Elias Tzavalis

Professor
Director of the MSc program in Banking & Finance for Executives
Athens University of Economics and Business
Department of Economics



                                                       

Forecasting VaR models under different volatility processes and
distributions of return innovations
Yiannis Dendramis ,Giles E Spungin and  Elias Tzavalis
Pricing and hedging contingent claims using variance and higher-order moment futures Leonidas S. Rompolis and Elias Tzavalis
Term spread regressions of the rational expectations hypothesis of the
 term structure allowing for risk premium effects
Efthymios Argyropoulos and Elias Tzavalis
Shifts in Volatility Driven by Large Stock Market Shocks George Kapetanios and  Elias Tzavalis
Are Regime Shift Sources of Risk priced in the Market? Yiannis Dendramis and Elias Tzavalis
Real Term Structure Forecasts of Consumption Growth Efthymios Argyropoulos and Elias Tzavalis
Effective monetary policy rules under recessionary conditions Thanassis Kazanas and Elias Tzavalis