26
H index
56
i10 index
3889
Citations
David A. Peel : Citation Profile
Lancaster University | RESEARCH PRODUCTION: 246 Articles 49 Papers 3 Books 10 Chapters RESEARCH ACTIVITY:
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51 years (1973 - 2024). Relations with other researchers
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Authors registered in RePEc who have co-authored more than one work in the last five years with David A. Peel. | Is cited by:
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Main data
Where David A. Peel has published?
Recent works citing David A. Peel (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2405.02087. Full description at Econpapers || Download paper |
| 2024 | Risk aversion and favourite–longshot bias in a competitive fixed?odds betting market. (2024). Whelan, Karl. In: Economica. RePEc:bla:econom:v:91:y:2024:i:361:p:188-209. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Central bank forecasting: A survey. (2024). Sekkel, Rodrigo ; Binder, Carola. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:342-364. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Monetary policy rules: the market’s view.. (2024). Masolo, Riccardo M. ; di Pace, Federico ; Mangiante, Giacomo. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def137. Full description at Econpapers || Download paper |
| 2024 | Price controls against “greedflation”: lessons from the debate over incomes policy. (2024). Clerc, Basile. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-11. Full description at Econpapers || Download paper |
| 2024 | Macroeconomic Stability in Bangladesh: Unraveling the Nexus between Exchange Rate, Inflation, and Export Dynamics through Nonlinear Modeling. (2024). Rumaly, Nishat ; Biswas, Al Amin ; A. H. M. Shahriar, ; Golder, Uttam ; Alam, Mohammad Jahangir ; Rayhan, Md Johir. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-19. Full description at Econpapers || Download paper |
| 2024 | Nonlinear dynamics of Kimchi premium. (2024). Yang, Yangzhuoran Fin ; Koo, Bonsoo ; Seo, Myung Hwan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000828. Full description at Econpapers || Download paper |
| 2024 | The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436. Full description at Econpapers || Download paper |
| 2024 | Price exuberance episodes in private real estate. (2024). Urga, Giovanni ; Tsolacos, Sotiris ; Cincinelli, Peter. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924000858. Full description at Econpapers || Download paper |
| 2024 | Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335. Full description at Econpapers || Download paper |
| 2024 | The forward premium anomaly and the currency carry trade hypothesis. (2024). Smyrnakis, Dimitris ; Tzavalis, Elias ; Elias, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:203-218. Full description at Econpapers || Download paper |
| 2024 | Credit risk and bubble behavior of credit default swaps in the corporate energy sector. (2024). Figuerola-Ferretti, Isabel ; Cervera, Ignacio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:702-731. Full description at Econpapers || Download paper |
| 2025 | The exchange rate passthrough to domestic prices, new evidence from Colombia. (2025). Andrian, Leandro Gaston ; Lvarez, Laura Giles ; Chvez, Augusto ; Larrahondo, Cristhian. In: IDB Publications (Working Papers). RePEc:idb:brikps:13959. Full description at Econpapers || Download paper |
| 2024 | Robots, firm relocation, and air pollution: unveiling the unintended spatial spillover effects of emerging technology. (2024). Wu, Qingyang ; Wang, Yanying. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03100-7. Full description at Econpapers || Download paper |
| 2024 | Effect of Exchange Rate Volatility on Exports: An Empirical Analysis of Disaggregated Data of the Indian Manufacturing Sector. (2024). Bhatt, K N. In: Arthaniti: Journal of Economic Theory and Practice. RePEc:sae:artjou:v:23:y:2024:i:2:p:244-268. Full description at Econpapers || Download paper |
| 2024 | Are Betting Markets Inefficient? Evidence From Simulations and Real Data. (2024). Makarewicz, Tomasz ; Deutscher, Christian ; Tting, Marius ; Winkelmann, David. In: Journal of Sports Economics. RePEc:sae:jospec:v:25:y:2024:i:1:p:54-97. Full description at Econpapers || Download paper |
| 2025 | What are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles. (2025). Baumann, Michael Heinrich ; Janischewski, Anja. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep065. Full description at Econpapers || Download paper |
| 2024 | Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148. Full description at Econpapers || Download paper |
Works by David A. Peel:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1986 | What Can Economics Learn from Political Science, and Vice Versa? In: American Economic Review. [Full Text][Citation analysis] | article | 4 |
| 2015 | Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation. In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1973 | Some Implications of Utility Maximizing Firms: A Note. In: Bulletin of Economic Research. [Citation analysis] | article | 0 |
| 1976 | The Cost Function. In: Bulletin of Economic Research. [Citation analysis] | article | 0 |
| 1977 | Derived Demand and Oligopoly. In: Bulletin of Economic Research. [Citation analysis] | article | 0 |
| 1979 | A Dynamic Model of the Demand for Labour Services. In: Bulletin of Economic Research. [Citation analysis] | article | 0 |
