EconPapers: Simon Sosvilla-Rivero

EconPapers: Simon Sosvilla-Rivero
EconPapers Home
About EconPapers
Working Papers
Journal Articles
Books and Chapters
Software Components
Authors
JEL codes
New Economics Papers
Advanced Search
EconPapers FAQ
Archive maintainers FAQ
Cookies at EconPapers
The RePEc blog
The RePEc plagiarism page
Details about Simon Sosvilla-Rivero
E-mail:
Homepage:
Phone:
+34 91 394 2342
Postal address:
Departamento de Fundamentos del Análisis Económico II Facultad de Ciencias Económicas y Empresariales Universidad Complutense de Madrid Campus de Somosaguas 28223 Madrid Spain
Workplace:
Instituto Complutense de Analisis Economico (ICAE)
(UCM Institute for Economic Analysis), Facultad de Ciencias Económicas y Empresariales (Faculty of Economics and Business), Universidad Complutense de Madrid (Complutense University of Madrid), (
more information at EDIRC
Access statistics
for papers by Simon Sosvilla-Rivero.
Last updated 2026-04-13. Update your information in the
RePEc Author Service
Short-id: pso34
Jump to
Journal Articles
Chapters
Working Papers
2025
Britaly? Identifying euro area historical analogues to the UK’s 2022 bond market shock
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
El Clasico of Housing: Bubbles in Madrid and Barcelona’s Real Estate Markets
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
View citations
(1)
Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
See also
Journal Article
Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets
, The North American Journal of Economics and Finance, Elsevier (2025)
(2025)
Hot Property: A Spatial Analysis of Temperature and Housing Prices in Spain
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
Also in
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
(2025)
2024
Quantifying sovereign risk in the euro area
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
See also
Journal Article
Quantifying sovereign risk in the euro area
, Economic Modelling, Elsevier (2021)
View citations
(3) (2021)
The diabolic loop between sovereign and banking risk in the euro area
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
View citations
(1)
2022
Currency and commodity return relationship under extreme geopolitical risks: Evidence from the invasion of Ukraine
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
View citations
(5)
See also
Journal Article
Currency and commodity return relationship under extreme geopolitical risks: evidence from the invasion of Ukraine
, Applied Economics Letters, Taylor & Francis Journals (2024)
(2024)
Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
2019
Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
See also
Journal Article
Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities
, Journal of International Financial Markets, Institutions and Money, Elsevier (2020)
View citations
(18) (2020)
Forecasting emerging market currencies: Are inflation expectations useful?
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
View citations
(1)
See also
Journal Article
Has the ECB’s monetary policy prompted companies to invest, or pay dividends?
, Applied Economics, Taylor & Francis Journals (2019)
View citations
(2) (2019)
Increasing contingent guarantees: The asymmetrical effect on sovereign risk of different government interventions
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
Re-examining the debt-growth nexus: A grouped fixed-effect approach
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
Also in
University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics
(2019)
View citations
(1)
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
(2019)
Testing for private information using trade duration models with unobserved market heterogeneity: The case of Banco Popular
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
2018
Incorporating creditors' seniority into contingent claim models:Application to peripheral euro area countries
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
View citations
(3)
The robustness of the sovereign-bank interconnection: Evidence from contingent claims analysis
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
View citations
(2)
Time connectedness of fear
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
See also
Journal Article
Time connectedness of fear
, Empirical Economics, Springer (2022)
View citations
(1) (2022)
2017
Countercyclical Labor Productivity: The Spanish Anomaly
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
View citations
(5)
Fear connectedness among asset classes
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
View citations
(4)
See also
Journal Article
Fear connectedness among asset classes
, Applied Economics, Taylor & Francis Journals (2018)
View citations
(17) (2018)
Heterogeneity in the debt-growth nexus: Evidence from EMU countries
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
View citations
(19)
See also
Journal Article
Heterogeneity in the debt-growth nexus: Evidence from EMU countries
, International Review of Economics & Finance, Elsevier (2017)
View citations
(17) (2017)
Inflation, real economic growth and unemployment expectations: An empirical analysis based on the ECB Survey of Professional Forecasters
Working Papers, Asociación Española de Economía y Finanzas Internacionales
See also
Journal Article
Inflation, real economic growth and unemployment expectations: an empirical analysis based on the ECB survey of professional forecasters
, Applied Economics, Taylor & Francis Journals (2018)
View citations
(3) (2018)
Nonfinancial debt and economic growth in euro-area countries
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
Also in
Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
(2017)
See also
Journal Article
Nonfinancial debt and economic growth in euro-area countries
, Journal of International Financial Markets, Institutions and Money, Elsevier (2018)
View citations
(7) (2018)
Public debt and economic growth: Further evidence euro area
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
View citations
(5)
Public debt and economic growth: Further evidence for the euro area
Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
View citations
(1)
See also
Journal Article
Public Debt and Economic Growth: Further Evidence for the Euro Area
, Acta Oeconomica, Akadémiai Kiadó, Hungary (2018)
View citations
(23) (2018)
Resolution of optimization problems and construction of efficient portfolios: An application to the Euro Stoxx 50 index
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
Seeking price and macroeconomic stabilisation in the euro area: The role of house prices and stock prices
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
Also in
Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
(2017)
Systemic banks, capital composition and CoCo bonds issuance: The effects on bank risk
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
View citations
(1)
Also in
Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
(2017)
Working Papers, Asociación Española de Economía y Finanzas Internacionales
(2017)
View citations
(1)
Volatility spillovers between foreing-exchange and stock markets
Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach
Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
Also in
Working Papers, Asociación Española de Economía y Finanzas Internacionales
(2017)
2016
Connectedness of stress in EMU bank and sovereign CDS: the role policy measures 2008-2014
Working Papers, Asociación Española de Economía y Finanzas Internacionales
View citations
(2)
Debt-growth linkages in EMU across countries and time horizons
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
Public debt and economic growth: An empirical evaluation
Working Papers, Asociación Española de Economía y Finanzas Internacionales
Volatility transmission between stock and exchange-rate markets: A connectedness analysis
Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
View citations
(1)
Also in
Department of Economics Working Papers, University of Bath, Department of Economics
(2016)
2015
Bank risk behavior and connectedness in EMU countries
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
View citations
(17)
See also
Journal Article
Bank risk behavior and connectedness in EMU countries
, Journal of International Money and Finance, Elsevier (2015)
View citations
(15) (2015)
De facto exchange-rate regimes in Central and Eastern European Countries
Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
Detection of Implicit Fluctuation Bands and their Credibility in Candidate Countries
Working Papers, Asociación Española de Economía y Finanzas Internacionales
See also
Journal Article
Detection of implicit fluctuation bands and their credibility in EU candidate countries
, Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies (2015)
(2015)
Detection of Implicit Fluctuation Bands in The European Union Countries
Working Papers, Asociación Española de Economía y Finanzas Internacionales
Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis
Working Papers, Asociación Española de Economía y Finanzas Internacionales
View citations
(3)
Also in
Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
(2015)
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
(2015)
View citations
(2)
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
(2015)
View citations
(2)
On the bi-directional causal relationship between public debt and economic growth in EMU countries
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
View citations
(18)
Also in
Working Papers, Asociación Española de Economía y Finanzas Internacionales
(2015)
View citations
(47)
Portfolios in the Ibex 35 index: Alternative methods to the traditional framework, a comparative with the naive diversification in a pre- and post- crisis context
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
Short-run and long-run effects of public debt on economic performance: Evidence from EMU countries
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
Sovereigns and banks in the euro area: A tale of two crises
Working Papers, Asociación Española de Economía y Finanzas Internacionales
View citations
(7)
Also in
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
(2015)
View citations
(3)
The failure of the monetary model of exchange rate determination
Working Papers, Asociación Española de Economía y Finanzas Internacionales
View citations
(2)
See also
Journal Article
The failure of the monetary model of exchange rate determination
, Applied Economics, Taylor & Francis Journals (2015)
View citations
(5) (2015)
Volatility spillovers in EMU sovereign bond markets
Working Papers, Asociación Española de Economía y Finanzas Internacionales
View citations
(40)
Also in
Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
(2015)
View citations
(4)
See also
Journal Article
Volatility spillovers in EMU sovereign bond markets
, International Review of Economics & Finance, Elsevier (2015)
View citations
(34) (2015)
2014
A contribution to the empirics of convergence in real GDP growth: The role of financial crises and exchange-rate regimes
Working Papers, Asociación Española de Economía y Finanzas Internacionales
View citations
(1)
See also
Journal Article
A contribution to the empirics of convergence in real GDP growth: the role of financial crises and exchange-rate regimes
, Applied Economics, Taylor & Francis Journals (2016)
View citations
(4) (2016)
An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
View citations
(46)
Also in
Working Papers, Universitat de Barcelona, UB Riskcenter
(2014)
View citations
(43)
Working Papers, Asociación Española de Economía y Finanzas Internacionales
(2014)
View citations
(51)
See also
Journal Article
An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis
, The North American Journal of Economics and Finance, Elsevier (2014)
View citations
(54) (2014)
Causality and Contagion in EMU Sovereign Debt Markets
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
View citations
(54)
Also in
Working Papers, Universitat de Barcelona, UB Riskcenter
(2014)
View citations
(65)
Working Papers, Asociación Española de Economía y Finanzas Internacionales
(2014)
View citations
(65)
See also
Journal Article
Causality and contagion in EMU sovereign debt markets
, International Review of Economics & Finance, Elsevier (2014)
View citations
(60) (2014)
EMU sovereign debt market crisis: Fundamentals-based or pure contagion?
Working Papers, Asociación Española de Economía y Finanzas Internacionales
View citations
(5)
Also in
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
(2014)
View citations
(3)
Exchange-rate regimes and economic growth: An empirical evaluation
Working Papers, Asociación Española de Economía y Finanzas Internacionales
View citations
(5)
See also
Journal Article
Exchange-rate regimes and economic growth: an empirical evaluation
, Applied Economics Letters, Taylor & Francis Journals (2014)
View citations
(6) (2014)
Exchange-rate regimes and inflation: An empirical evaluation
Working Papers, Asociación Española de Economía y Finanzas Internacionales
View citations
(1)
Forward Looking Banking Stress in EMU Countries
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
Also in
Working Papers, Asociación Española de Economía y Finanzas Internacionales
(2014)
View citations
(2)
On the forecast accuracy and consistency of exchange rate expectations: The Spanish PwC Survey
Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
Also in
Working Papers, Asociación Española de Economía y Finanzas Internacionales
(2012)
See also
Journal Article
On the forecast accuracy and consistency of exchange rate expectations: the Spanish PwC Survey
, Applied Economics Letters, Taylor & Francis Journals (2013)
View citations
(1) (2013)
2013
Inflation expectations in Spain: The Spanish PwC Survey
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
See also
Journal Article
Inflation expectations in Spain: The Spanish PwC Survey
, Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía (2013)
View citations
(2) (2013)
Real exchange rate volatility, financial crises and nominal exchange regimes
Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
Also in
Working Papers, Asociación Española de Economía y Finanzas Internacionales
(2012)
The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
See also
Journal Article
The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market
, International Review of Economics & Finance, Elsevier (2014)
View citations
(16) (2014)
2012
Genetic algorithm for arbitrage with more than three currencies
Working Papers, Asociación Española de Economía y Finanzas Internacionales
View citations
(1)
2011
CONVERGENCE IN CAR PRICES AMONG EUROPEAN COUNTRIES
Post-Print, HAL
See also
Journal Article
Convergence in car prices among European countries
, Applied Economics, Taylor & Francis Journals (2012)
View citations
(7) (2012)
Causality and contagion in peripheral EMU public debt markets: A dynamic approach
Working Papers, Asociación Española de Economía y Finanzas Internacionales
View citations
(38)
Also in
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
(2011)
View citations
(36)
Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
(2011)
Historical financial analogies of the current crisis
Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
Also in
Working Papers, Asociación Española de Economía y Finanzas Internacionales
(2011)
See also
Journal Article
Historical financial analogies of the current crisis
, Economics Letters, Elsevier (2012)
View citations
(3) (2012)
Productivity in the Spanish regions during the recent economic cycles
ERSA conference papers, European Regional Science Association
The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis
Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
Also in
Working Papers, Asociación Española de Economía y Finanzas Internacionales
(2011)
See also
Journal Article
The US dollar-euro exchange rate and US-EMU bond yield differentials: A causality analysis
, Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía (2012)
(2012)
Volatility in EMU sovereign bond yields: Permanent and transitory components
Working Papers, Asociación Española de Economía y Finanzas Internacionales
View citations
(2)
Also in
Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
(2011)
See also
Journal Article
Volatility in EMU sovereign bond yields: permanent and transitory components
, Applied Financial Economics, Taylor & Francis Journals (2012)
View citations
(20) (2012)
2010
The euro and the volatility of exchange rates
Working Papers, Asociación Española de Economía y Finanzas Internacionales
See also
Journal Article
The euro and the volatility of exchange rates
, Applied Financial Economics, Taylor & Francis Journals (2011)
View citations
(1) (2011)
2008
El Impacto de los Fondos Europeos en la Economía Andaluza: 1989-2013
Economic Reports, FEDEA
See also
Journal Article
El impacto de los Fondos Europeos en la economía andaluza: 1989-2013
, Revista de Estudios Regionales, Universidades Públicas de Andalucía (2009)
(2009)
Un Análisis Estratégico del Sistema para la Autonomía y Atención a la Dependencia
Economic Reports, FEDEA
2007
Political and institutional factors in regime change in the ERM: An application of duration analysis
Working Papers, Asociación Española de Economía y Finanzas Internacionales
See also
Journal Article
Political and Institutional Factors in Regime Changes in the ERM: An Application of Duration Analysis
, The World Economy, Wiley Blackwell (2008)
View citations
(1) (2008)
Proyecciones de tablas de mortalidad dinámicas de España y sus comunidades autónomas
Working Papers, FEDEA
2006
Efectos de las Ayudas Europeas sobre la Economía Madrileña 2007-2013:Un análisis basado en el Modelo Hermin
Working Papers, FEDEA
Efectos de las ayudas europeas sobre la economía Española, 2000-2006:Un análisis basado en el Modelo Hermin
Working Papers, FEDEA
View citations
(2)
Forecasting Stock Price Changes: Is it Possible?
