David A. Peel : Citation Profile


Are you David A. Peel?

Lancaster University

23

H index

52

i10 index

3444

Citations

RESEARCH PRODUCTION:

226

Articles

46

Papers

3

Books

10

Chapters

RESEARCH ACTIVITY:

   48 years (1973 - 2021). See details.
   Cites by year: 71
   Journals where David A. Peel has often published
   Relations with other researchers
   Recent citing documents: 202.    Total self citations: 74 (2.1 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe143
   Updated: 2022-06-25    RAS profile: 2022-01-06    
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Relations with other researchers


Works with:

Paya, Ivan (7)

Pavlidis, Efthymios (6)

Georgalos, Konstantinos (2)

Kaivanto, Kim (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with David A. Peel.

Is cited by:

Chang, Tsangyao (64)

Taylor, Mark (56)

Bahmani-Oskooee, Mohsen (49)

Liew, Venus (45)

Cuestas, Juan (39)

Beckmann, Joscha (35)

Reitz, Stefan (31)

Sarno, Lucio (29)

Wu, Jyh-lin (28)

Baharumshah, Ahmad Zubaidi (28)

Nielsen, Morten (25)

Cites to:

Taylor, Mark (91)

Kilian, Lutz (52)

Sarno, Lucio (42)

Paya, Ivan (36)

Rogoff, Kenneth (35)

Obstfeld, Maurice (32)

Lothian, James (31)

Kahneman, Daniel (30)

Diebold, Francis (29)

Teräsvirta, Timo (29)

Granger, Clive (28)

Main data


Where David A. Peel has published?


Journals with more than one article published# docs
Economics Letters43
Applied Economics Letters23
Applied Economics13
Empirical Economics10
Economics Bulletin9
The Manchester School of Economic & Social Studies9
Bulletin of Economic Research8
Oxford Bulletin of Economics and Statistics6
Applied Financial Economics5
Scottish Journal of Political Economy5
Journal of Macroeconomics4
Studies in Nonlinear Dynamics & Econometrics4
Economic Modelling4
European Economic Review4
Journal of International Money and Finance4
Journal of Business Finance & Accounting3
Journal of Gambling Business and Economics3
Economica3
Economic Journal3
International Economic Review3
Review of World Economics (Weltwirtschaftliches Archiv)3
Manchester School3
Journal of Money, Credit and Banking3
Omega2
Journal of Political Economy2
Public Finance = Finances publiques2
The Quarterly Journal of Economics2
The Review of Economics and Statistics2
Finance Research Letters2
Journal of the Royal Statistical Society Series A2
Journal of Forecasting2
Journal of Money, Credit and Banking2
Journal of Forecasting2
The European Journal of Finance2
Oxford Economic Papers2

Working Papers Series with more than one paper published# docs
Working Papers / Lancaster University Management School, Economics Department24
CEPR Discussion Papers / C.E.P.R. Discussion Papers6
Working Papers. Serie AD / Instituto Valenciano de Investigaciones Econmicas, S.A. (Ivie)5
Discussion Papers (REL - Recherches Economiques de Louvain) / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)2
Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section2

Recent works citing David A. Peel (2021 and 2020)


YearTitle of citing document
2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

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2021TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION. (2021). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:09-21.

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2021Economic and Monetary Integration in ECOWAS Countries: A Panel VAR Approach to Identify Macroeconomic Shocks. (2021). Diop, Ibrahima Thione ; Ndongo, Asta. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:2:p:61-87.

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2022A Note on Bayesian Long-Term S&P 500 Factor Investing. (2019). Sarantsev, Andrey ; Reshad, Akram ; Grove, Taran. In: Papers. RePEc:arx:papers:1905.04603.

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2020Nexus between Economic Volatility, Trade Openness and FDI: An Application of ARDL, NARDL and Asymmetric Causality. (2020). Karim, Salma ; Qamruzzaman, MD. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:790-807.

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2022Exchange Rate Volatility and Exports: The Nigerian Scenario. (2022). Chukwuka, Ekechi ; Ebenyi, Gabriel O ; Uzoechina, Benedict I ; Saleh, Abubakar Sadiq ; Eze, Millicent Adanne ; Duru, Innocent U. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:v:12:y:2022:i:1:p:11-28:id:4404.

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2020Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band. (2020). Hernandez, Juan Ramon. In: Working Papers. RePEc:bdm:wpaper:2020-02.

