Credit risk modelling under recessionary and financially distressed conditions von Dendramis, Y., Tzavalis, E., Adraktas, G.

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Predicting default risk under asymmetric binary link functions von Dendramis, Y., Tzavalis, E., Varthalitis, P., Athanasiou, E.

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Modeling structural breaks in economic relationships using large shocks von Kapetanios, G., Tzavalis, E.

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Predicting default risk under asymmetric binary link functions (vol 36, pg 1039, 2020) von Dendramis, Y., Tzavalis, E., Varthalitis, P., Athanasiou, E.

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Inference for unit roots in dynamic panels where the time dimension is fixed von Harris, Richard D.F., Tzavalis, Elias

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The term premium and the puzzles of the expectations hypothesis of the term structure von Tzavalis, Elias

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Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models von De Wachter, Stefan, Tzavalis, Elias

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A common shift in real interest rates across countries von TZAVALIS, ELIAS

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The Influence of VAR Dimensions on Estimator Biases von Abadir, Karim M., Hadri, Kaddour, Tzavalis, Elias

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Explaining the Failures of the Term Spread Models of the Rational Expectations Hypothesis of the Term Structure von Tzavalis, Elias, Wickens, Michael R.

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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 von Harris, Richard D. F., Tzavalis, Elias

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Policy regime changes and the long-run sustainability of fiscal policy: an application to Greece von Makrydakis, Stelios, Tzavalis, Elias, Balfoussias, Athanassios

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Fiscal policy and politics: theory and evidence from Greece 1960–1997 von Lockwood, Ben, Philippopoulos, Apostolis, Tzavalis, Elias

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The Influence of Var Dimensions on Estimator Biases: Comment von Doornik, Jurgen A., Nielsen, Bent, Rothenberg, Thomas J.

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On regression-based tests for persistence in logarithmic volatility models von Psaradakis, Zacharias, Tzavalis, Elias

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The persistence in volatility of the US term premium 1970–1986 von Tzavalis, Elias, Wickens, M.R.

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A Non-Random Walk down Wall Street von Tzavalis, Elias

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Forecasting VaR models under Different Volatility Processes and Distributions of Return Innovations von Dendramis, Yiannis, Spungin, Giles E., Tzavalis, Elias

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Nonlinear Modelling of Autoregressive Structural Breaks in Some US Macroeconomic Series von Kapetanios, George, Tzavalis, Elias

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