Working Papers, FEDEA
View citations
(1)
Implicit Bands in the Yen/Dollar Exchange Rate
Working Papers, FEDEA
See also
Journal Article
Implicit bands in the yen/dollar exchange rate
, Applied Economics, Taylor & Francis Journals (2011)
(2011)
Macroeconomic Instability in the European Monetary System?
Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces
See also
Journal Article
Macroeconomic instability in the European monetary system?
, Applied Financial Economics, Taylor & Francis Journals (2008)
(2008)
Understanding and Forecasting Stock Price Changes
Working Papers, FEDEA
View citations
(1)
Using machine learning algorithms to find patterns in stock prices
Working Papers, FEDEA
2005
Regímenes cambiarios de iure y de facto. El caso de la Peseta/Dólar, 1965-1998
Working Papers, Asociación Española de Economía y Finanzas Internacionales
Also in
Working Papers on International Economics and Finance, FEDEA
Structural Breaks in Volatility: Evidence for the OECD Real Exchange Rates
Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces
View citations
(1)
Also in
Working Papers, FEDEA
View citations
(3)
2004
An empirical examination of exchange-rate credibility determinants in the EMS
Working Papers, Asociación Española de Economía y Finanzas Internacionales
Also in
Working Papers on International Economics and Finance, FEDEA
See also
Journal Article
An empirical examination of exchange-rate credibility determinants in the EMS
, Applied Economics Letters, Taylor & Francis Journals (2006)
(2006)
Assessing the effectiveness of EUÂ’s regional policies: a new approach
ERSA conference papers, European Regional Science Association
Also in
Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces
(2004)
See also
Journal Article
Assessing the effectiveness of the EU's regional policies on real convergence: An analysis based on the HERMIN model
, European Planning Studies, Taylor & Francis Journals (2006)
View citations
(2) (2006)
2003
Convergence in Social Protection Across EU Countries, 1970-1999
Economics Working Papers, European Network of Economic Policy Research Institutes
View citations
(1)
Also in
Working Papers, FEDEA
Efectos a largo plazo sobre la economia andaluza de las ayudas procedentes de los fondos estructurales: el Marco de Apoyo Comunitario 1994-1999
Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces
Also in
Working Papers, FEDEA
On the Credibility of a Target Zone: Evidence from the EMS
Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces
View citations
(4)
2002
Regimen changes and duration in the European Monetary System
Working Papers, Asociación Española de Economía y Finanzas Internacionales
View citations
(1)
Also in
Working Papers on International Economics and Finance, FEDEA
View citations
(1)
See also
Journal Article
Regimen changes and duration in the European Monetary System
, Applied Economics, Taylor & Francis Journals (2003)
View citations
(3) (2003)
2000
A QUANTITATIVE ANALYSIS OF THE EFFECTS OF CAPITAL CONTROLS: SPAIN, 1986-1990
Working Papers, Asociación Española de Economía y Finanzas Internacionales
Also in
Working Papers on International Economics and Finance, FEDEA
See also
Journal Article
A Quantitative Analysis of the Effects of Capital Controls: Spain, 1986-1990
, International Economic Journal, Taylor & Francis Journals (2001)
View citations
(1) (2001)
ASYMMETRY IN THE EMS: NEW EVIDENCE BASED ON NON-LINEAR FORECASTS
Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra
View citations
(2)
Also in
Working Papers, FEDEA
View citations
(4)
See also
Journal Article
Asymmetry in the EMS: New evidence based on non-linear forecasts
, European Economic Review, Elsevier (2001)
View citations
(34) (2001)
TECHNICAL ANALYSIS IN FOREIGN EXCHANGE MARKETS: LINEAR VERSUS NONLINEAR TRADING RULES
Working Papers, Asociación Española de Economía y Finanzas Internacionales
View citations
(1)
Also in
Working Papers on International Economics and Finance, FEDEA
View citations
(1)
1996
Convergencia en prestaciones de protección social entre los países de la Unión Europea
Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
1993
Teorías del tipo de cambio: una panorámica
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
1992
Comportamiento caótico en las series del tipo de cambio peseta-dolar
Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
Efficiency in the Peseta Forward Exchange Rate Market
CEPR Discussion Papers, C.E.P.R. Discussion Papers
View citations
(4)
Estimación de un modelo de equilibrio de cartera para el tipo de cambio peseta-Dolar
Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
View citations
(1)
1991
Asset-market models of exchange-rate determination: Basic models, empirical evidence and extensions
Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
Further tests on the forward exchange rate unbiasedness hypothesis
Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
See also
Journal Article
Further tests on the forward exchange rate unbiasedness hypothesis
, Economics Letters, Elsevier (1992)
View citations
(5) (1992)
Undated
A New Test for Chaotic Dynamics Using Lyapunov Exponents
Working Papers, FEDEA
View citations
(3)
A time-series examination of convergence in social protection across EU countries
Working Papers, FEDEA
An Eclectic Approach to Currency Crises: Drawing Lessons from the EMS Experience
Working Papers, FEDEA
View citations
(5)
See also
Journal Article
An eclectic approach to currency crises: drawing lessons from the EMS experience
, Applied Financial Economics, Taylor & Francis Journals (2007)
View citations
(3) (2007)
An Empirical Evaluation of Non-Linear Trading Rules
Working Papers, FEDEA
View citations
(2)
See also
Journal Article
An Empirical Evaluation of Non-Linear Trading Rules
, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2003)
View citations
(5) (2003)
Assensing the Credibility of the Irish Pound in the European Monetary System
Working Papers, FEDEA
Assesing the Economic Value of Nearest-neighbour Exchange-Rate Forecasts
Working Papers, FEDEA
Assessing the credibility of a target zone: Evidence from the EMS
Working Papers, FEDEA
View citations
(3)
See also
Journal Article
Assessing the credibility of a target zone: evidence from the EMS
, Applied Economics, Taylor & Francis Journals (2005)
View citations
(21) (2005)
Canarias y losFondos Estructurales Europeos
Working Papers, FEDEA
View citations
(1)
Capital humano en España: Una estimación del nivel de estudios alcanzado
Working Papers, FEDEA
View citations
(5)
Convergence in social protection benefits across EU countries
Working Papers, FEDEA
View citations
(1)
See also
Journal Article
Convergence in social protection benefits across EU countries
, Applied Economics Letters, Taylor & Francis Journals (1998)
View citations
(6) (1998)
Convergencia en precios en las provincias españolas
Working Papers, FEDEA
Convergencia en tasas de inflación en la Unión Europea
Working Papers, FEDEA
View citations
(1)
Credibility and Duration in Target Zones: Evidence from the EMS
Working Papers, FEDEA
View citations
(5)
Credibility in the EMS: New evidence using nonlinear forecastability tests
Working Papers, FEDEA
View citations
(3)
See also
Journal Article
Credibility in the EMS: new evidence using nonlinear forecastability tests
, The European Journal of Finance, Taylor & Francis Journals (2003)
View citations
(2) (2003)
Currency Crises and Political Factors: Drawing Lessons from the EMS Experience
Working Papers, FEDEA
View citations
(1)
EL NO-MAGREB. Implicaciones económicas para (y más allá de) la región
Working Papers, FEDEA
View citations
(4)
Efectos Económicos de las Inversiones Ferroviarias, 1991-2007
Working Papers, FEDEA
Efectos de las ayudas europeas sobre la economía madrileña, 1990-2006: Un análisis basado en el modelo Hermin
Working Papers, FEDEA
View citations
(4)
Efectos del Programa Operativo Integrado de Castilla-La Mancha, 2000-2006: Un análisis basado en el modelo Hermin
Working Papers, FEDEA
Efectos macroeconómicos del mercado único europeo: Un análisis basado en el modelo HERMIN
Working Papers, FEDEA
El efecto del capital humano sobre el crecimiento: ¿ Importa el periodo muestral?
