Details about Aurelio F. Bariviera
Access statistics for papers by Aurelio F. Bariviera.
Last updated 2024-09-05. Update your information in the RePEc Author Service.
Short-id: pfe210
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Working Papers
2023
- Time-frequency co-movements between commodities and economic policy uncertainty across different crises
Papers, arXiv.org
2021
- The link between Bitcoin and Google Trends attention
Papers, arXiv.org View citations (1)
- The link between cryptocurrencies and Google Trends attention
Working Papers, Universitat Rovira i Virgili, Department of Economics 
See also Journal Article The link between cryptocurrencies and Google Trends attention, Finance Research Letters, Elsevier (2022) View citations (23) (2022)
2020
- Are cryptocurrencies becoming more interconnected?
Papers, arXiv.org View citations (1)
Also in Working Papers, Universitat Rovira i Virgili, Department of Economics (2020) 
See also Journal Article Are cryptocurrencies becoming more interconnected?, Economics Letters, Elsevier (2021) View citations (31) (2021)
- Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent
Papers, arXiv.org View citations (2)
See also Journal Article Covid-19 impact on cryptocurrencies: Evidence from a wavelet-based Hurst exponent, Physica A: Statistical Mechanics and its Applications, Elsevier (2022) View citations (11) (2022)
- One model is not enough: heterogeneity in cryptocurrencies' multifractal profiles
Papers, arXiv.org View citations (2)
See also Journal Article One model is not enough: Heterogeneity in cryptocurrencies’ multifractal profiles, Finance Research Letters, Elsevier (2021) View citations (1) (2021)
- Weekly dynamic conditional correlations among cryptocurrencies and traditional assets
Working Papers, Universitat Rovira i Virgili, Department of Economics View citations (3)
- Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis
Papers, arXiv.org View citations (3)
See also Journal Article WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS, Journal of Economic Surveys, Wiley Blackwell (2021) View citations (6) (2021)
2019
- A bibliometric analysis of Bitcoin scientific production
Papers, arXiv.org View citations (27)
See also Journal Article A bibliometric analysis of bitcoin scientific production, Research in International Business and Finance, Elsevier (2019) View citations (35) (2019)
- An analysis of cryptocurrencies conditional cross correlations
Papers, arXiv.org View citations (76)
See also Journal Article An analysis of cryptocurrencies conditional cross correlations, Finance Research Letters, Elsevier (2019) View citations (62) (2019)
2018
- An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers
Papers, arXiv.org View citations (31)
- Spurious seasonality detection: a non-parametric test proposal
Papers, arXiv.org View citations (2)
See also Journal Article Spurious Seasonality Detection: A Non-Parametric Test Proposal, Econometrics, MDPI (2018) View citations (2) (2018)
- Stock returns forecast: an examination by means of Artificial Neural Networks
Papers, arXiv.org View citations (3)
2017
- Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers
Papers, arXiv.org View citations (7)
See also Journal Article CRUDE OIL MARKET AND GEOPOLITICAL EVENTS: AN ANALYSIS BASED ON INFORMATION-THEORY-BASED QUANTIFIERS, Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF) (2016) View citations (2) (2016)
- Simplifying credit scoring rules using LVQ+PSO
Papers, arXiv.org View citations (1)
- Some stylized facts of the Bitcoin market
Papers, arXiv.org View citations (172)
See also Journal Article Some stylized facts of the Bitcoin market, Physica A: Statistical Mechanics and its Applications, Elsevier (2017) View citations (212) (2017)
- The inefficiency of Bitcoin revisited: a dynamic approach
Papers, arXiv.org View citations (207)
See also Journal Article The inefficiency of Bitcoin revisited: A dynamic approach, Economics Letters, Elsevier (2017) View citations (209) (2017)
2016
- Libor at crossroads: stochastic switching detection using information theory quantifiers
Papers, arXiv.org View citations (4)
See also Journal Article Libor at crossroads: Stochastic switching detection using information theory quantifiers, Chaos, Solitons & Fractals, Elsevier (2016) View citations (4) (2016)
- The impact of the financial crisis on the long-range memory of European corporate bond and stock markets
Papers, arXiv.org View citations (3)
See also Journal Article The impact of the financial crisis on the long-range memory of European corporate bond and stock markets, Empirica, Springer (2018) View citations (1) (2018)
2015
- A permutation Information Theory tour through different interest rate maturities: the Libor case
Papers, arXiv.org View citations (18)
- Data manipulation detection via permutation information theory quantifiers
Papers, arXiv.org View citations (4)
- Efficiency and credit ratings: a permutation-information-theory analysis
Papers, arXiv.org View citations (3)
- LIBOR troubles: anomalous movements detection based on Maximum Entropy
Papers, arXiv.org 
See also Journal Article LIBOR troubles: Anomalous movements detection based on maximum entropy, Physica A: Statistical Mechanics and its Applications, Elsevier (2016) View citations (3) (2016)
- The (in)visible hand in the Libor market: an Information Theory approach
Papers, arXiv.org View citations (15)
See also Journal Article The (in)visible hand in the Libor market: an information theory approach, The European Physical Journal B: Condensed Matter and Complex Systems, Springer (2015) View citations (15) (2015)
- Thermodynamics of firms' growth
Papers, arXiv.org View citations (3)
Journal Articles
2024
- Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach
The North American Journal of Economics and Finance, 2024, 70, (C) View citations (2)
- Do online attention and sentiment affect cryptocurrencies’ correlations?
