Español
Valencià
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
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
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