Working Papers, FEDEA
View citations
(3)
Estimación de una función de producción MRW para la Economía Espanola, 1910-1995
Studies on the Spanish Economy, FEDEA
See also
Journal Article
Estimación de una función de producción MRW para la economía española, 1910-1995
, Investigaciones Economicas, Fundación SEPI (2005)
View citations
(2) (2005)
Exchange-rate forecasts with simultaneous nearest-neighbour methods: Evidence from the EMS
Working Papers, FEDEA
View citations
(1)
See also
Journal Article
Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS
, International Journal of Forecasting, Elsevier (1999)
View citations
(51) (1999)
Expectations, Learning and Credibility: Monetary Policy in Spain
Working Papers, FEDEA
Export Market Integration in the European Union
Working Papers, FEDEA
See also
Journal Article
Export Market Integration in the European Union
, Journal of Applied Economics, Taylor & Francis Journals (2004)
View citations
(4) (2004)
Forecasting the Dollar/Euro Exchange Rate: Can International Parities Help?
Working Papers, FEDEA
Further evidence on technical analysis and profitability of foreign exchange intervention
Working Papers, FEDEA
View citations
(3)
Growth and the Welfare State in the EU: A causality analysis
Working Papers, FEDEA
View citations
(1)
See also
Journal Article
Growth and the Welfare State in the EU: A Causality Analysis
, Public Choice, Springer (2001)
View citations
(16) (2001)
Implicit regimes for the Spanish Peseta/Deutschmark exchange rate
Working Papers, FEDEA
View citations
(2)
Instability in cointegration regressions:Evidence from inflation rate convergence in EU countries
Studies on the Spanish Economy, FEDEA
La Unión Económica y Monetaria en Europa: Una encuesta entre expertos academicos y de mercados
Working Papers, FEDEA
La política macroeconómica en economías interdependientes
Working Papers, FEDEA
Linkages in international stock markets: Evidence from a classification procedure
Working Papers, FEDEA
View citations
(6)
See also
Journal Article
Linkages in international stock markets: evidence from a classification procedure
, Applied Economics, Taylor & Francis Journals (2010)
View citations
(5) (2010)
Modelling evolving long-run relationships: the linkages between stock markets in asia
Working Papers, FEDEA
See also
Journal Article
Modelling evolving long-run relationships: the linkages between stock markets in Asia
, Japan and the World Economy, Elsevier (2001)
View citations
(23) (2001)
Modelling the linkages between US and Latin American stock markets
Working Papers, FEDEA
See also
Journal Article
Modelling the linkages between US and Latin American stock markets
, Applied Economics, Taylor & Francis Journals (2003)
View citations
(25) (2003)
Nearest-Neighbour Predictions in Foreign Exchange Markets
Working Papers, FEDEA
Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series
Working Papers, FEDEA
On the profitability of technical trading rules based on arifitial neural networks: evidence from the Madrid stock market
Working Papers, FEDEA
See also
Journal Article
On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market
, Economics Letters, Elsevier (2000)
View citations
(71) (2000)
Optimisation of Technical Rules by Genetic Algorithms: Evidence from the Madrid Stock Market
Working Papers, FEDEA
See also
Journal Article
Optimization of technical rules by genetic algorithms: evidence from the Madrid stock market
, Applied Financial Economics, Taylor & Francis Journals (2005)
View citations
(3) (2005)
Paridad del poder adquisitivo: Una reconsideración
Working Papers, FEDEA
View citations
(1)
Price Convergence in the European Car Market
Working Papers, FEDEA
View citations
(4)
See also
Journal Article
Price convergence in the European car market
, Applied Economics, Taylor & Francis Journals (2007)
View citations
(8) (2007)
Price Convergence in the European Union
Working Papers, FEDEA
View citations
(4)
See also
Journal Article
Price convergence in the European Union
, Applied Economics Letters, Taylor & Francis Journals (2004)
View citations
(22) (2004)
Proyecciones del sistema educativo español ante el boom inmigratorio
Working Papers, FEDEA
View citations
(3)
Purchasing Power Parity Revisited
Working Papers, FEDEA
View citations
(2)
Purchasing Power Parity and Spanish Provinces, 1940-1992
Working Papers, FEDEA
Regímenes cambiarios de facto y de iure. Una aplicación al tipo de cambio yen/dólar
Working Papers, FEDEA
View citations
(1)
Sobre la efectividad de la política regional comunitaria: El caso de Castilla-la Mancha
Working Papers, FEDEA
View citations
(1)
Also in
Studies on the Spanish Economy, FEDEA
View citations
(2)
Social protection benefits and growth: Evidence from the European Union
Working Papers, FEDEA
See also
Journal Article
Social protection benefits and growth: evidence from the European Union
, Applied Economics Letters, Taylor & Francis Journals (2000)
View citations
(7) (2000)
Structural Funds and Spain’s Objective 1 Regions: An Analysis Based on the Hermin Model
Working Papers, FEDEA
View citations
(3)
Tax-burden convergence in Europe
Working Papers, FEDEA
View citations
(2)
Technical analysis in the Madrid stock exchange
Working Papers, FEDEA
View citations
(4)