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2021The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07.

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2020How Non-Diamond Exports Respond to Exchange Rate Volatility in Botswana. (2020). Motsatsi, Johane. In: Working Papers. RePEc:bid:wpaper:77.

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2021Thirty?year assessment of Asian Development Banks forecasts. (2021). Tsuchiya, Yoichi. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:35:y:2021:i:2:p:18-40.

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2020Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807.

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2020Predicting hedge fund performance when fund returns are skewed. (2020). Kumar, Alok ; Hutchinson, Mark C ; Heuson, Andrea J. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:4:p:877-896.

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2021Monetary policy and bubbles in US REITs. (2021). GUPTA, RANGAN ; Caraiani, Petre ; Clin, Adrian C. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:675-687.

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2020How does the executive pay gap influence audit fees? The roles of R&D investment and institutional ownership. (2020). Kim, Jeongbon ; Ge, Wenxia. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:5-6:p:677-707.

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2020Analyst underreaction and the post?forecast revision drift. (2020). Sougiannis, Theodore ; Narayanamoorthy, Ganapathi S ; Chen, Pochang ; Zhou, Hui. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:9-10:p:1151-1181.

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2022CEO cultural heritage and the pricing of audit services. (2022). Truong, Cameron ; Pham, Mia Hang. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:1-2:p:181-214.

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2022Disagreement about the past: An empirical assessment of bank analysts GAAP and non?GAAP earnings measures. (2022). Zhu, Jude Mengzhu ; Ho, Tuan ; Clatworthy, Mark A. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:3-4:p:588-624.

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2022Is the ECB’s conventional monetary policy state?dependent? An event study approach. (2022). Perdichizzi, Salvatore ; Torluccio, Giuseppe ; Cotugno, Matteo. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:2:p:213-236.

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2022Real Exchange Rates and Fundamentals in a new Markov?STAR Model. (2022). Sibbertsen, Philipp ; Ma, Jun ; Flock, Teresa ; Bertram, Philip . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:356-379.

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2020The impact of uncertainty on production relocation: Implications from a regional perspective. (2020). Lampon, Jesus F. In: Papers in Regional Science. RePEc:bla:presci:v:99:y:2020:i:3:p:427-446.

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2020Economic Policy Uncertainty and House Prices: Evidence from Geographical Regions of England and Wales. (2020). Choudhry, Taufiq. In: Real Estate Economics. RePEc:bla:reesec:v:48:y:2020:i:2:p:504-529.

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2020Inflation?Output Trade?Off in South Africa: Is the Phillips Curve Symmetric?. (2020). Komba, Coretha ; Ngalawa, Harold. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:4:p:472-494.

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2021On the asymmetric effects of exchange?rate volatility on trade flows: Evidence from US–UK Commodity Trade. (2021). Nasir, Muhammad Ali ; Huynh, Toan ; Bahmani-Oskooee, Mohsen ; Bahmanioskooee, Mohsen. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:1:p:51-102.

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2021Evaluating strange forecasts: The curious case of football match scorelines. (2021). Singleton, Carl ; Reade, J ; Brown, Alasdair. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:2:p:261-285.

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2021Exchange rate volatility and commodity trade between United States and Australia: An asymmetric analysis. (2021). Bahmani-Oskooee, Mohsen ; Harvey, Hanafiah ; Bahmanioskooee, Mohsen. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:6:p:1509-1700.

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2022The U.S.?Canadian trade and exchange rate uncertainty: Asymmetric evidence from commodity trade. (2022). Bahmani-Oskooee, Mohsen ; Harvey, Hanafiah ; Bahmanioskooee, Mohsen. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:3:p:841-866.

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2020Reading between the lines - Using text analysis to estimate the loss function of the ECB. (2020). Vanni, Ilona ; Kilponen, Juha ; Jalasjoki, Pirkka ; Haavio, Markus ; Paloviita, Maritta. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_012.

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2020How Much Better Is Commitment Policy Than Discretionary Policy? Evidence From Six Developed Economies. (2020). Patrick, Scott C. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:2:p:28:n:8.

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2021The Behavior of Divorce Rates: A Smooth Transition Regression Approach. (2021). Korhonen, Marko ; Marko, Korhonen ; Mikko, Puhakka. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:1:p:1-19:n:2.

