25
H index
54
i10 index
3796
Citations
David A. Peel : Citation Profile
Lancaster University | RESEARCH PRODUCTION: 243 Articles 47 Papers 3 Books 10 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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51 years (1973 - 2024). 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:
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Main data
Where David A. Peel has published?
Recent works citing David A. Peel (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Rational Bubbles: Too Many to be True?. (2023). Sola, Martin. In: Working Papers. RePEc:aoz:wpaper:240. Full description at Econpapers || Download paper |
| 2023 | 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 |
| 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 |
| 2023 | Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18. Full description at Econpapers || Download paper |
| 2023 | 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 |
| 2023 | Consuming Contests: The Effect of Outcome Uncertainty on Spectator Attendance in the Australian Football League. (2023). Lakhani, Karim R ; Ferguson, Patrick J. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:326:p:410-435. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2023 | Diagnosing housing fever with an econometric thermometer. (2023). Phillips, Peter ; Shi, Shuping. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:159-186. Full description at Econpapers || Download paper |
| 2024 | PURCHASING POWER PARITY, PRODUCTIVITY DIFFERENTIALS AND NON-LINEARITY. (2009). Wu, Jyh-lin ; Chen, Pei-Fen ; LEE, CHING-NUN . In: Manchester School. RePEc:bla:manchs:v:77:y:2009:i:3:p:271-287. Full description at Econpapers || Download paper |
| 2023 | Testing for Co?explosive Behaviour in Financial Time Series. (2022). Leybourne, Stephen J ; Harvey, David I ; Evripidou, Andria C ; Sollis, Robert. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:624-650. Full description at Econpapers || Download paper |
| 2023 | Exploring Okuns law asymmetry: An endogenous threshold logistic smooth transition regression approach. (2023). McAdam, Peter ; Tzavalis, Elias ; Christopoulos, Dimitris. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:123-158. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Bootstrap Performance with Heteroskedasticity.. (2023). Monticini, Andrea ; Davidson, Russell. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def130. 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 |
| 2023 | A bootstrap test of the time-varying efficiency of German growth forecasts. (2023). Pierdzioch, Christian. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00768. Full description at Econpapers || Download paper |
| 2023 | Exchange Rate (MIS-) Alignment: An Application of the Behavioural Equilibrium Exchange Rate (beer) Approach to Zimbabwe (1990-2018). (2023). Mugwira, Vincent ; Pasara, Michael Takudzwa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-05-15. Full description at Econpapers || Download paper |
| 2023 | Trade competitiveness and the aggregate returns in global stock markets. (2023). Umar, Zaghum ; Zaremba, Adam ; Long, Huaigang ; Chiah, Mardy. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000246. Full description at Econpapers || Download paper |
| 2023 | Rational bubbles: Too many to be true?. (2023). Sola, Martin ; Psaradakis, Zacharias ; Caravello, Tomas E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000726. Full description at Econpapers || Download paper |
| 2023 | Assessing the World Bank’s growth forecasts. (2023). Tsuchiya, Yoichi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:64-84. Full description at Econpapers || Download paper |
| 2023 | Asymmetries in multi-target monetary policy rule and the role of uncertainty: Evidence from China. (2023). Tian, Hao ; Zuo, Yulan ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:278-296. Full description at Econpapers || Download paper |
| 2023 | How many fundamentals should we include in the behavioral equilibrium exchange rate model?. (2023). Rubaszek, Michał ; Ca, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s026499932200308x. Full description at Econpapers || Download paper |
| 2023 | Competitive intensity and industry performance of professional sports. (2023). Guironnet, Jean-Pascal. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002535. 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 |
