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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
Temporal aggregation of random walk processes and implications for economic analysis
Ahmad, Y., & I. Paya
Studies in Nonlinear Dynamics and Econometrics – 2020
The Forward Premium Puzzle in the interwar period and deviations from covered interest parity
Paya I., Peel D. and A. Spiru
Economics Letters – 2010
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
Linkages between Shanghai and Hong Kong stock indices
Paya I. and S. Zhang
Applied Financial Economics – 2009
On the relationship between inflation persistence and temporal aggregation
Paya I., Duarte A. and K. Holden
Journal of Money, Credit and Banking – 2007
Deterministic impulse response in a nonlinear model. An analytic expression
Venetis I.,Paya I. and D. Peel
Economics Letters – 2007
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
Flexible Distribution Functions, Higher Order Preferences and Optimal Portfolio Allocations
Ñiguez T.M., Paya, I., Peel, D. and J. Perote
Quantitative Finance – 2019
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