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[Rezension von: DeGrauwe, P., ..., Exchange rate theory]

Peel, David - In: Economica 61 (1994) 243, pp. 402-403

Persistent link: https://www.econbiz.de/10001346509

Modelling business cycle nonlinearity in conditional mean and conditional variance : some international and sectoral evidence

Peel, David - In: Economica 65 (1998) 258, pp. 211-229

Persistent link: https://www.econbiz.de/10001242307

Some empirical evidence on the time-series properties of four UK asset prices

Lane, J. A. - In: Economica 63 (1996) 251, pp. 405-426

Persistent link: https://www.econbiz.de/10001207841

Information, prices and efficiency in a fixed-odds betting market

Pope, Peter F. - In: Economica 56 (1989) 223, pp. 323-341

Persistent link: https://www.econbiz.de/10001070576

The relationship between two indicators of insider trading in British racetrack betting

Cain, Michael; Law, David; Peel, David - In: Economica 68 (2001), pp. 97-104

Persistent link: https://www.econbiz.de/10001571582

Insider trading, herding behaviour and market plungers in the British horse-race betting market

Law, David; Peel, David - In: Economica 69 (2002), pp. 327-338

Persistent link: https://www.econbiz.de/10001708648

Smooth transition models and arbitrage consistency

Peel, David; Venetis, Ioannis A. - In: Economica 72 (2005), pp. 413-430

Persistent link: https://www.econbiz.de/10003015359

A more general non-expected utility model as an explanation of gambling outcomes for individuals and markets

Peel, David; Law, David - In: Economica 76 (2009), pp. 251-263

Persistent link: https://www.econbiz.de/10003823621

The non-uniqueness of the Dorfman-Steiner condition : a note

Peel, David A. - In: Economica 40 (1973), pp. 208-209

Persistent link: https://www.econbiz.de/10002631293

Smooth Transition Models and Arbitrage Consistency

Peel, David A.; Venetis, Ioannis A. - In: Economica 72 (2005) 3, pp. 413-430

Slow adjustment of real exchange rate towards equilibrium in linear models has long puzzled researchers, stimulating the adoption of nonlinear models. The exponential smooth transition model has been particularly successful, providing faster adjustment speeds. This paper discusses some of its...

Persistent link: https://www.econbiz.de/10005683041