| 2023 | Monetary policy rules and opinionated markets. (2023). Jia, Pengfei ; Zheng, Shikun ; Shen, Haopeng. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000204. Full description at Econpapers || Download paper |
| 2023 | A bootstrap-based efficiency test of growth and inflation forecasts for Germany. (2023). Pierdzioch, Christian. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s016517652300054x. Full description at Econpapers || Download paper |
| 2023 | Extensions to IVX methods of inference for return predictability. (2023). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Robert, A M ; Georgiev, Iliyan. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622000586. Full description at Econpapers || Download paper |
| 2023 | Assignats or death: The politics and dynamics of hyperinflation in revolutionary France. (2023). Ingber, Joshua S ; Rouanet, Louis ; Cutsinger, Bryan P. In: European Economic Review. RePEc:eee:eecrev:v:157:y:2023:i:c:s0014292123001393. Full description at Econpapers || Download paper |
| 2023 | The natural rate of unemployment and the NAIRU. (2023). Backhouse, Roger ; Forder, James ; Laskaridis, Christina. In: European Economic Review. RePEc:eee:eecrev:v:159:y:2023:i:c:s0014292123001915. Full description at Econpapers || Download paper |
| 2023 | Bettors’ reaction to match dynamics: Evidence from in-game betting. (2023). Langrock, Roland ; Otting, Marius ; Michels, Rouven. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:3:p:1118-1127. Full description at Econpapers || Download paper |
| 2023 | Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model. (2023). Perote, Javier ; Mora-Valencia, Andres ; Jimenez, Ines. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000596. Full description at Econpapers || Download paper |
| 2023 | The money-inflation nexus revisited. (2023). Zorner, Thomas O ; Ringwald, Leopold. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:293-333. Full description at Econpapers || Download paper |
| 2023 | Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147. 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 |
| 2023 | Can the global financial cycle explain the episodes of exuberance in international housing markets?. (2023). Liu, Qingya ; Wang, Xichen. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005438. Full description at Econpapers || Download paper |
| 2023 | Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters. (2023). Yemba, Boniface ; Biswas, Nabaneeta ; Tang, Biyan ; Otunuga, Olusegun Michael. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007474. Full description at Econpapers || Download paper |
| 2023 | The accuracy of IMF crises nowcasts. (2023). Rollinson, Yuan Gao ; Eicher, Theo S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:431-449. Full description at Econpapers || Download paper |
| 2023 | IMF trade forecasts for crisis countries: Bias, inefficiency, and their origins. (2023). Kawai, Reina ; Eicher, Theo S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1615-1639. 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 |
| 2023 | Corporate corruption and future audit fees: Evidence from a quasi-natural experiment. (2023). Wan, Zhong ; Li, Xiaorong ; Hu, Juncheng. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:19:y:2023:i:3:s1815566923000176. Full description at Econpapers || Download paper |
| 2023 | Co-explosivity versus leading effects: Evidence from crude oil and agricultural commodities. (2023). Charfeddine, Lanouar ; Belhoula, Mohamed Malek ; el Montasser, Ghassen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000399. Full description at Econpapers || Download paper |
| 2023 | Which risks drive European natural gas bubbles? Novel evidence from geopolitics and climate. (2023). Ran, Alexandra-Mdlina ; Chang, Hsu-Ling ; Qin, Meng ; Su, Chiwei. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000892. Full description at Econpapers || Download paper |
| 2023 | Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty. (2023). Nguyen, Duc Khuong ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:191-199. Full description at Econpapers || Download paper |
