22
H index
46
i10 index
3066
Citations
David A. Peel : Citation Profile
Lancaster University | RESEARCH PRODUCTION: 219 Articles 47 Papers 2 Books 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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47 years (1973 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with David A. Peel. | Is cited by:
| Cites to:
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Main data
Where David A. Peel has published?
Recent works citing David A. Peel (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | A Note on Bayesian Long-Term S&P 500 Factor Investing. (2019). Sarantsev, Andrey ; Reshad, Akram ; Grove, Taran. In: Papers. RePEc:arx:papers:1905.04603. Full description at Econpapers || Download paper |
| 2020 | Nexus 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. Full description at Econpapers || Download paper |
| 2020 | Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band. (2020). Hernandez, Juan Ramon. In: Working Papers. RePEc:bdm:wpaper:2020-02. Full description at Econpapers || Download paper |
| 2020 | Consumption, 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. Full description at Econpapers || Download paper |
| 2020 | How 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. Full description at Econpapers || Download paper |
| 2020 | The 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. Full description at Econpapers || Download paper |
| 2020 | Economic 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. Full description at Econpapers || Download paper |
| 2020 | How 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. Full description at Econpapers || Download paper |
| 2020 | THE 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. Full description at Econpapers || Download paper |
| 2020 | Firm 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. Full description at Econpapers || Download paper |
| 2020 | A simple unit root test consistent against any stationary alternative. (2020). Guay, Alain ; Bec, Frdric. In: Working Papers. RePEc:crs:wpaper:2020-28. Full description at Econpapers || Download paper |
| 2020 | Diagnosing Housing Fever with an Econometric Thermometer. (2020). Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2248. Full description at Econpapers || Download paper |
| 2020 | Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16. Full description at Econpapers || Download paper |
| 2020 | Long-term Inflation Expectations and Central Bank Credibility. (2020). Gwak, Bopjun. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00364. Full description at Econpapers || Download paper |
| 2020 | The 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. Full description at Econpapers || Download paper |
| 2020 | Stationarity 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. Full description at Econpapers || Download paper |
| 2020 | Taxonomy 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. Full description at Econpapers || Download paper |
| 2020 | A 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. Full description at Econpapers || Download paper |
| 2020 | Quantile 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. Full description at Econpapers || Download paper |
| 2021 | Identifying 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. Full description at Econpapers || Download paper |
| 2020 | Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA. (2020). Pérez-RodrÃÂguez, 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. Full description at Econpapers || Download paper |
| 2020 | Retrieving 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. Full description at Econpapers || Download paper |
| 2020 | Date-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. Full description at Econpapers || Download paper |
| 2020 | Time-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. Full description at Econpapers || Download paper |
| 2020 | Time-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. Full description at Econpapers || Download paper |
| 2020 | Mild 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. Full description at Econpapers || Download paper |
| 2020 | Reviewing 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. Full description at Econpapers || Download paper |
| 2021 | Testing 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. Full description at Econpapers || Download paper |
| 2020 | Estimating 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. Full description at Econpapers || Download paper |
| 2020 | Statistical 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. Full description at Econpapers || Download paper |
| 2020 | Forecasting 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. Full description at Econpapers || Download paper |
| 2020 | Modeling 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. Full description at Econpapers || Download paper |
| 2020 | The 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. Full description at Econpapers || Download paper |
