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Macroeconomics and Financial Markets

  1. 2013
  2. Published

    An example of an optimal forecast exhibiting decreasing bias with increasing forecast horizon

    Aretz, K. & Peel, D., 10/2013, In: Bulletin of Economic Research. 65, 4, p. 362-371 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    Computing generalized Nash equilibria by polynomial programming

    Couzoudis, E. & Renner, P., 06/2013, In: Mathematical Methods of Operational Research. 77, 3, p. 459-472 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets

    Peel, D., 06/2013, In: Economics Letters. 119, 3, p. 264-267 4 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study

    Pavlidis, E., Paya, I. & Peel, D., 02/2013, In: Studies in Nonlinear Dynamics and Econometrics. 17, 3, p. 297-312 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Published

    Higher-order moments in the theory of diversification and portfolio composition

    Niguez, T-M., Paya, I., Peel, D. & Perote, J., 2013, Lancaster: Lancaster University, Department of Economics, 26 p. (Economics Working Paper Series; vol. 2013, no. 3).

    Research output: Working paper

  7. Published

    Nonlinear dynamics in economics and finance and unit root testing

    Pavlidis, E., Paya, I., Peel, D. & Siriopoulos, C., 2013, In: European Journal of Finance. 19, 6, p. 572-588 17 p.

    Research output: Contribution to Journal/MagazineJournal article

  8. 2012
  9. Published

    Are analysts' loss functions asymmetric?

    Peel, D., Pope, P. F. & Clatworthy, M., 12/2012, In: Journal of Forecasting. 31, 8, p. 736-756 21 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. Published

    Optimal Simple Monetary and Fiscal Rules under Limited Asset Market Participation

    Motta, G. & Tirelli, P., 10/2012, In: Journal of Money, Credit and Banking. 44, 7, p. 1351–1374 24 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  11. Published

    Finding all pure-strategy equilibria in games with continuous strategies

    Judd, K., Renner, P. & Schmedders, K., 07/2012, In: Quantitative Economics. 3, 2, p. 289-331 43 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  12. Published

    On the potential for observational equivalence in experiments on risky choice when a power utility function is assumed

    Peel, D. & Zhang, J., 07/2012, In: Economics Letters. 116, 1, p. 8-10 3 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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