Details about Jorge V. Pérez-Rodríguez

Access statistics for papers by Jorge V. Pérez-Rodríguez.

Last updated 2021-09-08. Update your information in the RePEc Author Service.

Short-id: ppr34

Working Papers

2019

1. 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

2017

2. Market-segment targeting and long-term growth in a tourism-based economy
   Working Papers, Laboratoire Lieux, Identités, eSpaces et Activités (LISA)

2012

3. On the impact of the euro on international tourism
   DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada

2011

4. Do product innovation and news about the R&D process produce large price changes and overreaction? The case of pharmaceutical stock prices
   Post-Print, HAL
   See also Journal Article Do product innovation and news about the R&D process produce large price changes and overreaction? The case of pharmaceutical stock prices, Applied Economics, Taylor & Francis Journals (2012) View citations (3) (2012)

2010

5. Revisiting Rose’s common currency debate
   Working Papers, Asociación Española de Economía y Finanzas Internacionales View citations (1)

2007

6. On the impact of exchange rate regimes on tourism
   Working Papers, Asociación Española de Economía y Finanzas Internacionales
7. Post-EMS exchange risk trends: A comparative perspective between Euro, British Pound and Japanese Yen excess returns against US Dollar
   Working Papers, Asociación Española de Economía y Finanzas Internacionales

2006

8. 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)

2005

9. 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
   See also Journal Article Regímenes cambiarios de iure y de facto. El caso de la peseta/dólar, 1965–1998*, Revista de Historia Económica / Journal of Iberian and Latin American Economic History, Cambridge University Press (2005) (2005)

2004

10. 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)

2003

11. 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

12. Intensidad de la actividad de negociación. El caso del futuro del IBEX 35
    Documentos de trabajo conjunto ULL-ULPGC, Facultad de Ciencias Económicas de la ULPGC
13. Volatility bias in the GARCH model: a simulation study
    Documentos de trabajo conjunto ULL-ULPGC, Facultad de Ciencias Económicas de la ULPGC

1994

14. Modelos autorregresivos para la varianza condicionada heteroscedastica (ARCH)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra

Undated

15. Assensing the Credibility of the Irish Pound in the European Monetary System
    Working Papers, FEDEA
16. 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)
17. Diversas formas de dependencia no lineal y contrastes de selección de modelos en la predicción de los rendimientos del Ibex35
    Studies on the Spanish Economy, FEDEA
18. Expectations, Learning and Credibility: Monetary Policy in Spain
    Working Papers, FEDEA
19. Implicit regimes for the Spanish Peseta/Deutschmark exchange rate
    Working Papers, FEDEA View citations (2)
20. Panel data and tourism demand. The case of Tenerife
    Working Papers, FEDEA View citations (9)
21. Regímenes cambiarios de facto y de iure. Una aplicación al tipo de cambio yen/dólar
    Working Papers, FEDEA View citations (1)
22. Return to Tourist Destination. Is it Reputation, After All?
    Working Papers on International Economics and Finance, FEDEA View citations (5)
    See also Journal Article Return to tourist destination. Is it reputation, after all?, Applied Economics, Taylor & Francis Journals (2005) View citations (15) (2005)
23. 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)

Journal Articles

2021

1. Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence
   The North American Journal of Economics and Finance, 2021, 57, (C)
2. 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

3. Another look at the implied and realised volatility relation: a copula-based approach
   Risk Management, 2020, 22, (1), 38-64 View citations (1)
4. Economic growth and market segment choice in tourism-based economies
   Empirical Economics, 2020, 59, (3), 1435-1452 View citations (1)
5. Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA
   The North American Journal of Economics and Finance, 2020, 52, (C) View citations (1)

2019

6. International trade, exchange rate regimes, and financial crises
   The North American Journal of Economics and Finance, 2019, 47, (C), 85-95 View citations (15)
7. Modelling bimodality of length of tourist stay
   Annals of Tourism Research, 2019, 75, (C), 131-151 View citations (1)
8. Modelling distribution of aggregate expenditure on tourism
   Economic Modelling, 2019, 78, (C), 293-308 View citations (1)

