EconPapers    
Economics at your fingertips  
 

Details about Javier Gómez Biscarri

Homepage:http://www.econ.upf.edu/~jgomez/
Workplace:Barcelona School of Economics (BSE), (more information at EDIRC)

Access statistics for papers by Javier Gómez Biscarri.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pgo171


Jump to Journal Articles

Working Papers

2014

  1. A Residual-Based ADF Test for Stationary Cointegration in I (2) Settings
    Working Papers, Barcelona School of Economics Downloads
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2014) Downloads

    See also Journal Article A residual-based ADF test for stationary cointegration in I(2) settings, Journal of Econometrics, Elsevier (2015) Downloads View citations (4) (2015)
  2. Regression-based analysis of cointegration systems
    Working Papers, Barcelona School of Economics Downloads View citations (3)
    See also Journal Article Regression-based analysis of cointegration systems, Journal of Econometrics, Elsevier (2015) Downloads View citations (1) (2015)

2012

  1. Fair Value Accounting, Earnings Management and the use of Available-for-Sale Instruments by Bank Managers
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads View citations (3)

2008

  1. Money Demand Accommodation: Impact on Macro-Dynamics and Policy Consequences
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads
  2. The accounting dimension in financial integration: International pricing under different accounting standards
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads
  3. The relationship between investment and large exchange rate depreciations in dollarized economies
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads View citations (1)
    See also Journal Article The relationship between investment and large exchange rate depreciations in dollarized economies, Journal of International Money and Finance, Elsevier (2011) Downloads View citations (8) (2011)

2007

  1. The influence of differences in accounting standards on empirical pricing models: An application to the Fama-French model
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads View citations (2)
    See also Journal Article The influence of differences in accounting standards on empirical pricing models: An application to the Fama-French model, Journal of Multinational Financial Management, Elsevier (2008) Downloads (2008)

2006

  1. 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 Downloads View citations (27)
  2. Understanding the Relationship between Financial Development and Monetary Policy
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads
    See also Journal Article Understanding the Relationship between Financial Development and Monetary Policy, Review of International Economics, Wiley Blackwell (2010) Downloads View citations (6) (2010)

2004

  1. 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 Downloads View citations (1)
  2. Exchange Rate and Inflation Dynamics in Dollarized Economies
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads View citations (23)
    See also Journal Article Exchange rate and inflation dynamics in dollarized economies, Journal of Development Economics, Elsevier (2009) Downloads View citations (28) (2009)
  3. Financial Liberalization and Emerging Stock Market Volatility
    Computing in Economics and Finance 2004, Society for Computational Economics Downloads
  4. Nonparametric Estimation of Convergence of Interest Rates: Effects on Bond Pricing
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads
    See also Journal Article Nonparametric estimation of convergence of interest rates: Effects on bond pricing, Spanish Economic Review, Springer (2005) Downloads View citations (1) (2005)

2003

  1. Revisiting the Ability of Interest Rate Spreads to Predict Recessions: Evidence for a
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads
  2. Stock Market Cycles, Financial Liberalization and Volatility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (86)
    Also in Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2003) Downloads View citations (80)

    See also Journal Article Stock market cycles, financial liberalization and volatility, Journal of International Money and Finance, Elsevier (2003) Downloads View citations (79) (2003)
  3. Structural Changes in Volatility and Stock Market Development: Evidence for Spain
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads View citations (3)
    See also Journal Article Structural changes in volatility and stock market development: Evidence for Spain, Journal of Banking & Finance, Elsevier (2004) Downloads View citations (6) (2004)

2002

  1. Bulls and Bears: Lessons from some European Countries
    Royal Economic Society Annual Conference 2002, Royal Economic Society Downloads View citations (3)
  2. Dating Recessions from Industrial Production Indexes: An Analysis for Europe and the US
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads
  3. Do Spanish Stock Market Prices Follow a Random Walk?
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads View citations (3)

