Elias Tzavalis : Citation Profile

Athens University of Economics and Business (AUEB)

13

H index

19

i10 index

1359

Citations

RESEARCH PRODUCTION:

56

Articles

57

Papers

2

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   30 years (1994 - 2024). See details.
   Cites by year: 45
   Journals where Elias Tzavalis has often published
   Relations with other researchers
   Recent citing documents: 67.    Total self citations: 52 (3.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ptz13
   Updated: 2025-04-12    RAS profile: 2024-11-06    
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Relations with other researchers

Works with:

Karavias, Yiannis (5)

Smyrnakis, Dimitris (3)

Christopoulos, Dimitris (3)

McAdam, Peter (2)

Papantonis, Ioannis (2)

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

Is cited by:

Kapetanios, George (28)

Asongu, Simplice (23)

Pesaran, Mohammad (20)

Karavias, Yiannis (17)

Sarafidis, Vasilis (17)

Giannetti, Caterina (13)

Tsionas, Mike (13)

Baharumshah, Ahmad Zubaidi (13)

Chan, Felix (11)

Bande, Roberto (11)

Christopoulos, Dimitris (11)

Cites to:

Perron, Pierre (47)

Campbell, John (40)

Andrews, Donald (34)

Phillips, Peter (30)

Kapetanios, George (29)

Bai, Jushan (28)

Bollerslev, Tim (26)

Kruiniger, Hugo (24)

Pesaran, Mohammad (23)

Diebold, Francis (23)

Moon, Hyungsik (21)

Main data

Production by document typearticlechapterpaper19941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240250500750Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 13Most cited documents1234567891011121314150250500750Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Elias Tzavalis has published?

Journals with more than one article published# docs
Journal of Empirical Finance4
Econometric Reviews4
Economics Letters3
Economic Modelling3
The Quarterly Review of Economics and Finance2
Journal of Economic Dynamics and Control2
Econometrica2
Studies in Nonlinear Dynamics & Econometrics2
Computational Statistics & Data Analysis2
International Journal of Forecasting2
Review of Quantitative Finance and Accounting2

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
Working Paper Series / European Central Bank2
Working Papers / Athens University Of Economics and Business, Department of Economics2
Discussion Papers / Department of Economics, University of Birmingham2

Recent works citing Elias Tzavalis (2025 and 2024)

Year  ↓Title of citing document  ↓
2024The 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.

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2024Financial development and renewable energy adoption in EU and ASEAN countries. (2024). Fidrmuc, Jarko ; Horky, Florian. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000768.

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2024Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Enilov, Martin ; Zhou, Xiaoran. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762.

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2024The response of energy aid and natural resources consumption in load capacity factor of the Asia Pacific emerging countries. (2024). Cai, Weiyi ; Khan, Anwar ; Sun, Chuanwang. In: Energy Policy. RePEc:eee:enepol:v:190:y:2024:i:c:s0301421524001708.

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2024From 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.

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2024Debt 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.

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2024Energy efficiency, financial inclusion, and socio-economic outcomes: Evidence across advanced, emerging, and developing countries. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Oliyide, Johnson A ; Adekoya, Oluwasegun B ; Oyewole, Oluwatomisin J. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s0360544223034564.

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2024The 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.

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2024The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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2024Driving 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.

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2024Bitcoin attention and economic policy uncertainty. (2024). Ordoez, Javier ; Monfort, Mercedes ; Lafuente, Juan A ; Gill-De, Belen. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012114.

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2024.

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2024.

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2024The 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.

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2024Drivers 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.

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2024How can natural resource dependence, environmental-related technologies and digital trade protect the environment: Redesigning SDGs policies for sustainable environment?. (2024). Usman, Muhammad ; Wei, Wei ; Ashraf, Muhammad Zubair ; Mushtaq, Shahid. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011674.

