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The impact of the ECB banking supervision announcements on the EU stock market

Baglioni, Angelo; Monticini, Andrea; Peel, David - 2021

We study the impact of ECB's supervisory announcements on the Bank Stock index, from 2013 through 2017. Our evidence shows that the news, related to supervisory actions, do have highly significant effects on the market price of banks, contributing to the volatility of the Bank Stock Index for...

Persistent link: https://www.econbiz.de/10012696090

Nonlinear causality tests and multivariate conditional heteroskedasticity : a simulation study

Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 3, pp. 297-312

Persistent link: https://www.econbiz.de/10009740330

Higher-order moments in the theory of diversification and portfolio composition

Ñíguez, Trino-Manuel; Payá, Ivan; Peel, David; … - 2013

Persistent link: https://www.econbiz.de/10009742347

On the potential for observational equivalence in experiments on risky choice when a power value function is assumed

Peel, David; Zhang, Jie - In: Economics letters 116 (2012) 1, pp. 8-10

Persistent link: https://www.econbiz.de/10009632824

Further examples of the impact of skewness on the expected utility of a risk-averse agent

Peel, David - In: Applied economics letters 19 (2012) 10/12, pp. 1117-1121

Persistent link: https://www.econbiz.de/10009656295

The Bank of Korea's nonlinear monetary policy rule

Koo, Jahyun; Payá, Ivan; Peel, David - In: Applied economics letters 19 (2012) 10/12, pp. 1193-1202

Persistent link: https://www.econbiz.de/10009656712

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

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

Advanced macroeconomics : a primer

Minford, Patrick; Peel, David - 2019 - Second edition

Persistent link: https://www.econbiz.de/10012024458

Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule

Nguyen, Anh D. M.; Pavlidis, Efthymios G.; Peel, David - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-16

Persistent link: https://www.econbiz.de/10011966001

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