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Professor David Peel

Professor Emeritus

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  1. 1994
  2. Published

    Testing for Market Efficiency in the Exchange Market

    Peel, D., 1994, Risk and Uncertainty in Economics : Essays in Honour of J.L. Ford. Dickinson, D. G., Driscoll, M. & Sen, S. (eds.). Aldershot: Edward Elgar, p. 147-163 17 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter (peer-reviewed)

  3. Published

    Testing for non-linear dependence in interwar exchange rates

    Peel, D. & Speight, A., 1994, In: Weltwirtschaftliches Archiv. p. 391-417 27 p.

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

  4. Published

    The German hyperinflation and the demand for money revisited

    Nobay, A. R., Michael, P. & Peel, D., 1994, In: International Economic Review. 35, 1, p. 1-22 22 p.

    Research output: Contribution to Journal/Magazine › Journal article

  5. 1995
  6. Published

    Non-Linear Dependence in Unemployment, Output and Inflation - Empirical Evidence for the UK

    Peel, D. & Speight, A., 1995, The Natural Rate of Unemployment: Reflections of Twenty Five Years of the Hypothesis. Cross, R. (ed.). Cambridge: Cambridge University Press, p. 231-255 25 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter (peer-reviewed)

  7. Published

    Some empirical evidence on the time series properties of four UK Asset Prices

    Raeburn, E., Lane, J. & Peel, D., 1995, In: Economica. 63, 251, p. 405-426 22 p.

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

  8. Published

    Time-Varying Risk Premia and the Term Structure of Forward Exchange Rates

    Peel, D. & Pope, P., 03/1995, In: Manchester School. 63, 1, p. 69-81 13 p.

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

  9. Published

    Forecasting industrial production using non-linear methods

    Byers, D. & Peel, D., 07/1995, In: Journal of Forecasting. 14, 4, p. 325-336 12 p.

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

  10. 1996
  11. Published

    Exchange Rate Dynamics and Monetary Reforms: Theory and Evidence from Britain's Return to Gold

    Peel, D., Micheal, P. & Nobay, A. R., 1996, Modern Perspectives on The Gold Standard. Bayoumi, T., Eichengreen, B. & Taylor, M. (eds.). Cambridge: Cambridge University Press, p. 341-366 26 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter (peer-reviewed)

  12. Published

    Purchasing power parity yet again: evidence from spatially seperated commodity markets

    Nobay, A. R., Michael, P. & Peel, D., 1996, In: Journal of International Money and Finance. 13, 6, p. 637-657 21 p.

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

  13. Published

    Long Memory Risk Premia in Exchange Rates’

    Byers, J. D. & Peel, D., 12/1996, In: Manchester School. 64, 4, p. 421-438 18 p.

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

  14. 1997
  15. Published

    Modelling political popularity: an analysis of long-range dependence in opinion poll series

    Byers, D., Davidson, D. & Peel, D., 1997, In: Journal of the Royal Statistical Society: Series A Statistics in Society. 160, 3, p. 471-490 20 p.

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

  16. Published

    Transactions costs and nonlinear adjustment in real exchange rates: an empirical investigation

    Nobay, A. R., Peel, D. & Michael, P., 1997, In: Journal of Political Economy. 105, 4, p. 862-879 18 p.

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

  17. Published

    Nonlinearities in East European Black Market Exchange Rates

    Peel, D. & Speight, A., 01/1997, In: International Journal of Finance and Economics. 2, 1, p. 39-57 19 p.

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

  18. Published

    Information disclosure to employees and rational expectations: a game theoretical perspective - a comment

    Pope, P. F. & Peel, D., 10/1997, In: Journal of Business Finance and Accounting. 24, 9, p. 1433-1435 3 p.

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

  19. 1998
  20. Published

    A non-linear error correction mechanism based on the bilinear model

    Davidson, D. & Peel, D., 1998, In: Economics Letters. 58, 2, p. 165-170 6 p.