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2024Shining in or fading out: Do precious metals sparkle for cryptocurrencies?. (2024). Vigne, Samuel A ; Lucey, Brian M ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Abrar, Afsheen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000898.

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2024Enhancing 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.

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2024Is 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.

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2024Dynamic 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.

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2024How does digital finance drive the green economic growth? New discoveries of spatial threshold effect and attenuation possibility boundary. (2024). Hua, Guihong ; Liu, Hui ; Lu, SI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:561-581.

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2024The interconnectedness of European Banking and Shadow Banking for sustainable development goals: Insights from a network GVAR model. (2024). Samitas, Aristeidis ; Christopoulos, Apostolos ; Dokas, Ioannis ; Xidonas, Panos ; Michaelides, Panayotis G ; Konstantakis, Konstantinos N. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000242.

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2024Return spillover across the carbon market and financial markets: A quantile-based approach. (2024). Zeng, Aiqing ; Wang, Kangsheng ; Wen, Fenghua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000916.

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2024Global 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.

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2024Competing 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.

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2024Examining 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.

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2024Do Energy Consumption and CO 2 Emissions Significantly Influence Green Tax Levels in European Countries?. (2024). Coita, Dorin Cristian ; Negrea, Adrian ; Bele, Alexandra Maria ; Sabu-Popa, Claudia Diana ; Giurgiu, Adriana. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:9:p:2186-:d:1387930.

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2025Do 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.

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2024Does 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.

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2024SIMILARITY 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.

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2025AI 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.

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2024The 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.

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2024Handling Endogenous Marketing Mix Regressors in Correlated Heterogeneous Panels with Copula Augmented Mean Group Estimation. (2024). Xie, Hui ; Qian, YI ; Yang, Liying. In: NBER Working Papers. RePEc:nbr:nberwo:33265.

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2024Navigating the paths to sustainable environments via energy security, renewable energy and economic complexity: Evidence from array of pollution metrics. (2024). Das, Narasingha ; Nwaeze, Nnamdi Chinwendu ; Bera, Pinki ; Uche, Emmanuel. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:3:p:1434-1455.

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2024Re†examining the impact of global foreign direct investment (FDI) inflows on haze pollution—considering the moderating mechanism of environmental regulation. (2024). Zhang, Shengjie ; Xie, Ronghui. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:6:p:3186-3209.

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2025Don’t look earth: environmental taxes effect on Co2 emissions, evidence from moments quantile regression for EU countries. (2025). Zmen, Brahim ; Mutascu, Mihai. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:2:d:10.1007_s10668-023-04092-1.

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2024Impact of green digital finance on sustainable development: evidence from China’s pilot zones. (2024). Xiao, Yubo ; Wang, LU ; Lin, Muxi. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00552-9.

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2024The implications of the ecological footprint and renewable energy usage on the financial stability of South Asian countries. (2024). Imran, Muhammad ; Khan, Muhammad Kamran ; Alam, Shabbir ; Wahab, Salman ; Tufail, Muhammad ; Jijian, Zhang. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00627-1.

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2024Threshold effect of foreign direct investment on economic growth in BRICS countries: new evidence from PTAR and PSTAR models. (2024). KAMEL, HELALI ; Kalai, Maha ; Becha, Hamdi. In: International Journal of Economic Policy Studies. RePEc:spr:ijoeps:v:18:y:2024:i:1:d:10.1007_s42495-023-00126-8.

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2024Threshold effects of technology import on industrial employment: a panel smooth transition regression approach. (2024). KAMEL, HELALI ; Kalai, Maha ; Bouattour, Afef. In: Journal of Economic Structures. RePEc:spr:jecstr:v:13:y:2024:i:1:d:10.1186_s40008-023-00322-x.

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2024.

