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Details about Fernando Pérez de Gracia

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Workplace:Facultad de Ciencias Económicas y Empresariales (School of Economics and Business Administration), Universidad de Navarra (University of Navarra), (more information at EDIRC)

Access statistics for papers by Fernando Pérez de Gracia.

Last updated 2019-06-17. Update your information in the RePEc Author Service.

Short-id: ppe392


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Working Papers

2018

  1. Oil volatility, oil and gas firms and portfolio diversification
    BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University Downloads View citations (2)
    See also Journal Article in Energy Economics (2018)

2016

  1. Oil price volatility and stock returns in the G7 economies
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads View citations (17)
    See also Journal Article in Energy Economics (2016)

2015

  1. Exploring the oil prices and exchange rates nexus in some African economies
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads View citations (1)
  2. Modeling Persistence of Carbon Emission Allowance Prices
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  3. Revisiting the Macroeconomic Impact of Oil Shocks in Asian Economies
    Staff Working Papers, Bank of Canada Downloads View citations (7)
  4. The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR
    MPRA Paper, University Library of Munich, Germany Downloads

2014

  1. Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Applied Economics (2016)

2013

  1. Persistence, long memory and seasonality in Kenyan tourism series
    NCID Working Papers, Navarra Center for International Development, University of Navarra Downloads

2011

  1. Banks Net Interest Margin in the 2000s: A Macro-Accounting International Perspective
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads View citations (7)
    See also Journal Article in Journal of International Money and Finance (2011)
  2. Exploring Survey-Based Inflation Forecasts
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads View citations (1)
    See also Journal Article in Journal of Forecasting (2012)

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

2007

  1. Real convergence in some emerging countries: a fractionally integrated approach
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads
    See also Journal Article in Recherches économiques de Louvain (2007)

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 (9)

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. Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads View citations (3)
    See also Journal Article in The Quarterly Review of Economics and Finance (2005)

2003

  1. Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads View citations (3)
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2006)
  2. Stock Market Cycles, Financial Liberalization and Volatility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (58)
    Also in Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2003) Downloads View citations (43)

    See also Journal Article in Journal of International Money and Finance (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 (4)
    See also Journal Article in Journal of Banking & Finance (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. 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)
  3. Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads
  4. Stock Market Cycles and Stock Market Development in Spain
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads
    See also Journal Article in Spanish Economic Review (2004)

2001

  1. Do oil price shocks matter? Evidence for some European countries
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads
    Also in Working Papers on International Economics and Finance, FEDEA Downloads

    See also Journal Article in Energy Economics (2003)
  2. INTERTEMPORAL CURRENT ACCOUNT AND PRODUCTIVITY SHOCKS: EVIDENCE FOR SOME EUROPEAN COUNTRIES
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads
    Also in Working Papers on International Economics and Finance, FEDEA Downloads

Journal Articles

2019

  1. Impact of state-dependent oil price on US stock returns using local projections
    Applied Economics Letters, 2019, 26, (11), 919-926 Downloads

2018

  1. Oil prices and economic activity: evidence for G-7 economies based on a wavelet approach
    Applied Economics Letters, 2018, 25, (5), 305-308 Downloads
  2. Oil volatility, oil and gas firms and portfolio diversification
    Energy Economics, 2018, 70, (C), 499-515 Downloads View citations (2)
    See also Working Paper (2018)

2017

  1. Crude oil price behaviour before and after military conflicts and geopolitical events
    Energy, 2017, 120, (C), 79-91 Downloads View citations (8)
  2. Oil price shocks and stock returns of oil and gas corporations
    Finance Research Letters, 2017, 20, (C), 75-80 Downloads View citations (8)
  3. Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations
    Journal of International Money and Finance, 2017, 70, (C), 344-359 Downloads View citations (25)
  4. U.S. shale oil production and WTI prices behaviour
    Energy, 2017, 141, (C), 12-19 Downloads View citations (6)

2016

  1. Oil price volatility and stock returns in the G7 economies
    Energy Economics, 2016, 54, (C), 417-430 Downloads View citations (24)
    See also Working Paper (2016)
  2. Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013
    Applied Economics, 2016, 48, (34), 3244-3252 Downloads
    See also Working Paper (2014)
  3. Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data
    Environmental & Resource Economics, 2016, 63, (1), 45-56 Downloads View citations (3)

2015

  1. Macroeconomic impacts of oil price shocks in Asian economies
    Energy Policy, 2015, 86, (C), 867-879 Downloads View citations (25)

2014

  1. Oil price shocks and stock market returns: Evidence for some European countries
    Energy Economics, 2014, 42, (C), 365-377 Downloads View citations (89)

2013

  1. Environment and Happiness: New Evidence for Spain
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2013, 112, (3), 549-567 Downloads View citations (15)

