English
Valencià
Testing for speculative bubbles using spot and forward prices
Pavlidis E., Paya I. and D. Peel
International Economic Review – 2017
Wealth fluctuations and investment in risky assets: The UK micro evidence on household asset allocation
Paya I. and P. Wang
Journal of Empirical Finance – 2016
Episodes of exuberance in housing markets: in search of the smoking gun”
Pavlidis E., Yusupova A., Paya I., Peel D., Martinez-Garcia E. and V. Grossman
Journal of Real Estate Finance and Economics – 2016
Nonlinear causality tests and multivariate conditional heteroskedasticity: A simulation study
Pavlidis E., Paya I. and D. Peel
Studies in Nonlinear Dynamics and Econometrics – 2013
Nonlinear dynamics in economics and finance and unit root testing
Pavlidis E., Paya I., Peel D. and C. Siriopoulos
European
Journal of Finance – 2013
Forecasting monetary policy rules in South Africa
Naraidoo R. and I. Paya
International Journal of Forecasting – 2012
On the stability of CRRA utility under high degrees of uncertainty
Ñiguez T.M., Paya, I., Peel, D. and J. Perote
Economics Letters – 2012
Forecast evaluation of nonlinear models: The case of long-span real exchange rates”
Pavlidis E., Paya I. and D. Peel
Journal of Forecasting – 2012
Real exchange rates and time-varying trade costs
Pavlidis E., Paya I. and D. Peel
Journal of International Money and Finance – 2011
Sampling of nonlinear models: Evidence on speed of adjustment in index futures markets
Paya I. and D. Peel
Journal of Futures Markets – 2011