Journal Articles

2015

  1. A residual-based ADF test for stationary cointegration in I(2) settings
    Journal of Econometrics, 2015, 184, (2), 280-294 Downloads View citations (4)
    See also Working Paper A Residual-Based ADF Test for Stationary Cointegration in I (2) Settings, Working Papers (2014) Downloads (2014)
  2. Regression-based analysis of cointegration systems
    Journal of Econometrics, 2015, 186, (1), 32-50 Downloads View citations (1)
    See also Working Paper Regression-based analysis of cointegration systems, Working Papers (2014) Downloads View citations (3) (2014)

2011

  1. The relationship between investment and large exchange rate depreciations in dollarized economies
    Journal of International Money and Finance, 2011, 30, (7), 1265-1279 Downloads View citations (8)
    See also Working Paper The relationship between investment and large exchange rate depreciations in dollarized economies, Faculty Working Papers (2008) Downloads View citations (1) (2008)

2010

  1. Understanding the Relationship between Financial Development and Monetary Policy
    Review of International Economics, 2010, 18, (5), 849-864 Downloads View citations (6)
    See also Working Paper Understanding the Relationship between Financial Development and Monetary Policy, Faculty Working Papers (2006) Downloads (2006)

2009

  1. Exchange rate and inflation dynamics in dollarized economies
    Journal of Development Economics, 2009, 89, (1), 98-108 Downloads View citations (28)
    See also Working Paper Exchange Rate and Inflation Dynamics in Dollarized Economies, Faculty Working Papers (2004) Downloads View citations (23) (2004)
  2. Financial liberalization, stock market volatility and outliers in emerging economies
    Applied Financial Economics, 2009, 19, (10), 809-823 Downloads View citations (2)
  3. The predictive power of the term spread revisited: a change in the sign of the predictive relationship
    Applied Financial Economics, 2009, 19, (14), 1131-1142 Downloads View citations (2)

2008

  1. Accounting measures and international pricing models: Justifying accounting homogeneity
    Journal of Accounting and Public Policy, 2008, 27, (4), 339-354 Downloads View citations (3)
  2. Changes in the informational content of term spreads: Is monetary policy becoming less effective?
    Journal of Economics and Business, 2008, 60, (5), 415-435 Downloads View citations (1)
  3. The influence of differences in accounting standards on empirical pricing models: An application to the Fama-French model
    Journal of Multinational Financial Management, 2008, 18, (4), 369-388 Downloads
    See also Working Paper The influence of differences in accounting standards on empirical pricing models: An application to the Fama-French model, Faculty Working Papers (2007) Downloads View citations (2) (2007)

2006

  1. Changes in the dynamic behavior of emerging market volatility: Revisiting the effects of financial liberalization
    Emerging Markets Review, 2006, 7, (3), 261-278 Downloads View citations (32)

2005

  1. Nonparametric estimation of convergence of interest rates: Effects on bond pricing
    Spanish Economic Review, 2005, 7, (3), 167-190 Downloads View citations (1)
    See also Working Paper Nonparametric Estimation of Convergence of Interest Rates: Effects on Bond Pricing, Faculty Working Papers (2004) Downloads (2004)

2004

  1. Stock market cycles and stock market development in Spain
    Spanish Economic Review, 2004, 6, (2), 127-151 Downloads View citations (14)
  2. Structural changes in volatility and stock market development: Evidence for Spain
    Journal of Banking & Finance, 2004, 28, (7), 1745-1773 Downloads View citations (6)
    See also Working Paper Structural Changes in Volatility and Stock Market Development: Evidence for Spain, Faculty Working Papers (2003) Downloads View citations (3) (2003)

2003

  1. Stock market cycles, financial liberalization and volatility
    Journal of International Money and Finance, 2003, 22, (7), 925-955 Downloads View citations (79)
    See also Working Paper Stock Market Cycles, Financial Liberalization and Volatility, NBER Working Papers (2003) Downloads View citations (86) (2003)
 
Page updated 2024-04-18