EconPapers    
Economics at your fingertips  
 

Details about Jorge V. Pérez-Rodríguez

E-mail:
Workplace:Departamento de Métodos Cuantitativos en la Economía y la Gestión (Department of Quantitative Methods in Economics and Management), Facultad de Economía, Empresa y Turismo (Faculty of Economics, Management and Tourism), Universidad de las Palmas de Gran Canaria (University of las Palmas de Gran Canaria), (more information at EDIRC)

Access statistics for papers by Jorge V. Pérez-Rodríguez.

Last updated 2018-08-24. Update your information in the RePEc Author Service.

Short-id: ppr34


Jump to Journal Articles

Working Papers

2017

  1. Market-segment targeting and long-term growth in a tourism-based economy
    Working Papers, Laboratoire Lieux, Identités, eSpaces et Activités (LISA) Downloads

2012

  1. On the impact of the euro on international tourism
    DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada Downloads

2011

  1. Do product innovation and news about the R&D process produce large price changes and overreaction? The case of pharmaceutical stock prices
    Post-Print, HAL Downloads
    See also Journal Article in Applied Economics (2012)

2010

  1. Revisiting Rose’s common currency debate
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads View citations (1)

2007

  1. On the impact of exchange rate regimes on tourism
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads
  2. Post-EMS exchange risk trends: A comparative perspective between Euro, British Pound and Japanese Yen excess returns against US Dollar
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads

2006

  1. Implicit Bands in the Yen/Dollar Exchange Rate
    Working Papers, FEDEA Downloads
    See also Journal Article in Applied Economics (2011)

2005

  1. Regímenes cambiarios de iure y de facto. El caso de la Peseta/Dólar, 1965-1998
    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 Revista de Historia Económica (2005)

2004

  1. An empirical examination of exchange-rate credibility determinants in the EMS
    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 Applied Economics Letters (2006)

2003

  1. On the Credibility of a Target Zone: Evidence from the EMS
    Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces Downloads View citations (4)

2002

  1. Intensidad de la actividad de negociación. El caso del futuro del IBEX 35
    Documentos de trabajo conjunto ULL-ULPGC, Facultad de Ciencias Económicas de la ULPGC Downloads
  2. Volatility bias in the GARCH model: a simulation study
    Documentos de trabajo conjunto ULL-ULPGC, Facultad de Ciencias Económicas de la ULPGC Downloads

1994

  1. Modelos autorregresivos para la varianza condicionada heteroscedastica (ARCH)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads
    See also Journal Article in Estudios de Economia Aplicada (1994)

Undated

  1. Assensing the Credibility of the Irish Pound in the European Monetary System
    Working Papers, FEDEA Downloads
  2. Assessing the credibility of a target zone: Evidence from the EMS
    Working Papers, FEDEA Downloads View citations (1)
    See also Journal Article in Applied Economics (2005)
  3. Diversas formas de dependencia no lineal y contrastes de selección de modelos en la predicción de los rendimientos del Ibex35
    Studies on the Spanish Economy, FEDEA Downloads
  4. Expectations, Learning and Credibility: Monetary Policy in Spain
    Working Papers, FEDEA Downloads
  5. Implicit regimes for the Spanish Peseta/Deutschmark exchange rate
    Working Papers, FEDEA Downloads View citations (2)
  6. Panel data and tourism demand. The case of Tenerife
    Working Papers, FEDEA Downloads View citations (8)
  7. Regímenes cambiarios de facto y de iure. Una aplicación al tipo de cambio yen/dólar
    Working Papers, FEDEA Downloads View citations (1)
  8. Return to Tourist Destination. Is it Reputation, After All?
    Working Papers on International Economics and Finance, FEDEA Downloads View citations (1)
    See also Journal Article in Applied Economics (2005)
  9. The Credibility of the European Monetary System: A Review
    Studies on the Spanish Economy, FEDEA Downloads View citations (1)
    See also Journal Article in Cuadernos de Economía - Spanish Journal of Economics and Finance (2008)

Journal Articles

2017

  1. Stochastic Frontier Models with Dependent Errors based on Normal and Exponential Margins || Modelos de frontera estocástica con errores dependientes basados en márgenes normal y exponencial
    Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, 2017, 23, (1), 3-23 Downloads

2016

  1. International trade and tourism flows: An extension of the gravity model
    Economic Modelling, 2016, 52, (PB), 1026-1033 Downloads View citations (1)

2015

  1. Closed-form solution for a bivariate distribution in stochastic frontier models with dependent errors
    Journal of Productivity Analysis, 2015, 43, (2), 215-223 Downloads
  2. Spread component costs and stock trading characteristics in the Spanish Stock Exchange. Two flexible fractional response models
    Quantitative Finance, 2015, 15, (12), 1943-1962 Downloads
  3. Testing dependence between GDP and tourism's growth rates
    Tourism Management, 2015, 48, (C), 268-282 Downloads View citations (10)