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2020Temporal aggregation of random walk processes and implications for economic analysis. (2020). Ivan, Paya ; Yamin, Ahmad. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:2:p:20:n:4.

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2020Exchange rates in India: current account monetarism in a nonlinear context. (2020). CHAUBAL, ADITI ; Aditi, Chaubal. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:5:p:27:n:3.

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2021The Pricing of Unexpected Volatility in the Currency Market. (2021). Xu, Yongdeng ; Lu, Wenna ; Copeland, Laurence. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/16.

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2020THE LAW OF ONE PRICE, PURCHASING POWER PARITY AND EXCHANGE RATES: SETTING THE RECORD STRAIGHT. (2020). Pippenger, John. In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2n8899rp.

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2020Betting Market Efficiency in the Presence of Unfamiliar Shocks: The Case of Ghost Games during the Covid-19 Pandemic. (2020). Haucap, Justus ; Fischer, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8526.

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2021Survey-Based Structural Budget Balances. (2021). Wollmershauser, Timo ; Gottert, Marcell. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8911.

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2021Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8921.

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2021Exchange Rate Parities and Taylor Rule Deviations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8961.

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2021Tax Revenue Forecast Errors: Wrong Predictions of the Tax Base or the Elasticity?. (2021). Lehmann, Robert ; Göttert, Marcell ; Gottert, Marcell. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9148.

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2021Measuring Market Expectations. (2021). Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9305.

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2021Survey-Based Structural Budget Balances. (2021). Wollmershäuser, Timo ; Wollmershauser, Timo ; Gottert, Marcell. In: EconPol Working Paper. RePEc:ces:econwp:_59.

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2020Firm size and economic concentration: An analysis from lognormal expansion. (2020). Perote, Javier ; Lozada, Juan M ; Cortes, Lina. In: Documentos de Trabajo CIEF. RePEc:col:000122:018185.

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2020A simple unit root test consistent against any stationary alternative. (2020). Guay, Alain ; Bec, Frdric. In: Working Papers. RePEc:crs:wpaper:2020-28.

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2020Diagnosing Housing Fever with an Econometric Thermometer. (2020). Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2248.

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2020Common Bubble Detection in Large Dimensional Financial Systems. (2020). Phillips, Peter ; Shi, Shuping ; Chen, YE. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2251.

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2020Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16.

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2020Long-term Inflation Expectations and Central Bank Credibility. (2020). Gwak, Bopjun. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00364.

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2021What drives export performance in the BRICS countries? An ARDL investigation. (2021). da Silva, Cleomar Gomes ; Vieira, Flavio Vilela. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-01211.

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2021Is Real Gross Domestic Product (GDP) Series Stationary in EU Countries? Evidence from the RALS-CIPS Test. (2021). Zeren, Fatma ; Konat, Gkhan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00246.

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2020The predictive power of equilibrium exchange rate models. (2020). Rubaszek, Michał ; Mijakovic, Andrej ; Ca' Zorzi, Michele ; Michele Ca, ; Cap, Adam. In: Working Paper Series. RePEc:ecb:ecbwps:20202358.

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2020Stationarity Properties of Renewable Energy Consumption in the Commonwealth of Independent States. (2020). Yasar, Nermin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-23.

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2020Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x.

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2020A multilevel index of heterogeneous short-term and long-term debt dynamics. (2020). Golinelli, Roberto ; Bottazzi, Laura ; Bontempi, Maria. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301103.

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2021U.S. stock prices and the dot.com-bubble: Can dividend policy rescue the efficient market hypothesis?. (2021). Wegener, Christoph ; Vigne, Samuel A ; Klein, Tony ; Basse, Tobias. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000122.

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2021Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis. (2021). Bannour, Nawres ; ben Saad, Mouna ; Boubaker, Heni. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:592-608.

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2020Quantile nonlinear unit root test with covariates and an application to the PPP hypothesis. (2020). Zhao, Zhao ; Yang, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:728-736.

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2021Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China. (2021). Li, KE ; Wen, Huwei ; Zhao, Zhao. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:780-788.

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2021Facing up to the polysemy of purchasing power parity: New international evidence. (2021). Chen, Shyh-Wei ; Xie, Zixiong ; Hsieh, Chun-Kuei . In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:247-265.

