Details about Javier Gómez Biscarri

Access statistics for papers by Javier Gómez Biscarri.

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

Short-id: pgo171

Working Papers

2015

1. A Residual-Based ADF Test for Stationary Cointegration in I (2) Settings
   Working Papers, Barcelona School of Economics
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2014)
   See also Journal Article A residual-based ADF test for stationary cointegration in I(2) settings, Journal of Econometrics, Elsevier (2015) View citations (4) (2015)
2. Regression-based analysis of cointegration systems
   Working Papers, Barcelona School of Economics View citations (3)
   See also Journal Article Regression-based analysis of cointegration systems, Journal of Econometrics, Elsevier (2015) View citations (1) (2015)

2012

3. 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 View citations (3)

2008

4. Money Demand Accommodation: Impact on Macro-Dynamics and Policy Consequences
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra
5. The accounting dimension in financial integration: International pricing under different accounting standards
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra
6. The relationship between investment and large exchange rate depreciations in dollarized economies
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra 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) View citations (8) (2011)

2007

7. 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 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) (2008)

2006

8. 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 View citations (28)
9. Understanding the Relationship between Financial Development and Monetary Policy
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra
   See also Journal Article Understanding the Relationship between Financial Development and Monetary Policy, Review of International Economics, Wiley Blackwell (2010) View citations (7) (2010)

2004

10. 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 (1)
11. Exchange Rate and Inflation Dynamics in Dollarized Economies
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (23)
    See also Journal Article Exchange rate and inflation dynamics in dollarized economies, Journal of Development Economics, Elsevier (2009) View citations (30) (2009)
12. Financial Liberalization and Emerging Stock Market Volatility
    Computing in Economics and Finance 2004, Society for Computational Economics
13. Nonparametric Estimation of Convergence of Interest Rates: Effects on Bond Pricing
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
    See also Journal Article Nonparametric estimation of convergence of interest rates: Effects on bond pricing, Spanish Economic Review, Springer (2005) View citations (1) (2005)

2003

14. 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
15. Stock Market Cycles, Financial Liberalization and Volatility
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (88)
    Also in Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2003) View citations (82)
    See also Journal Article Stock market cycles, financial liberalization and volatility, Journal of International Money and Finance, Elsevier (2003) View citations (79) (2003)
16. Structural Changes in Volatility and Stock Market Development: Evidence for Spain
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (3)
    See also Journal Article Structural changes in volatility and stock market development: Evidence for Spain, Journal of Banking & Finance, Elsevier (2004) View citations (6) (2004)

2002

17. Bulls and Bears: Lessons from some European Countries
    Royal Economic Society Annual Conference 2002, Royal Economic Society View citations (3)
18. 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
19. Do Spanish Stock Market Prices Follow a Random Walk?
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra 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 View citations (4)
   See also Working Paper A Residual-Based ADF Test for Stationary Cointegration in I (2) Settings, Working Papers (2015) (2015)
2. Regression-based analysis of cointegration systems
   Journal of Econometrics, 2015, 186, (1), 32-50 View citations (1)
   See also Working Paper Regression-based analysis of cointegration systems, Working Papers (2015) View citations (3) (2015)

2011

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

2010

4. Understanding the Relationship between Financial Development and Monetary Policy
   Review of International Economics, 2010, 18, (5), 849-864 View citations (7)
   See also Working Paper Understanding the Relationship between Financial Development and Monetary Policy, Faculty Working Papers (2006) (2006)

2009

5. Exchange rate and inflation dynamics in dollarized economies
   Journal of Development Economics, 2009, 89, (1), 98-108 View citations (30)
   See also Working Paper Exchange Rate and Inflation Dynamics in Dollarized Economies, Faculty Working Papers (2004) View citations (23) (2004)
6. Financial liberalization, stock market volatility and outliers in emerging economies
   Applied Financial Economics, 2009, 19, (10), 809-823 View citations (2)
7. 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 View citations (2)

2008

8. Accounting measures and international pricing models: Justifying accounting homogeneity
   Journal of Accounting and Public Policy, 2008, 27, (4), 339-354 View citations (3)
9. Changes in the informational content of term spreads: Is monetary policy becoming less effective?
   Journal of Economics and Business, 2008, 60, (5), 415-435 View citations (1)
10. 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
    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) View citations (2) (2007)

2006

11. 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 (33)

2005

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

2004

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

2003

15. Stock market cycles, financial liberalization and volatility
    Journal of International Money and Finance, 2003, 22, (7), 925-955 View citations (79)
    See also Working Paper Stock Market Cycles, Financial Liberalization and Volatility, NBER Working Papers (2003) View citations (88) (2003)