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Professor David Peel

Professor Emeritus

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  1. Published

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

    Meenagh, D., Minford, P. & Peel, D., 2007, In: Economics Letters. 94, 2, p. 235-239 5 p.

    Research output: Contribution to Journal/Magazine › Journal article

  2. Published

    Smooth transition models and arbitrage consistency

    Peel, D. & Venetis, I. A., 2005, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  3. Published

    Smooth transition models and arbitrage consistency

    Peel, D. & Venetis, I. A., 2005, In: Economica. 72, 3, p. 413-430 18 p.

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

  4. Published

    Some analysis of the long-run time series properties of consumption and income in the UK

    Peel, D., 1992, In: Economics Letters. 39, 2, p. 173-178 6 p.

    Research output: Contribution to Journal/Magazine › Journal article

  5. 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

  6. Published

    Some Empirical Results on 'the Rationality' of Expectations Derived from Survey Data

    Peel, D. & Walters, K., 09/1984, In: Empirical Economics. 9, 3, p. 151-163 13 p.

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

  7. Published

    Some evidence on the efficiency of the sterling-dollar and sterling-franc forward exchange rates in the inter-war period

    Byers, D. & Peel, D., 1991, In: Economics Letters. 35, 1, p. 317-322 6 p.

    Research output: Contribution to Journal/Magazine › Journal article

  8. Published

    Some Evidence on the Interdependence of National Stock Markets and the Gains from Portfolio Diversification

    Byers, J. D. & Peel, D., 1993, In: Applied Financial Economics. 3, 3, p. 239-242 4 p.

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

  9. Published

    Some further empirical evidence on predicting private company failure

    Peel, M. J. & Peel, D., 1988, In: Accounting and Business Research.

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

  10. Published

    Some implications of a quartic loss function

    Aretz, K. & Peel, D., 20/08/2007, In: Economics Bulletin. 7, 13, p. 1-7 7 p.

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

  11. Published

    Some implications of alternative monetary rules in an extension of Black's model

    Peel, D., 1977, In: European Economic Review. p. 260-275 16 p.

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

  12. Published

    Some Implications of Partial Current Information Sets in Macroeconomic Models Embodying Rational Expectations

    Minford, A. P. L. & Peel, D., 09/1983, In: Manchester School. 51, 3, p. 235-249 15 p.

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

  13. Published

    Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form

    Pavlidis, E., Paya, I. & Peel, D., 2010, In: Studies in Nonlinear Dynamics and Econometrics. 14, 3, p. 1-38 38 p.

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

  14. Published

    Spreads vs professional forecasters as predictors of future output change

    Aretz, K. & Peel, D., 2010, In: Journal of Forecasting. 29, 6, p. 517-522 6 p.

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

  15. Published

    Stock Returns and Expected Inflation in the U.K.: Some New Evidence

    Peel, D. & Pope, P., 12/1988, In: Journal of Business Finance and Accounting. 15, 4, p. 459-467 9 p.

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

  16. Published

    Subjective skewness of return as an explanation of the optimal choice between gambles in cumulative prospect theory

    Peel, D. & Law, D., 2008, In: Journal of Gambling Business and Economics. 2, 2, p. 97-107 11 p.

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

  17. Published

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

    Davidson, J., Peel, D. & Byers, D., 2006, In: Studies in Nonlinear Dynamics and Econometrics. 10, 1, p. Article 3

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

  18. Published

    Surprises in the consumption function, incomplete current inflation and moving average errors: a note

    Holden, K. & Peel, D., 03/1985, In: Economic Journal. 95, 377, p. 183-188 6 p.

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

  19. Published

    Systematic sampling of nonlinear models: evidence on speed of adjustment in index futures markets

    Paya, I. & Peel, D., 02/2011, In: Journal of Futures Markets. 31, 2, p. 192-203 12 p.

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

  20. Published

    Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment

    Paya, I. & Peel, D., 2006, In: Journal of Applied Econometrics. 21, 5, p. 655-668 14 p.

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

  21. Published

    Testing for central bank independence and inflation using the wild bootstrap

    Peel, D. & Monticini, A., 2009, In: Economics Bulletin. 29, 3, p. 1602-1607 6 p.

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

  22. Published

    Testing for linear and nonlinear Granger Causality in the real exchange rate-consumption relation

    Pavlidis, E., Paya, I. & Peel, D., 07/2015, In: Economics Letters. 132, p. 13-17 5 p.

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

  23. Published

    Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap

    Ioannides, C. & Peel, D., 2005, In: Economics Letters. 87, 2, p. 221-226 6 p.

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

  24. Published

    Testing for market efficiency in gambling markets: some observations and new statistical tests based on a bootstrap method

    Paya, I., Peel, D., Law, D. & Peirson, J., 2005, Information Efficiency in Financial and Betting Markets. Cambridge: Cambridge University Press, p. 346-365 20 p.

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

  25. 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)

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