| 2023 | Skewness in energy returns: estimation, testing and retain-->implications for tail risk. (2023). Iguez, Trino-Manuel ; Leon, Angel ; Carnero, Angeles M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:178-189. 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 |
| 2023 | Currency basis term structure, cross-border investment flow, and central bank currency swap agreement. (2023). Takeda, Sumihiro ; Koyama, Kentaro. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:470-482. Full description at Econpapers || Download paper |
| 2023 | What drives biased odds in sports betting markets: Bettors’ irrationality and the role of bookmakers. (2023). Yamada, Toru ; Goto, Shingo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:252-270. 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 |
| 2023 | Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Vo, Xuan Vinh ; Bakry, Walid ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094. Full description at Econpapers || Download paper |
| 2023 | Border disputes, conflicts, war, and financial markets research: A systematic review. (2023). Pandey, Dharen ; Kumar, Satish ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000983. Full description at Econpapers || Download paper |
| 2023 | Enhancing Foreign Currency Allocation for Private Sector Development – Case of the Reserve Bank of Zimbabwe Forex Auction System. (2023). Dunga, Steven Henry ; Nyajeka, Nigel ; Pasara, Michael Takudzwa. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:11:y:2023:i:2:p:72-89. Full description at Econpapers || Download paper |
| 2023 | The Modernity of Keynesian Thinking on Economic Policy from an Institutional Perspective. (2023). Morselli, Alessandro. In: HISTORY OF ECONOMIC THOUGHT AND POLICY. RePEc:fan:spespe:v:html10.3280/spe2023-002004. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | RISK-ADJUSTED PERFORMANCE AND SEMI-MOMENTS OF NON-GAUSSIAN PORTFOLIO RETURNS DISTRIBUTIONS. (2023). Kamdem, Jules Sadefo. In: Working Papers. RePEc:hal:wpaper:hal-04134833. Full description at Econpapers || Download paper |
| 2023 | Relocation, innovation, and the difference that firm size makes: Insights for global sourcing strategies of SMEs. (2023). Kreutzer, Fabian ; Mitze, Timo. In: Journal of International Entrepreneurship. RePEc:kap:jinten:v:21:y:2023:i:3:d:10.1007_s10843-023-00326-5. Full description at Econpapers || Download paper |
| 2023 | Uncertainty of Outcome Hypothesis: Theoretical Development and Empirical Evaluation. (2023). Lee, Young Hoon ; Kim, Do Young ; Jang, Hayley. In: Review of Industrial Organization. RePEc:kap:revind:v:62:y:2023:i:3:d:10.1007_s11151-023-09899-w. 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 |
| 2023 | Post-Brexit exchange rate volatility and its impact on UK exports to eurozone countries: A bounds testing approach. (2023). Souk, Jana ; Montero, Jose-Maria ; el Khoury, Rim ; Naimy, Viviane. In: Oeconomia Copernicana. RePEc:pes:ieroec:v:14:y:2023:i:1:p:135-168. Full description at Econpapers || Download paper |
| 2023 | Risk Aversion and Favorite-Longshot Bias in a Competitive Fixed-Odds Betting Market. (2023). Whelan, Karl. In: MPRA Paper. RePEc:pra:mprapa:116923. Full description at Econpapers || Download paper |
| 2023 | Forecasting Soccer Matches With Betting Odds: A Tale of Two Markets. (2023). Whelan, Karl ; Hegarty, Tadgh. In: MPRA Paper. RePEc:pra:mprapa:116925. Full description at Econpapers || Download paper |
| 2023 | The Impact of Uncertainty on Fan Interest Surrounding Multiple Outcomes in Open European Football Leagues. (2023). Reade, James J ; Garcia-Del, Pedro. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-02. Full description at Econpapers || Download paper |
| 2023 | Does Exchange Rate Volatility Affect Foreign Trade? The Empirical Evidence from Some Selected MENA Countries. (2023). Nawaz, Mehwish ; Qurat-ul-ain Altaf, ; Shahid, Muneeba ; Zahir, Salma. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:2:p:689-700. Full description at Econpapers || Download paper |
| 2023 | Disentangling the Nexus Between Exchange Rate Volatility, Exports, and FDI: Empirical Evidence from the Indian Economy. (2023). Bhat, G M ; Jamal, Aamir. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:15:y:2023:i:3:p:449-472. Full description at Econpapers || Download paper |
