Similar Search Results - EconBiz

Non-linear mean reversion in real exchange rates : towards a solution to the purchasing power parity puzzles

Taylor, Mark P. - 2001

Persistent link: https://www.econbiz.de/10013423283

Modelling Business Cycle Nonlinearity in Conditional Mean and Conditional Variance : Some International and Sectoral Evidence

Peel, David; Speight, Alan E. H. - 2003

This paper tests for the presence of output mean and variance nonlinearities in international industrial production and UK and US sectoral production growth rates using ARMA-GQARCH, bilinear (BL) and joint BL-GQARCH models. ARMA-GQARCH models confirm the presence of asymmetric variance effects...

Persistent link: https://www.econbiz.de/10014075635

Introduction: economics of betting markets

Peel, David - In: Applied economics 40 (2008) 1/3, pp. 1-3

Persistent link: https://www.econbiz.de/10003721897

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

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

Persistent link: https://www.econbiz.de/10008662258

Support for governments and leaders : fractional cointegration analysis of poll evidence from the UK, 1960-2004

Davidson, James E. H. (contributor); Peel, David (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10003286553

The long memory model of political support : some further results

Byers, J. David; Davidson, James E. H.; Peel, David - In: Applied economics 39 (2007) 19/21, pp. 2547-2552

Persistent link: https://www.econbiz.de/10003609221

Simulating stock returns under switching regimes ; a new test of market efficiency

Meenagh, David; Minford, Patrick; Peel, David - 2006

Persistent link: https://www.econbiz.de/10003322804

Simulating stock returns under switching regimes : a new test of market efficiency

Meenagh, David (contributor); Minford, Patrick (contributor) - 2006

Persistent link: https://www.econbiz.de/10003390751

Simulating stock returns under switching regimes - a new test of market efficiency

Meenagh, David; Minford, Patrick; Peel, David - In: Economics letters 94 (2007) 2, pp. 235-239

Persistent link: https://www.econbiz.de/10003417284

The favourite-longshot bias, bookmaker margins and insider trading in a variety of betting markets

Cain, Michael; Law, David; Peel, David - In: Bulletin of economic research 55 (2003) 3, pp. 263-273

Persistent link: https://www.econbiz.de/10001770468

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