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Time-varying risk premia and the term structure of forward exchange rates
Peel, David - In: The Manchester School of Economic and Social Studies 63 (1995) 1, pp. 69-81
Persistent link: https://www.econbiz.de/10001179036
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Trading volatility spreads : a test of index option market efficiency
Poon, Ser-Huang; Pope, Peter F. - In: European financial management : the journal of the … 6 (2000) 2, pp. 235-260
Persistent link: https://www.econbiz.de/10001474534
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The impact of short sales constraints on stock index futures prices : evidence from FT-SE 100 futures
Pope, Peter F. - In: The journal of derivatives : the official publication … 1 (1994) 4, pp. 15-26
Persistent link: https://www.econbiz.de/10001219387
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Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Economics letters 132 (2015), pp. 13-17
Persistent link: https://www.econbiz.de/10011422757
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ESTAR model with multiple fixed points : testing and estimation
Venetis, Ioannis A. (contributor); Payá, Ivan (contributor) - 2009
Persistent link: https://www.econbiz.de/10003817115
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Ex ante real returns in foreward market speculation in the inter-war period : evidence and prediction
Payá, Ivan; Peel, David - In: New trends in macroeconomics : with 38 tables, (pp. 127-145). 2005
Persistent link: https://www.econbiz.de/10003022239
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Further evidence on PPP adjustment speeds : the case of effective real exchange rates and the EMS
Paya, Ivan; Venetis, Ioannis A.; Peel, David - In: Oxford bulletin of economics and statistics 65 (2003) 4, pp. 421-437
Persistent link: https://www.econbiz.de/10001776806
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Do real exchange rates "mean revert" to productivity? A nonliner approach
Venetis, I. A.; Payá, Ivan; Peel, David - 2005
Persistent link: https://www.econbiz.de/10002884308
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Re-examination of the predictability of economic activity using the yield spread : a nonlinear approach
Venetis, Ioannis A.; Payá, Ivan; Peel, David - In: International review of economics & finance : IREF 12 (2003) 2, pp. 187-206
Persistent link: https://www.econbiz.de/10001778669
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Further empirical analysis of the time series properties of financial ratios based on a panel data approach
Peel, David; Peel, Michael J.; Venetis, Ioannis A. - In: Applied financial economics 14 (2004) 3, pp. 155-163
Persistent link: https://www.econbiz.de/10001915446