Also in
Studies on the Spanish Economy, FEDEA
View citations
(4)
Testing Chaotic Dynamics via Lyapunov Exponents
Working Papers, FEDEA
See also
Journal Article
Testing chaotic dynamics via Lyapunov exponents
, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2005)
View citations
(24) (2005)
The Credibility of the European Monetary System: A Review
Studies on the Spanish Economy, FEDEA
View citations
(1)
See also
Journal Article
The Credibility of the European monetary System:A Review
, Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía (2008)
View citations
(1) (2008)
The real picture: Industry specific exchange rates for the euro area
Working Papers, FEDEA
View citations
(4)
Journal Articles
2026
An empirical evaluation of transitory and permanent components of the exchange rate volatility
Applied Economics
, 2026,
58
, (15), 2829-2844
2025
Assessing heterogeneous time-varying impacts in the debt-growth nexus
Applied Economics
, 2025,
57
, (10), 1105-1123
Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets
The North American Journal of Economics and Finance
, 2025,
77
, (C)
See also
Working Paper
Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets
IREA Working Papers
(2025)
(2025)
Financial restructuring, crisis, and productivity growth in bank branches: evidence from a large commercial Spanish bank
International Economics and Economic Policy
, 2025,
22
, (3), 1-23
Also in
International Economics and Economic Policy
, 2025,
22
, (4), 1-2
(2025)
Granger causality between public debt and economic growth: further evidence from panel data
Applied Economics Letters
, 2025,
32
, (3), 429-434
Public Expenditure and Economic Growth: Further Evidence for the European Union
Economies
, 2025,
13
, (3), 1-25
View citations
(1)
Transitory and permanent components of exchange rate volatility: Further evidence from causality tests
Revista de Economía y Finanzas (REyF)
, 2025,
, (7), 1-20
2024
A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis
The North American Journal of Economics and Finance
, 2024,
74
, (C)
View citations
(1)
Currency and commodity return relationship under extreme geopolitical risks: evidence from the invasion of Ukraine
Applied Economics Letters
, 2024,
31
, (1), 46-55
See also
Working Paper
Currency and commodity return relationship under extreme geopolitical risks: Evidence from the invasion of Ukraine
IREA Working Papers
(2022)
View citations
(5) (2022)
2023
Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets
Journal of Multinational Financial Management
, 2023,
68
, (C)
View citations
(4)
Economic growth and deviations from the equilibrium exchange rate
International Review of Economics & Finance
, 2023,
86
, (C), 764-786
View citations
(1)
Financial market analogies of the COVID-19 pandemic: evidence from the Dow Jones Industrial Average Index
Applied Economics Letters
, 2023,
30
, (17), 2364-2369
View citations
(1)
2022
Analyzing How the Social Security Reserve Fund in Spain Affects the Sustainability of the Pension System
Risks
, 2022,
10
, (6), 1-17
On the heterogeneous link between public debt and economic growth
Journal of International Financial Markets, Institutions and Money
, 2022,
77
, (C)
View citations
(17)
Searching for informed traders in stock markets: The case of Banco Popular
The North American Journal of Economics and Finance
, 2022,
63
, (C)
The economic effects of fiscal policy: Further evidence for Spain
The Quarterly Review of Economics and Finance
, 2022,
86
, (C), 305-313
Time connectedness of fear
Empirical Economics
, 2022,
62
, (3), 905-931
View citations
(1)
See also
Working Paper
Time connectedness of fear
IREA Working Papers
(2018)
(2018)
2021
An empirical examination of purchasing power parity: Argentina 1810–2016
International Journal of Finance & Economics
, 2021,
26
, (2), 2064-2073
Incorporating asset price stability in the European Central Bank's inflation targeting framework
International Journal of Finance & Economics
, 2021,
26
, (2), 2022-2043
Quantifying sovereign risk in the euro area
Economic Modelling
, 2021,
95
, (C), 76-96
View citations
(3)
See also
Working Paper
Quantifying sovereign risk in the euro area
IREA Working Papers
(2024)
(2024)
Stress Spillovers among Financial Markets: Evidence from Spain
JRFM
, 2021,
14
, (11), 1-21
Testing unobserved market heterogeneity in financial markets: The case of Banco Popular
The Quarterly Review of Economics and Finance
, 2021,
79
, (C), 151-160
View citations
(1)
2020
Bank-sovereign risk spillovers in the Euro Area
Applied Economics Letters
, 2020,
27
, (8), 642-646
View citations
(3)
Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities
Journal of International Financial Markets, Institutions and Money
, 2020,
67
, (C)
View citations
(18)
See also
Working Paper
Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities
IREA Working Papers
(2019)
(2019)
Fiscal Sustainability in Aging Societies: Evidence from Euro Area Countries
Sustainability
, 2020,
12
, (24), 1-20
View citations
(7)
2019
Has the ECB’s monetary policy prompted companies to invest, or pay dividends?
Applied Economics
, 2019,
51
, (45), 4920-4938
View citations
(2)
See also
Working Paper
Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?
