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Professor David Peel

Professor Emeritus

  1. 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/MagazineJournal articlepeer-review

  2. Published

    Testing for speculative bubbles using spot and forward prices

    Pavlidis, E., Paya, I. & Peel, D. A., 11/2017, In: International Economic Review. 58, 4, p. 1191-1226 36 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. 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/MagazineJournal articlepeer-review

  4. Published

    Testing significance of variables in regression analysis when there is non-normality or heteroskedasticity. The wild bootstrap and the generalized lambda distribution

    Paya, I., Pavlidis, E. & Peel, D., 2008, Advances in Doctoral Research in Management Vol. 2. Singapore: World Scientific Publishing

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  5. Published

    Testing the Fisherian Hypothesis: Some Methodological Issues and Further Evidence for THe U.K.

    Peel, D. & Pope, P., 06/1985, In: Journal of Business Finance and Accounting. 12, 2, p. 297-312 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Published

    The behaviour of a simple macro model with endogenous demand and supply of labour

    Peel, D., 1979, In: International Economic Review. 20, 2, p. 381-389 9 p.

    Research output: Contribution to Journal/MagazineJournal article

  7. Published

    The central bank inflation bias in the presence of asymmetric preferences and non-normal shocks

    Peel, D. & Christodoulakis, G., 2009, In: Economics Bulletin. 29, 3, p. 1608-1620 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Published

    The classical supply hypothesis and the observational equivalence of classical and Keynesian models

    Minford, A. P. L. & Peel, D., 1979, In: Economics Letters. 2, 3, p. 229-233 5 p.

    Research output: Contribution to Journal/MagazineJournal article

  9. Published

    The Cost Function

    Latham, R. & Peel, D., 11/1976, In: Bulletin of Economic Research. 28, 2, p. 77-84 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. Published

    The Determinants of the Natural Rate of Unemployment in the Neo- Classical Model

    Latham, R. W. & Peel, D., 09/1975, In: Economic Record. 51, 3, p. 308-317 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  11. Published

    The Determinants of the Unemployment Rate: Some Empirical Evidence

    Holden, K. & Peel, D., 1979, In: Journal of the Royal Statistical Society: Series D (The Statistician). p. 101-107 7 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  12. Published

    The Dynamic Behaviour of a Simple Macro Economic Model with a Tax Based Incomes Policy

    Peel, D., 1979, In: Economics Letters. 3, 2, p. 139-143 5 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  13. 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/MagazineJournal articlepeer-review

  14. Published

    The econometrics of exchange rates

    Pavlidis, E., Paya, I. & Peel, D., 2009, The Handbook of Econometrics Vol. 2: Applied econometrics . Mills, T. C. & Patterson, K. (eds.). London: Palgrave, p. 1025-1083 59 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  15. Published

    The Economics of Wage Controls

    Holden, K., Peel, D. & Thompson, J., 1987, Houndmills: Macmillan. 144 p.

    Research output: Book/Report/ProceedingsBook

  16. Published

    The effects of exchange rate volatility on exports: Some new estimates

    Assery, A. & Peel, D., 10/1991, In: Economics Letters. 37, 2, p. 173-177 5 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  17. Published

    The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory

    Peel, D. & Zhang, J., 2009, In: Economics Letters. 105, 3, p. 326-329 4 p.

    Research output: Contribution to Journal/MagazineJournal article

  18. 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/MagazineJournal articlepeer-review

  19. 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/ISSNChapter

  20. 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/MagazineJournal articlepeer-review

  21. Published

    The forward premium puzzle in the interwar period and deviations from covered interest parity

    Paya, I., Peel, D. & Spiru, A. M., 2010, In: Economics Letters. 108, 1, p. 55-57 3 p.

    Research output: Contribution to Journal/MagazineJournal article

  22. 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/MagazineJournal article

  23. Published

    The government behavioural constraint in rational expectations models

    Nobay, A. R. & Peel, D., 1982, In: Economics Letters. 9, 3, p. 221-227 7 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  24. Published

    The impact of benefits on unemployment in Britain in the interwar period: Some further empirical evidence

    Holden, K. & Peel, D., 1986, In: Journal of Macroeconomics. 8, 2, p. 227-232 7 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  25. Published

    The Impact of ECB and FED announcements on the Euro interest rates

    Monticini, A., Peel, D. & Vaciago, G., 11/2011, In: Economics Letters. 113, 2, p. 139-142 4 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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