Narrow search
Showing 1 - 10 of 38
Cover Image
Empirical evidence on the time-series behaviour of stock and bond prices in the inter-war period
Peel, David - In: Applied financial economics 3 (1993) 1, pp. 15-20
Persistent link: https://www.econbiz.de/10001145272
Cover Image
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
Cover Image
Real exchange rates and time-varying trade costs'
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - 2009
Persistent link: https://www.econbiz.de/10003852992
Cover Image
Habit and long memory in UK lottery sales
McHale, Ian; Peel, David - In: Economics letters 109 (2010) 1, pp. 7-10
Persistent link: https://www.econbiz.de/10008806713
Cover Image
Inflation dynamics in the US : a nonlinear perspective
Nobay, Bob (contributor); Payá, Ivan (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003616108
Cover Image
Real exchange rates and time-varying trade costs
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Journal of international money and finance 30 (2011) 6, pp. 1157-1179
Persistent link: https://www.econbiz.de/10009373951
Cover Image
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
Cover Image
Nonlinear dynamics in economics and finance and unit root testing
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David; … - In: The European journal of finance 19 (2013) 5/6, pp. 572-588
Persistent link: https://www.econbiz.de/10010243592
Cover Image
Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 3, pp. 1-38
Persistent link: https://www.econbiz.de/10009515145
Cover Image
Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
Pavlidis, Efthymios G. (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003817102