IREA Working Papers
(2019)
View citations
(1) (2019)
The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis
The North American Journal of Economics and Finance
, 2019,
49
, (C), 1-26
View citations
(5)
2018
Fear connectedness among asset classes
Applied Economics
, 2018,
50
, (39), 4234-4249
View citations
(17)
See also
Working Paper
Fear connectedness among asset classes
IREA Working Papers
(2017)
View citations
(4) (2017)
Headline and Core Inflation: An Empirical Analysis Based on the ECB Survey of Professional Forecasters
International Advances in Economic Research
, 2018,
24
, (2), 207-208
Inflation, real economic growth and unemployment expectations: an empirical analysis based on the ECB survey of professional forecasters
Applied Economics
, 2018,
50
, (42), 4540-4555
View citations
(3)
See also
Working Paper
Inflation, real economic growth and unemployment expectations: An empirical analysis based on the ECB Survey of Professional Forecasters
Working Papers
(2017)
(2017)
Nonfinancial debt and economic growth in euro-area countries
Journal of International Financial Markets, Institutions and Money
, 2018,
56
, (C), 17-37
View citations
(7)
See also
Working Paper
Nonfinancial debt and economic growth in euro-area countries
IREA Working Papers
(2017)
(2017)
On the time-varying nature of the debt-growth nexus: evidence from the euro area
Applied Economics Letters
, 2018,
25
, (9), 597-600
View citations
(2)
Public Debt and Economic Growth: Further Evidence for the Euro Area
Acta Oeconomica
, 2018,
68
, (2), 209-229
View citations
(23)
See also
Working Paper
Public debt and economic growth: Further evidence for the euro area
Working Papers del Instituto Complutense de Estudios Internacionales
(2017)
View citations
(1) (2017)
Volatility spillovers between foreign exchange and stock markets in industrialized countries
The Quarterly Review of Economics and Finance
, 2018,
70
, (C), 121-136
View citations
(14)
2017
An empirical characterization of the effects of public debt on economic growth
Applied Economics
, 2017,
49
, (35), 3495-3508
View citations
(7)
Heterogeneity in the debt-growth nexus: Evidence from EMU countries
International Review of Economics & Finance
, 2017,
51
, (C), 470-486
View citations
(17)
See also
Working Paper
Heterogeneity in the debt-growth nexus: Evidence from EMU countries
IREA Working Papers
(2017)
View citations
(19) (2017)
Office Market Dynamics in Madrid: Modelling with a Single-Equation Error Correction Mechanism
International Real Estate Review
, 2017,
20
, (4), 451-491
2016
A contribution to the empirics of convergence in real GDP growth: the role of financial crises and exchange-rate regimes
Applied Economics
, 2016,
48
, (23), 2156-2169
View citations
(4)
See also
Working Paper
A contribution to the empirics of convergence in real GDP growth: The role of financial crises and exchange-rate regimes
Working Papers
(2014)
View citations
(1) (2014)
Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion
Economic Modelling
, 2016,
56
, (C), 133-147
View citations
(37)
Portfolios in the Ibex 35 before and after the Global Financial Crisis
Applied Economics
, 2016,
48
, (40), 3826-3847
View citations
(2)
Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries
Journal of International Money and Finance
, 2016,
63
, (C), 137-164
View citations
(25)
Unconventional monetary policy and the dollar–euro exchange rate: first results from time-series analysis
Applied Economics Letters
, 2016,
23
, (10), 732-735
View citations
(1)
Unconventional monetary policy and the dollar–euro exchange rate: further evidence from event studies
Applied Economics Letters
, 2016,
23
, (12), 835-839
View citations
(3)
Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility
Journal of International Financial Markets, Institutions and Money
, 2016,
43
, (C), 126-145
View citations
(59)
2015
Bank risk behavior and connectedness in EMU countries
Journal of International Money and Finance
, 2015,
57
, (C), 161-184
View citations
(15)
See also
Working Paper
Bank risk behavior and connectedness in EMU countries
IREA Working Papers
(2015)
View citations
(17) (2015)
Detection of implicit fluctuation bands and their credibility in EU candidate countries
Baltic Journal of Economics
, 2015,
15
, (1), 18-37
See also
Working Paper
Detection of Implicit Fluctuation Bands and their Credibility in Candidate Countries
Working Papers
(2015)
(2015)
Growth dynamics, financial crises and exchange rate regimes
Applied Economics Letters
, 2015,
22
, (10), 767-771
View citations
(1)
Temporary ban on short positions and financial market volatility: evidence from the Madrid Stock Market
Applied Economics Letters
, 2015,
22
, (11), 854-859
View citations
(2)
The causal relationship between debt and growth in EMU countries
Journal of Policy Modeling
, 2015,
37
, (6), 974-989
View citations
(39)
The failure of the monetary model of exchange rate determination
Applied Economics
, 2015,
47
, (43), 4607-4629
View citations
(5)
See also
Working Paper
The failure of the monetary model of exchange rate determination
Working Papers
(2015)
View citations
(2) (2015)
Volatility spillovers in EMU sovereign bond markets
International Review of Economics & Finance
, 2015,
39
, (C), 337-352
View citations
(34)
See also
Working Paper
Volatility spillovers in EMU sovereign bond markets
Working Papers
(2015)
View citations
(40) (2015)
2014
An empirical examination of the determinants of the shadow economy
Applied Economics Letters
, 2014,
21
, (5), 304-307
View citations
(9)
An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis
The North American Journal of Economics and Finance
, 2014,
30
, (C), 133-153
View citations
(54)
See also
Working Paper
An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis
IREA Working Papers
(2014)
View citations
(46) (2014)
Causality and contagion in EMU sovereign debt markets
International Review of Economics & Finance
, 2014,
33
, (C), 12-27
View citations
(60)
See also
Working Paper
Causality and Contagion in EMU Sovereign Debt Markets
IREA Working Papers
(2014)
View citations
(54) (2014)
Exchange-rate regimes and economic growth: an empirical evaluation
Applied Economics Letters
, 2014,
21
, (12), 870-873
View citations
(6)
See also
Working Paper
Exchange-rate regimes and economic growth: An empirical evaluation
Working Papers
(2014)
View citations
(5) (2014)
Real exchange rate volatility, financial crises and exchange rate regimes
Applied Economics
, 2014,
46
, (8), 826-847
View citations
(4)
The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market
International Review of Economics & Finance
, 2014,
31
, (C), 21-33
View citations
(16)
See also
Working Paper
The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market
Documentos de Trabajo del ICAE
(2013)
(2013)
2013
