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The forward premium puzzle in the interwar period and deviations from covered interest parity

Paya, Ivan; Peel, David A.; Spiru, Alina - In: Economics Letters 108 (2010) 1, pp. 55-57

We revisit the forward premium puzzle in the interwar period and find that, as the deviation from covered interest rate parity increases, the coefficient on the forward premium in the standard Fama regression tends towards zero.

Persistent link: https://www.econbiz.de/10008494870

A note on some properties of the ESTAR model

Chappell, David; Peel, David A. - In: Economics Letters 60 (1998) 3, pp. 311-315

Persistent link: https://www.econbiz.de/10005355888

On the speed of adjustment in ESTAR models when allowance is made for bias in estimation

Paya, Ivan; Peel, David A. - In: Economics Letters 90 (2006) 2, pp. 272-277

Persistent link: https://www.econbiz.de/10005297121

The slope of the yield curve and real economic activity: tracing the transmission mechanism

Peel, David A.; Taylor, Mark P. - In: Economics Letters 59 (1998) 3, pp. 353-360

Persistent link: https://www.econbiz.de/10005307366

Economic surprises and the behaviour of asset prices : Some analyses and further empirical results

Peel, David A.; Pope, Peter F. - In: Economics Letters 27 (1988) 4, pp. 375-379

Persistent link: https://www.econbiz.de/10005257820

Deterministic impulse response in a nonlinear model. An analytical expression

Venetis, Ioannis A.; Paya, Ivan; Peel, David A. - In: Economics Letters 95 (2007) 3, pp. 315-319

Persistent link: https://www.econbiz.de/10005269903

Rationality testing under asymmetric loss

Batchelor, Roy; Peel, David A. - In: Economics Letters 61 (1998) 1, pp. 49-54

Persistent link: https://www.econbiz.de/10005270064

Non-uniqueness and the role of the monetary authorities

Peel, David A. - In: Economics Letters 7 (1981) 1, pp. 25-28

Persistent link: https://www.econbiz.de/10005270486

Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes

Peel, David A.; Ioannidis, Christos - In: Economics Letters 78 (2003) 2, pp. 147-152

Persistent link: https://www.econbiz.de/10005275906

Periodically collapsing stock price bubbles: a robust test

Taylor, Mark P.; Peel, David A. - In: Economics Letters 61 (1998) 2, pp. 221-228

Persistent link: https://www.econbiz.de/10005175103