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Research

Professor David Peel

Professor Emeritus

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  1. 2009
  2. Published

    ESTAR model with multiple fixed points. Testing and Estimation

    Venetis, I. A., Paya, I. & Peel, D., 2009, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  3. Published

    Linkages between Shanghai and Hong Kong stock indices

    Paya, I., Zhang, S. & Peel, D., 2009, In: Applied Financial Economics. 19, 23, p. 1847-1857 11 p.

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

  4. Published

    On skewness of return and buying more than one ticket in a lottery

    Peel, D. & Law, D., 2009, In: Applied Economics Letters. 16, 10, p. 1350-4851 3502 p.

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

  5. 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

  6. 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/Magazine › Journal article › peer-review

  7. 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/ISSN › Chapter

  8. 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/Magazine › Journal article

  9. 2008
  10. Published

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

    Pavlidis, E., Paya, I. & Peel, D. A., 1/01/2008, Advances In Doctoral Research In Management (Volume 2). World Scientific Publishing Co., p. 151-174 24 p.

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

  11. 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

  12. 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

  13. 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/ISSN › Chapter

  14. 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

  15. 2007
  16. 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

  17. 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

  18. Published

    Deterministic impulse response in a nonlinear model: an analytical expression

    Venetis, I. A., Paya, I. & Peel, D., 2007, In: Economics Letters. 95, 3, p. 315-319 5 p.

    Research output: Contribution to Journal/Magazine › Journal article

  19. Published

    Evaluating the properties of analysts' forecasts: a bootstrap approach

    Clatworthy, M. A., Peel, D. & Pope, P. F., 2007, In: British Accounting Review. 39, 1, p. 3-13 11 p.

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

  20. Published

    Gambling and nonexpected utility: the perils of the power function

    Law, D. & Peel, D., 2007, In: Applied Economics Letters. 14, 2, p. 79-82 4 p.

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

  21. Published

    Habit, aggregation and long memory: evidence from television audience data

    Byers, D., Peel, D. A. & Thomas, D. A., 2007, In: Applied Economics. 39, 3, p. 321-327 7 p.

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

  22. Published

    Implementing the wild bootstrap using a two-point distribution

    Davidson, J., Monticini, A. & Peel, D., 2007, In: Economics Letters. 93, 3, p. 309-315 7 p.

    Research output: Contribution to Journal/Magazine › Journal article

  23. Published

    On the equality of real interest rates across borders in integrated capital markets

    Minford, P. & Peel, D., 2007, In: Open Economies Review. 18, 1, p. 119-125 7 p.

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

  24. Published

    On the relationship between nominal exchange rates and domestic and foreign prices

    Paya, I. & Peel, D. A., 2007, In: Applied Financial Economics. 17, 2, p. 105 - 117 13 p.

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

  25. 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

  26. 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

  27. 2006
  28. 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

  29. Published

    Are analysts’ loss functions asymmetric?

    Clatworthy, M. A., Peel, D. & Pope, P. F., 2006, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

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