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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
Flexible Distribution Functions, Higher Order Preferences and Optimal Portfolio Allocations
Ñiguez T.M., Paya, I., Peel, D. and J. Perote
Quantitative Finance – 2019
A nonlinear analysis of the real exchange rate-consumption relationship
Pavlidis E., Paya I. and D. Peel
Macroeconomic Dynamics, – 2018
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
Testing for speculative bubbles using spot and forward prices
Pavlidis E., Paya I. and D. Peel
International Economic Review – 2017
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
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
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
Forecast evaluation of nonlinear models: The case of long-span real exchange rates”
Pavlidis E., Paya I. and D. Peel
Journal of Forecasting – 2012
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
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
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
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
Linkages between Shanghai and Hong Kong stock indices
Paya I. and S. Zhang
Applied Financial Economics – 2009
Deterministic impulse response in a nonlinear model. An analytic expression
Venetis I.,Paya I. and D. Peel
Economics Letters – 2007
On the relationship between inflation persistence and temporal aggregation
Paya I., Duarte A. and K. Holden
Journal of Money, Credit and Banking – 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