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Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market
PAVLIDIS, EFTHYMIOS G.; PAYA, IVAN; PEEL, DAVID A. - In: Journal of Money, Credit and Banking 50 (2018) 5, pp. 833-856
Persistent link: https://www.econbiz.de/10012093808
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Nonlinear causality tests and multivariate conditional heteroskedasticity : a simulation study
Pavlidis, Efthymios G.; Paya, Ivan; Peel, David A. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 3, pp. 297-312
Persistent link: https://www.econbiz.de/10010118271
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Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
Pavlidis, Efthymios G.; Paya, Ivan; Peel, David A. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 3, pp. 1-38
Persistent link: https://www.econbiz.de/10009949971
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Real exchange rates and time-varying trade costs
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Journal of international money and finance 30 (2011) 6, pp. 1157-1179
Persistent link: https://www.econbiz.de/10009373951
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Nonlinear dynamics in economics and finance and unit root testing
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David; … - In: The European journal of finance 19 (2013) 5/6, pp. 572-588
Persistent link: https://www.econbiz.de/10010243592
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Nonlinear causality tests and multivariate conditional heteroskedasticity : a simulation study
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 3, pp. 297-312
Persistent link: https://www.econbiz.de/10009740330
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Forecast evaluation of nonlinear models : the case of long-span real exchange rates
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Journal of forecasting 31 (2012) 7, pp. 580-595
Persistent link: https://www.econbiz.de/10009722656
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Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 3, pp. 1-38
Persistent link: https://www.econbiz.de/10009515145
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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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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