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A nonlinear analysis of the real exchange rate-consumption relationship
Pavlidis E., Paya I. and D. Peel
Macroeconomic Dynamics, – 2018
Pure higher-order effects in the portfolio choice model
Ñiguez T.M., Paya, I. and D. Peel.
Finance Research Letters – 2016
Testing for linear and nonlinear Granger causality in the real exchange rate – consumption relation
Pavlidis E., Paya I. and D. Peel
Economics Letters – 2015
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