2012

  1. Does Education Affect Happiness? Evidence for Spain
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2012, 108, (1), 185-196 Downloads View citations (34)
  2. Does Media Consumption Make Us Happy? Evidence for Spain
    Journal of Media Economics, 2012, 25, (1), 8-34 Downloads View citations (7)
  3. Exploring Survey‐Based Inflation Forecasts
    Journal of Forecasting, 2012, 31, (6), 524-539 View citations (8)
    See also Working Paper (2011)
  4. Persistence, Long Memory, and Unit Roots in Commodity Prices
    Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 2012, 60, (4), 451-468 Downloads
  5. Testing for persistent deviations of stock prices to dividends in the Nasdaq index
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (20), 4675-4685 Downloads

2011

  1. Banks' Net Interest Margin in the 2000s: A Macro-Accounting international perspective
    Journal of International Money and Finance, 2011, 30, (6), 1214-1233 Downloads View citations (7)
    See also Working Paper (2011)
  2. Modelling International Monthly Tourist in Spain/Modelización de llegadas mensuales de turistas a España
    Estudios de Economia Aplicada, 2011, 29, 723-736 Downloads

2010

  1. European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration
    Eastern Economic Journal, 2010, 36, (2), 177-187 Downloads View citations (6)
  2. Persistence in some energy futures markets
    Journal of Futures Markets, 2010, 30, (5), 490-507 Downloads View citations (10)

2009

  1. AK growth models: new evidence based on fractional integration and breaking trends
    Recherches économiques de Louvain, 2009, 75, (2), 131-149 Downloads View citations (1)
  2. Financial liberalization, stock market volatility and outliers in emerging economies
    Applied Financial Economics, 2009, 19, (10), 809-823 Downloads View citations (2)
  3. New evidence on long-run monetary neutrality
    Journal of Applied Economics, 2009, 12, 229-248 Downloads
  4. US stock market volatility persistence: evidence before and after the burst of the IT bubble
    Review of Quantitative Finance and Accounting, 2009, 33, (3), 233-252 Downloads View citations (3)

2008

  1. New Evidence on US Current Account Sustainability
    International Journal of Business and Economics, 2008, 7, (1), 1-21 Downloads View citations (1)
  2. Stochastic volatility in the Spanish stock market: a long memory model with a structural break
    The European Journal of Finance, 2008, 14, (1), 23-31 Downloads View citations (1)
  3. Tourism in the Canary Islands: forecasting using several seasonal time series models
    Journal of Forecasting, 2008, 27, (7), 621-636 Downloads View citations (10)

2007

  1. Real convergence in some emerging countries: a fractionally integrated approach
    Recherches économiques de Louvain, 2007, 73, (3), 293-310 Downloads
    See also Working Paper (2007)
  2. Testing for stock market bubbles using nonlinear models and fractional integration
    Applied Financial Economics, 2007, 17, (16), 1313-1321 Downloads View citations (13)

2006

  1. Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach
    Review of World Economics (Weltwirtschaftliches Archiv), 2006, 142, (1), 67-91 Downloads View citations (8)
    See also Working Paper (2003)
  2. 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 (25)
  3. Real convergence in Africa in the second-half of the 20th century
    Journal of Economics and Business, 2006, 58, (2), 153-167 Downloads View citations (22)
  4. Real convergence in some Central and Eastern European countries
    Applied Economics, 2006, 38, (20), 2433-2441 Downloads View citations (3)

2005

  1. Oil prices, economic activity and inflation: evidence for some Asian countries
    The Quarterly Review of Economics and Finance, 2005, 45, (1), 65-83 Downloads View citations (192)
    See also Working Paper (2004)

2004

  1. Is the US fiscal deficit sustainable?: A fractionally integrated approach
    Journal of Economics and Business, 2004, 56, (6), 501-526 Downloads View citations (28)
  2. Real convergence in Taiwan: a fractionally integrated approach
    Journal of Asian Economics, 2004, 15, (3), 529-547 Downloads View citations (2)
  3. Stock market cycles and stock market development in Spain
    Spanish Economic Review, 2004, 6, (2), 127-151 Downloads View citations (13)
    See also Working Paper (2002)
  4. Structural changes in volatility and stock market development: Evidence for Spain
    Journal of Banking & Finance, 2004, 28, (7), 1745-1773 Downloads View citations (3)
    See also Working Paper (2003)

2003

  1. Do oil price shocks matter? Evidence for some European countries
    Energy Economics, 2003, 25, (2), 137-154 Downloads View citations (142)
    See also Working Paper (2001)
  2. Empirical evidence on real convergence in some OECD countries
    Applied Economics Letters, 2003, 10, (3), 173-176 Downloads View citations (8)
  3. Sacrifice Ratios: Some lessons from EMU countries, 1960-2001
    International Review of Applied Economics, 2003, 17, (3), 327-337 Downloads View citations (2)
  4. Stock market cycles, financial liberalization and volatility
    Journal of International Money and Finance, 2003, 22, (7), 925-955 Downloads View citations (45)
    See also Working Paper (2003)

Chapters

2010

  1. Education and happiness in Spain
    Chapter 10 in Investigaciones de Economía de la Educación 5, 2010, vol. 5, pp 206-222 Downloads
 
Page updated 2019-10-12