Home > Research > Macroeconomics and Financial Markets > Publications & Outputs

Research

View graph of relations

Macroeconomics and Financial Markets

21 - 30 out of 137Page size: 10
RSS feed of this list
  1. 2012
  2. 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/Magazine › Journal article › peer-review

  3. 2013
  4. 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

  5. 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/Magazine › Journal article

  6. 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/Magazine › Journal article › peer-review

  7. 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/Magazine › Journal article › peer-review

  8. 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/Magazine › Journal article › peer-review

  9. 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/Magazine › Journal article › peer-review

  10. 2014
  11. Published

    Computing All Solutions to Polynomial Equations in Economics

    Kubler, F., Schmedders, K. & Renner, P., 2014, Handbook of Computational Economics. Elsevier, Vol. 3. p. 599-652 54 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  12. Published

    Episodes of exuberance in housing markets: in search of the smoking gun

    Pavlidis, E., Yusupova, A., Paya, I., Peel, D., Martinez-Garcia, E., Mack, A. & Crossman, V., 2014, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series; vol. 2014, no. 9).

    Research output: Working paper

  13. Published

    Discretion vs. timeless perspective under model-consistent stabilization objectives

    Petrella, I., Rossi, R. & Santoro, E., 01/2014, In: Economics Letters. 122, 1, p. 84-88 5 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

Previous 1 2 3 4 5 6 7 8 ...14 Next

Back to top