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The long memory story of real interest rates : can it be supported?
Venetis, Ioannis A. (contributor);  … - 2005 - 1. ed.
Persistent link: https://www.econbiz.de/10002646257
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On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
Payá, Ivan; Peel, David - In: Economics letters 90 (2006) 2, pp. 272-277
Persistent link: https://www.econbiz.de/10003276066
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Nonlinear PPP under the gold standard
Payá, Ivan (contributor); Peel, David (contributor) - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002203895
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Temporal aggregation of an ESTAR process : some implications for purchasing power parity adjustment
Payá, Ivan (contributor); Peel, David (contributor) - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002203942
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Temporal aggregation of an estar process : some implications for purchasing power parity adjustment
Payá, Ivan; Peel, David - In: Journal of applied econometrics 21 (2006) 5, pp. 655-668
Persistent link: https://www.econbiz.de/10003360464
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Non-linear in stock index returns : the volatility and serial correlation relationship
Venetis, Ioannis A.; Peel, David - In: Economic modelling 22 (2005) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10002561649
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Co-movement and global factors in sovereign bond yields
Venetis, Ioannis A.; Ladas, Avgoustinos - In: Bulletin of applied economics 10 (2023) 2, pp. 17-45
Persistent link: https://www.econbiz.de/10014495154