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Research

Professor David Peel

Professor Emeritus

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  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/Magazine › Journal article › peer-review

  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. Published

    Betting on odds on favorites as an optimal choice in cumulative prospect theory

    Peel, D. & Law, D., 2007, In: Economics Bulletin. 4, 26, p. 1-10 10 p.

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

  9. Published

    Bounded cumulative prospect theory: some implications for gambling outcomes

    Peel, D., Cain, M. & Law, D., 2008, In: Applied Economics. 40, 1, p. 5-15 11 p.

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

  10. Published

    The Markowitz model of utility supplemented with a small degree of probablility distortion as an explanation of outcomes of allais experiments over large and small payoffs and gambling on unlikely outcomes

    Peel, D., Zhang, J. & Law, D., 2008, In: Applied Economics. 40, 1, p. 17-26 10 p.

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

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