2017

9. Mixture inverse Gaussian for unobserved heterogeneity in the autoregressive conditional duration model
   Communications in Statistics - Theory and Methods, 2017, 46, (18), 9007-9025
10. Stochastic Frontier Models with Dependent Errors based on Normal and Exponential Margins || Modelos de frontera estocástica con errores dependientes basados en márgenes normal y exponencial
    Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, 2017, 23, (1), 3-23

2016

11. International trade and tourism flows: An extension of the gravity model
    Economic Modelling, 2016, 52, (PB), 1026-1033 View citations (23)

2015

12. Closed-form solution for a bivariate distribution in stochastic frontier models with dependent errors
    Journal of Productivity Analysis, 2015, 43, (2), 215-223 View citations (2)
13. Spread component costs and stock trading characteristics in the Spanish Stock Exchange. Two flexible fractional response models
    Quantitative Finance, 2015, 15, (12), 1943-1962
14. Testing dependence between GDP and tourism's growth rates
    Tourism Management, 2015, 48, (C), 268-282 View citations (29)

2013

15. Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples
    Computational Statistics, 2013, 28, (2), 701-734

2012

16. Do product innovation and news about the R&D process produce large price changes and overreaction? The case of pharmaceutical stock prices
    Applied Economics, 2012, 44, (17), 2217-2229 View citations (3)
    See also Working Paper Do product innovation and news about the R&D process produce large price changes and overreaction? The case of pharmaceutical stock prices, Post-Print (2011) (2011)

2011

17. 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)
18. Probability of an incoming order signal
    Quantitative Finance, 2011, 11, (6), 901-916
19. Tourism and trade in OECD countries. A dynamic heterogeneous panel data analysis
    Empirical Economics, 2011, 41, (2), 533-554 View citations (31)

2010

20. Does a Common Currency Promote Countries’ Growth via Trade and Tourism?
    The World Economy, 2010, 33, (12), 1811-1835 View citations (9)

2009

21. Implicit exchange regimes in Central and Eastern Europe: a first exploration
    International Economics and Economic Policy, 2009, 6, (2), 179-206 View citations (1)
22. Purchasing power parity and nonlinear adjustment
    Applied Economics Letters, 2009, 16, (1), 35-38 View citations (3)

2008

23. 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

24. Implicit bands in the Spanish peseta/Deutschmark exchange rate, 1965-1998
    Applied Financial Economics, 2007, 17, (11), 921-932 View citations (1)
25. Volatility transmission for cross-listed firms and the role of international exposure
    Japan and the World Economy, 2007, 19, (3), 303-328 View citations (2)

2006

26. 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)
27. The Euro and Other Major Currencies Floating Against the U.S. Dollar
    Atlantic Economic Journal, 2006, 34, (4), 367-384 View citations (11)

2005

28. Are Spanish Ibex35 stock future index returns forecasted with non-linear models?
    Applied Financial Economics, 2005, 15, (14), 963-975 View citations (7)
29. 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)
30. Regímenes cambiarios de iure y de facto. El caso de la peseta/dólar, 1965–1998*
    Revista de Historia Económica / Journal of Iberian and Latin American Economic History, 2005, 23, (3), 541-561
    See also Working Paper Regímenes cambiarios de iure y de facto. El caso de la Peseta/Dólar, 1965-1998, Working Papers (2005) (2005)
31. Return to tourist destination. Is it reputation, after all?
    Applied Economics, 2005, 37, (18), 2055-2065 View citations (15)
    See also Working Paper Return to Tourist Destination. Is it Reputation, After All?, Working Papers on International Economics and Finance View citations (5)
32. STAR and ANN models: forecasting performance on the Spanish "Ibex-35" stock index
    Journal of Empirical Finance, 2005, 12, (3), 490-509 View citations (25)

2001

33. EXPECTATIVAS, APRENDIZAJE Y CREDIBILIDAD DE LA POLÍTICA MONETARIA EN ESPAÑA
    Hacienda Pública Española / Review of Public Economics, 2001, 158, (3)

2000

34. On the Credibility of the Irish Pound in the EMS
    The Economic and Social Review, 2000, 31, (2), 151-172 View citations (7)