Category Archives: PubFac

Forecast evaluation of nonlinear models: The case of long-span real exchange rates”

Pavlidis E., Paya I. and D. Peel
Journal of Forecasting – 2012

Wednesday October 14th, 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2012By coralio

Real exchange rates and time-varying trade costs

Pavlidis E., Paya I. and D. Peel
Journal of International Money and Finance – 2011

Wednesday October 14th, 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2011By coralio

Sampling of nonlinear models: Evidence on speed of adjustment in index futures markets

Paya I. and D. Peel
Journal of Futures Markets – 2011

Wednesday October 14th, 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2011By coralio

Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form

Pavlidis E., Paya I. and D. Peel
Studies
in Nonlinear Dynamics and Econometrics – 2010

Wednesday October 14th, 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2010By coralio

Flexible Distribution Functions, Higher Order Preferences and Optimal Portfolio Allocations

Ñiguez T.M., Paya, I., Peel, D. and J. Perote
Quantitative Finance – 2019

Wednesday October 14th, 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubfieldFeaturedMacro, PubfieldMacro, PubSelected, Pubyear2019By coralio

Using market expectations to test for speculative bubbles in the crude oil market

Pavlidis E., Paya I. and D. Peel
Journal of Money, Credit and Banking – 2018

Wednesday October 14th, 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubfieldFeaturedMacro, PubfieldMacro, PubSelected, Pubyear2018By coralio

A nonlinear analysis of the real exchange rate-consumption relationship

Pavlidis E., Paya I. and D. Peel
Macroeconomic Dynamics, – 2018

Wednesday October 14th, 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubfieldFeaturedMacro, PubfieldMacro, PubSelected, Pubyear2018By coralio

Testing for speculative bubbles using spot and forward prices

Pavlidis E., Paya I. and D. Peel
International Economic Review – 2017

Wednesday October 14th, 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubfieldFeaturedMacro, PubfieldMacro, PubSelected, Pubyear2017By coralio

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

Wednesday October 14th, 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2016By coralio

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

Wednesday October 14th, 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2016By coralio