| 2023 | European Mens Club Football in the Eyes of Consumers: The Determinants of Television Broadcast Demand. (2023). Mourão, Paulo ; Mouro, Paulo Reis ; Dias, Marta Ferreira ; Macedo, Anthony. In: Journal of Sports Economics. RePEc:sae:jospec:v:24:y:2023:i:5:p:579-623. Full description at Econpapers || Download paper |
| 2023 | Disaggregated Attendance Demand: Comparing Daily Ticket Purchasers and Season Ticket Holders in K-League 1. (2023). Pyun, Hyunwoong ; Sung, Hojun. In: Journal of Sports Economics. RePEc:sae:jospec:v:24:y:2023:i:6:p:717-736. Full description at Econpapers || Download paper |
| 2023 | Revisiting the Uncertainty of Outcome Hypothesis and the Loss Aversion Hypothesis in the National Basketball Association: Adding a Predicted Game Quality Perspective. (2023). Jones, Gareth J ; Hyun, Moonsup ; Lee, Yohan ; Du, James ; Jordan, Jeremy S ; Jee, Wonsok. In: Journal of Sports Economics. RePEc:sae:jospec:v:24:y:2023:i:8:p:1076-1096. 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 |
| 2023 | Betting market efficiency and prediction in binary choice models. (2023). Zijm, Renske ; Koning, Ruud H. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04722-3. Full description at Econpapers || Download paper |
| 2023 | Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball. (2023). Reade, James J ; de Angelis, Luca. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04950-7. Full description at Econpapers || Download paper |
| 2023 | Economic forecasting in a pandemic: some evidence from Singapore. (2023). Choy, Keen Meng ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02311-8. Full description at Econpapers || Download paper |
| 2023 | Are German National Accounts informationally efficient?. (2023). Dohrn, Roland. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:1:d:10.1007_s41549-022-00080-y. Full description at Econpapers || Download paper |
| 2023 | Asymmetric effects of exchange rate volatility on trade flows: evidence from G7. (2023). karamelikli, huseyin ; Bahmani-Oskooee, Mohsen ; Niroomand, Farhang. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09597-5. Full description at Econpapers || Download paper |
| 2023 | The persistence of economic sentiment: a trip down memory lane. (2023). Sorić, Petar ; Lolić, Ivana ; Matoec, Marina. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:2:d:10.1007_s11403-022-00371-8. Full description at Econpapers || Download paper |
| 2023 | Imperfect Information and Hidden Dynamics. (2023). Levine, Paul ; Yang, BO ; Wright, Stephen ; Pearlman, Joseph. In: School of Economics Discussion Papers. RePEc:sur:surrec:1223. Full description at Econpapers || Download paper |
| 2023 | Leaning against housing booms fueled by credit. (2023). Martinez, Carlos Canizares. In: Working and Discussion Papers. RePEc:svk:wpaper:1101. Full description at Econpapers || Download paper |
| 2023 | Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1. Full description at Econpapers || Download paper |
| 2023 | An Investigation on Real Estate Market Dynamics and Bubble Formation Modeling. (2023). Cristina, Rogojan Luana ; Elena, Croicu Andreea ; Andreea, Iancu Laura. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:17:y:2023:i:1:p:1603-1616:n:30. Full description at Econpapers || Download paper |
| 2023 | The accuracy and informativeness of agricultural baselines. (2023). Kuethe, Todd H ; Katchova, Ani L ; Bora, Siddhartha S. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:105:y:2023:i:4:p:1116-1148. Full description at Econpapers || Download paper |
| 2023 | The role of expectations for currency crisis dynamics—The case of the Turkish lira. (2023). Czudaj, Robert ; Beckmann, Joscha. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:625-642. Full description at Econpapers || Download paper |
| 2023 | Sports teams home market size in the digital age: Analyzing social media drawing power. (2023). Kunz-Kaltenhauser, Philipp. In: Ilmenau Economics Discussion Papers. RePEc:zbw:tuiedp:175. 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 |
| 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 | 8 |
| 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 |
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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 |
| 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 | 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 | 25 |
| 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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