| 1984 | Testing for Unbiasedness and Efficiency under Incomplete Current Information. In: Bulletin of Economic Research. [Citation analysis] | article | 0 |
| 1985 | Some Further Evidence on the Predictability of UK Asset Prices [Efficient Capital Markets: A Review of Theory and Empirical Work]. In: Bulletin of Economic Research. [Citation analysis] | article | 0 |
| 2003 | The Favourite‐Longshot Bias, Bookmaker Margins and Insider Trading in a Variety of Betting Markets In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 35 |
| 2013 | AN EXAMPLE OF AN OPTIMAL FORECAST EXHIBITING DECREASING BIAS WITH INCREASING FORECAST HORIZON In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2012 | THE DECISIONS OF THE SHADOW MONETARY POLICY COMMITTEE AND MONETARY POLICY COMMITTEE SINCE 2002 In: Economic Affairs. [Full Text][Citation analysis] | article | 2 |
| 1998 | Modelling Business Cycle Nonlinearity in Conditional Mean and Conditional Variance: Some International and Sectoral Evidence In: Economica. [Full Text][Citation analysis] | article | 0 |
| 2001 | The Relationship between Two Indicators of Insider Trading in British Racetrack Betting In: Economica. [Full Text][Citation analysis] | article | 4 |
| 2005 | Smooth Transition Models and Arbitrage Consistency In: Economica. [Full Text][Citation analysis] | article | 11 |
| 2005 | Smooth transition models and arbitrage consistency.(2005) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2009 | A More General Non‐expected Utility Model as an Explanation of Gambling Outcomes for Individuals and Markets In: Economica. [Full Text][Citation analysis] | article | 7 |
| 1975 | The Determinants of the Natural Rate of Unemployment in the Neoclassical Model In: The Economic Record. [Full Text][Citation analysis] | article | 2 |
| 1997 | Information Disclosure to Employees and Rational Expectations: a Game‐Theoretical Perspective: a Comment In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 0 |
| 2003 | The Time Series Properties of Financial Ratios: Lev Revisited In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 20 |
| 2018 | On the persistence and dynamics of Big 4 real audit fees: Evidence from the UK In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 9 |
| 1997 | Modelling Political Popularity: an Analysis of Long‐range Dependence in Opinion Poll Series In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 37 |
| 2002 | Modelling political popularity: a correction In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 5 |
| 1977 | ON THE CASE FOR INDEXATION OF WAGES AND SALARIES In: Kyklos. [Full Text][Citation analysis] | article | 0 |
| 1974 | A Further Note on the Behaviour of Profit Shares in British Manufacturing Industry. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 0 |
| 1976 | The Internal/External Labour Market and the Rate of Wage Inflation in UK Manufacturing Industry. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 0 |
| 1979 | On the Dynamic Stability of Monetary Models When the Money Supply is Endogenous. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 1 |
| 1981 | The Role of Monetary Stabilization Policy under Rational Expectations. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 4 |
| 1983 | Some Implications of Partial Current Information Sets in Macroeconomic Models Embodying Rational Expectations. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 8 |
| 1987 | On Testing the Relationship between Exchange Rate Movements and Monetary Surprises: A Comment. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 0 |
| 1990 | On Testing for Unbiasedness and Efficiency of Forecasts. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 160 |
| 1995 | Time-Varying Risk Premia and the Term Structure of Forward Exchange Rates. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 1 |
| 1996 | Long-Memory Risk Premia in Exchange Rates. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 6 |
| 2000 | Non‐Linear Dynamics of Inflation in High Inflation Economies In: Manchester School. [Full Text][Citation analysis] | article | 4 |
| 2001 | The Incidence of Insider Trading in Betting Markets and the Gabriel and Marsden Anomaly In: Manchester School. [Full Text][Citation analysis] | article | 7 |
| 2003 | Purchasing Power Parity Adjustment Speeds in High Frequency Data when the Equilibrium Real Exchange Rate is Proxied by a Deterministic Trend In: Manchester School. [Full Text][Citation analysis] | article | 9 |
| 1975 | The 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. [Citation analysis] | article | 1 |
| 1975 | A Monte Carlo Study of the Phillips Curve with Errors in Variables. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 0 |
| 1976 | The Shake-Out Hypothesis: A Note. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 0 |
| 1977 | An Empirical Investigation of Inflationary Expectations. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 5 |
| 1986 | On Lagged Adjustment, Permanent Income, Expectations Formation and the Demand for Money. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 1 |
| 2003 | Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 28 |
| 1974 | The Wage Variable and the Phillips Curve. In: Scottish Journal of Political Economy. [Citation analysis] | article | 0 |
| 1975 | The Wage Variable and the Phillips Curve: A Rejoinder. In: Scottish Journal of Political Economy. [Citation analysis] | article | 0 |
| 1988 | Outcome Uncertainty and the Demand for Football: An Analysis of Match Attendances in the English Football League. In: Scottish Journal of Political Economy. [Citation analysis] | article | 80 |
