Category Archives: PubfacPayaI

Higher order risk attitudes: New model insights and heterogeneity of preferences

Georgalos, K., Payá, I., & D. Peel
Experimental Economics – 2022

22 de May de 2023Pub, PubFac, PubfacPayaI, PubFeatured, Pubfield, PubfieldFeatured, Pubyear2022By coralio

On the predictions of Cumulative Prospect Theory for third and fourth order risk preferences

Georgalos, K., Payá, I., & D. Peel
Theory and Decision – 2022

22 de May de 2023Pub, PubFac, PubfacPayaI, PubFeatured, Pubfield, PubfieldFeatured, Pubyear2022By coralio

On the contribution of the Markowitz model of utility to explain risky choice in experimental research

Georgalos, K., Paya, I., & D. Peel
Journal of Economic Behavior and Organization – 2021

14 de October de 2022Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, PubFeatured, Pubfield, PubfieldFeatured, PubfieldFeaturedMacro, PubfieldMacro, PubSelected, Pubyear2021By coralio

Temporal aggregation of random walk processes and implications for economic analysis

Ahmad, Y., & I. Paya
Studies in Nonlinear Dynamics and Econometrics – 2020

14 de October de 2022Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, PubFeatured, Pubfield, PubfieldFeatured, PubfieldFeaturedMacro, PubfieldMacro, PubSelected, Pubyear2020By coralio

The Forward Premium Puzzle in the interwar period and deviations from covered interest parity

Paya I., Peel D. and A. Spiru
Economics Letters – 2010

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

Inflation dynamics in the U.S.: Global but not local mean reversion

Novay A., Paya I. and D. Peel
Journal of Money, Credit and Banking – 2010

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

Linkages between Shanghai and Hong Kong stock indices

Paya I. and S. Zhang
Applied Financial Economics – 2009

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2009By coralio

On the relationship between inflation persistence and temporal aggregation

Paya I., Duarte A. and K. Holden
Journal of Money, Credit and Banking – 2007

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2007By coralio

Deterministic impulse response in a nonlinear model. An analytic expression

Venetis I.,Paya I. and D. Peel
Economics Letters – 2007

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2007By coralio

A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994”

Paya I. and D. Peel
Journal
of Money, Credit and Banking – 2006

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2006By coralio