Granger-causality in peripheral EMU public debt markets: A dynamic approach
Journal of Banking & Finance
, 2013,
37
, (11), 4627-4649
View citations
(44)
Inflation expectations in Spain: The Spanish PwC Survey
Cuadernos de Economía - Spanish Journal of Economics and Finance
, 2013,
36
, (101), 109-115
View citations
(2)
See also
Working Paper
Inflation expectations in Spain: The Spanish PwC Survey
Documentos de Trabajo del ICAE
(2013)
(2013)
On the forecast accuracy and consistency of exchange rate expectations: the Spanish PwC Survey
Applied Economics Letters
, 2013,
20
, (2), 107-110
View citations
(1)
See also
Working Paper
On the forecast accuracy and consistency of exchange rate expectations: The Spanish PwC Survey
Working Papers del Instituto Complutense de Estudios Internacionales
(2014)
(2014)
2012
Convergence in car prices among European countries
Applied Economics
, 2012,
44
, (25), 3247-3254
View citations
(7)
See also
Working Paper
CONVERGENCE IN CAR PRICES AMONG EUROPEAN COUNTRIES
Post-Print
(2011)
(2011)
Detecting trends in the foreign exchange markets
Applied Economics Letters
, 2012,
19
, (5), 493-503
Exploiting trends in the foreign exchange markets
Applied Economics Letters
, 2012,
19
, (6), 591-597
View citations
(3)
Historical financial analogies of the current crisis
Economics Letters
, 2012,
116
, (2), 190-192
View citations
(3)
See also
Working Paper
Historical financial analogies of the current crisis
Working Papers del Instituto Complutense de Estudios Internacionales
(2011)
(2011)
On factors explaining the 2008 financial crisis
Economics Letters
, 2012,
115
, (2), 215-217
View citations
(14)
The US dollar-euro exchange rate and US-EMU bond yield differentials: A causality analysis
Cuadernos de Economía - Spanish Journal of Economics and Finance
, 2012,
35
, (98), 117-128
See also
Working Paper
The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis
Working Papers del Instituto Complutense de Estudios Internacionales
(2011)
(2011)
Volatility in EMU sovereign bond yields: permanent and transitory components
Applied Financial Economics
, 2012,
22
, (17), 1453-1464
View citations
(20)
See also
Working Paper
Volatility in EMU sovereign bond yields: Permanent and transitory components
Working Papers
(2011)
View citations
(2) (2011)
2011
Implicit bands in the yen/dollar exchange rate
Applied Economics
, 2011,
43
, (10), 1241-1255
See also
Working Paper
Implicit Bands in the Yen/Dollar Exchange Rate
Working Papers
(2006)
(2006)
The euro and the volatility of exchange rates
Applied Financial Economics
, 2011,
21
, (17), 1235-1253
View citations
(1)
See also
Working Paper
The euro and the volatility of exchange rates
Working Papers
(2010)
(2010)
2010
Linkages in international stock markets: evidence from a classification procedure
Applied Economics
, 2010,
42
, (16), 2081-2089
View citations
(5)
See also
Working Paper
Linkages in international stock markets: Evidence from a classification procedure
Working Papers
View citations
(6)
Structural breaks in volatility: Evidence for the OECD and non-OECD real exchange rates
Journal of International Money and Finance
, 2010,
29
, (1), 139-168
View citations
(9)
2009
El impacto de los Fondos Europeos en la economía andaluza: 1989-2013
Revista de Estudios Regionales
, 2009,
02
, 97-118
See also
Working Paper
El Impacto de los Fondos Europeos en la Economía Andaluza: 1989-2013
Economic Reports
(2008)
(2008)
Implicit exchange regimes in Central and Eastern Europe: a first exploration
International Economics and Economic Policy
, 2009,
, (2), 179-206
View citations
(1)
2008
European cohesion policy and the Spanish economy: A policy discussion case
Journal of Policy Modeling
, 2008,
30
, (3), 559-570
View citations
(10)
Human capital in Spain: an estimate of educational attainment
Applied Economics
, 2008,
40
, (8), 1005-1013
Macroeconomic instability in the European monetary system?
Applied Financial Economics
, 2008,
18
, (12), 965-983
See also
Working Paper
Macroeconomic Instability in the European Monetary System?
Economic Working Papers at Centro de Estudios Andaluces
(2006)
(2006)
Political and Institutional Factors in Regime Changes in the ERM: An Application of Duration Analysis
The World Economy
, 2008,
31
, (8), 1049-1077
View citations
(1)
See also
Working Paper
Political and institutional factors in regime change in the ERM: An application of duration analysis
Working Papers
(2007)
(2007)
The Credibility of the European monetary System:A Review
Cuadernos de Economía - Spanish Journal of Economics and Finance
, 2008,
31
, (86), 005-034
View citations
(1)
See also
Working Paper
The Credibility of the European Monetary System: A Review
Studies on the Spanish Economy
View citations
(1)
2007
An eclectic approach to currency crises: drawing lessons from the EMS experience
Applied Financial Economics
, 2007,
18
, (6), 503-519
View citations
(3)
See also
Working Paper
An Eclectic Approach to Currency Crises: Drawing Lessons from the EMS Experience
Working Papers
View citations
(5)
Implicit bands in the Spanish peseta/Deutschmark exchange rate, 1965-1998
Applied Financial Economics
, 2007,
17
, (11), 921-932
View citations
(1)
Price convergence in the European car market
Applied Economics
, 2007,
40
, (2), 241-250
View citations
(8)
See also
Working Paper
Price Convergence in the European Car Market
Working Papers
View citations
(4)
2006
An empirical examination of exchange-rate credibility determinants in the EMS
Applied Economics Letters
, 2006,
13
, (13), 847-850
See also
Working Paper
An empirical examination of exchange-rate credibility determinants in the EMS
Working Papers
(2004)
(2004)
Assessing the effectiveness of the EU's regional policies on real convergence: An analysis based on the HERMIN model
European Planning Studies
, 2006,
14
, (3), 383-396
View citations
(2)
See also
Working Paper
Assessing the effectiveness of EUÂ’s regional policies: a new approach
ERSA conference papers
(2004)
(2004)
Macroeconomic effects resulting from the incentives of the Economic and Tax Regime in the Canary Islands between 1994 and 2013
INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH
, 2006, (9), 73-95
2005
Assessing the credibility of a target zone: evidence from the EMS
Applied Economics
, 2005,
37
, (19), 2265-2287
View citations
(21)
See also
Working Paper
Assessing the credibility of a target zone: Evidence from the EMS
Working Papers
View citations
(3)
Estimación de una función de producción MRW para la economía española, 1910-1995
Investigaciones Economicas
, 2005,
29
, (3), 609-624
View citations
(2)
See also
Working Paper
Estimación de una función de producción MRW para la Economía Espanola, 1910-1995
Studies on the Spanish Economy
Forecasting the dollar|euro exchange rate: are international parities useful?