| 2000 | The Favourite‐Longshot Bias and Market Efficiency in UK Football betting In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 64 |
| 2003 | Optimal monetary policy: is price‐level targeting the next step? In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 9 |
| 2006 | Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004 In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 15 |
| 2010 | Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 15 |
| 2009 | Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2013 | Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2018 | Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2008 | Subjective Skewness of Return as an Explanation of the Optimal Choice between Gambles in Cumulative Prospect Theory In: Journal of Gambling Business and Economics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Further Analysis of the Markowitz Model of Utility with a Small Degree of Probability Distortion In: Journal of Gambling Business and Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | An Explanation of Optimal Each-Way Bets based on Non-Expected Utility Theory In: Journal of Gambling Business and Economics. [Full Text][Citation analysis] | article | 0 |
| 2005 | On the equality of Real Interest Rates across borders in Integrated Capital Markets In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2006 | On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2007 | On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets.(2007) In: Open Economies Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2006 | Simulating Stock Returns under switching regimes - a new test of market efficiency In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2006 | Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2007 | Simulating stock returns under switching regimes - A new test of market efficiency.(2007) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2001 | Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 741 |
| 2001 | Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles..(2001) In: International Economic Review. [Citation analysis] This paper has nother version. Agregated cites: 741 | article | |
| 2002 | Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997 In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
| 2003 | Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997..(2003) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2002 | Exploitability as a Specification Test of the Phillips Curve In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2004 | Calvo Contracts: A Critique In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2021 | The Impact of the ECB Banking Supervision Announcements on the EU Stock Market In: DISCE - Working Papers del Dipartimento di Economia e Finanza. [Full Text][Citation analysis] | paper | 6 |
| 1981 | On Optimal Returns to a Factor In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] | paper | 0 |
| 1983 | The Life Cycle Hypothesis and Rational Expectations : Some Further Empirical Results In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] | paper | 0 |
| 1991 | Economic Forecasting In: Cambridge Books. [Citation analysis] | book | 2 |
| 2018 | A NONLINEAR ANALYSIS OF THE REAL EXCHANGE RATE–CONSUMPTION RELATIONSHIP In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2007 | Betting on odds on Favorites as an Optimal Choice in Cumulative Prospect Theory In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2007 | Some implications of a quartic loss function In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2009 | The Central Bank Inflation Bias in the Presence of Asymmetric Preferences and Non-Normal Shocks In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2009 | Testing for central bank independence and inflation using the wild bootstrap In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2010 | Further empirical evidence of nonlinearity in the us monetary policy rule In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2013 | On 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. [Full Text][Citation analysis] | article | 0 |
| 2016 | Loss Aversion and Ruinous Optimal Wagering in the Markowitz Model of Non-Expected Utility In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2017 | LOSS AVERSION AND RUINOUS OPTIMAL WAGERS IN CUMULATIVE PROSPECT THEORY In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2019 | Pre-Decision Side-Bet Sequences In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2017 | Pre-Decision Side-Bet Sequences.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2003 | Optimal Discretionary Monetary Policy in a Model of Asymmetric Central Bank Preferences In: Economic Journal. [Full Text][Citation analysis] | article | 165 |
| 1979 | Divergent Expectations and the Dynamic Stability of Some Simple Macro Economic Models. In: Economic Journal. [Full Text][Citation analysis] | article | 2 |
| 1985 | Surprises 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. [Full Text][Citation analysis] | article | 0 |
| 2007 | Evaluating the properties of analysts’ forecasts: A bootstrap approach In: The British Accounting Review. [Full Text][Citation analysis] | article | 3 |