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2020Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA. (2020). Pérez-Rodríguez, Jorge ; Lopez-Valcarcel, Beatriz Gonzalez ; Perez-Rodriguez, Jorge V ; Qian, Huanhuan ; Zhou, Xinmiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300723.

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2020Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach. (2020). Perote, Javier ; Mora-Valencia, Andrés ; Cortes, Lina M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818301980.

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2021How puzzling is the forward premium puzzle? A meta-analysis. (2021). Zigraiova, Diana ; Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000672.

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2022Betting market equilibrium with heterogeneous beliefs: A prospect theory-based model. (2022). Wang, Tongyao ; Gao, Jianjun ; Yu, Dian. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:1:p:137-151.

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2020Date-stamping multiple bubble regimes. (2020). Whitehouse, Emily ; Leybourne, Stephen J ; Harvey, David I. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:226-246.

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2021Can interest rate factors explain exchange rate fluctuations?. (2021). Yung, Julieta. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:34-56.

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2020Time-varying persistence in real oil prices and its determinant. (2020). Wegener, Christoph ; Kruse, Robinson. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319300805.

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2020Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel. (2020). Smyth, Russell ; liddle, brantley ; Zhang, Xibin. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300207.

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2020Mild explosivity in recent crude oil prices. (2020). Paraskevopoulos, Ioannis ; McCrorie, Roderick J ; Figuerola-Ferretti, Isabel. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319301471.

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2020The relationship between oil prices and exchange rates: Revisiting theory and evidence. (2020). Czudaj, Robert ; Beckmann, Joscha ; Arora, Vipin. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301122.

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2020Reviewing the oil price–GDP growth relationship: A replication study. (2020). Walther, Thomas ; Klein, Tony ; Charfeddine, Lanouar. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301262.

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2021Testing the persistence of shocks on renewable energy consumption: Evidence from a quantile unit-root test with smooth breaks. (2021). Lee, Chien-Chiang ; Ranjbar, Omid. In: Energy. RePEc:eee:energy:v:215:y:2021:i:pb:s0360544220322970.

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2021Driven by fundamentals or exploded by emotions: Detecting bubbles in oil prices. (2021). Lobon, Oana-Ramona ; Abbas, Syed Kumail ; Su, Chi-Wei ; Umar, Muhammad. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s036054422101121x.

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2021The international spread of COVID-19 stock market collapses. (2021). De Pace, Pierangelo ; DePace, Pierangelo ; Contessi, Silvio. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317086.

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2021Wealth Distribution across Countries: Quality of Weibull, Dagum and Burr XII in Estimating Wealth over Time. (2021). Tzur, Joseph ; Jacobi, Arie. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001045.

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2020Estimating unknown arbitrage costs: Evidence from a 3-regime threshold vector error correction model. (2020). Urban, Jorg ; Ters, Kristyna. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119300084.

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2021Optimal annuity demand for general expected utility agents. (2021). Levante, Lucia ; de Gennaro, Luca ; Bernard, Carole. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pa:p:70-79.

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2021Exchange rates and fundamentals: Further evidence based on asymmetric causality test. (2021). Baharumshah, Ahmad Zubaidi ; Soon, Siew-Voon. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:67-84.

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2021Causal and frequency analyses of purchasing power parity. (2021). Nagayasu, Jun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000068.

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2021Emerging stock market exuberance and international short-term flows. (2021). Gözgör, Giray ; Gozgor, Giray ; Yan, Cheng ; Wang, Xichen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001323.

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2020Statistical learning and exchange rate forecasting. (2020). Pelagatti, Matteo ; Colombo, Emilio. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1260-1289.

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2020Forecasting and forecast narratives: The Bank of England Inflation Reports. (2020). Reade, J ; Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1488-1500.

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2022Informational efficiency and behaviour within in-play prediction markets. (2022). Singleton, Carl ; De Angelis, Luca ; Angelini, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:282-299.

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2020Modeling asset returns under time-varying semi-nonparametric distributions. (2020). Iguez, Trino-Manuel ; Leon, Angel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301369.

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2020The yield spreads ability to forecast economic activity: What have we learned after 30 years of studies?. (2020). Papadamou, Stephanos ; Siriopoulos, Costas ; Evgenidis, Anastasios. In: Journal of Business Research. RePEc:eee:jbrese:v:106:y:2020:i:c:p:221-232.

