Details about Simon Sosvilla-Rivero

E-mail:
Homepage:	https://www.ucm.es/fundamentos-analisis-economico2/sosvilla-rivero,-simon
Phone:	+34 91 394 2342
Postal address:	Departamento de Fundamentos del Análisis Económico II Facultad de Ciencias Económicas y Empresariales Universidad Complutense de Madrid Campus de Somosaguas 28223 Madrid Spain
Workplace:	Departamento de Análisis Económico y Economía Cuantitativa (Department of Economic Analysis and Quantitative Economics), Facultad de Ciencias Económicas y Empresariales (Faculty of Economics and Business), Universidad Complutense de Madrid (Complutense University of Madrid), (more information at EDIRC) Instituto Complutense de Analisis Economico (ICAE) (UCM Institute for Economic Analysis), Facultad de Ciencias Económicas y Empresariales (Faculty of Economics and Business), Universidad Complutense de Madrid (Complutense University of Madrid), (more information at EDIRC)

Access statistics for papers by Simon Sosvilla-Rivero.

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Working Papers

2024

1. Quantifying sovereign risk in the euro area
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
   See also Journal Article Quantifying sovereign risk in the euro area, Economic Modelling, Elsevier (2021) View citations (3) (2021)
2. The diabolic loop between sovereign and banking risk in the euro area
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics

2022

3. Currency and commodity return relationship under extreme geopolitical risks: Evidence from the invasion of Ukraine
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (4)
   See also Journal Article Currency and commodity return relationship under extreme geopolitical risks: evidence from the invasion of Ukraine, Applied Economics Letters, Taylor & Francis Journals (2024) (2024)
4. Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics

2019

5. Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
   See also Journal Article Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities, Journal of International Financial Markets, Institutions and Money, Elsevier (2020) View citations (13) (2020)
6. Forecasting emerging market currencies: Are inflation expectations useful?
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
7. Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (1)
   See also Journal Article Has the ECB’s monetary policy prompted companies to invest, or pay dividends?, Applied Economics, Taylor & Francis Journals (2019) View citations (2) (2019)
8. Increasing contingent guarantees: The asymmetrical effect on sovereign risk of different government interventions
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
9. Re-examining the debt-growth nexus: A grouped fixed-effect approach
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
   Also in University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics (2019) View citations (1)
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2019)
10. Testing for private information using trade duration models with unobserved market heterogeneity: The case of Banco Popular
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics

2018

11. Incorporating creditors' seniority into contingent claim models:Application to peripheral euro area countries
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (3)
12. The robustness of the sovereign-bank interconnection: Evidence from contingent claims analysis
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (2)
13. Time connectedness of fear
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
    See also Journal Article Time connectedness of fear, Empirical Economics, Springer (2022) View citations (1) (2022)

2017

14. Countercyclical Labor Productivity: The Spanish Anomaly
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (5)
15. Fear connectedness among asset classes
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (4)
    See also Journal Article Fear connectedness among asset classes, Applied Economics, Taylor & Francis Journals (2018) View citations (13) (2018)
16. Heterogeneity in the debt-growth nexus: Evidence from EMU countries
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (18)
    See also Journal Article Heterogeneity in the debt-growth nexus: Evidence from EMU countries, International Review of Economics & Finance, Elsevier (2017) View citations (16) (2017)
17. Inflation, real economic growth and unemployment expectations: An empirical analysis based on the ECB Survey of Professional Forecasters
    Working Papers, Asociación Española de Economía y Finanzas Internacionales
    See also Journal Article Inflation, real economic growth and unemployment expectations: an empirical analysis based on the ECB survey of professional forecasters, Applied Economics, Taylor & Francis Journals (2018) View citations (3) (2018)
18. Nonfinancial debt and economic growth in euro-area countries
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
    Also in Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales (2017)
    See also Journal Article Nonfinancial debt and economic growth in euro-area countries, Journal of International Financial Markets, Institutions and Money, Elsevier (2018) View citations (6) (2018)
19. Public debt and economic growth: Further evidence euro area
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (4)
20. Public debt and economic growth: Further evidence for the euro area
    Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
    See also Journal Article Public Debt and Economic Growth: Further Evidence for the Euro Area, Acta Oeconomica, Akadémiai Kiadó, Hungary (2018) View citations (23) (2018)
21. Resolution of optimization problems and construction of efficient portfolios: An application to the Euro Stoxx 50 index
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
22. Seeking price and macroeconomic stabilisation in the euro area: The role of house prices and stock prices
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
    Also in Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales (2017)
23. Systemic banks, capital composition and CoCo bonds issuance: The effects on bank risk
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (1)
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2017) View citations (1)
    Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales (2017)
24. Volatility spillovers between foreing-exchange and stock markets
    Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
25. Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach
    Working Papers, Asociación Española de Economía y Finanzas Internacionales
    Also in Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales (2017)

