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Macroeconomics and Financial Markets

  1. Published

    Pre-Decision Side-Bet Sequences

    Kaivanto, K. K. & Peel, D. A., 04/2017, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  2. Published

    Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy

    Miescu, M. & Mumtaz, H., 31/10/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  3. Published

    Pure higher-order effects in the portfolio choice model

    Niguez, T-M., Paya, I. & Peel, D. A., 11/2016, In: Finance Research Letters. 19, p. 255-260 6 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus

    Delis, M. D., Tran, K. C. & Tsionas, M., 04/2012, In: Journal of Financial Stability. 8, 2, p. 57-68 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Real Estate and Construction Sector Dynamics Over the Business Cycle

    Vasilopoulos, K. & Tayler, W., 31/05/2021, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  6. Published

    Real Exchange Rates and Time-Varying Trade Costs

    Pavlidis, E., Paya, I. & Peel, D., 2011, In: Journal of International Money and Finance. 30, 6, p. 1157-1179 23 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Published

    Relative productivity and search unemployment in an open economy

    Bertinelli, L., Cardi, O. & Restout, R., 09/2018, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  8. Published

    Return predictability of variance differences: A fractionally cointegrated approach

    Li, Z., Izzeldin, M. & Yao, X., 1/07/2020, In: Journal of Futures Markets. 40, 7, p. 1072-1089 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Published

    Return Predictability of Variance Differences: a fractionally co-integrated approach

    Li, Z., Izzeldin, M. & Yao, X., 1/07/2020, In: The Journal of Futures Markets . 40, 7, p. 1072-1089 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. Published

    Sectoral Fiscal Multipliers and Technology in Open Economy

    Cardi, O. & Restout, R., 28/05/2021, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series; vol. 2021/005).

    Research output: Working paper

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