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2022Digital economy: An innovation driver for total factor productivity. (2022). Ma, Lisha ; Wang, Zhuwang ; Xie, Tao ; Pan, Wenrong. In: Journal of Business Research. RePEc:eee:jbrese:v:139:y:2022:i:c:p:303-311.

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2021The state-dependent trading behavior of banks in the oil futures market. (2021). Rieth, Malte ; Velinov, Anton ; Bierbaumer, Daniel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:1011-1024.

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2020Explosive dynamics in house prices? An exploration of financial market spillovers in housing markets around the world. (2020). Martínez García, Enrique ; Grossman, Valerie ; Martinez-Garcia, Enrique. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:101:y:2020:i:c:s0261560618305813.

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2020Revisiting the persistence of real exchange rates. (2020). Wu, Jyh-Lin ; Chen, Show-Lin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:103:y:2020:i:c:s0261560618305710.

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2020Exchange rate forecasting on a napkin. (2020). Rubaszek, Michał ; Ca, Michele ; Michele Ca, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s026156061830192x.

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2020Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks. (2020). Pavlidis, Efthymios ; Vasilopoulos, Kostas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301789.

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2021Monetary policy spillovers under intermediate exchange rate regimes. (2021). Ahmed, Rashad. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:112:y:2021:i:c:s0261560620302989.

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2021Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2021). Hudepohl, Thomas ; de Vette, Nander ; van Lamoen, Ryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:118:y:2021:i:c:s0261560621001224.

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2020Money demand and seignorage maximization before the end of the Zimbabwean dollar. (2020). NDHLELA, THANDINKOSI ; Miller, Stephen Matteo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070419300539.

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2020Testing for asymmetry in monetary policy rule for small-open developing economies: Multiscale Bayesian quantile evidence from Ghana. (2020). Akosah, Nana ; Schaling, Eric ; Alagidede, Imhotep Paul. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300293.

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2021Detecting speculative bubbles in metal prices: Evidence from GSADF test and machine learning approaches. (2021). yilanci, Veli ; Ozbugday, Fatih Cemil ; Özgür, Önder ; Ozgur, Onder. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003160.

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2021What drives oil prices? — A Markov switching VAR approach. (2021). Fu, Chengbo ; Liu, Tangyong ; Chen, Liqing ; Guan, Keqin ; Gong, XU. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003263.

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2021Exploring the dynamic relationship between Bitcoin and commodities: New insights through STECM model. (2021). Regaieg, Rym ; Bejaoui, Azza ; Mgadmi, Nidhal ; Moussa, Wajdi. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004256.

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2021Spatial differentiation characteristics and driving mechanism of rural-industrial Land transition: A case study of Beijing-Tianjin-Hebei region, China. (2021). Zhang, Zhengfeng ; Xu, Mengyao. In: Land Use Policy. RePEc:eee:lauspo:v:102:y:2021:i:c:s0264837720325771.

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2021Fair shares? Advancing land economics through cooperative game theory. (2021). Halleux, Jean-Marie ; van der Krabben, Erwin ; Sommervoll, Dag Einar ; EinarSommervoll, Dag ; Nordahl, Berit Irene ; Ary, D ; Dethier, Perrine ; Eika, Anders ; Lord, Alexander ; Gu, Yiquan. In: Land Use Policy. RePEc:eee:lauspo:v:106:y:2021:i:c:s026483772100123x.

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2020Correlation analysis and systemic risk measurement of regional, financial and global stock indices. (2020). Stanley, Eugene H ; Qiao, Zhilin ; Han, Qian ; Chen, Lin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119315158.

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2020Lotka–Volterra signals in ASEAN currency exchange rates. (2020). White, Reilly ; Marinakis, Yorgos D ; Walsh, Steven T. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320862.

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2020Do market participants misprice lottery-type assets? Evidence from the European soccer betting market. (2020). Franke, Maximilian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:1-18.

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2022Fiscal opacity and reduction of income inequality through taxation: Effects on economic growth. (2022). de Mendonça, Helder ; Baca, Adriana Cabrera ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:69-82.

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More than 100 citations found, this list is not complete...