Research in International Business and Finance, 2024, 71, (C)
- QUANTIFYING THE COVID-19 SHOCK IN CRYPTOCURRENCIES
FRACTALS (fractals), 2024, 32, (01), 1-19
- What Matters for Comovements among Gold, Bitcoin, CO 2, Commodities, VIX and International Stock Markets during the Health, Political and Bank Crises?
Risks, 2024, 12, (3), 1-31
2023
- Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis
Physica A: Statistical Mechanics and its Applications, 2023, 619, (C) View citations (11)
- Data vs. information: Using clustering techniques to enhance stock returns forecasting
International Review of Financial Analysis, 2023, 88, (C) View citations (1)
- Disentangling the impact of economic and health crises on financial markets
Research in International Business and Finance, 2023, 65, (C) View citations (2)
- Methodology for the Identification of Vehicle Congestion Based on Dynamic Clustering
Sustainability, 2023, 15, (24), 1-18
2022
- A meta‐analysis of SMEs literature based on the survey on access to finance of enterprises of the European central bank
International Journal of Finance & Economics, 2022, 27, (2), 1870-1885 View citations (2)
- Covid-19 impact on cryptocurrencies: Evidence from a wavelet-based Hurst exponent
Physica A: Statistical Mechanics and its Applications, 2022, 596, (C) View citations (11)
See also Working Paper Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent, Papers (2020) View citations (2) (2020)
- Dynamic grouping of vehicle trajectories
(Agrupamiento dinámico de trayectorias vehiculares)
EconStor Open Access Articles and Book Chapters, 2022, 22, (2), 141-150 View citations (1)
- Forecasting high-frequency stock returns: a comparison of alternative methods
Annals of Operations Research, 2022, 313, (2), 639-690 View citations (2)
- The link between cryptocurrencies and Google Trends attention
Finance Research Letters, 2022, 47, (PA) View citations (23)
See also Working Paper The link between cryptocurrencies and Google Trends attention, Working Papers (2021) (2021)
2021
- Are cryptocurrencies becoming more interconnected?
Economics Letters, 2021, 199, (C) View citations (31)
See also Working Paper Are cryptocurrencies becoming more interconnected?, Papers (2020) View citations (1) (2020)
- One model is not enough: Heterogeneity in cryptocurrencies’ multifractal profiles
Finance Research Letters, 2021, 39, (C) View citations (1)
See also Working Paper One model is not enough: heterogeneity in cryptocurrencies' multifractal profiles, Papers (2020) View citations (2) (2020)
- WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS
Journal of Economic Surveys, 2021, 35, (2), 377-407 View citations (6)
See also Working Paper Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis, Papers (2020) View citations (3) (2020)
2020
- Credit Crunch or Loan Demand Shortage: What Is the Problem with the SMEs’ Financing?