| 2005 | Non-linearity in stock index returns: the volatility and serial correlation relationship In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 1985 | Behaviour of the Liverpool model with weight given to alternative public forecasts In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 1986 | Public forecasts and their impact on expectation formation In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 1986 | Expectations formation, public forecasts and the wage equation In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 2009 | The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2010 | The forward premium puzzle in the interwar period and deviations from covered interest parity In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2010 | Habit and long memory in UK lottery sales In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2010 | Systematic and varying biases in parallel state contingent gambling markets In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2010 | On lottery sales, jackpot sizes and irrationality: A cautionary note In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2011 | The impact of ECB and FED announcements on the Euro interest rates In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
| 2010 | The Impact of ECB and FED announcements on the Euro Interest Rates.(2010) In: DEP - series of economic working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2012 | On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
| 2012 | On the potential for observational equivalence in experiments on risky choice when a power value function is assumed In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2013 | Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1983 | On the effectiveness of automatic stabilizers under rational expectations when there is partial current information In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2015 | Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2017 | Wagering on more than one outcome in an event in Cumulative Prospect Theory and Rank Dependent Utility In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 1985 | Some empirical evidence on the determinants of incomes policies in the UK In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1986 | The velocity of money and the random walk hypothesis In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2024 | On skew preference or non-skew preference of a CPT DM revealed in lottery choices with three payoffs In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1987 | Further empirical evidence on popularity and electoral cycle effects In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1988 | Critical bounds for MA(2) and MA(3) processes In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1988 | Economic surprises and the behaviour of asset prices : Some analyses and further empirical results In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1979 | On dynamic stability in monetary models which incorporate short- and long-run expectations of inflation in the demand for the money function In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1979 | On the political theory of the business cycle In: Economics Letters. [Full Text][Citation analysis] | article | 26 |
| 1982 | The political theory of the business cycle.(1982) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
| 1989 | On testing the properties of directly obtained expectations data In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1989 | Empirical evidence on the properties of exchange rate forecasts and the risk premium In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 1991 | Some evidence on the efficiency of the sterling-dollar and sterling-franc forward exchange rates in the interwar period In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 1991 | Estimates of a traditional aggregate import demand model for five countries In: Economics Letters. [Full Text][Citation analysis] | article | 19 |
| 1991 | The effects of exchange rate volatility on exports : Some new estimates In: Economics Letters. [Full Text][Citation analysis] | article | 125 |
| 1992 | Some analysis of the long-run time series properties of consumption and income in the U.K. In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 1979 | The dynamic behaviour of a simple macroeconomic model with a tax based incomes policy In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1979 | The classical supply hypothesis and the observational equivalence of Classical and Keynesian models In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1998 | A non-linear error correction mechanism based on the bilinear model1 In: Economics Letters. [Full Text][Citation analysis] | article | 22 |
| 1998 | The slope of the yield curve and real economic activity: tracing the transmission mechanism In: Economics Letters. [Full Text][Citation analysis] | article | 19 |
| 1998 | A note on some properties of the ESTAR model In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 1998 | Rationality testing under asymmetric loss In: Economics Letters. [Full Text][Citation analysis] | article | 46 |
| 1998 | Periodically collapsing stock price bubbles: a robust test In: Economics Letters. [Full Text][Citation analysis] | article | 55 |
| 2000 | Optimal monetary policy with a nonlinear Phillips curve In: Economics Letters. [Full Text][Citation analysis] | article | 50 |
| 2000 | International relocation: firm and industry determinants In: Economics Letters. [Full Text][Citation analysis] | article | 61 |
