All Stories

  1. Temporal aggregation of random walk processes and implications for economic analysis

    Article • Studies in Nonlinear Dynamics & Econometrics, September 2019, De Gruyter

    Ivan Paya

  2. Modelling portfolio diversification

    Article • Quantitative Finance, February 2019, Taylor & Francis

    Ivan Paya

  3. Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market

    Article • Journal of money credit and banking, July 2018, Wiley

    Ivan Paya

  4. TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES

    Article • International Economic Review, November 2017, Wiley

    Ivan Paya

  5. A NONLINEAR ANALYSIS OF THE REAL EXCHANGE RATE–CONSUMPTION RELATIONSHIP

    Article • Macroeconomic Dynamics, July 2017, Cambridge University Press

    Ivan Paya