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Elias Tzavalis has edited the books:

Year  ↓Title  ↓Type  ↓Cited  ↓

Works by Elias Tzavalis:

Year  ↓Title  ↓Type  ↓Cited  ↓
2013Retrieving inaation expectations and risk premia e§ects from theterm structure of interest rates In: Working Papers.
[Full Text][Citation analysis]		paper0
2013The power performance of fixed-T panel unit root tests allowing for structural breaks in their deterministic components In: Working Papers.
[Full Text][Citation analysis]		paper0
2020Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals In: Discussion Papers.
[Full Text][Citation analysis]		paper1
2021Investor 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: 1		article
2021Panel Unit Root Tests with Structural Breaks In: Discussion Papers.
[Full Text][Citation analysis]		paper9
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2022Panel unit-root tests with structural breaks.(2022) In: Stata Journal.
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This paper has nother version. Agregated cites: 9		article
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]		article7
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]		article11
2011MONETARY POLICY RULES AND BUSINESS CYCLE CONDITIONS In: Manchester School.
[Full Text][Citation analysis]		article4
2023Exploring Okuns law asymmetry: An endogenous threshold logistic smooth transition regression approach In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2000Inflation and Exchange Rate Regimes in Mexico In: Review of Development Economics.
[Full Text][Citation analysis]		article5
1998Inflation and Exchange Rate Regimes in Mexico.(1998) In: Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2019Generalized fixed‐T panel unit root tests In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article1
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]		paper8
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.
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This paper has nother 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
2023Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory 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]		paper6
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 nother version. Agregated cites: 6		paper
2008Recovering Risk Neutral Densities from Option Prices: A New Approach In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article18
2018Dealing with endogeneity in threshold models using copulas: an illustration to the foreign trade multiplier In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2019Exploring Okun’s law asymmetry: an endogenous threshold LSTR approach In: Working Paper Series.
[Full Text][Citation analysis]		paper4
1999The Influence of VAR Dimensions on Estimator Biases In: Econometrica.
[Citation analysis]		article47
1996The Influence of VAR Dimensions on Estimator Biases.(1996) In: Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 47		paper
2003Rejoinder to Comment by Doornik, Nielsen, and Rothenberg In: Econometrica.
[Citation analysis]		article0
2012Detection of structural breaks in linear dynamic panel data models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article43
2004Detection of Structural Breaks in Linear Dynamic Panel Data Models.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2014Testing for unit roots in short panels allowing for a structural break In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article37
2010Modeling structural breaks in economic relationships using large shocks In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article35
2015Shifts in volatility driven by large stock market shocks In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article22
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 nother version. Agregated cites: 15		paper
2001Fiscal policy and politics: theory and evidence from Greece 1960-1997 In: Economic Modelling.
[Full Text][Citation analysis]		article13
2004The term premium and the puzzles of the expectations hypothesis of the term structure In: Economic Modelling.
[Full Text][Citation analysis]		article8
2016Forecasting economic activity from yield curve factors In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article10
2014A fixed-T version of Breitung’s panel data unit root test In: Economics Letters.
[Full Text][Citation analysis]		article1
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 nother 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]		article4
1999Inference for unit roots in dynamic panels where the time dimension is fixed In: Journal of Econometrics.
[Full Text][Citation analysis]		article654
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]		article3
2014Are regime-shift sources of risk priced in the market? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article2
2014Level shifts in stock returns driven by large shocks In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article3
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]		article33
1995Forecasting Inflation from the Term Structure..(1995) In: Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2015The EMU effects on asset market holdings and the recent financial crisis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2016A comparison of investors’ sentiments and risk premium effects on valuing shares In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2015A 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: 1		paper
2020Predicting default risk under asymmetric binary link functions In: International Journal of Forecasting.
[Full Text][Citation analysis]		article7
2023Improving variance forecasts: The role of Realized Variance features In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2018Credit risk modelling under recessionary and financially distressed conditions In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article12
2021The 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]		article0
2024The forward premium anomaly and the currency carry trade hypothesis In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article0
2022Predicting 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]		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
In: .
[Full Text][Citation analysis]		chapter0
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 nother 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
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