Journal of Forecasting
, 2005,
24
, (5), 369-377
View citations
(3)
Optimization of technical rules by genetic algorithms: evidence from the Madrid stock market
Applied Financial Economics
, 2005,
15
, (11), 773-775
View citations
(3)
See also
Working Paper
Optimisation of Technical Rules by Genetic Algorithms: Evidence from the Madrid Stock Market
Working Papers
Supply effects on the Andalusian economy of the structural fonds in infraestructures: the Community Support Framework 1994-1999
INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH
, 2005, (6), 91-124
Testing chaotic dynamics via Lyapunov exponents
Journal of Applied Econometrics
, 2005,
20
, (7), 911-930
View citations
(24)
See also
Working Paper
Testing Chaotic Dynamics via Lyapunov Exponents
Working Papers
2004
Export Market Integration in the European Union
Journal of Applied Economics
, 2004,
, (2), 271-301
View citations
(4)
Also in
Journal of Applied Economics
, 2004,
07
, (2), 31
(2004)
View citations
(5)
Journal of Applied Economics
, 2004,
, 271-301
(2004)
View citations
(5)
See also
Working Paper
Export Market Integration in the European Union
Working Papers
Price convergence in the European Union
Applied Economics Letters
, 2004,
11
, (1), 39-47
View citations
(22)
See also
Working Paper
Price Convergence in the European Union
Working Papers
View citations
(4)
2003
An Empirical Evaluation of Non-Linear Trading Rules
Studies in Nonlinear Dynamics & Econometrics
, 2003,
, (3), 32
View citations
(5)
See also
Working Paper
An Empirical Evaluation of Non-Linear Trading Rules
Working Papers
View citations
(2)
Credibility in the EMS: new evidence using nonlinear forecastability tests
The European Journal of Finance
, 2003,
, (2), 146-168
View citations
(2)
See also
Working Paper
Credibility in the EMS: New evidence using nonlinear forecastability tests
Working Papers
View citations
(3)
Modelling the linkages between US and Latin American stock markets
Applied Economics
, 2003,
35
, (12), 1423-1434
View citations
(25)
See also
Working Paper
Modelling the linkages between US and Latin American stock markets
Working Papers
Regimen changes and duration in the European Monetary System
Applied Economics
, 2003,
35
, (18), 1923-1933
View citations
(3)
See also
Working Paper
Regimen changes and duration in the European Monetary System
Working Papers
(2002)
View citations
(1) (2002)
Technical analysis in foreign exchange markets: evidence from the EMS
Applied Financial Economics
, 2003,
13
, (2), 113-122
View citations
(26)
2002
Further evidence on technical trade profitability and foreign exchange intervention
Applied Economics Letters
, 2002,
, (12), 827-832
View citations
(7)
2001
A Quantitative Analysis of the Effects of Capital Controls: Spain, 1986-1990
International Economic Journal
, 2001,
15
, (3), 129-146
View citations
(1)
See also
Working Paper
A QUANTITATIVE ANALYSIS OF THE EFFECTS OF CAPITAL CONTROLS: SPAIN, 1986-1990
Working Papers
(2000)
(2000)
Asymmetry in the EMS: New evidence based on non-linear forecasts
European Economic Review
, 2001,
45
, (3), 451-473
View citations
(34)
See also
Working Paper
ASYMMETRY IN THE EMS: NEW EVIDENCE BASED ON NON-LINEAR FORECASTS
Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra
(2000)
View citations
(2) (2000)
EFECTOS DE POLÍTICAS MACROECONÓMICAS EN UNA UNIÓN MONETARIA CON DISTINTOS GRADOS DE RIGIDEZ SALARIAL
Hacienda Pública Española / Review of Public Economics
, 2001,
156
, (1)
View citations
(2)
EXPECTATIVAS, APRENDIZAJE Y CREDIBILIDAD DE LA POLÍTICA MONETARIA EN ESPAÑA
Hacienda Pública Española / Review of Public Economics
, 2001,
158
, (3)
Growth and the Welfare State in the EU: A Causality Analysis
Public Choice
, 2001,
109
, (1-2), 55-68
View citations
(16)
See also
Working Paper
Growth and the Welfare State in the EU: A causality analysis
Working Papers
View citations
(1)
Modelling evolving long-run relationships: the linkages between stock markets in Asia
Japan and the World Economy
, 2001,
13
, (2), 145-160
View citations
(23)
See also
Working Paper
Modelling evolving long-run relationships: the linkages between stock markets in asia
Working Papers
2000
Convergence in fiscal pressure across EU countries
Applied Economics Letters
, 2000,
, (2), 117-123
View citations
(19)
On the Credibility of the Irish Pound in the EMS
The Economic and Social Review
, 2000,
31
, (2), 151-172
View citations
(7)
On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market
Economics Letters
, 2000,
69
, (1), 89-94
View citations
(71)
See also
Working Paper
On the profitability of technical trading rules based on arifitial neural networks: evidence from the Madrid stock market
Working Papers
Social protection benefits and growth: evidence from the European Union
Applied Economics Letters
, 2000,
, (4), 255-258
View citations
(7)
Also in
Applied Economics Letters
, 2000,
, (6), 397-400
(2000)
View citations
(7)
See also
Working Paper
Social protection benefits and growth: Evidence from the European Union
Working Papers
1999
Environmental Consequences of the Community Support Framework 1994-99 in Spain
Journal of Policy Modeling
, 1999,
21
, (7), 831-850
View citations
(3)
Exchange rate volatility in the EMS before and after the fall
Applied Economics Letters
, 1999,
, (11), 717-722
View citations
(22)
Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS
International Journal of Forecasting
, 1999,
15
, (4), 383-392
View citations
(51)
See also
Working Paper
Exchange-rate forecasts with simultaneous nearest-neighbour methods: Evidence from the EMS
Working Papers
View citations
(1)
1998
Convergence in social protection benefits across EU countries
Applied Economics Letters
, 1998,
, (3), 153-155
View citations
(6)
See also
Working Paper
Convergence in social protection benefits across EU countries
Working Papers
View citations
(1)
Long-Run Convergence in Social Protection across EU Countries, 1970-1999
Public Finance = Finances publiques
, 1998,
53
, (3-4), 439-51
Testing nonlinear forecastability in time series: Theory and evidence from the EMS
Economics Letters
, 1998,
59
, (1), 49-63
View citations
(20)
1997
Combining information in exchange rate forecasting: evidence from the EMS
Applied Economics Letters
, 1997,
, (7), 441-444
View citations
(5)
Do short-term interest rates influence long-term interest rates? Empirical evidence from some EMS countries
Applied Economics Letters
, 1997,
, (7), 449-451
View citations
(1)
Using nearest neighbour predictors to forecast the Spanish stock market
Investigaciones Economicas
, 1997,
21
, (1), 75-91
View citations
(14)
1995
HERMIN Spain
Economic Modelling
, 1995,
12
, (3), 295-311
View citations
(11)
HERMIN: A macroeconometric modelling framework for the EU periphery
Economic Modelling
, 1995,
12
, (3), 221-247
View citations
(15)
Similarity and diversity in the EU periphery: A HERMIN-based investigation
Economic Modelling
, 1995,
12
, (3), 313-322
View citations
(2)
1993
Does public capital affect private sector performance?: An analysis of the Spanish case, 1964-1988
Economic Modelling
, 1993,
10
, (3), 179-185
View citations
(54)
1992
Chaotic behaviour in exchange-rate series: First results for the Peseta--U.S. dollar case
Economics Letters
, 1992,
39
, (2), 207-211
View citations
(25)
Further tests on the forward exchange rate unbiasedness hypothesis
Economics Letters
, 1992,
40
, (3), 325-331
View citations
(5)
See also
Working Paper
Further tests on the forward exchange rate unbiasedness hypothesis
Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales
(1991)
(1991)
1990
Cointegration and Unit Roots
Journal of Economic Surveys
, 1990,
, (3), 249-73
View citations
(289)
Chapters
2008
European Cohesion Policy and the Spanish Economy
Chapter 11 in
Regional Economic Policy in Europe
, 2008, pp 235-252
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact
if a link is incorrect.
Use this
form
to add links between versions where the titles do not match.
This site is part of
RePEc
and all the data displayed here is part of the RePEc data set.
Is your work missing from RePEc? Here is how to
contribute
Questions or problems? Check the
EconPapers FAQ
or send mail to
EconPapers is hosted by the
School of Business
at
Örebro University