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Professor David Peel

Professor Emeritus

  1. Journal article
  2. 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

  3. Published

    Hysteresis and Cyclical Variability in Real Wages, Output and Unemployment: Empirical Evidence from Non-Linear Methods for the United States

    Peel, D. & Speight, A., 1994, In: International Journal of Systems Science . 25, 5, p. 934-965 32 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    Deregulation and UK stock market volatility

    Pope, P. F., Yadav, P. K. & Peel, D., 1993, In: Journal of Business Finance and Accounting. 20, 3, p. 359-372 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. 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/MagazineJournal articlepeer-review

  6. Published

    The maximum and minimum of primary forecasts

    Cain, M., Law, D. & Peel, D., 12/1992, In: Journal of Forecasting. 11, 8, p. 711-718 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. 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/MagazineJournal article

  8. 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

  9. Published

    Estimates of a traditional aggregate import demand model for five countries

    Assery, A. & Peel, D., 04/1991, In: Economics Letters. 35, 4, p. 435-439 5 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. 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/MagazineJournal article

  11. Published

    Forward foreign exchange rates and risk premia - a reappraisal

    Pope, P. F. & Peel, D., 1991, In: Journal of International Money and Finance. 10, 3, p. 443-456 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  12. Published

    The policy anticipation hypothesis and the expected inflation hypothesis: Some new evidence using index linked bonds

    Peel, D., Pope, P. & Paudyal, K., 10/1990, In: Economics Letters. 34, 2, p. 121-125 5 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  13. Published

    Insider Trading: Some Evidence on Market Efficiency and Directors' Share Dealings in Great Britain

    Pope, P., Morris, R. & Peel, D., 06/1990, In: Journal of Business Finance and Accounting. 17, 3, p. 359-380 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. Published

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

    Pope, P. F., Yadav, P. K. & Peel, D., 1990, In: Professional Investor. p. 20-22 3 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  15. Published

    On testing for unbiasedness and efficiency of forecasts

    Holden, K. & Peel, D., 1990, In: Manchester School. p. 121-127 7 p.

    Research output: Contribution to Journal/MagazineJournal article

  16. Published

    Empirical evidence on the properties of exchange rate forecasts and the risk premium

    Peel, D. & Pope, P., 12/1989, In: Economics Letters. 31, 4, p. 387-391 5 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  17. Published

    On testing the properties of directly obtained expectations data

    Peel, D., 08/1989, In: Economics Letters. 30, 2, p. 137-139 3 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  18. Published

    Unbiasedness, Efficiency and the Combination of Forecasts

    Holden, K. & Peel, D., 07/1989, In: Journal of Forecasting. 8, 3, p. 175-188 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  19. Published

    Information, prices and efficiency in a fixed-odds betting market

    Pope, P. F. & Peel, D., 1989, In: Economica. 56, 223, p. 323-341 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  20. 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/MagazineJournal articlepeer-review

  21. Published

    Combining Economic Forecasts

    Peel, D., 11/1988, In: Journal of the Operational Research Society. 39, 11, p. 1005-1010 6 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  22. Published

    OUTCOME UNCERTAINTY and THE DEMAND FOR FOOTBALL: AN ANALYSIS OF MATCH ATTENDANCES IN THE ENGLISH FOOTBALL LEAGUE

    Peel, D. & Thomas, D., 08/1988, In: Scottish Journal of Political Economy. 35, 3, p. 242-249 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  23. 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/MagazineJournal articlepeer-review

  24. Published

    A multilogit approach to predicting corporate failure: some UK evidence

    Peel, M. J. & Peel, D., 1988, In: Omega: The International Journal of Management Science. 16, 4, p. 309-318 10 p.

    Research output: Contribution to Journal/MagazineJournal article

  25. Published

    Economic surprises and the behaviour of asset prices: Some analyses and further empirical results

    Peel, D. & Pope, P., 1988, In: Economics Letters. 27, 4, p. 375-379 5 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  26. Published

    Critical bounds for MA(2) and MA(3) processes

    Lane, J., Ceuppins, P. & Peel, D., 1988, In: Economics Letters. 27, 2, p. 133-140 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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