| 2003 | Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 1981 | Non-uniqueness and the role of the monetary authorities In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2005 | Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 1981 | Unemployment and the replacement ratio : Some reduced form estimates for the UK In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2006 | On the speed of adjustment in ESTAR models when allowance is made for bias in estimation In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2007 | Deterministic impulse response in a nonlinear model. An analytical expression In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2007 | Implementing the wild bootstrap using a two-point distribution In: Economics Letters. [Full Text][Citation analysis] | article | 24 |
| 1982 | The government behavioural constraint in rational expectations models In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1977 | Unemployment and unanticipanted inflation: Some empirical results for six countries In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1979 | Inflation and output dynamics with a floating exchange rate In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1977 | On the properties of alternative monetary rules in an extension of Blacks model In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2016 | Pure higher-order effects in the portfolio choice model In: Finance Research Letters. [Full Text][Citation analysis] | article | 9 |
| 2006 | The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
| 2021 | On the contribution of the Markowitz model of utility to explain risky choice in experimental research In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
| 2024 | The Kőszegi–Rabin expectations-based model and risk-apportionment tasks for elicitation of higher order risk preferences In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
| 1991 | Forward foreign exchange rates and risk premia--a reappraisal In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 6 |
| 1994 | Purchasing power parity yet again: evidence from spatially separated commodity markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 25 |
| 2000 | Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 324 |
| 2011 | Real exchange rates and time-varying trade costs In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 11 |
| 2009 | Real Exchange Rates and Time-Varying Trade Costs.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2005 | The term spread and real economic activity in the US inter-war period In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 2 |
| 2006 | Expected stock returns, aggregate consumption and wealth: Some further empirical evidence In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 8 |
| 1985 | Global capital markets and the impact of changes in the money stock on real activity In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 1986 | The impact of benefits on unemployment in Britain in the interwar period: Some further empirical evidence In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 1986 | Predicting corporate failure-- Some results for the UK corporate sector In: Omega. [Full Text][Citation analysis] | article | 29 |
| 1988 | A multilogit approach to predicting corporate failure--Some evidence for the UK corporate sector In: Omega. [Full Text][Citation analysis] | article | 11 |
| 1977 | The `tax on wage increses when the firm is a monopsonist In: Journal of Public Economics. [Full Text][Citation analysis] | article | 3 |
| 2003 | Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 32 |
| 1998 | Optimal monetary policy in a model of asymmetric central bank preferences In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 38 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | ||
| 2007 | Inflation dynamics in the US - a nonlinear perspective In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 6 |
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| 2002 | Advanced Macroeconomics In: Books. [Full Text][Citation analysis] | book | 10 |
| 2017 | New empirical evidence on the Tote€“SP anomaly and its implications for models of risky choice in gambling markets In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 1980 | Industrial Structure and Labour Turnover In: International Journal of Manpower. [Full Text][Citation analysis] | article | 0 |
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| 1977 | A REJOINDER ON ALTERNATIVE MEASURES OF EXCESS DEMAND In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 1985 | Federal Reserve Money‐Supply Announcements and the Behaviour of UK Interest Rates In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 1986 | On Incomplete Current Information and Empirical Tests of the Rational Expectations Hypothesis In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 1988 | A Comparison of Some Inflation, Growth and Unemployment Forecasts In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 1974 | A QUANTITATIVE ANALYSIS OF WAGE STRIKES IN FOUR U.K. INDUSTRIES, 1962–1970 In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 1976 | ALTERNATIVE MEASURES OF EXCESS DEMAND FOR EXPLAINING MONEY WAGE INFLATION In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
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| 2013 | Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 73 |
| 2016 | Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun.(2016) In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | article | |
| 1984 | Money and activity in the U.K. 1961-1983: surprise? surprise! In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Systematic Positive Expected Returns in the UK Fixed Odds Betting Market: An Analysis of the Fink Tank Predictions In: IJFS. [Full Text][Citation analysis] | article | 3 |
