Details about Aurelio F. Bariviera
Access statistics for papers by Aurelio F. Bariviera.
Last updated 2023-07-16. 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 in Finance Research Letters (2022)
2020
- Are cryptocurrencies becoming more interconnected?
Working Papers, Universitat Rovira i Virgili, Department of Economics 
Also in Papers, arXiv.org (2020) View citations (1)
See also Journal Article in Economics Letters (2021)
- Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent
Papers, arXiv.org 
See also Journal Article in Physica A: Statistical Mechanics and its Applications (2022)
- One model is not enough: heterogeneity in cryptocurrencies' multifractal profiles
Papers, arXiv.org View citations (2)
See also Journal Article in Finance Research Letters (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 in Journal of Economic Surveys (2021)
2019
- A bibliometric analysis of Bitcoin scientific production
Papers, arXiv.org View citations (26)
See also Journal Article in Research in International Business and Finance (2019)
- An analysis of cryptocurrencies conditional cross correlations
Papers, arXiv.org View citations (58)
See also Journal Article in Finance Research Letters (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 in Econometrics (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 (6)
See also Journal Article in Fuzzy Economic Review (2016)
- Simplifying credit scoring rules using LVQ+PSO
Papers, arXiv.org
- Some stylized facts of the Bitcoin market
Papers, arXiv.org View citations (161)
See also Journal Article in Physica A: Statistical Mechanics and its Applications (2017)
- The inefficiency of Bitcoin revisited: a dynamic approach
Papers, arXiv.org View citations (207)
See also Journal Article in Economics Letters (2017)
2016
- Libor at crossroads: stochastic switching detection using information theory quantifiers
Papers, arXiv.org View citations (4)
See also Journal Article in Chaos, Solitons & Fractals (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 in Empirica (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 in Physica A: Statistical Mechanics and its Applications (2016)
- The (in)visible hand in the Libor market: an Information Theory approach
Papers, arXiv.org View citations (15)
See also Journal Article in The European Physical Journal B: Condensed Matter and Complex Systems (2015)
- Thermodynamics of firms' growth
Papers, arXiv.org View citations (3)
Journal Articles
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)
- Data vs. information: Using clustering techniques to enhance stock returns forecasting
International Review of Financial Analysis, 2023, 88, (C)
- Disentangling the impact of economic and health crises on financial markets
Research in International Business and Finance, 2023, 65, (C)
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
- Covid-19 impact on cryptocurrencies: Evidence from a wavelet-based Hurst exponent
Physica A: Statistical Mechanics and its Applications, 2022, 596, (C) View citations (6)
See also Working Paper (2020)
- Dynamic grouping of vehicle trajectories
(Agrupamiento dinámico de trayectorias vehiculares)
EconStor Open Access Articles and Book Chapters, 2022, 22, (2), 141-150
- Forecasting high-frequency stock returns: a comparison of alternative methods
Annals of Operations Research, 2022, 313, (2), 639-690 View citations (1)
- The link between cryptocurrencies and Google Trends attention
Finance Research Letters, 2022, 47, (PA) View citations (9)
See also Working Paper (2021)
2021
- Are cryptocurrencies becoming more interconnected?
Economics Letters, 2021, 199, (C) View citations (25)
See also Working Paper (2020)
- One model is not enough: Heterogeneity in cryptocurrencies’ multifractal profiles
Finance Research Letters, 2021, 39, (C) View citations (1)
See also Working Paper (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 (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 (2019)
- An analysis of cryptocurrencies conditional cross correlations
Finance Research Letters, 2019, 31, (C), 130-137 View citations (57)
See also Working Paper (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 (9)
- 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 (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 (2016)
2017
- Some stylized facts of the Bitcoin market
Physica A: Statistical Mechanics and its Applications, 2017, 484, (C), 82-90 View citations (213)
See also Working Paper (2017)
- The inefficiency of Bitcoin revisited: A dynamic approach
Economics Letters, 2017, 161, (C), 1-4 View citations (209)
See also Working Paper (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 (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 (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 (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 (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 (48)
- 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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