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Professor David Peel

Professor Emeritus

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  1. Journal article
  2. Published

    The long memory model of political support: some further results

    Byers, D., Davidson, J. & Peel, D., 2007, In: Applied Economics. 39, 20, p. 2547-2552 6 p.

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

  3. Published

    On the speed of adjustment in ESTAR models when allowance is made for bias in estimation

    Paya, I. & Peel, D., 2006, In: Economics Letters. 90, 2, p. 272-277 6 p.

    Research output: Contribution to Journal/Magazine › Journal article

  4. 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

  5. Published

    A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994

    Peel, D. & Paya, I., 2006, In: Journal of Money, Credit and Banking. 38, 8, p. 1971-1990 20 p.

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

  6. Published

    Expected stock returns, aggregate consumption and wealth: some further empirical evidence

    Ioannides, C., Peel, D. & Matthews, K., 2006, In: Journal of Macroeconomics. 28, 2, p. 439-445 7 p.

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

  7. 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

  8. Published

    The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class

    Peel, D. & Christodoulakis, G., 2006, In: Finance Research Letters. 3, 4, p. 273-276 4 p.

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

  9. Published

    The process followed by PPP data: on the properties of linearity tests

    Paya, I. & Peel, D., 2005, In: Applied Economics. 37, 21, p. 2515-2522 8 p.

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

  10. Published

    Non-linearity in stock index returns: the volatility and serial correlation relationship

    Venetis, I. A. & Peel, D., 2005, In: Economic Modelling. 22, 1, p. 1-19 19 p.

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

  11. 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

  12. Published

    The term spread and real economic activity in the US inter-war period

    Paya, I., Matthews, K. & Peel, D., 2005, In: Journal of Macroeconomics. 27, 2, p. 331-343 13 p.

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

  13. 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

  14. 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

  15. 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

  16. 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

  17. 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

  18. 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

  19. 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

  20. 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

  21. 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

  22. 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

  23. 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

  24. 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

  25. 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

  26. 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

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