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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

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

On the positive expected utility of combination wagers

Buraimo, Babatunde; Peel, David; Simmons, Robert - In: Decision analysis : a journal of the Institute for … 13 (2016) 3, pp. 209-212

Persistent link: https://www.econbiz.de/10011583483

Pure higher-order effects in the portfolio choice model

Ñíguez, Trino-Manuel; Payá, Ivan; Peel, David - In: Finance research letters 19 (2016), pp. 255-260

Persistent link: https://www.econbiz.de/10011657707

Episodes of exuberance in housing markets : in search of the smoking gun

Pavlidis, Efthymios; Yusupova, Alisa; Payá, Ivan; … - In: The journal of real estate finance and economics 53 (2016) 4, pp. 419-449

Persistent link: https://www.econbiz.de/10011717531