2013

  1. Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples
    Computational Statistics, 2013, 28, (2), 701-734 Downloads

2012

  1. Do product innovation and news about the R&D process produce large price changes and overreaction? The case of pharmaceutical stock prices
    Applied Economics, 2012, 44, (17), 2217-2229 Downloads
    See also Working Paper (2011)

2011

  1. Implicit bands in the yen/dollar exchange rate
    Applied Economics, 2011, 43, (10), 1241-1255 Downloads
    See also Working Paper (2006)
  2. Probability of an incoming order signal
    Quantitative Finance, 2011, 11, (6), 901-916 Downloads
  3. Tourism and trade in OECD countries. A dynamic heterogeneous panel data analysis
    Empirical Economics, 2011, 41, (2), 533-554 Downloads View citations (8)

2010

  1. Does a Common Currency Promote Countries’ Growth via Trade and Tourism?
    The World Economy, 2010, 33, (12), 1811-1835 View citations (8)

2009

  1. Implicit exchange regimes in Central and Eastern Europe: a first exploration
    International Economics and Economic Policy, 2009, 6, (2), 179-206 Downloads View citations (1)
  2. Purchasing power parity and nonlinear adjustment
    Applied Economics Letters, 2009, 16, (1), 35-38 Downloads View citations (3)

2008

  1. The Credibility of the European monetary System:A Review
    Cuadernos de Economía - Spanish Journal of Economics and Finance, 2008, 31, (86), 005-034 Downloads View citations (1)
    See also Working Paper

2007

  1. Implicit bands in the Spanish peseta/Deutschmark exchange rate, 1965-1998
    Applied Financial Economics, 2007, 17, (11), 921-932 Downloads View citations (1)
  2. Volatility transmission for cross-listed firms and the role of international exposure
    Japan and the World Economy, 2007, 19, (3), 303-328 Downloads View citations (2)

2006

  1. An empirical examination of exchange-rate credibility determinants in the EMS
    Applied Economics Letters, 2006, 13, (13), 847-850 Downloads
    See also Working Paper (2004)
  2. The Euro and Other Major Currencies Floating Against the U.S. Dollar
    Atlantic Economic Journal, 2006, 34, (4), 367-384 Downloads View citations (10)

2005

  1. Are Spanish Ibex35 stock future index returns forecasted with non-linear models?
    Applied Financial Economics, 2005, 15, (14), 963-975 Downloads View citations (5)
  2. Assessing the credibility of a target zone: evidence from the EMS
    Applied Economics, 2005, 37, (19), 2265-2287 Downloads View citations (22)
    See also Working Paper
  3. El precio del riesgo tras la entrada del euro/Risk Price after Euro’s Introduction
    Estudios de Economia Aplicada, 2005, 23, 187-206 Downloads
  4. Regímenes cambiarios de iure y de facto. El caso de la peseta/dólar, 1965–1998
    Revista de Historia Económica, 2005, 23, (03), 541-561 Downloads
    See also Working Paper (2005)
  5. Return to tourist destination. Is it reputation, after all?
    Applied Economics, 2005, 37, (18), 2055-2065 Downloads View citations (6)
    See also Working Paper
  6. STAR and ANN models: forecasting performance on the Spanish "Ibex-35" stock index
    Journal of Empirical Finance, 2005, 12, (3), 490-509 Downloads View citations (17)

2001

  1. EXPECTATIVAS, APRENDIZAJE Y CREDIBILIDAD DE LA POLÍTICA MONETARIA EN ESPAÑA
    Hacienda Pública Española, 2001, 158, (3) Downloads

2000

  1. On the Credibility of the Irish Pound in the EMS
    The Economic and Social Review, 2000, 31, (2), 151-172 Downloads View citations (7)

1999

  1. A study of the credibility of the Spanish peseta
    Estudios de Economia Aplicada, 1999, 11, 85-100 Downloads View citations (2)
  2. Volumen de negociación y cambios en los precios: causalidad y distribuciones mixtas1
    Estudios de Economia Aplicada, 1999, 11, 5-21 Downloads

1997

  1. Contrastes de especificación para los modelos de varianza Heterocedástica condicionada
    Estudios de Economia Aplicada, 1997, 7, 101-129 Downloads

1994

  1. Modelos autorregresivos para la varianza condicionada heteroscedastica (ARCH)
    Estudios de Economia Aplicada, 1994, 2, 71-106 Downloads
    See also Working Paper (1994)
 
Page updated 2019-10-16