    Research output: Contribution to Journal/Magazine › Journal article

  21. Published

    A note on some properties of the ESTAR Model

    Chappell, D. & Peel, D., 1998, In: Economics Letters. 60, 3, p. 311-315 5 p.

    Research output: Contribution to Journal/Magazine › Journal article

  22. Published

    Modelling business cycle nonlinearity in conditional mean and conditional variance: some international evidence

    Peel, D. & Speight, A., 1998, In: Economica. 65, 258, p. 211-229 19 p.

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

  23. Published

    Periodically collapsing stock price bubbles: a robust test

    Taylor, M. P. & Peel, D., 1998, In: Economics Letters. 61, 2, p. 221-228 8 p.

    Research output: Contribution to Journal/Magazine › Journal article

  24. Published

    Rationality testing under asymmetric loss

    Batchelor, R. & Peel, D., 1998, In: Economics Letters. 61, 1, p. 49-54 6 p.

    Research output: Contribution to Journal/Magazine › Journal article

  25. Published

    The slope of the yield curve and real economic activity: tracing the transmission mechanism

    Taylor, M. P. & Peel, D., 1998, In: Economics Letters. 58, 2, p. 165-174 10 p.

    Research output: Contribution to Journal/Magazine › Journal article

  26. 1999
  27. Published

    Nonlinear adjustment towards long-run money demand: an empirical investigation

    Nobay, A. R., Michael, P. & Peel, D., 1999, Nonlinear Time Series Analysis of Economic and Financial Data. Dordrecht: Kluwer Academic Publishers, p. 179-190 12 p.

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

  28. Published

    Nonlinear hyperinflationary exchange rate dynamics: the Polish Zloty 1988-1990

    Speight, A. & Peel, D., 1999, Money and Macroeconomic Policy. Cheltenham: Edward Elgar, p. 175-198 24 p.

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

  29. 2000
  30. Published

    Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals

    Taylor, M. P. & Peel, D., 2000, In: Journal of International Money and Finance. p. 33-53 21 p.

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

  31. Published

    Non-linear dynamics of inflation in high inflation economies

    Byers, D. & Peel, D., 2000, In: Manchester School. 68, 3, p. 23-37 15 p.

    Research output: Contribution to Journal/Magazine › Journal article

  32. Published

    Optimal monetary policy with a nonlinear Philips curve

    Nobay, A. R. & Peel, D., 2000, In: Economics Letters. 67, 2, p. 159-164 6 p.

    Research output: Contribution to Journal/Magazine › Journal article

  33. Published

    The favourite-longshot bias and market efficiency in UK football betting

    Law, D., Cain, M. & Peel, D., 2000, In: Scottish Journal of Political Economy. 47, 1, p. 25-36 12 p.

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

  34. Published

    Volatility and the big bang factor - has the big bang made UK stock prices more volatile?

    Pope, P. F., Peel, D. & Yadav, P. K., 2000, Double Takes (reprinted). Chichester: John Wiley and Sons Ltd, p. 231-235 5 p.

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

  35. Published

    The dynamics of aggregate political popularity: evidence from eight countries

    Byers, J. D., Davidson, J. & Peel, D., 03/2000, In: Electoral Studies. 19, 1, p. 49-62 14 p.

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

  36. Published

    Testing for statistical and market efficiency when forecast errors are non-normal: the NFL betting market revisted

    Cain, M., Law, D. & Peel, D., 12/2000, In: Journal of Forecasting. 19, 7, p. 575-586 12 p.

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

  37. 2001
  38. Published

    Nonlinear mean-reversion in real exchange rates: toward a solution to the purchasing power parity puzzles

    Sarno, L., Peel, D. & Taylor, M. P., 2001, In: International Economic Review. 42, 4, p. 1015-1042 28 p.

    Research output: Contribution to Journal/Magazine › Journal article

  39. Published

    The relationship between two indicators of insider trading in british racetrack betting

    Law, D., Cain, M. & Peel, D., 2001, In: Economica. 68, 1269, p. 97-104 8 p.