| 2020 | Explosive dynamics in house prices? An exploration of financial market spillovers in housing markets around the world. (2020). MartÃÂnez GarcÃÂa, Enrique ; Grossman, Valerie ; Martinez-Garcia, Enrique. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:101:y:2020:i:c:s0261560618305813. Full description at Econpapers || Download paper |
| 2020 | Revisiting 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. Full description at Econpapers || Download paper |
| 2020 | Exchange 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. Full description at Econpapers || Download paper |
| 2020 | Speculative 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. Full description at Econpapers || Download paper |
| 2020 | Money 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. Full description at Econpapers || Download paper |
| 2020 | Testing 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. Full description at Econpapers || Download paper |
| 2020 | Correlation 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. Full description at Econpapers || Download paper |
| 2020 | Lotka–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. Full description at Econpapers || Download paper |
| 2020 | Do 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. Full description at Econpapers || Download paper |
| 2020 | A new mechanism for anticipating price exuberance. (2020). Moreira, Afonso M ; Martins, Luis F. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:199-221. Full description at Econpapers || Download paper |
| 2020 | Going with your gut: The (In)accuracy of forecast revisions in a football score prediction game. (2020). Singleton, Carl ; Reade, J ; Brown, Alasdair. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:89:y:2020:i:c:s2214804319303015. Full description at Econpapers || Download paper |
| 2020 | The determinants of stadium attendance in elite women’s football: Evidence from the UEFA Womens Champions League. (2020). Morrow, Stephen ; Scelles, Nicolas ; Valenti, Maurizio. In: Sport Management Review. RePEc:eee:spomar:v:23:y:2020:i:3:p:509-520. Full description at Econpapers || Download paper |
| 2020 | A simple unit root test consistent against any stationary alternative. (2020). Bec, Frédérique ; Guay, Alain. In: THEMA Working Papers. RePEc:ema:worpap:2020-10. Full description at Econpapers || Download paper |
| 2020 | An asymmetrical overshooting correction model for G20 nominal effective exchange rates. (2020). Bec, Frédérique ; ben Salem, Melika ; Bensalem, Melika . In: THEMA Working Papers. RePEc:ema:worpap:2020-11. Full description at Econpapers || Download paper |
| 2020 | Public Aid for Relieving the Effects of COVID-19 Pandemic. (2020). Kotlinski, Grzegorz ; Spoz, Anna ; Zukowska, Helena ; Mizak, Anna. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:special2:p:606-621. Full description at Econpapers || Download paper |
| 2020 | Bubbles in Crude Oil and Commodity Energy Index: New Evidence. (2020). Galyfianakis, Georgios ; Floros, Christos. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6648-:d:463170. Full description at Econpapers || Download paper |
| 2020 | Exchange Rate Risk and Uncertainty and Trade Flows: Asymmetric Evidence from Asia. (2020). Ullah, Sana ; Bahmani-Oskooee, Mohsen ; Majeed, Muhammad Tariq ; Akhtar, Parveen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:128-:d:371813. Full description at Econpapers || Download paper |
| 2020 | Hedging on Betting Markets. (2020). Cortis, Dominic ; Axen, Gustav. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:88-:d:403667. Full description at Econpapers || Download paper |
| 2021 | Are Sports Bettors Biased toward Longshots, Favorites, or Both? A Literature Review. (2021). Cortis, Dominic. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:22-:d:478780. Full description at Econpapers || Download paper |
| 2020 | SME Default Prediction Framework with the Effective Use of External Public Credit Data. (2020). Xu, NI ; Hsu, Pingyu ; Luo, Zhichao. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:18:p:7575-:d:413467. Full description at Econpapers || Download paper |
| 2020 | Online Webcast Demand vs. Offline Spectating Channel Demand (Stadium and TV) in the Professional Sports League. (2020). Wang, Jinbao ; Feng, Yan ; Yoon, Yeujun. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:23:p:9906-:d:451772. Full description at Econpapers || Download paper |
| 2020 | Sustainable Portfolio Optimization with Higher-Order Moments of Risk. (2020). Waqar, Syed M ; Imdad, Rana Shahid ; Khan, Kanwal Iqbal ; Ghafoor, Muhammad Mudassar. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:2006-:d:328913. Full description at Econpapers || Download paper |
| 2020 | An asymmetrical overshooting correction model for G20 nominal effective exchange rates. (2020). Bec, Frédérique ; ben Salem, Melika ; Bensalem, Melika . In: PSE Working Papers. RePEc:hal:psewpa:hal-02908680. Full description at Econpapers || Download paper |