| 1979 | The Dynamic Behavior of a Simple Macro-Model with Endogenous Labor Supply and Demand. In: International Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1994 | The German Hyperinflation and the Demand for Money Revisited. In: International Economic Review. [Full Text][Citation analysis] | article | 26 |
| 1997 | Non-linearities in East European Black-Market Exchange Rates. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 10 |
| 2016 | On the Positive Expected Utility of Combination Wagers In: Decision Analysis. [Full Text][Citation analysis] | article | 0 |
| 1978 | Note--Optimal Recruitment Advertising In: Management Science. [Full Text][Citation analysis] | article | 0 |
| 2004 | NONLINEAR PPP UNDER THE GOLD STANDARD In: Working Papers. Serie AD. [Full Text][Citation analysis] | paper | 0 |
| 2004 | TEMPORAL AGGREGATION OF AN ESTAR PROCESS: SOME IMPLICATIONS FOR PURCHASING POWER PARITY ADJUSTMENT In: Working Papers. Serie AD. [Full Text][Citation analysis] | paper | 9 |
| 2006 | Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2006 | Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2004 | ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING In: Working Papers. Serie AD. [Full Text][Citation analysis] | paper | 5 |
| 2004 | Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting.(2004) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2005 | A NEW ANALYSIS OF THE DETERMINANTS OF THE REAL DOLLAR-STERLING EXCHANGE RATE: 1871-1994 In: Working Papers. Serie AD. [Full Text][Citation analysis] | paper | 4 |
| 2005 | A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2005 | THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS In: Working Papers. Serie AD. [Full Text][Citation analysis] | paper | 10 |
| 2005 | The process followed by PPP data. On the properties of linearity tests.(2005) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2010 | Spreads versus professional forecasters as predictors of future output change In: Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2023 | Higher order risk attitudes: new model insights and heterogeneity of preferences In: Experimental Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Utility and the Skewness of Return in Gambling In: The Geneva Papers on Risk and Insurance Theory. [Full Text][Citation analysis] | article | 4 |
| 2004 | Utility and the Skewness of Return in Gambling.(2004) In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2023 | On the predictions of cumulative prospect theory for third and fourth order risk preferences In: Theory and Decision. [Full Text][Citation analysis] | article | 0 |
| 2016 | Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Exuberance in the U.K. Regional Housing Markets In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Higher-order moments in the theory of diversification and portfolio composition In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2012 | A New Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation In: Working Papers. [Full Text][Citation analysis] | paper | 20 |
| 2020 | On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Further empirical evidence on the consumption-real exchange rate anomaly. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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| 2005 | Cumulative prospect theory and gambling In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2005 | Habit, aggregation and long memory: evidence from television audience data In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Habit, aggregation and long memory: evidence from television audience data.(2007) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2005 | The long memory model of political support: some further results In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2007 | The long memory model of political support: some further results.(2007) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2005 | Are analysts loss functions asymmetric? In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2012 | Are Analysts Loss Functions Asymmetric?.(2012) In: Journal of Forecasting. [Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2006 | Are analysts€™ loss functions asymmetric? In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2006 | On the relationship between Nominal Exchange Rates and domestic and foreign prices In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2007 | On the relationship between nominal exchange rates and domestic and foreign prices.(2007) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2009 | ESTAR model with multiple fixed points. Testing and Estimation In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Linkages between Shanghai and Hong Kong stock indices In: Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2009 | Linkages between Shanghai and Hong Kong stock indices.(2009) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2009 | Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Bubbles in House Prices and their Impact on Consumption: Evidence for the US In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2011 | On the stability of the CRRA utility under high degrees of uncertainty In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Episodes of exuberance in housing markets In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2002 | Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 71 |
