Nonlinear causality tests and multivariate conditional heteroskedasticity: A simulation study
Pavlidis E., Paya I. and D. Peel
Studies in Nonlinear Dynamics and Econometrics – 2013
Pavlidis E., Paya I. and D. Peel
Studies in Nonlinear Dynamics and Econometrics – 2013
Ñiguez T.M., Paya, I. and D. Peel.
Finance Research Letters – 2016
Pavlidis E., Paya I. and D. Peel
International Economic Review – 2017
Ñiguez T.M., Paya, I., Peel, D. and J. Perote
Economics Letters – 2012
Pavlidis E., Paya I. and D. Peel
Studies
in Nonlinear Dynamics and Econometrics – 2010
Paya I. and D. Peel
Journal of Futures Markets – 2011
Pavlidis E., Paya I. and D. Peel
Journal of Forecasting – 2012
Pavlidis E., Paya I. and D. Peel
Journal of International Money and Finance – 2011
Naraidoo R. and I. Paya
International Journal of Forecasting – 2012
Carnero, M.A. and A. Perez
Energy Economics – 2019