Details about Fernando Pérez de Gracia

Access statistics for papers by Fernando Pérez de Gracia.

Last updated 2009-09-28. Update your information in the RePEc Author Service.

Short-id: ppe392

Working Papers

2008

1. Money Demand Accommodation in the U.S
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra

2007

2. Real convergence in some emerging countries: a fractionally integrated approach
   Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)
   See also Journal Article in Recherches économiques de Louvain (2007)

2006

3. Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra

2004

4. Exchange Rate Behavior and Exchange Rate Puzzles: Why the XVIII Century Might Help
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations
5. Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra
   See also Journal Article in The Quarterly Review of Economics and Finance (2005)

2003

6. Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra
   See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2006)
7. Stock Market Cycles, Financial Liberalization and Volatility
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations
   See also Journal Article in Journal of International Money and Finance (2003)
8. Structural Changes in Volatility and Stock Market Development: Evidence for Spain
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra
   See also Journal Article in Journal of Banking & Finance (2004)

2002

9. Bulls and Bears: Lessons from some European Countries
   Royal Economic Society Annual Conference 2002, Royal Economic Society View citations
10. Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
11. Stock Market Cycles and Stock Market Development in Spain
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations
    See also Journal Article in Spanish Economic Review (2004)

Undated

12. Do Oil Price Shocks Matter? Evidence For Some Europesan Countries
    Working Papers on International Economics and Finance, FEDEA
    See also Journal Article in Energy Economics (2003)
13. Inflación y rendimientos bursátiles en el caso español, 1941-1999
    Studies on the Spanish Economy, FEDEA
14. Intertemporal Current Account and Productivity Shocks: Evidence for Some European Countries
    Working Papers on International Economics and Finance, FEDEA
15. Tasa de sacrificio en la UEM: Un análisis empírico
    Studies on the Spanish Economy, FEDEA

Journal Articles

2009

1. AK growth models: new evidence based on fractional integration and breaking trends
   Recherches économiques de Louvain, 2009, 75, (2), 131-149
2. Financial liberalization, stock market volatility and outliers in emerging economies
   Applied Financial Economics, 2009, 19, (10), 809-823
3. US stock market volatility persistence: evidence before and after the burst of the IT bubble
   Review of Quantitative Finance and Accounting, 2009, 33, (3), 233-252

2008

4. Stochastic volatility in the Spanish stock market: a long memory model with a structural break
   European Journal of Finance, 2008, 14, (1), 23-31
5. Tourism in the Canary Islands: forecasting using several seasonal time series models
   Journal of Forecasting, 2008, 27, (7), 621-636 View citations

2007

6. Real convergence in some emerging countries: a fractionally integrated approach
   Recherches économiques de Louvain, 2007, 73, (3), 293-310
   See also Working Paper (2007)
7. Testing for stock market bubbles using nonlinear models and fractional integration
   Applied Financial Economics, 2007, 17, (16), 1313-1321

2006

8. Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach
   Review of World Economics (Weltwirtschaftliches Archiv), 2006, 142, (1), 67-91 View citations
   See also Working Paper (2003)
9. Changes in the dynamic behavior of emerging market volatility: Revisiting the effects of financial liberalization
   Emerging Markets Review, 2006, 7, (3), 261-278 View citations
10. Real convergence in Africa in the second-half of the 20th century
    Journal of Economics and Business, 2006, 58, (2), 153-167 View citations
11. Real convergence in some Central and Eastern European countries
    Applied Economics, 2006, 38, (20), 2433-2441

2005

12. Oil prices, economic activity and inflation: evidence for some Asian countries
    The Quarterly Review of Economics and Finance, 2005, 45, (1), 65-83 View citations
    See also Working Paper (2004)

2004

13. Is the US fiscal deficit sustainable?: A fractionally integrated approach
    Journal of Economics and Business, 2004, 56, (6), 501-526 View citations
14. Real convergence in Taiwan: a fractionally integrated approach
    Journal of Asian Economics, 2004, 15, (3), 529-547
15. Stock market cycles and stock market development in Spain
    Spanish Economic Review, 2004, 6, (2), 127-151 View citations
    See also Working Paper (2002)
16. Structural changes in volatility and stock market development: Evidence for Spain
    Journal of Banking & Finance, 2004, 28, (7), 1745-1773 View citations
    See also Working Paper (2003)

2003

17. Do oil price shocks matter? Evidence for some European countries
    Energy Economics, 2003, 25, (2), 137-154 View citations
    See also Working Paper
18. Stock market cycles, financial liberalization and volatility
    Journal of International Money and Finance, 2003, 22, (7), 925-955 View citations
    See also Working Paper (2003)