23
H index
52
i10 index
3444
Citations
Lancaster University | 23 H index 52 i10 index 3444 Citations RESEARCH PRODUCTION: 226 Articles 46 Papers 3 Books 10 Chapters RESEARCH ACTIVITY:
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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: |
Year | Title of citing document | |
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2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02. Full description at Econpapers || Download paper | |
2021 | TESTING 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. Full description at Econpapers || Download paper | |
2021 | Economic 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. Full description at Econpapers || Download paper | |
2022 | 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 | |
2022 | Exchange 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. 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 | |
2021 | The 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. Full description at Econpapers || Download paper | |
2020 | How Non-Diamond Exports Respond to Exchange Rate Volatility in Botswana. (2020). Motsatsi, Johane. In: Working Papers. RePEc:bid:wpaper:77. Full description at Econpapers || Download paper | |
2021 | Thirty?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. 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 | Predicting 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. Full description at Econpapers || Download paper | |
2021 | Monetary 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. 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 | Analyst 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. Full description at Econpapers || Download paper | |
2022 | CEO 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. Full description at Econpapers || Download paper | |
2022 | Disagreement 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. Full description at Econpapers || Download paper | |
2022 | Is 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. Full description at Econpapers || Download paper | |
2022 | Real 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. 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 | Inflation?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. Full description at Econpapers || Download paper | |
2021 | On 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. Full description at Econpapers || Download paper | |
2021 | Evaluating 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. Full description at Econpapers || Download paper | |
2021 | Exchange 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2020 | Reading 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. 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 | |
2021 | The 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. Full description at Econpapers || Download paper | |
2020 | Temporal 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. Full description at Econpapers || Download paper | |
2020 | Exchange 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. Full description at Econpapers || Download paper | |
2021 | The 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. 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 | Betting 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. Full description at Econpapers || Download paper | |
2021 | Survey-Based Structural Budget Balances. (2021). Wollmershauser, Timo ; Gottert, Marcell. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8911. Full description at Econpapers || Download paper | |
2021 | Nonlinearities 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. Full description at Econpapers || Download paper | |
2021 | Exchange Rate Parities and Taylor Rule Deviations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8961. Full description at Econpapers || Download paper | |
2021 | Tax 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. Full description at Econpapers || Download paper | |
2021 | Measuring Market Expectations. (2021). Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9305. Full description at Econpapers || Download paper | |
2021 | Survey-Based Structural Budget Balances. (2021). Wollmershäuser, Timo ; Wollmershauser, Timo ; Gottert, Marcell. In: EconPol Working Paper. RePEc:ces:econwp:_59. 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 | Common Bubble Detection in Large Dimensional Financial Systems. (2020). Phillips, Peter ; Shi, Shuping ; Chen, YE. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2251. 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 | |
2021 | What 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. Full description at Econpapers || Download paper | |
2021 | Is 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. 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 | |
2021 | U.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. Full description at Econpapers || Download paper | |
2021 | Interdependence 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. 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 | |
2021 | Facing 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. 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 | |
2021 | How 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. Full description at Econpapers || Download paper | |
2022 | Betting 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. 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 | |
2021 | Can 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. 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 | The 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. 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 | |
2021 | Driven 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Wealth 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. 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 | |
2021 | Optimal 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. Full description at Econpapers || Download paper | |
2021 | Exchange 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. Full description at Econpapers || Download paper | |
2021 | Causal 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. Full description at Econpapers || Download paper | |
2021 | Emerging 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. 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 | |
2022 | Informational 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. 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 | |
2022 | Digital 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. Full description at Econpapers || Download paper | |
2021 | The 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. 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 | |
2021 | Monetary 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. Full description at Econpapers || Download paper | |
2021 | Quantitative 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. 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 | |
2021 | Detecting speculative bubbles in metal prices: Evidence from GSADF test and machine learning approaches. (2021). yilanci, Veli ; Ozbugday, Fatih Cemil ; Ãzgür, Ãnder ; Ozgur, Onder. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003160. Full description at Econpapers || Download paper | |
2021 | What 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. Full description at Econpapers || Download paper | |
2021 | Exploring 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. Full description at Econpapers || Download paper | |
2021 | Spatial 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. Full description at Econpapers || Download paper | |
2021 | Fair 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. 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 | |
2022 | Fiscal 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. Full description at Econpapers || Download paper | |
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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 another version. Agregated cites: 4 | article | |
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 | 4 |
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 | 17 |
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 |
2005 | Temporal aggregation of an ESTAR process In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
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 another version. Agregated cites: 0 | article | |
2005 | The long memory model of political support: some further results In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2007 | The long memory model of political support: some further results.(2007) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | 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 another 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 another 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 | 15 |
2009 | Linkages between Shanghai and Hong Kong stock indices.(2009) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | 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 | 62 |
2010 | Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion In: Journal of Money, Credit and Banking. [Citation analysis] | article | 17 |
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 another version. Agregated cites: 17 | 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 | 0 |
2009 | The Econometrics of Exchange Rates In: Palgrave Macmillan Books. [Citation analysis] | chapter | 3 |
1987 | Recent Experience with Wage and Price Controls In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
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 |
1987 | Indexation In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
1987 | The Future of Wage and Price Controls 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 | 6 |
1992 | The Demand for Football: Some Evidence on Outcome Uncertainty. In: Empirical Economics. [Citation analysis] | article | 87 |
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 | 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 | 26 |
1997 | Handicaps, outcome uncertainty and attendance demand In: Applied Economics Letters. [Full Text][Citation analysis] | article | 25 |
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 | 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 | 5 |
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 | 16 |
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 | 23 |
2003 | Purchasing power parity over two centuries: trends and nonlinearity In: Applied Economics. [Full Text][Citation analysis] | article | 21 |
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 | 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 | 3 |
2019 | Flexible distribution functions, higher-order preferences and optimal portfolio allocation In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
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 | 503 |
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 | 10 |
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 | 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 | 16 |
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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