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ESTAR model with multiple fixed points : testing and estimation
Venetis, Ioannis A. (contributor); Payá, Ivan (contributor) - 2009
Persistent link: https://www.econbiz.de/10003817115
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Further Evidence on PPP Adjustment Speeds : The Case of Effective Real Exchange Rates and the EMS
Paya, Ivan; Venetis, Ioannis A.; Peel, David - 2003
Two different approaches intend to resolve the 'puzzling' slow convergence to purchasing power parity (PPP) reported in the literature [see Rogoff (1996), Journal of Economic Literature, Vol. 34.] On the one hand, there are models that consider a non-linear adjustment of real exchange rate to...
Persistent link: https://www.econbiz.de/10014076338
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Smooth transition models and arbitrage consistency
Peel, David (contributor); Venetis, Ioannis A. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003140835
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On the predictions of cumulative prospect theory for third and fourth order risk preferences
Payá, Ivan; Peel, David; Georgalos, Konstantinos - In: Theory and decision : an international journal for … 95 (2023) 2, pp. 337-359
Persistent link: https://www.econbiz.de/10014365258
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On the stability of the CRRA utility under high degrees of uncertainty
Ñíguez, Trino-Manuel; Payá, Ivan; Peel, David; … - 2011
Persistent link: https://www.econbiz.de/10008992251
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Higher-order moments in the theory of diversification and portfolio composition
Ñíguez, Trino-Manuel; Payá, Ivan; Peel, David; … - 2013
Persistent link: https://www.econbiz.de/10009742347
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Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
Pavlidis, Efthymios G. (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003817102
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Linkages between Shanghai and Hong Kong stock indices
Zhang, Shenqiu (contributor); Payá, Ivan (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003817122
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Forecasting the real exchange rate using a long span of data : a rematch ; linear vs. nonlinear
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - 2009
Persistent link: https://www.econbiz.de/10003879555
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Bubbles in house prices and their impact on consumption : evidence for the US
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David; … - 2009
Persistent link: https://www.econbiz.de/10003879562