Czech Journal of Economics and Finance (Finance a uver), 2020, 70, (6), 521-540 View citations (1)
2019
- A bibliometric analysis of bitcoin scientific production
Research in International Business and Finance, 2019, 50, (C), 294-305 View citations (35)
See also Working Paper A bibliometric analysis of Bitcoin scientific production, Papers (2019) View citations (27) (2019)
- An analysis of cryptocurrencies conditional cross correlations
Finance Research Letters, 2019, 31, (C), 130-137 View citations (62)
See also Working Paper An analysis of cryptocurrencies conditional cross correlations, Papers (2019) View citations (76) (2019)
- An information theory perspective on the informational efficiency of gold price
The North American Journal of Economics and Finance, 2019, 50, (C) View citations (11)
- SME Steeplechase: When Obtaining Money Is Harder Than Innovating
IJFS, 2019, 7, (2), 1-14 View citations (3)
- Variations of Particle Swarm Optimization for Obtaining Classification Rules Applied to Credit Risk in Financial Institutions of Ecuador
Risks, 2019, 8, (1), 1-14 View citations (1)
2018
- Spurious Seasonality Detection: A Non-Parametric Test Proposal
Econometrics, 2018, 6, (1), 1-15 View citations (2)
See also Working Paper Spurious seasonality detection: a non-parametric test proposal, Papers (2018) View citations (2) (2018)
- The impact of the financial crisis on the long-range memory of European corporate bond and stock markets
Empirica, 2018, 45, (1), 1-15 View citations (1)
See also Working Paper The impact of the financial crisis on the long-range memory of European corporate bond and stock markets, Papers (2016) View citations (3) (2016)
2017
- Some stylized facts of the Bitcoin market
Physica A: Statistical Mechanics and its Applications, 2017, 484, (C), 82-90 View citations (212)
See also Working Paper Some stylized facts of the Bitcoin market, Papers (2017) View citations (172) (2017)
- The inefficiency of Bitcoin revisited: A dynamic approach
Economics Letters, 2017, 161, (C), 1-4 View citations (209)
See also Working Paper The inefficiency of Bitcoin revisited: a dynamic approach, Papers (2017) View citations (207) (2017)
2016
- CRUDE OIL MARKET AND GEOPOLITICAL EVENTS: AN ANALYSIS BASED ON INFORMATION-THEORY-BASED QUANTIFIERS
Fuzzy Economic Review, 2016, 21, (1), 41-51 View citations (2)
See also Working Paper Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers, Papers (2017) View citations (7) (2017)
- LIBOR troubles: Anomalous movements detection based on maximum entropy
Physica A: Statistical Mechanics and its Applications, 2016, 449, (C), 401-407 View citations (3)
See also Working Paper LIBOR troubles: anomalous movements detection based on Maximum Entropy, Papers (2015) (2015)
- Libor at crossroads: Stochastic switching detection using information theory quantifiers
Chaos, Solitons & Fractals, 2016, 88, (C), 172-182 View citations (4)
See also Working Paper Libor at crossroads: stochastic switching detection using information theory quantifiers, Papers (2016) View citations (4) (2016)
- Monitoring the informational efficiency of European corporate bond markets with dynamical permutation min-entropy
Physica A: Statistical Mechanics and its Applications, 2016, 456, (C), 1-9 View citations (12)
2015
- The (in)visible hand in the Libor market: an information theory approach
The European Physical Journal B: Condensed Matter and Complex Systems, 2015, 88, (8), 1-9 View citations (15)
See also Working Paper The (in)visible hand in the Libor market: an Information Theory approach, Papers (2015) View citations (15) (2015)
2014
- Informational Efficiency in Distressed Markets: The Case of European Corporate Bonds
The Economic and Social Review, 2014, 45, (3), 349-369 View citations (19)
2013
- Revisiting the European sovereign bonds with a permutation-information-theory approach
The European Physical Journal B: Condensed Matter and Complex Systems, 2013, 86, (12), 1-10 View citations (6)
2012
- A comparative analysis of the informational efficiency of the fixed income market in seven European countries
Economics Letters, 2012, 116, (3), 426-428 View citations (32)
- ADVANTAGES OF USING SELF-ORGANIZING MAPS TO ANALYSE STUDENT EVALUATIONS OF TEACHING
Fuzzy Economic Review, 2012, XVII, (1), 53-71 View citations (1)
- On the efficiency of sovereign bond markets
Physica A: Statistical Mechanics and its Applications, 2012, 391, (18), 4342-4349 View citations (49)
- VARIABLE POPULATION MOPSO APPLIED TO MEDICAL VISITS
Fuzzy Economic Review, 2012, XVII, (1), 3-14
2011
- The influence of liquidity on informational efficiency: The case of the Thai Stock Market
Physica A: Statistical Mechanics and its Applications, 2011, 390, (23), 4426-4432 View citations (21)
2007
- IMMUNIZATION STRATEGY IN A FUZZY ENVIRONMENT
Fuzzy Economic Review, 2007, XII, (2), 95-116
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