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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
Testing for speculative bubbles using spot and forward prices
Pavlidis E., Paya I. and D. Peel
International Economic Review – 2017
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
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
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