Information about:
Elias Tzavalis

Other registered authors

Email:
Homepage:
Postal Address: Dept of Economics Queen Mary Univ of London London E1 4NS
Phone: ++44 207 8827818

Affiliation

• Department of Economics
  Queen Mary
  University of London

  Location: London, United Kingdom
  Homepage: http://www.econ.qmul.ac.uk/
  Email:
  Phone: +44 (0) 20 7882 5096
  Fax: +44 (0) 20 8983 3580
  Postal: London E1 4NS
  Handle: RePEc:edi:deqmwuk (registered authors at this institution)

Working papers

1. Hugo Kruiniger & Elias Tzavalis, 2002. "Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms," Working Papers 459, Queen Mary, University of London, Department of Economics. [Downloadable!]
   Other versions:
   • Hugo Kruiniger & Elias Tzavalis, 2002. "Testing for unit roots in short dynamic panels with serially correlated and heteroskedastic disturbance terms," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B5-1, International Conferences on Panel Data. [Downloadable!]

2. Kyriakos Chourdakis & Elias Tzavalis, 2000. "Option Pricing under Discrete Shifts in Stock Returns," Working Papers 426, Queen Mary, University of London, Department of Economics. [Downloadable!]

3. Kyriakos Chourdakis & Elias Tzavalis, 2000. "Option Pricing with a Dividend General Equilibrium Model," Working Papers 425, Queen Mary, University of London, Department of Economics. [Downloadable!]

4. Li, C.A. & Philippopoulos, A. & Tzavalis, E., 1998. "Inflation and Exchange Rate Regimes in Mexico," Discussion Papers 98/01, University of Exeter, School of Business and Economics.
   Published as:
   • Li, Carmen A & Philippopoulos, Apostolis & Tzavalis, Elias, 2000. "Inflation and Exchange Rate Regimes in Mexico," Review of Development Economics, Blackwell Publishing, vol. 4(1), pages 87-100, February. [Downloadable!] (restricted)

5. Tzavalis, E., 1997. "Which Alternative to Choose: Does the Excess Sensitivity Hypothesis or A Time Varying Term Premium Explain the Failure of of the Rational Expectations Hypothesis of the Term Structure?," Discussion Papers 97/11, University of Exeter, School of Business and Economics.

6. Tzavalis, E. & Karanikas, E., 1997. "Tests of Structural Stability of Risk Premia and Returns Relationship," Discussion Papers 97/12, University of Exeter, School of Business and Economics.

7. Makrydakis, S. & Tzavalis, E. & Balfoussias, A., 1996. "Policy Regime Changes and the Long-Run Sustainability of Fiscal Policy: An Application to Greece," Discussion Papers 96/01, University of Exeter, School of Business and Economics.

8. Harris, R. & Tzavalis, E., 1996. "Inference for Unit Roots in Dynamic Panels," Discussion Papers 96/04, University of Exeter, School of Business and Economics.

9. Psaradakis, Z. & Tzavalis, E., 1995. "Regression-Based Tests for Persistence in Conditional Variances," Discussion Papers 95/01, University of Exeter, School of Business and Economics.

10. Tzavalis, E. & Wickens, M.R., 1995. "Forecasting Inflation from the Term Structure," Discussion Papers 95/19, University of Exeter, School of Business and Economics.
    Published as:
    • Tzavalis, Elias & Wickens, M. R., 1996. "Forecasting inflation from the term structure," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 103-122, May. [Downloadable!] (restricted)

11. Tzavalis, E. & Wickens, M.R., 1994. "The Persistence in Volatility of the US Term Premium 1970-1986," Discussion Papers 94-09, University of Exeter, School of Business and Economics.
    Published as:
    • Tzavalis, Elias & Wickens, M. R., 1995. "The persistence in volatility of the US term premium 1970-1986," Economics Letters, Elsevier, vol. 49(4), pages 381-389, October. [Downloadable!] (restricted)

12. Elias Tzavalis & Michael Wickens, . "Reconciling the Evidence on the Alternative Versions of the Rational Expectations Hypothesis of the Term Structure," Discussion Papers 94/11, Department of Economics, University of York.

13. Elias Tzavalis & Michael Wickens, . "The Rational Expectations Hypothesis of the Term Structure: reconciling the evidence," Discussion Papers 95/33, Department of Economics, University of York.

1. Karim M. Abadir & Kaddour Hadri & Elias Tzavalis, 1999. "The Influence of VAR Dimensions on Estimator Biases," Econometrica, Econometric Society, vol. 67(1), pages 163-182, January.
   Other versions:
   • Karim Abadir & Kaddour Hadri & Elias Tzavalis, . "The Influence of VAR Dimensions on Estimator Biases," Discussion Papers 96/14, Department of Economics, University of York.

2. Tzavalis, Elias, 1999. "A Common Shift in Real Interest Rates across Countries," Applied Financial Economics, Taylor and Francis Journals, vol. 9(4), pages 365-69, August. [Downloadable!] (restricted)

3. Tzavalis, Elias & Wickens, Michael R, 1997. "Explaining the Failures of the Term Spread Models of the Rational Expectations Hypothesis of the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(3), pages 364-80, August.

1. NEP-ECM: Econometrics (1) 2002-07-10 Author is listed
2. NEP-FIN: Finance (2) 2001-02-21 2001-02-21 Author is listed
3. NEP-FMK: Financial Markets (2) 2000-12-19 2000-12-19 Author is listed

This page was last updated on 2009-12-4.