2016

26. Connectedness of stress in EMU bank and sovereign CDS: the role policy measures 2008-2014
    Working Papers, Asociación Española de Economía y Finanzas Internacionales View citations (2)
27. Debt-growth linkages in EMU across countries and time horizons
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
28. Public debt and economic growth: An empirical evaluation
    Working Papers, Asociación Española de Economía y Finanzas Internacionales
29. Volatility transmission between stock and exchange-rate markets: A connectedness analysis
    Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales

2015

30. Bank risk behavior and connectedness in EMU countries
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (17)
    See also Journal Article Bank risk behavior and connectedness in EMU countries, Journal of International Money and Finance, Elsevier (2015) View citations (13) (2015)
31. De facto exchange-rate regimes in Central and Eastern European Countries
    Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
32. Detection of Implicit Fluctuation Bands and their Credibility in Candidate Countries
    Working Papers, Asociación Española de Economía y Finanzas Internacionales
    See also Journal Article Detection of implicit fluctuation bands and their credibility in EU candidate countries, Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies (2015) (2015)
33. Detection of Implicit Fluctuation Bands in The European Union Countries
    Working Papers, Asociación Española de Economía y Finanzas Internacionales
34. Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis
    Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2015) View citations (2)
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2015) View citations (2)
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2015) View citations (2)
35. On the bi-directional causal relationship between public debt and economic growth in EMU countries
    Working Papers, Asociación Española de Economía y Finanzas Internacionales View citations (44)
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2015) View citations (18)
36. Portfolios in the Ibex 35 index: Alternative methods to the traditional framework, a comparative with the naive diversification in a pre- and post- crisis context
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
37. Short-run and long-run effects of public debt on economic performance: Evidence from EMU countries
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
38. Sovereigns and banks in the euro area: A tale of two crises
    Working Papers, Asociación Española de Economía y Finanzas Internacionales View citations (7)
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2015) View citations (3)
39. The failure of the monetary model of exchange rate determination
    Working Papers, Asociación Española de Economía y Finanzas Internacionales View citations (1)
    See also Journal Article The failure of the monetary model of exchange rate determination, Applied Economics, Taylor & Francis Journals (2015) View citations (4) (2015)
40. Volatility spillovers in EMU sovereign bond markets
    Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales View citations (1)
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2015) View citations (37)
    See also Journal Article Volatility spillovers in EMU sovereign bond markets, International Review of Economics & Finance, Elsevier (2015) View citations (31) (2015)

2014

41. A contribution to the empirics of convergence in real GDP growth: The role of financial crises and exchange-rate regimes
    Working Papers, Asociación Española de Economía y Finanzas Internacionales
    See also Journal Article A contribution to the empirics of convergence in real GDP growth: the role of financial crises and exchange-rate regimes, Applied Economics, Taylor & Francis Journals (2016) View citations (3) (2016)
42. An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (43)
    Also in Working Papers, Universitat de Barcelona, UB Riskcenter (2014) View citations (39)
    Working Papers, Asociación Española de Economía y Finanzas Internacionales (2014) View citations (46)
    See also Journal Article An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis, The North American Journal of Economics and Finance, Elsevier (2014) View citations (49) (2014)
43. Causality and Contagion in EMU Sovereign Debt Markets
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (54)
    Also in Working Papers, Universitat de Barcelona, UB Riskcenter (2014) View citations (61)
    Working Papers, Asociación Española de Economía y Finanzas Internacionales (2014) View citations (61)
    See also Journal Article Causality and contagion in EMU sovereign debt markets, International Review of Economics & Finance, Elsevier (2014) View citations (56) (2014)
44. EMU sovereign debt market crisis: Fundamentals-based or pure contagion?
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (3)
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2014) View citations (5)
45. Exchange-rate regimes and economic growth: An empirical evaluation
    Working Papers, Asociación Española de Economía y Finanzas Internacionales View citations (4)
    See also Journal Article Exchange-rate regimes and economic growth: an empirical evaluation, Applied Economics Letters, Taylor & Francis Journals (2014) View citations (6) (2014)
46. Exchange-rate regimes and inflation: An empirical evaluation
    Working Papers, Asociación Española de Economía y Finanzas Internacionales View citations (1)
47. Forward Looking Banking Stress in EMU Countries
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2014) View citations (2)
48. On the forecast accuracy and consistency of exchange rate expectations: The Spanish PwC Survey
    Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2012)
    See also Journal Article On the forecast accuracy and consistency of exchange rate expectations: the Spanish PwC Survey, Applied Economics Letters, Taylor & Francis Journals (2013) View citations (1) (2013)

