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On the equality of real interest rates across borders in integrated capital markets

Minford, Patrick; Peel, David - 2005

The purpose in this letter is first to review briefly the empirical results on the relationship between real interest rates and real exchange rates; this empirical literature provides little support for the hypothesis of Roll that expected real interest rates are equal in general. Our second aim...

Persistent link: https://www.econbiz.de/10011517834

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

Spreads versus professional forecasters as predictors of future output change

Aretz, Kevin; Peel, David - In: Journal of forecasting 29 (2010) 6, pp. 517-522

Persistent link: https://www.econbiz.de/10008935469

Skewness as an explanation of gambling in cumulative prospect theory

Law, David; Peel, David - In: Applied economics 41 (2009) 4/6, pp. 685-689

Persistent link: https://www.econbiz.de/10003830690

Bounded cumulative prospect theory : some implications for gambling outcomes

Cain, Michael; Law, David; Peel, David - In: Applied economics 40 (2008) 1/3, pp. 5-15

Persistent link: https://www.econbiz.de/10003721898

The Markowitz model of utility supplemented with a small degree of probability distortion as an explanation of outcomes of Allais experiments over large and small payoffs and gambl...

Peel, David; Zhang, Jie; Law, David - In: Applied economics 40 (2008) 1/3, pp. 17-26

Persistent link: https://www.econbiz.de/10003721900

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

ESTAR model with multiple fixed points : testing and estimation

Venetis, Ioannis A. (contributor); Payá, Ivan (contributor) - 2009

Persistent link: https://www.econbiz.de/10003817115

Linkages between Shanghai and Hong Kong stock indices

Zhang, Shenqiu (contributor); Payá, Ivan (contributor); … - 2009

Persistent link: https://www.econbiz.de/10003817122

The relationship between expected utility and higher monents for distributions captured by the Gram-Charlier class

Christodoulakis, George A.; Peel, David - In: Finance research letters 3 (2006) 4, pp. 273-276

Persistent link: https://www.econbiz.de/10003390655

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