Works by David A. Peel:


YearTitleTypeCited
1986What Can Economics Learn from Political Science, and Vice Versa? In: American Economic Review.
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2015Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation. In: Working Papers.
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1973Some Implications of Utility Maximizing Firms: A Note. In: Bulletin of Economic Research.
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1976The Cost Function. In: Bulletin of Economic Research.
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1977Derived Demand and Oligopoly. In: Bulletin of Economic Research.
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1979A Dynamic Model of the Demand for Labour Services. In: Bulletin of Economic Research.
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1984Testing for Unbiasedness and Efficiency under Incomplete Current Information. In: Bulletin of Economic Research.
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1985Some Further Evidence on the Predictability of UK Asset Prices [Efficient Capital Markets: A Review of Theory and Empirical Work]. In: Bulletin of Economic Research.
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2003The Favourite?Longshot Bias, Bookmaker Margins and Insider Trading in a Variety of Betting Markets In: Bulletin of Economic Research.
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2013AN EXAMPLE OF AN OPTIMAL FORECAST EXHIBITING DECREASING BIAS WITH INCREASING FORECAST HORIZON In: Bulletin of Economic Research.
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2012THE DECISIONS OF THE SHADOW MONETARY POLICY COMMITTEE AND MONETARY POLICY COMMITTEE SINCE 2002 In: Economic Affairs.
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2001The Relationship between Two Indicators of Insider Trading in British Racetrack Betting In: Economica.
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2005Smooth Transition Models and Arbitrage Consistency In: Economica.
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2005Smooth transition models and arbitrage consistency.(2005) In: Working Papers.
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2009A More General Non?expected Utility Model as an Explanation of Gambling Outcomes for Individuals and Markets In: Economica.
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1975The Determinants of the Natural Rate of Unemployment in the Neoclassical Model In: The Economic Record.
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1997Information Disclosure to Employees and Rational Expectations: a Game?Theoretical Perspective: a Comment In: Journal of Business Finance & Accounting.
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2003The Time Series Properties of Financial Ratios: Lev Revisited In: Journal of Business Finance & Accounting.
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2018On the persistence and dynamics of Big 4 real audit fees: Evidence from the UK In: Journal of Business Finance & Accounting.
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1997Modelling Political Popularity: an Analysis of Long?range Dependence in Opinion Poll Series In: Journal of the Royal Statistical Society Series A.
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2002Modelling political popularity: a correction In: Journal of the Royal Statistical Society Series A.
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1977ON THE CASE FOR INDEXATION OF WAGES AND SALARIES In: Kyklos.
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1974A Further Note on the Behaviour of Profit Shares in British Manufacturing Industry. In: The Manchester School of Economic & Social Studies.
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1976The Internal/External Labour Market and the Rate of Wage Inflation in UK Manufacturing Industry. In: The Manchester School of Economic & Social Studies.
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1979On the Dynamic Stability of Monetary Models When the Money Supply is Endogenous. In: The Manchester School of Economic & Social Studies.
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1981The Role of Monetary Stabilization Policy under Rational Expectations. In: The Manchester School of Economic & Social Studies.
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1983Some Implications of Partial Current Information Sets in Macroeconomic Models Embodying Rational Expectations. In: The Manchester School of Economic & Social Studies.
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1987On Testing the Relationship between Exchange Rate Movements and Monetary Surprises: A Comment. In: The Manchester School of Economic & Social Studies.
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1990On Testing for Unbiasedness and Efficiency of Forecasts. In: The Manchester School of Economic & Social Studies.
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1995Time-Varying Risk Premia and the Term Structure of Forward Exchange Rates. In: The Manchester School of Economic & Social Studies.
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1996Long-Memory Risk Premia in Exchange Rates. In: The Manchester School of Economic & Social Studies.
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2000Non?Linear Dynamics of Inflation in High Inflation Economies In: Manchester School.
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2001The Incidence of Insider Trading in Betting Markets and the Gabriel and Marsden Anomaly In: Manchester School.
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2003Purchasing Power Parity Adjustment Speeds in High Frequency Data when the Equilibrium Real Exchange Rate is Proxied by a Deterministic Trend In: Manchester School.
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1975The Specification of the Short-Run Employment Function: An Empirical Investigation of the Demand for Labour in the UK Manufacturing Sector, 1955-1972. In: Oxford Bulletin of Economics and Statistics.
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1975A Monte Carlo Study of the Phillips Curve with Errors in Variables. In: Oxford Bulletin of Economics and Statistics.
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1976The Shake-Out Hypothesis: A Note. In: Oxford Bulletin of Economics and Statistics.
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1977An Empirical Investigation of Inflationary Expectations. In: Oxford Bulletin of Economics and Statistics.
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1986On Lagged Adjustment, Permanent Income, Expectations Formation and the Demand for Money. In: Oxford Bulletin of Economics and Statistics.
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2003Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS In: Oxford Bulletin of Economics and Statistics.
