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Professor Ivan Paya

Professor

  1. 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/MagazineJournal articlepeer-review

  2. Published

    Macroprudential Policy in the Euro Area

    Fernandez-Gallardo, A. & Paya, I., 7/10/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  3. Published

    Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study

    Pavlidis, E., Paya, I. & Peel, D., 02/2013, In: Studies in Nonlinear Dynamics and Econometrics. 17, 3, p. 297-312 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    Nonlinear dynamics in economics and finance and unit root testing

    Pavlidis, E., Paya, I., Peel, D. & Siriopoulos, C., 2013, In: European Journal of Finance. 19, 6, p. 572-588 17 p.

    Research output: Contribution to Journal/MagazineJournal article

  5. 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/MagazineJournal articlepeer-review

  6. Published

    On public investment, the real exchange and growth: some empirical evidence from the UK and the US

    Mourmouras, I. A., Gosh, S., Pal, S. & Paya, I., 2003, In: Manchester School. 71, 3, p. 242-264 23 p.

    Research output: Contribution to Journal/MagazineJournal article

  7. Published

    On the Contribution of the Markowitz Model of Utility to Explain Risky Choice in Experimental Research

    Georgalos, K., Paya, I. & Peel, D. A., 1/02/2021, In: Journal of Economic Behavior and Organization. 182, p. 527-543 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Published

    On the equilibrium value of the Peseta

    Duarte, A., Holden, K. & Paya, I., 2003, In: Applied Financial Economics. 13, 5, p. 317-335 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Published

    On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences

    Paya, I., Peel, D. & Georgalos, K., 3/04/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  10. Published

    On the predictions of cumulative prospect theory for third and fourth order risk preferences

    Paya, I., Peel, D. A. & Georgalos, K., 31/08/2023, In: Theory and Decision. 95, 2, p. 337-359 23 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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