| 2010 | Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion In: Journal of Money, Credit and Banking. [Citation analysis] | article | 18 |
| 2010 | Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion.(2010) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 1980 | The Natural Rate Hypothesis and Rational Expectations-A Critique of Some Recent Developments. In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 1982 | The Microfoundations of the Phillips Curve with Rational Expectations. In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 1974 | A Note on X-Inefficiency In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 1975 | User Cost and the Preference Function In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 1987 | The Economics of Wage Controls In: Palgrave Macmillan Books. [Citation analysis] | book | 1 |
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| 1987 | Conventional Incomes Policies In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 1987 | Tax-Based Incomes Policies In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 1987 | Final Offer Arbitration In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
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| 1997 | Ajustement non linéaire vers le taux de change déquilibre à long terme. Le modèle monétaire revisité. In: Revue Économique. [Full Text][Citation analysis] | article | 2 |
| 1989 | The Determinants of Arms Expenditures of NATO and the Warsaw Pact: Some Further Evidence In: Journal of Peace Research. [Full Text][Citation analysis] | article | 2 |
| 1987 | Consumer Expenditure, the Demand for Money, and the Hall Hypothesis. In: Empirical Economics. [Citation analysis] | article | 0 |
| 1987 | The Accuracy of OECD Forecasts. In: Empirical Economics. [Citation analysis] | article | 10 |
| 1992 | The Demand for Football: Some Evidence on Outcome Uncertainty. In: Empirical Economics. [Citation analysis] | article | 99 |
| 1995 | The Time Series Behaviour of Spot Exchange Rates in the German Hyper-inflation Period: (Was the Process Chaotic?). In: Empirical Economics. [Citation analysis] | article | 2 |
| 1978 | The Influence of Money on Prices in 14 OECD Countries, 1958-1975. In: Empirical Economics. [Citation analysis] | article | 0 |
| 1980 | Expectations and the Price Equation: Some Estimates for the UK. In: Empirical Economics. [Citation analysis] | article | 0 |
| 1981 | Some Empirical Evidence on the Influence of Political Parties on the Behaviour of the Unemployment Rate. In: Empirical Economics. [Citation analysis] | article | 0 |
| 1982 | Testing for Causality between Prices and Money. In: Empirical Economics. [Citation analysis] | article | 0 |
| 1983 | Involuntary Saving through Unanticipated Inflation: Some Further Empirical Evidence. In: Empirical Economics. [Citation analysis] | article | 0 |
| 1984 | Some Empirical Results on the Rationality of Expectations Derived from Survey Data. In: Empirical Economics. [Citation analysis] | article | 0 |
| 2005 | Ex ante Real Returns in Forward Market Speculation in the Inter-War Period: Evidence and Prediction In: Springer Books. [Citation analysis] | chapter | 0 |
| 1978 | Inflationary expectations and “Self-Generating” inflations In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 1 |
| 1980 | On the implications of monetary rules in a stochastic framework In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 0 |
| 1994 | Testing for non-linear dependence in inter-war exchange rates In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 15 |
| 2003 | Another example of a non-linear time series with misleading linear properties In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2003 | Some analysis of the properties of the Harville place formulae when allowance is made for the favourite-long shot bias employing Shin Win probabilities In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2003 | The optimal output target and degree of banker conservativeness in a model with a non-linear Phillips curve In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2004 | Estimates of US monetary policy rules with allowance for changes in the output gap In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2007 | Gambling and nonexpected utility: the perils of the power function In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2009 | On skewness of return and buying more than one ticket in a lottery In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2012 | Further examples of the impact of skewness on the expected utility of a risk-averse agent In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2012 | The Bank of Koreas nonlinear monetary policy rule In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1994 | Cross country evidence on nonlinearity in industrial production between the wars In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1995 | Evidence on volatility spillovers in the interwar floating exchange rate period based on high/low prices In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 1995 | Asymmetry in the variance of economic activity: evidence for long-run UK GDP In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1995 | A test for rational expectations when some variables are I(2) In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1995 | Bilinear quadratic ARCH and volatility spillovers in inter-war exchange rates In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 1996 | Attendance demand: an investigation of repeat fixtures In: Applied Economics Letters. [Full Text][Citation analysis] | article | 31 |