| 2020 | An asymmetrical overshooting correction model for G20 nominal effective exchange rates. (2020). Bec, Frédérique ; ben Salem, Melika ; Bensalem, Melika . In: Working Papers. RePEc:hal:wpaper:hal-02908680. Full description at Econpapers || Download paper |
| 2020 | A simple unit root test consistent against any stationary alternative. (2020). Bec, Frédérique ; Guay, Alain. In: Working Papers. RePEc:hal:wpaper:halshs-03010256. Full description at Econpapers || Download paper |
| 2020 | Exchange-rate volatility and commodity trade between the U.S. and Germany: asymmetry analysis. (2020). Bahmani-Oskooee, Mohsen ; Saafi, Sami ; Nouira, Ridha. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:1:d:10.1007_s10368-019-00455-0. Full description at Econpapers || Download paper |
| 2020 | Combining Kohonen maps and prior payment behavior for small enterprise default prediction. (2020). Ciampi, Francesco ; Fiano, Fabio ; Cillo, Valentina. In: Small Business Economics. RePEc:kap:sbusec:v:54:y:2020:i:4:d:10.1007_s11187-018-0117-2. Full description at Econpapers || Download paper |
| 2020 | Inflation Targeting in the United Kingdom: Is there evidence for Asymmetric Preferences?. (2020). Srinivasan, Naveen ; Kayal, Parthajit. In: Working Papers. RePEc:mad:wpaper:2020-196. Full description at Econpapers || Download paper |
| 2020 | On the Asymmetric Effects of Exchange Rate Volatility on Trade Flows: Evidence from Africa. (2020). Arize, Augustine C ; Bahmani-Oskooee, Mohsen. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:56:y:2020:i:4:p:913-939. Full description at Econpapers || Download paper |
| 2020 | . Full description at Econpapers || Download paper |
| 2020 | Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band. (2020). Hernandez, Juan. In: MPRA Paper. RePEc:pra:mprapa:100744. Full description at Econpapers || Download paper |
| 2020 | Oil Export Revenue and Exchange Rate: An Investigation of Asymmetric Effects on Households’ Consumption Expenditure in Nigeria. (2020). Akpa, Emeka ; Obiakor, Rowland ; Oseni, Isiaq ; Okwu, Andy. In: MPRA Paper. RePEc:pra:mprapa:102080. Full description at Econpapers || Download paper |
| 2020 | Gold as a Financial Instrument. (2020). Gomis-Porqueras, Pedro ; Tan, David ; Shi, Shuping. In: MPRA Paper. RePEc:pra:mprapa:102782. Full description at Econpapers || Download paper |
| 2020 | Betting markets for English Premier League results and scorelines: evaluating a simple forecasting model. (2020). Singleton, Carl ; Reade, J ; Williams, Leighton Vaughan ; VaughanWilliams, Leighton . In: Economics & Management Discussion Papers. RePEc:rdg:emxxdp:em-dp2020-03. Full description at Econpapers || Download paper |
| 2020 | Mass Outdoor Events and the Spread of an Airborne Virus: English Football and Covid-19. (2020). Yeo, Matthew ; Reade, James J ; Olczak, Matthew. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2020-19. Full description at Econpapers || Download paper |
| 2020 | . Full description at Econpapers || Download paper |
| 2020 | . Full description at Econpapers || Download paper |
| 2021 | Effect of Star Power on NBA All-Star Game TV Audience. (2021). Larson, Jeffrey S ; Grimshaw, Scott D. In: Journal of Sports Economics. RePEc:sae:jospec:v:22:y:2021:i:2:p:139-163. Full description at Econpapers || Download paper |
| 2020 | . Full description at Econpapers || Download paper |
| 2020 | Evaluation of economic forecasts for Austria. (2020). Weyerstrass, Klaus ; Koch, Sebastian P ; Fortin, Ines. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01814-1. Full description at Econpapers || Download paper |
| 2020 | Dating the start of the US house price bubble: an application of statistical process control. (2020). Berlemann, Michael ; Knoth, Sven ; Freese, Julia . In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-019-01648-x. Full description at Econpapers || Download paper |
| 2020 | State-dependent biases and the quality of China’s preliminary GDP announcements. (2020). Yang, Lixiong. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01751-z. Full description at Econpapers || Download paper |
| 2020 | Entrepreneurial orientation in sports entrepreneurship - a mixed methods analysis of professional soccer clubs in the German-speaking countries. (2020). Hammerschmidt, Jonas ; Filser, Matthias ; Jones, Paul ; Kraus, Sascha ; Eggers, Fabian. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:16:y:2020:i:3:d:10.1007_s11365-019-00594-5. Full description at Econpapers || Download paper |
| 2020 | Real estate prices and banking performance: evidence from Canada. (2020). Killins, Robert N. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:1:d:10.1007_s12197-019-09474-8. Full description at Econpapers || Download paper |
| 2021 | . Full description at Econpapers || Download paper |
| 2020 | Linearity tests and stochastic trend under the STAR framework. (2020). Zhang, Lingxiang. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:6:d:10.1007_s00362-018-1047-4. Full description at Econpapers || Download paper |
