Items where Author is "Paya, Ivan"

Georgalos, Konstantinos and Paya, Ivan and Peel, David (2024) The Kőszegi–Rabin expectations-based model and risk-apportionment tasks for elicitation of higher order risk preferences. Journal of Economic Behavior and Organization, 224. pp. 749-770. ISSN 0167-2681

Fernandez-Gallardo, Alvaro and Paya, Ivan (2023) Macroprudential Policy in the Euro Area. Journal of Money, Credit and Banking. ISSN 0022-2879 (In Press)

Paya, Ivan and Peel, David A. and Georgalos, Konstantinos (2023) On the predictions of cumulative prospect theory for third and fourth order risk preferences. Theory and Decision, 95 (2). pp. 337-359. ISSN 0040-5833

Georgalos, Konstantinos and Paya, Ivan and Peel, David (2023) Higher order risk attitudes : new model insights and heterogeneity of preferences. Experimental Economics, 26 (1). pp. 145-192. ISSN 1386-4157

Skouralis, Alexandros and Paya, Ivan and Pavlidis, Efthymios (2021) Essays on Macroeconomics and Financial stability. PhD thesis, Lancaster University.

Pavlidis, Efthymios and Paya, Ivan and Skouralis, Alexandros (2021) House Prices, (Un)Affordability and Systemic Risk. New Zealand Economic Papers, 55 (1). pp. 105-123.

Georgalos, Konstantinos and Paya, Ivan and Peel, David Alan (2021) On the Contribution of the Markowitz Model of Utility to Explain Risky Choice in Experimental Research. Journal of Economic Behavior and Organization, 182. pp. 527-543. ISSN 0167-2681

Fernandez-Gallardo, Alvaro and Paya, Ivan (2020) Macroprudential Policy in the Euro Area. Working Paper. Lancaster University, Department of Economics, Lancaster.

Paya, Ivan and Peel, David and Georgalos, Konstantinos (2020) On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences. Working Paper. Lancaster University, Department of Economics, Lancaster.

Ahmad, Yamin S. and Paya, Ivan (2020) Temporal aggregation of random walk processes and implications for economic analysis. Studies in Nonlinear Dynamics and Econometrics, 24 (2): 2017-0102. ISSN 1558-3708

Pavlidis, Efthymios and Paya, Ivan and Skouralis, Alex (2019) House Prices, (Un)Affordability and Systemic Risk. Working Paper. Lancaster University, Department of Economics, Lancaster.

Niguez, Trino-Manuel and Paya, Ivan and Peel, David Alan and Perote, Javier (2019) Flexible distribution functions, higher-order preferences and optimal portfolio allocation. Quantitative Finance, 19 (4). pp. 699-703. ISSN 1469-7688

Spavound, Simon and Pavlidis, Efthymios and Paya, Ivan and Peel, David (2019) An econometric analysis of global agricultural commodity prices. PhD thesis, Lancaster University.

Pavlidis, Efthymios and Paya, Ivan and Peel, David Alan (2018) A nonlinear analysis of the real exchange rate-consumption relationship. Macroeconomic Dynamics, 22 (7). pp. 1825-1843. ISSN 1365-1005

Pavlidis, Efthymios and Paya, Ivan and Peel, David Alan (2018) Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market. Journal of Money, Credit and Banking, 50 (5). pp. 833-856. ISSN 0022-2879

Pavlidis, Efthymios and Paya, Ivan and Peel, David Alan (2017) Testing for speculative bubbles using spot and forward prices. International Economic Review, 58 (4). pp. 1191-1226. ISSN 0020-6598

Pavlidis, Efthymios and Paya, Ivan and Peel, David Alan and Yusupova, Alisa Yevgenyevna (2017) Exuberance in the U.K. Regional Housing Markets. Working Paper. Lancaster University, Department of Economics, Lancaster.

Wang, Xichen and Paya, Ivan and Peel, David (2017) Essays on international capital flows. PhD thesis, Lancaster University.

Pavlidis, Efthymios and Yusupova, Alisa and Paya, Ivan and Peel, David and Martínez-García, Enrique and Mack, Adrienne and Grossman, Valerie (2016) Episodes of exuberance in housing markets : in search of the smoking gun. Journal of Real Estate Finance and Economics, 53 (4). pp. 419-449. ISSN 0895-5638

Niguez, Trino-Manuel and Paya, Ivan and Peel, David Alan (2016) Pure higher-order effects in the portfolio choice model. Finance Research Letters, 19. pp. 255-260. ISSN 1544-6123

Paya, Ivan and Wang, Peng (2016) Wealth fluctuations and investment in risky assets : the UK micro evidence on households asset allocation. Journal of Empirical Finance, 38 (Part A). pp. 221-235. ISSN 0927-5398

Yusupova, Alisa Yevgenyevna and Peel, David and Paya, Ivan and Pavlidis, Efthymios (2016) An econometric analysis of U.K. regional real estate markets. PhD thesis, Lancaster University.

Pavlidis, Efthymios and Paya, Ivan and Peel, David (2015) Testing for linear and nonlinear Granger Causality in the real exchange rate-consumption relation. Economics Letters, 132. pp. 13-17. ISSN 0165-1765

Pavlidis, Efthymios and Yusupova, Alisa and Paya, Ivan and Peel, David and Martinez-Garcia, Enrique and Mack, Adrienne and Crossman, Valerie (2014) Episodes of exuberance in housing markets : in search of the smoking gun. Working Paper. Lancaster University, Department of Economics, Lancaster.

Pavlidis, Efthymios and Paya, Ivan and Peel, David (2013) Nonlinear causality tests and multivariate conditional heteroskedasticity : a simulation study. Studies in Nonlinear Dynamics and Econometrics, 17 (3). pp. 297-312. ISSN 1558-3708

Niguez, Trino-Manuel and Paya, Ivan and Peel, David and Perote, Javier (2013) Higher-order moments in the theory of diversification and portfolio composition. Working Paper. Lancaster University, Department of Economics, Lancaster.

Pavlidis, Efthymios and Paya, Ivan and Peel, David and Siriopoulos, Costas (2013) Nonlinear dynamics in economics and finance and unit root testing. European Journal of Finance, 19 (6). pp. 572-588. ISSN 1351-847X

Niguez, Trino-Manuel and Paya, Ivan and Peel, David and Perote, Javier (2012) On the stability of the constant relative risk aversion (CRRA) under high degrees of uncertainty. Economics Letters, 115 (2). pp. 244-248. ISSN 0165-1765

Naraidoo, Ruthira and Paya, Ivan (2012) Forecasting Monetary Policy Rules in South Africa. International Journal of Forecasting, 28 (2). pp. 446-455. ISSN 0169-2070

Pavlidis, Efthymios and Paya, Ivan and Peel, David (2012) Forecast evaluation of nonlinear models : the case of long-span real exchange rates. Journal of Forecasting, 31 (7). pp. 580-595. ISSN 0277-6693

Paya, Ivan and Peel, David (2011) Systematic sampling of nonlinear models: evidence on speed of adjustment in index futures markets. Journal of Futures Markets, 31 (2). pp. 192-203. ISSN 0270-7314

Pavlidis, Efthymios and Paya, Ivan and Peel, David (2011) Real Exchange Rates and Time-Varying Trade Costs. Journal of International Money and Finance, 30 (6). pp. 1157-1179. ISSN 0261-5606

Paya, Ivan and Venetis, I. and Peel, David (2003) Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS. Oxford Bulletin of Economics and Statistics, 65 (4). pp. 421-437. ISSN 0305-9049