| 1997 | Handicaps, outcome uncertainty and attendance demand In: Applied Economics Letters. [Full Text][Citation analysis] | article | 28 |
| 1998 | The variance of economic activity over the business cycle: some further evidence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1999 | Uncertainty in the Central Banks weight on output: some new results In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1999 | Place returns between the tote and bookmakers: empirical evidence of a market anomaly In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1999 | Market movers and tote and bookmakers returns: further empirical evidence on a market anomaly In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1999 | Estimates of the degree of insider trading in two disparate betting markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2000 | Uncertain central bankers preferences: some implications of multiplicative versus additive uncertainty In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2001 | Uncertain central bankers preferences: some implications of multiplicative versus additive uncertainty.(2001) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2002 | Skewness as an explanation of gambling by locally risk averse agents In: Applied Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2001 | Volatility persistence in asset markets: long memory in high/low prices In: Applied Financial Economics. [Full Text][Citation analysis] | article | 8 |
| 2002 | Is one price enough to value a state-contingent asset correctly? Evidence from a gambling market In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
| 2004 | Further empirical analysis of the time series properties of financial ratios based on a panel data approach In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
| 1998 | The nonlinear time series properties of unemployment rates: some further evidence In: Applied Economics. [Full Text][Citation analysis] | article | 17 |
| 1998 | Threshold nonlinearities in output: some international evidence In: Applied Economics. [Full Text][Citation analysis] | article | 17 |
| 2000 | Product bundling and a rule of thumb versus the Harville formulae: can each way bets with UK bookmakers generate abnormal returns In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2000 | Threshold nonlinearities in unemployment rates: further evidence for the UK and G3 economies In: Applied Economics. [Full Text][Citation analysis] | article | 25 |
| 2003 | Purchasing power parity over two centuries: trends and nonlinearity In: Applied Economics. [Full Text][Citation analysis] | article | 27 |
| 2008 | Introduction: economics of betting markets In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2008 | 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 gambling on unlikely outcomes In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2008 | Bounded cumulative prospect theory: some implications for gambling outcomes In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2009 | Skewness as an explanation of gambling in cumulative prospect theory In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2018 | An explanation of each-way wagers in three models of risky choice In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | The utility of gambling and the favourite-longshot bias In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
| 2013 | Nonlinear dynamics in economics and finance and unit root testing In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2003 | Some Further Empirical Evidence on the Impact of Oil Price Changes on Petrol Prices In: International Journal of the Economics of Business. [Full Text][Citation analysis] | article | 6 |
| 2019 | Flexible distribution functions, higher-order preferences and optimal portfolio allocation In: Quantitative Finance. [Full Text][Citation analysis] | article | 7 |
| 1974 | Adjustment Costs and Short-Run Returns to Labour. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 1979 | The Relationship between Prices and Money Supply in Latin America, 1958-1975. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 1997 | Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 548 |
| 1983 | Growth and Inflationary Finance: Variations on a Mundellian Theme. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 2017 | TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES In: International Economic Review. [Full Text][Citation analysis] | article | 17 |
| 2018 | Consistency of two major data sources for exchange rates in the interwar period and further evidence on the behaviour of exchange rates during hyperinflations In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates In: Journal of Forecasting. [Citation analysis] | article | 5 |
| 2011 | Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 2018 | Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 26 |
| 2004 | Nonlinear Purchasing Power Parity under the Gold Standard In: Southern Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2008 | TESTING SIGNIFICANCE OF VARIABLES IN REGRESSION ANALYSIS WHEN THERE IS NON-NORMALITY OR HETEROSKEDASTICITY.: THE WILD BOOTSTRAP AND THE GENERALISED LAMBDA DISTRIBUTION In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 1996 | Spreads, Efficiency and Outcome Uncertainty: Evidence from the Rugby League. In: Discussion Papers. [Citation analysis] | paper | 0 |
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