Narrow search
Showing 71 - 80 of 681
Cover Image
Simulating stock returns under switching regimes : a new test of market efficiency
Meenagh, David (contributor); Minford, Patrick (contributor) - 2006
Persistent link: https://www.econbiz.de/10003390751
Cover Image
The process followed by PPP data : on the properties of linearity tests
Payá, Ivan; Peel, David - In: Applied economics 37 (2005) 21, pp. 2515-2522
Persistent link: https://www.econbiz.de/10003241048
Cover Image
Estimates of US monetary policy rules with allowance for changes in the output gap
Peel, David; Payá, Ivan; Venetis, I. - In: Applied economics letters 11 (2004) 10, pp. 601-605
Persistent link: https://www.econbiz.de/10002194024
Cover Image
Asymmetry in the link between the Yield spread and industrial production : threshold effects and forecasting
Payá, Ivan; Venetis, Ioannis A.; Peel, David - In: Journal of forecasting 23 (2004) 5, pp. 373-384
Persistent link: https://www.econbiz.de/10002194877
Cover Image
Nonlinear PPP under the gold standard
Payá, Ivan (contributor); Peel, David (contributor) - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002203895
Cover Image
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
Cover Image
A new analysis of the determinants of the real dollar-sterling exchange rate : 1871 - 1994
Payá, Ivan (contributor); Peel, David (contributor) - 2005 - 1. ed.
Persistent link: https://www.econbiz.de/10002816241
Cover Image
Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap
Ioannidis, Christos; Peel, David - In: Economics letters 87 (2005) 2, pp. 221-226
Persistent link: https://www.econbiz.de/10002837387
Cover Image
Smooth transition models and arbitrage consistency
Peel, David; Venetis, Ioannis A. - In: Economica 72 (2005), pp. 413-430
Persistent link: https://www.econbiz.de/10003015359
Cover Image
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