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

  40. Published

    The Incidence of Insider Trading in Betting Markets and the Gabriel and Marsden Anomaly

    Law, D., Cain, M. & Peel, D., 03/2001, In: Manchester School. 69, 2, p. 197-207 11 p.

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

  41. 2002
  42. Published

    Advanced Macroeconomics: A Primer

    Minford, A. P. L. & Peel, D., 2002, Cheltenham: Edward Elgar. 548 p.

    Research output: Book/Report/Proceedings › Book

  43. Published

    Covered interest rate arbitrage in the interwar period and the Keynes-Einzig conjecture

    Peel, D. & Taylor, M. P., 2002, In: Journal of Money, Credit and Banking. 34, 1, p. 51-75 25 p.

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

  44. Published

    Insider trading, herding behaviour and market plungers in the British horse-race betting market

    Law, D. & Peel, D., 2002, In: Economica. 69, 274, p. 327-338 12 p.

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

  45. 2003
  46. Published

    Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes

    Peel, D. & Ioannides, C., 2003, In: Economics Letters. 78, 2, p. 147-152 6 p.

    Research output: Contribution to Journal/Magazine › Journal article

  47. Published

    Nonlinear equilibrium correction in U.S. real money balances, 1869 - 1997

    Taylor, M. P., Peel, D. & Sarno, L., 2003, In: Journal of Money, Credit and Banking. 35, 5, p. 787-799 13 p.

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

  48. Published

    PPP adjustment speeds in high frequency data when equilibrium real exchange rates is proxied by a time trend

    Peel, D. & Paya, I., 2003, In: Manchester School. 71, p. 39-53 15 p.

    Research output: Contribution to Journal/Magazine › Journal article

  49. Published

    The favourite-longshot bias and the Gabriel and Marsden anomaly: an explanation based on utility theory

    Cain, M., Peel, D. & Law, D., 2003, The Economics of Gambling. London and New York: Routledge, p. 2-13 12 p.

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

  50. Published

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

    Cain, M., Law, D. & Peel, D., 2003, In: Bulletin of Economic Research. 55, 3, p. 263-273 11 p.

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

  51. Published

    The Time Series Properties of Financial Ratios: Lev Revisited

    Ioannides, C., Peel, D. & Peel, M. J., 2003, In: Journal of Business Finance and Accounting. 30, 5-6, p. 699-714 16 p.

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

  52. Published

    Optimal discretionary monetary policy in a model of asymmetric central bank preferences.

    Nobay, A. R. & Peel, D., 07/2003, In: Economic Journal. 113, 489, p. 657-665 9 p.

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

  53. Published

    Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS

    Paya, I., Venetis, I. & Peel, D., 09/2003, In: Oxford Bulletin of Economics and Statistics. 65, 4, p. 421-437 17 p.

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

  54. 2004
  55. Published

    Alan Walters and the demand for money: an empirical retrospective

    Matthews, K., Peel, D. & Paya, I., 2004, Money Matters. Essays in Honour of Sir Alan Walters. Cheltenham: Edward Elgar

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

  56. Published

    Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting

    Paya, I. & Peel, D., 2004, In: Journal of Forecasting. 23, 5, p. 373-384 12 p.

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

  57. Published

    Nonlinear purchasing power parity under the gold standard

    Peel, D. & Paya, I., 2004, In: Southern Economic Journal. 71, 2, p. 302-313 12 p.

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

  58. Published

    The utility of gambling and the favourite long-shot bias

    Peel, D., 2004, In: European Journal of Finance. 10, 5, p. 370-390 21 p.

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

  59. Published

    Utility and the skewness of return in gambling

    Cain, M. & Peel, D., 2004, In: Geneva Papers on Risk and Insurance Theory. 29, 2, p. 145-163 19 p.

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

  60. 2005
  61. Published

    Are analysts' loss functions asymmetric?

    Clatworthy, M. A., Peel, D. & Pope, P. F., 2005, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  62. Published

    Cumulative prospect theory and gambling

    Cain, M., Law, D. & Peel, D., 2005, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

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