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Professor Ivan Paya

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  1. Chapter
  2. 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

  3. 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

  4. Published

    Ex ante real returns in forward market speculation in the interwar period: evidence and prediction

    Paya, I. & Peel, D., 2005, New Trends in Macroeconomics. Berlin: Springer, p. 125-146 22 p.

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

  5. Published

    Testing for market efficiency in gambling markets: some observations and new statistical tests based on a bootstrap method

    Paya, I., Peel, D., Law, D. & Peirson, J., 2005, Information Efficiency in Financial and Betting Markets. Cambridge: Cambridge University Press, p. 346-365 20 p.

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

  6. Published

    Alan Walters and the demand for money: an empirical retrospective

    Matthews, K., Peel, D. & Paya, I., 2004, Money Matters. Essays in Honour of Sir Alan Walters. Cheltenham: Edward Elgar

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

  7. Journal article
  8. 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/Magazine › Journal article › peer-review

  9. Published

    Higher order risk attitudes: new model insights and heterogeneity of preferences

    Georgalos, K., Paya, I. & Peel, D., 31/03/2023, In: Experimental Economics. 26, 1, p. 145-192 48 p.

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

  10. Published

    House Prices, (Un)Affordability and Systemic Risk

    Pavlidis, E., Paya, I. & Skouralis, A., 31/03/2021, In: New Zealand Economic Papers. 55, 1, p. 105-123 19 p.

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

  11. 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/Magazine › Journal article › peer-review

  12. Published

    Temporal aggregation of random walk processes and implications for economic analysis

    Ahmad, Y. S. & Paya, I., 1/04/2020, In: Studies in Nonlinear Dynamics and Econometrics. 24, 2, 20 p., 2017-0102.

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

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