| 1 |
|
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
|
Paya, I.; Peel, D. A.
|
Elsevier Science B.V., Amsterdam.
|
2006
|
|
|
|
| 2 |
|
The term spread and real economic activity in the US inter-war period
|
Paya, I.; Matthews, K.; Peel, D.
|
Elsevier Science B.V., Amsterdam
|
2005
|
|
|
|
| 3 |
|
The forward premium puzzle in the interwar period and deviations from covered interest parity
|
Paya, I.; Peel, D. A.; Spiru, A.
|
Elsevier Science B.V., Amsterdam.
|
2010
|
|
|
|
| 4 |
|
Asymmetry in the Link Between the Yield Spread and Industrial Production: Threshold Effects and Forecasting
|
Paya, I.; Venetis, I. A.; Peel, D. A.
|
JOHN WILEY & SONS LTD
|
2004
|
|
|
|
| 5 |
|
Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets
|
Paya, I.; Peel, D. A.
|
John Wiley & Sons, Ltd
|
2011
|
|
|
|
| 6 |
|
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment
|
Paya, I.; Peel, D. A.
|
John Wiley & Sons, Ltd
|
2006
|
|
|
|
| 7 |
|
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS
|
Paya, I.; Venetis, I. A.; Peel, D. A.
|
BLACKWELL PUBLISHERS
|
2003
|
|
|
|
