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Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment
Paya, Ivan; Peel, David A. - In: Journal of applied econometrics 21 (2006) 5, pp. 655-668
Persistent link: https://www.econbiz.de/10007289623
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Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting
Paya, Ivan; Venetis, Ioannis A.; Peel, David A. - In: Journal of forecasting 23 (2004) 5, pp. 373
Persistent link: https://www.econbiz.de/10006880575
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Nonlinear Purchasing Power Parity under the Gold Standard
Paya, Ivan; Peel, David A. - In: Southern economic journal 71 (2004) 2, pp. 302-313
Persistent link: https://www.econbiz.de/10006645417
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On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
Paya, Ivan; Peel, David A. - In: Economics letters 90 (2006) 2, pp. 272-277
Persistent link: https://www.econbiz.de/10006748317
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Time Patience and Specialization Patterns in the Presence of Asset Trade
NOBAY, BOB; PAYA, IVAN; PEEL, DAVIDA. - In: Journal of money, credit and banking : JMCB 42 (2010) 1, pp. 93-113
Persistent link: https://www.econbiz.de/10008349826
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Linkages between Shanghai and Hong Kong stock indices
Zhang, Shenqiu; Paya, Ivan; Peel, David - In: Applied financial economics 19 (2009) 23, pp. 1847-1858
Persistent link: https://www.econbiz.de/10008706739
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The forward premium puzzle in the interwar period and deviations from covered interest parity
Paya, Ivan; Peel, David A.; Spiru, Alina - In: Economics letters 108 (2010) 1, pp. 55-58
Persistent link: https://www.econbiz.de/10008422811
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On the Relationship between Inflation Persistence and Temporal Aggregation
Paya, Ivan; Duarte, Agustin; Holden, Ken - In: Journal of money, credit and banking : JMCB 39 (2007) 6, pp. 1521
Persistent link: https://www.econbiz.de/10007766655
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On the relationship between nominal exchange rates and domestic and foreign prices
Paya, Ivan; Peel, David - In: Applied financial economics 17 (2007) 1-3, pp. 105-118
Persistent link: https://www.econbiz.de/10007616053
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On the relationship between nominal exchange rates and domestic and foreign prices
Paya, Ivan; Peel, David A. - In: Applied financial economics 17 (2007) 2, pp. 105-118
Persistent link: https://www.econbiz.de/10007617366