Items where Author is "Peel, David Alan"

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

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

Kaivanto, Kim Kaleva and Peel, David Alan (2019) Pre-Decision Side-Bet Sequences. Economics Bulletin, 39 (1). pp. 533-539. ISSN 1545-2921

Nguyen, Anh and Pavlidis, Efthymios and Peel, David Alan (2018) Modeling Changes in U.S. Monetary Policy with a Time-Varying Nonlinear Taylor Rule. Studies in Nonlinear Dynamics and Econometrics, 22 (5): 20170092. ISSN 1558-3708

Peel, David Alan and Spiru, Alina Maria (2018) Consistency of two major data sources for exchange rates in the interwar period and further evidence on the behaviour of exchange rates during hyperinflations. International Journal of Finance and Economics, 23 (4). pp. 442-455. ISSN 1076-9307

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

Kacer, Marek and Peel, David Alan and Peel, Michael J. and Wilson, Nicholas (2018) On the Persistence and Dynamics of Big 4 Real Audit Fees : Evidence from the UK. Journal of Business Finance and Accounting, 45 (5-6). pp. 714-727. ISSN 0306-686X

Peel, David Alan (2018) An Explanation of Each-Way Wagers in Three Models Of Risky Choice. Applied Economics, 50 (22). pp. 2431-2438. ISSN 0003-6846

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.

Peel, David Alan (2017) Wagering on more than one outcome in an event in Cumulative Prospect Theory and Rank Dependent Utility. Economics Letters, 154. pp. 45-47. ISSN 0165-1765

Kaivanto, Kim Kaleva and Peel, David Alan (2017) Pre-Decision Side-Bet Sequences. Working Paper. Lancaster University, Department of Economics, Lancaster.

Peel, David Alan and Law, David (2017) Loss aversion and ruinous optimal wagers in cumulative prospect theory. Economics Bulletin, 37 (1). pp. 352-360. ISSN 1545-2921

Peel, David Alan and Simmons, Robert and Buraimo, Babatunde (2017) New empirical evidence on the Tote-SP anomaly and its implications for models of risky choice in gambling markets. In: The Economics of Sports Betting :. New Horizons in the Economics of Sport . Edward Elgar, Cheltenham, pp. 92-104. ISBN 9781785364549

Peel, David Alan and Promponas, Pantelis (2016) Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K. Working Paper. Lancaster University, Department of Economics, Lancaster.

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

Nguyen, Anh and Pavlidis, Efthymios and Peel, David Alan (2016) Modeling changes in U.S. monetary policy. Working Paper. Lancaster University, Department of Economics, Lancaster.

Peel, David Alan and Law, David (2016) Loss Aversion and Ruinous Optimal Wagering in the Markowitz Model of Non-Expected Utility. Economics Bulletin, 36 (2). pp. 688-695. ISSN 1545-2921