLE CONDITIONS In: Manchester School. [Full Text][Citation analysis] | article | 4 |
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| 2000 | Inflation and Exchange Rate Regimes in Mexico In: Review of Development Economics. [Full Text][Citation analysis] | article | 5 |
| 1998 | Inflation and Exchange Rate Regimes in Mexico.(1998) In: Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
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| 2011 | Unveiling the monetary policy rule in euro area In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
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| 2017 | Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2014 | Size corrected significance tests in Seemingly Unrelated Regressions with autocorrelated errors.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | Term 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] | article | 0 |
| 2023 | Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2002 | Testing 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] | paper | 6 |
| 2002 | Testing 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 nother version. Agregated cites: 6 | paper | |
| 2008 | Recovering Risk Neutral Densities from Option Prices: A New Approach In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 18 |
| 2018 | Dealing with endogeneity in threshold models using copulas: an illustration to the foreign trade multiplier In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Exploring Okun’s law asymmetry: an endogenous threshold LSTR approach In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 1999 | The Influence of VAR Dimensions on Estimator Biases In: Econometrica. [Citation analysis] | article | 48 |
| 1996 | The Influence of VAR Dimensions on Estimator Biases.(1996) In: Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
| 2003 | Rejoinder to Comment by Doornik, Nielsen, and Rothenberg In: Econometrica. [Citation analysis] | article | 0 |
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| 2004 | Detection of Structural Breaks in Linear Dynamic Panel Data Models.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2014 | Testing for unit roots in short panels allowing for a structural break In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 61 |
| 2010 | Modeling structural breaks in economic relationships using large shocks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 35 |
| 2015 | Shifts in volatility driven by large stock market shocks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 29 |
| 1998 | Policy regime changes and the long-run sustainability of fiscal policy: an application to Greece In: Economic Modelling. [Full Text][Citation analysis] | article | 15 |
| 1996 | Policy Regime Changes and the Long-Run Sustainability of Fiscal Policy: An Application to Greece..(1996) In: Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2001 | Fiscal policy and politics: theory and evidence from Greece 1960-1997 In: Economic Modelling. [Full Text][Citation analysis] | article | 14 |
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| 1995 | The persistence in volatility of the US term premium 1970-1986 In: Economics Letters. [Full Text][Citation analysis] | article | 14 |
| 1994 | The Persistence in Volatility of the US Term Premium 1970-1986..(1994) In: Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2005 | Monte 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] | article | 4 |
| 1999 | Inference for unit roots in dynamic panels where the time dimension is fixed In: Journal of Econometrics. [Full Text][Citation analysis] | article | 699 |
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| 2014 | Are regime-shift sources of risk priced in the market? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 2 |
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| 1996 | Forecasting inflation from the term structure In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 33 |
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| 2015 | The EMU effects on asset market holdings and the recent financial crisis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
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| 2015 | A comparison of investors sentiments and risk premium effects on valuing shares.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2020 | Predicting default risk under asymmetric binary link functions In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
| 2023 | Improving variance forecasts: The role of Realized Variance features In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2018 | Credit risk modelling under recessionary and financially distressed conditions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 15 |
| 2021 | The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2024 | The forward premium anomaly and the currency carry trade hypothesis In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2022 | Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2018 | Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2006 | Nonlinear Modelling of Autoregressive Structural Breaks in Some US Macroeconomic Series In: Contributions to Economic Analysis. [Full Text][Citation analysis] | chapter | 0 |
| 1994 | The Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence In: Discussion Papers. [Citation analysis] | paper | 1 |
| 1995 | The Rational Expectations Hypothesis of the Term Structure: reconciling the evidence.(1995) In: Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1994 | The Asymptotic Influence of VAR Dimension on Estimator Biases. In: Discussion Papers. [Citation analysis] | paper | 0 |
| 1995 | Regression-Based Tests for Persistence in Conditional Variances. In: Discussion Papers. [Citation analysis] | paper | 2 |
| 1996 | Inference for Unit Roots in Dynamic Panels. In: Discussion Papers. [Citation analysis] | paper | 9 |
| 1997 | Inference for Unit Roots in Dynamic Panels in the Presence of Deterministic Trends In: Discussion Papers. [Citation analysis] | paper | 0 |
| 1997 | 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? In: Discussion Papers. [Citation analysis] | paper | 0 |
| 1997 | Tests of Structural Stability of Risk Premia and Returns Relationship. In: Discussion Papers. [Citation analysis] | paper | 0 |
| 1998 | Inference for Unit Roots in Dynamic Panels with Heteroscedastic and Serially Correlated Errors. In: Discussion Papers. [Citation analysis] | paper | 0 |
| 2023 | Do the Effects of Interest Rate Changes Depend on Inflation? In: Economic Review. [Full Text][Citation analysis] | article | 0 |
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| 1998 | A 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] | article | 19 |
| 2017 | Retrieving risk neutral moments and expected quadratic variation from option prices In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 4 |
| 1997 | Explaining 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] | article | 78 |
| 2012 | The local power of fixed-T panel unit root tests allowing for serially correlated errors In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Generalized fixed-T panel unit root tests allowing for structural breaks In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | The power performance of fixed-T panel unit root tests allowing for structural breaks In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | A fixed-T version of Breitungs panel data unit root test and its asymptotic local power In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Testing 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] | paper | 1 |
| 2012 | Generalized �Fixed-T Panel Unit Root Tests Allowing for Structural Breaks In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2012 | On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Option Pricing with a Dividend General Equilibrium Model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Option Pricing under Discrete Shifts in Stock Returns In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2003 | Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2004 | Is the Currency Risk Priced in Equity Markets? In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2004 | A 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] | paper | 0 |
| 2005 | Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Stochastic Volatility Driven by Large Shocks In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2000 | Option Pricing with a Dividend General Equilibrium Model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Option Pricing under Discrete Shifts in Stock Returns In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2002 | Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2003 | Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2004 | Detection of Structural Breaks in Linear Dynamic Panel Data Models In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2004 | Is the Currency Risk Priced in Equity Markets? In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2004 | A 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] | paper | 1 |
| 2004 | The Impact of Large Structural Shocks on Economic Relationships: Evidence from Oil Price Shocks In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2005 | Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Stochastic Volatility Driven by Large Shocks In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Can country-specific interest rate factors explain the forward premium anomaly? In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2021 | What Drives the Default Risk of Restructured Loans In: Springer Books. [Citation analysis] | chapter | 0 |
| 1999 | A common shift in real interest rates across countries In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 1999 | On regression-based tests for persistence in logarithmic volatility models In: Econometric Reviews. [Full Text][Citation analysis] | article | 8 |
| 2004 | Testing 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] | article | 4 |
| 2011 | A 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] | article | 1 |
| 2017 | Local power of panel unit root tests allowing for structural breaks In: Econometric Reviews. [Full Text][Citation analysis] | article | 10 |
| 2012 | A 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] | article | 2 |
| 2021 | Dealing With Endogeneity in Threshold Models Using Copulas In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 11 |
| 2017 | Pricing and hedging contingent claims using variance and higher order moment swaps In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
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