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Professor David Peel

Professor Emeritus

  1. 2016
  2. Published

    Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K.

    Peel, D. A. & Promponas, P., 12/2016, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  3. Published

    Episodes of exuberance in housing markets: in search of the smoking gun

    Pavlidis, E., Yusupova, A., Paya, I., Peel, D., Martínez-García, E., Mack, A. & Grossman, V., 11/2016, In: Journal of Real Estate Finance and Economics. 53, 4, p. 419-449 31 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    Pure higher-order effects in the portfolio choice model

    Niguez, T-M., Paya, I. & Peel, D. A., 11/2016, In: Finance Research Letters. 19, p. 255-260 6 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Modeling changes in U.S. monetary policy

    Nguyen, A., Pavlidis, E. & Peel, D. A., 09/2016, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  6. Published

    On the positive expected utility of combination wagers

    Buraimo, B., Peel, D. & Simmons, R., 09/2016, In: Decision Analysis. 13, 3, p. 209-212 4 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Published

    Loss Aversion and Ruinous Optimal Wagering in the Markowitz Model of Non-Expected Utility

    Peel, D. A. & Law, D., 14/04/2016, In: Economics Bulletin. 36, 2, p. 688-695 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. 2015
  9. Published

    Testing for linear and nonlinear Granger Causality in the real exchange rate-consumption relation

    Pavlidis, E., Paya, I. & Peel, D., 07/2015, In: Economics Letters. 132, p. 13-17 5 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. 2014
  11. Published

    Episodes of exuberance in housing markets: in search of the smoking gun

    Pavlidis, E., Yusupova, A., Paya, I., Peel, D., Martinez-Garcia, E., Mack, A. & Crossman, V., 2014, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series; vol. 2014, no. 9).

    Research output: Working paper

  12. 2013
  13. Published

    An example of an optimal forecast exhibiting decreasing bias with increasing forecast horizon

    Aretz, K. & Peel, D., 10/2013, In: Bulletin of Economic Research. 65, 4, p. 362-371 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. Published

    Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets

    Peel, D., 06/2013, In: Economics Letters. 119, 3, p. 264-267 4 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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