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1974The Wage Variable and the Phillips Curve. In: Scottish Journal of Political Economy.
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1975The Wage Variable and the Phillips Curve: A Rejoinder. In: Scottish Journal of Political Economy.
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1988Outcome Uncertainty and the Demand for Football: An Analysis of Match Attendances in the English Football League. In: Scottish Journal of Political Economy.
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2000The Favourite?Longshot Bias and Market Efficiency in UK Football betting In: Scottish Journal of Political Economy.
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2003Optimal monetary policy: is price?level targeting the next step? In: Scottish Journal of Political Economy.
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2006Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004 In: Studies in Nonlinear Dynamics & Econometrics.
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2010Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form In: Studies in Nonlinear Dynamics & Econometrics.
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2009Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form.(2009) In: Working Papers.
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2013Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study In: Studies in Nonlinear Dynamics & Econometrics.
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2018Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule In: Studies in Nonlinear Dynamics & Econometrics.
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2008Subjective Skewness of Return as an Explanation of the Optimal Choice between Gambles in Cumulative Prospect Theory In: Journal of Gambling Business and Economics.
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2008Further Analysis of the Markowitz Model of Utility with a Small Degree of Probability Distortion In: Journal of Gambling Business and Economics.
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2009An Explanation of Optimal Each-Way Bets based on Non-Expected Utility Theory In: Journal of Gambling Business and Economics.
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2005On the equality of Real Interest Rates across borders in Integrated Capital Markets In: Cardiff Economics Working Papers.
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2006On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets.(2006) In: CEPR Discussion Papers.
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2007On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets.(2007) In: Open Economies Review.
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2006Simulating Stock Returns under switching regimes - a new test of market efficiency In: Cardiff Economics Working Papers.
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2006Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency.(2006) In: CEPR Discussion Papers.
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2007Simulating stock returns under switching regimes - A new test of market efficiency.(2007) In: Economics Letters.
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2001Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles In: CEPR Discussion Papers.
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2001Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles..(2001) In: International Economic Review.
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2002Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997 In: CEPR Discussion Papers.
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2003 Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997..(2003) In: Journal of Money, Credit and Banking.
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2002Exploitability as a Specification Test of the Phillips Curve In: CEPR Discussion Papers.
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2004Calvo Contracts: A Critique In: CEPR Discussion Papers.
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2021The Impact of the ECB Banking Supervision Announcements on the EU Stock Market In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
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1981On Optimal Returns to a Factor In: Discussion Papers (REL - Recherches Economiques de Louvain).
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1983The Life Cycle Hypothesis and Rational Expectations : Some Further Empirical Results In: Discussion Papers (REL - Recherches Economiques de Louvain).
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1991Economic Forecasting In: Cambridge Books.
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2018A NONLINEAR ANALYSIS OF THE REAL EXCHANGE RATE–CONSUMPTION RELATIONSHIP In: Macroeconomic Dynamics.
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2007Betting on odds on Favorites as an Optimal Choice in Cumulative Prospect Theory In: Economics Bulletin.
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2007Some implications of a quartic loss function In: Economics Bulletin.
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2009The Central Bank Inflation Bias in the Presence of Asymmetric Preferences and Non-Normal Shocks In: Economics Bulletin.
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2009Testing for central bank independence and inflation using the wild bootstrap In: Economics Bulletin.
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2010Further empirical evidence of nonlinearity in the us monetary policy rule In: Economics Bulletin.
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2013On the Implications of the Markowitz Model of Utility embodying Gain Seeking Preferences for Odds on Betting and Bookmakers choice of Spread or Odds Betting In: Economics Bulletin.
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2016Loss Aversion and Ruinous Optimal Wagering in the Markowitz Model of Non-Expected Utility In: Economics Bulletin.
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2017LOSS AVERSION AND RUINOUS OPTIMAL WAGERS IN CUMULATIVE PROSPECT THEORY In: Economics Bulletin.
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2019Pre-Decision Side-Bet Sequences In: Economics Bulletin.
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2017Pre-Decision Side-Bet Sequences.(2017) In: Working Papers.
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2003Optimal Discretionary Monetary Policy in a Model of Asymmetric Central Bank Preferences In: Economic Journal.
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1979Divergent Expectations and the Dynamic Stability of Some Simple Macro Economic Models. In: Economic Journal.
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1985Surprises in the Consumption Function, Incomplete Current Information, and Moving Average Errors: A Note [Stochastic Implications of the Life Cycle Permanent Income Hypothesis: Theory and Evidence]. In: Economic Journal.