| 2020 | Do stock price bubbles correlate between China and Pakistan? An inquiry of pre†and postâ€Chinese investment in Pakistani capital market under Chinaâ€Pakistan Economic Corridor regime. (2020). Liaqat, Ayesha ; Anwar, Farooq ; Mirza, Hammad Hassan ; Ahmad, Iftikhar ; Nazir, Mian Sajid. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:3:p:323-335. Full description at Econpapers || Download paper |
| 2020 | Predicting monetary policy using artificial neural networks. (2020). Hinterlang, Natascha. In: Discussion Papers. RePEc:zbw:bubdps:442020. Full description at Econpapers || Download paper |
| 2020 | How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis. (2020). Novak, Jiri ; Havranek, Tomas ; Zigraiova, Diana. In: EconStor Preprints. RePEc:zbw:esprep:213578. Full description at Econpapers || Download paper |
| 2020 | Business-cycle reports and the efficiency of macroeconomic forecasts for Germany. (2020). Pierdzioch, Christian ; Foltas, Alexander. In: Working Papers. RePEc:zbw:pp1859:22. Full description at Econpapers || Download paper |
| 2020 | German trade forecasts since 1970: An evaluation using the panel dimension. (2020). Behrens, Christoph. In: Working Papers. RePEc:zbw:pp1859:26. Full description at Econpapers || Download paper |
| 2020 | Are German national accounts informational efficient?. (2020). Döhrn, Roland ; Dohrn, Roland. In: Ruhr Economic Papers. RePEc:zbw:rwirep:880. 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 | 3 |
| 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 Favouriteâ€Longshot Bias, Bookmaker Margins and Insider Trading in a Variety of Betting Markets In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 20 |
| 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 |
| 2001 | The Relationship between Two Indicators of Insider Trading in British Racetrack Betting In: Economica. [Full Text][Citation analysis] | article | 3 |
| 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 another version. Agregated cites: 11 | paper | |
| 2009 | A More General Nonâ€expected Utility Model as an Explanation of Gambling Outcomes for Individuals and Markets In: Economica. [Full Text][Citation analysis] | article | 5 |
| 1997 | Information Disclosure to Employees and Rational Expectations: a Gameâ€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 | 5 |
| 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 | 2 |
| 1997 | Modelling Political Popularity: an Analysis of Longâ€range Dependence in Opinion Poll Series In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 32 |
| 2002 | Modelling political popularity: a correction In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 6 |
| 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 | 0 |
| 1981 | The Role of Monetary Stabilization Policy under Rational Expectations. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 3 |
| 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 | 6 |
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| 2009 | On skewness of return and buying more than one ticket in a lottery In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 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 | 2 |
| 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 | 22 |
| 1997 | Handicaps, outcome uncertainty and attendance demand In: Applied Economics Letters. [Full Text][Citation analysis] | article | 19 |
| 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 | 1 |
| 2001 | Uncertain central bankers preferences: some implications of multiplicative versus additive uncertainty.(2001) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2002 | Skewness as an explanation of gambling by locally risk averse agents In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 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 | 3 |
| 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 | 15 |
| 1998 | Threshold nonlinearities in output: some international evidence In: Applied Economics. [Full Text][Citation analysis] | article | 16 |
| 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 | 19 |
| 2003 | Purchasing power parity over two centuries: trends and nonlinearity In: Applied Economics. [Full Text][Citation analysis] | article | 24 |
| 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 outc 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 | 1 |
| 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 | 3 |
| 2019 | Flexible distribution functions, higher-order preferences and optimal portfolio allocation In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
| 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 | 463 |
| 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 | 8 |
| 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 Longâ€Span Real Exchange Rates In: Journal of Forecasting. [Citation analysis] | article | 3 |
| 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 | 9 |
| 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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