Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Efthymios Argyropoulos"'
Autor:
Efthymios Argyropoulos, Elias Tzavalis
Publikováno v:
The Quarterly Review of Economics and Finance. 80:785-796
Based on an empirically attractive Gaussian dynamic term structure model and data on the short-term real interest rate and per capita real consumption, this paper examines the information content of the nominal term structure of interest rates with r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1423f738ce387272d6eaf11074c8c5cc
https://doi.org/10.1016/j.qref.2018.10.005
https://doi.org/10.1016/j.qref.2018.10.005
Publikováno v:
Journal of Economics and Finance. 45:252-269
The forward premium anomaly refers to the fact that changes in spot exchange rates are negatively related to interest rate differentials between home and foreign countries, which is contrary to the predictions of the uncovered interest rate parity (U
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::39d23aacaaa58a575f4ca9666779cf45
https://doi.org/10.1007/s12197-020-09509-5
https://doi.org/10.1007/s12197-020-09509-5
Autor:
Efthymios Argyropoulos
Ο στόχος της διδακτορικής διατριβής μου ήταν να παρέχει νέες γνώσεις σχετικά με την ικανότητα της καμπύλης των επιτοκίων στην πρόβλεψη
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d9c33444322495c471ab2041498ea0ca
https://doi.org/10.12681/eadd/35013
https://doi.org/10.12681/eadd/35013
Publikováno v:
Non-Performing Loans and Resolving Private Sector Insolvency ISBN: 9783319503127
Panayotis Kapopoulos
Panayotis Kapopoulos
Given that the case of Greece may be viewed as an ideal laboratory to study both recession-induced effects and moral hazard aspects, the study focuses on jointly exploring the effects upon the formation of non-performing loans arising from either the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::773dcd1ac944111eded8774a19b81817
https://doi.org/10.1007/978-3-319-50313-4_11
https://doi.org/10.1007/978-3-319-50313-4_11
Autor:
Elias Tzavalis, Efthymios Argyropoulos
Publikováno v:
SSRN Electronic Journal.
This paper suggests an empirically attractive Gaussian dynamic term structure model to retrieve estimates of real interest rates and inflation expectations from the nominal term structure of interest rates which are net of inflation risk premium
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::66cad99d46f1947ffd8c420f78b482c6
https://doi.org/10.2139/ssrn.2509263
https://doi.org/10.2139/ssrn.2509263
Autor:
Efthymios Argyropoulos, Elias Tzavalis
Publikováno v:
SSRN Electronic Journal.
This paper employs an empirically tractable affine term structure model of real interest rates to examine the predictive ability of the real short-term interest rate and its term spread with a longer-term interest rate to predict future real consumpt
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0b3e059f98af9b7b07b958f2757e297b
https://doi.org/10.2139/ssrn.2211092
https://doi.org/10.2139/ssrn.2211092
Autor:
Elias Tzavalis, Efthymios Argyropoulos
Publikováno v:
SSRN Electronic Journal.
This paper provides clear-cut evidence that the slope and curvature factors of the term structure of interest rates (yield curve) contain more information about future changes in economic activity than the term spread itself, often used in the litera
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f5d5b58bfea7047f512df4e3585dcb89
https://doi.org/10.2139/ssrn.2244217
https://doi.org/10.2139/ssrn.2244217
Autor:
Efthymios Argyropoulos, Elias Tzavalis
Publikováno v:
SSRN Electronic Journal.
This paper suggests a new empirical methodology of testing the predictions of the term spread between long and short-term interest rates about future changes of the former allowing for term premium effects, according to the rational expectations hypo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ecc14626fcc219fe19540eb3b28a17c7
https://doi.org/10.2139/ssrn.2210349
https://doi.org/10.2139/ssrn.2210349