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2007Evaluating the properties of analysts’ forecasts: A bootstrap approach In: The British Accounting Review.
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2005Non-linearity in stock index returns: the volatility and serial correlation relationship In: Economic Modelling.
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1985Behaviour of the Liverpool model with weight given to alternative public forecasts In: Economic Modelling.
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1986Public forecasts and their impact on expectation formation In: Economic Modelling.
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1986Expectations formation, public forecasts and the wage equation In: Economic Modelling.
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2009The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory In: Economics Letters.
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2010The forward premium puzzle in the interwar period and deviations from covered interest parity In: Economics Letters.
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2010Habit and long memory in UK lottery sales In: Economics Letters.
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2010Systematic and varying biases in parallel state contingent gambling markets In: Economics Letters.
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2010On lottery sales, jackpot sizes and irrationality: A cautionary note In: Economics Letters.
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2011The impact of ECB and FED announcements on the Euro interest rates In: Economics Letters.
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2010The Impact of ECB and FED announcements on the Euro Interest Rates.(2010) In: DEP - series of economic working papers.
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2012On the potential for observational equivalence in experiments on risky choice when a power value function is assumed In: Economics Letters.
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2013Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets In: Economics Letters.
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1983On the effectiveness of automatic stabilizers under rational expectations when there is partial current information In: Economics Letters.
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2015Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation In: Economics Letters.
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2017Wagering on more than one outcome in an event in Cumulative Prospect Theory and Rank Dependent Utility In: Economics Letters.
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1985Some empirical evidence on the determinants of incomes policies in the UK In: Economics Letters.
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1986The velocity of money and the random walk hypothesis In: Economics Letters.
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1987Further empirical evidence on popularity and electoral cycle effects In: Economics Letters.
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1988Critical bounds for MA(2) and MA(3) processes In: Economics Letters.
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1988Economic surprises and the behaviour of asset prices : Some analyses and further empirical results In: Economics Letters.
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1979On dynamic stability in monetary models which incorporate short- and long-run expectations of inflation in the demand for the money function In: Economics Letters.
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1982The political theory of the business cycle.(1982) In: European Economic Review.
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1991Some evidence on the efficiency of the sterling-dollar and sterling-franc forward exchange rates in the interwar period In: Economics Letters.
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1991Estimates of a traditional aggregate import demand model for five countries In: Economics Letters.
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1991The effects of exchange rate volatility on exports : Some new estimates In: Economics Letters.
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1998The slope of the yield curve and real economic activity: tracing the transmission mechanism In: Economics Letters.
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1998A note on some properties of the ESTAR model In: Economics Letters.
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1981Non-uniqueness and the role of the monetary authorities In: Economics Letters.
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2005Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap In: Economics Letters.
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1981Unemployment and the replacement ratio : Some reduced form estimates for the UK In: Economics Letters.
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2006On the speed of adjustment in ESTAR models when allowance is made for bias in estimation In: Economics Letters.
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2007Deterministic impulse response in a nonlinear model. An analytical expression In: Economics Letters.
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2007Implementing the wild bootstrap using a two-point distribution In: Economics Letters.
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1982The government behavioural constraint in rational expectations models In: Economics Letters.
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1977Unemployment and unanticipanted inflation: Some empirical results for six countries In: European Economic Review.
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1979Inflation and output dynamics with a floating exchange rate In: European Economic Review.
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1991Forward foreign exchange rates and risk premia--a reappraisal In: Journal of International Money and Finance.
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1994Purchasing power parity yet again: evidence from spatially separated commodity markets In: Journal of International Money and Finance.
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2000Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals In: Journal of International Money and Finance.
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1985Global capital markets and the impact of changes in the money stock on real activity In: Journal of Macroeconomics.
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1986The impact of benefits on unemployment in Britain in the interwar period: Some further empirical evidence In: Journal of Macroeconomics.
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