Ivan Paya

Lancaster University - Lancaster University Management School

Bailrigg

Lancaster, LA1 4YX

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

542

SSRN CITATIONS

2

CROSSREF CITATIONS

6

Scholarly Papers (5)

1.

Monitoring Housing Markets for Episodes of Exuberance: An Application of the Phillips Et Al. (2012, 2013) GSADF Test on the Dallas Fed International House Price Database

Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Working Paper No. 165
Number of pages: 28 Posted: 14 Jan 2014
Lancaster University - Department of Economics, Lancaster University - Lancaster University Management School, Lancaster University - Lancaster University Management School, Lancaster University - Lancaster University Management School, Federal Reserve Bank of Dallas - Research Department, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 338 (124,641)
Citation 8

Abstract:

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House Prices; Unit-root Tests; Exuberance.

2.

Higher-Order Risk Preferences, Constant Relative Risk Aversion and the Optimal Portfolio Allocation

Banco de Espana Working Paper No. 1520
Number of pages: 32 Posted: 21 Jul 2015
Westminster Business School, University of Westminster, Lancaster University - Lancaster University Management School, Lancaster University - Lancaster University Management School and University of Salamanca
Downloads 138 (285,756)
Citation 2

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decision analysis, risk management, higher-order moments and preferences, portfolio choice, weighted generalized beta two distribution.

3.

Higher Order Risk Preferences in the Koszegi-Rabin

Number of pages: 14 Posted: 24 Nov 2021
Lancaster University - Lancaster University Management School, Lancaster University - Lancaster University Management School and Lancaster University - Lancaster University Management School
Downloads 65 (460,506)

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higher-order risk preferences, reference-dependent preferences, prudence, temperance, decision under risk

4.

Testing for Speculative Bubbles Using Spot and Forward Prices

International Economic Review, Vol. 58, Issue 4, pp. 1191-1226, 2017
Number of pages: 36 Posted: 05 Dec 2017
Lancaster University - Department of Economics, Lancaster University - Lancaster University Management School and Lancaster University - Lancaster University Management School
Downloads 1 (876,450)
Citation 2

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Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun

Journal of Real Estate Finance and Economics, Vol. 53, No. 4, 2016
Posted: 01 Oct 2016
Federal Reserve Bank of Dallas - Research Department, Lancaster University - Department of Economics, Lancaster University - Lancaster University Management School, Lancaster University - Lancaster University Management School, Lancaster University - Lancaster University Management School, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas

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House prices; Mildly explosive time series; Sup ADF test; Generalized Sup ADF test; Panel GSADF; Probit model