2013

49. Inflation expectations in Spain: The Spanish PwC Survey
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    See also Journal Article Inflation expectations in Spain: The Spanish PwC Survey, Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía (2013) View citations (2) (2013)
50. Real exchange rate volatility, financial crises and nominal exchange regimes
    Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2012)
51. The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    See also Journal Article The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market, International Review of Economics & Finance, Elsevier (2014) View citations (16) (2014)

2012

52. Genetic algorithm for arbitrage with more than three currencies
    Working Papers, Asociación Española de Economía y Finanzas Internacionales View citations (1)

2011

53. CONVERGENCE IN CAR PRICES AMONG EUROPEAN COUNTRIES
    Post-Print, HAL
    See also Journal Article Convergence in car prices among European countries, Applied Economics, Taylor & Francis Journals (2012) View citations (7) (2012)
54. Causality and contagion in peripheral EMU public debt markets: A dynamic approach
    Working Papers, Asociación Española de Economía y Finanzas Internacionales View citations (38)
    Also in Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales (2011)
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2011) View citations (36)
55. Historical financial analogies of the current crisis
    Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2011)
    See also Journal Article Historical financial analogies of the current crisis, Economics Letters, Elsevier (2012) View citations (3) (2012)
56. Productivity in the Spanish regions during the recent economic cycles
    ERSA conference papers, European Regional Science Association
57. The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis
    Working Papers, Asociación Española de Economía y Finanzas Internacionales
    Also in Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales (2011)
    See also Journal Article The US dollar-euro exchange rate and US-EMU bond yield differentials: A causality analysis, Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía (2012) (2012)
58. Volatility in EMU sovereign bond yields: Permanent and transitory components
    Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2011) View citations (2)
    See also Journal Article Volatility in EMU sovereign bond yields: permanent and transitory components, Applied Financial Economics, Taylor & Francis Journals (2012) View citations (20) (2012)

2010

59. The euro and the volatility of exchange rates
    Working Papers, Asociación Española de Economía y Finanzas Internacionales
    See also Journal Article The euro and the volatility of exchange rates, Applied Financial Economics, Taylor & Francis Journals (2011) View citations (1) (2011)

2008

60. El Impacto de los Fondos Europeos en la Economía Andaluza: 1989-2013
    Economic Reports, FEDEA
    See also Journal Article El impacto de los Fondos Europeos en la economía andaluza: 1989-2013, Revista de Estudios Regionales, Universidades Públicas de Andalucía (2009) (2009)
61. Un Análisis Estratégico del Sistema para la Autonomía y Atención a la Dependencia
    Economic Reports, FEDEA

2007

62. Political and institutional factors in regime change in the ERM: An application of duration analysis
    Working Papers, Asociación Española de Economía y Finanzas Internacionales
    See also Journal Article Political and Institutional Factors in Regime Changes in the ERM: An Application of Duration Analysis, The World Economy, Wiley Blackwell (2008) View citations (1) (2008)
63. Proyecciones de tablas de mortalidad dinámicas de España y sus comunidades autónomas
    Working Papers, FEDEA

2006

64. Efectos de las Ayudas Europeas sobre la Economía Madrileña 2007-2013:Un análisis basado en el Modelo Hermin
    Working Papers, FEDEA
65. Efectos de las ayudas europeas sobre la economía Española, 2000-2006:Un análisis basado en el Modelo Hermin
    Working Papers, FEDEA View citations (2)
66. Forecasting Stock Price Changes: Is it Possible?
    Working Papers, FEDEA View citations (1)
67. Implicit Bands in the Yen/Dollar Exchange Rate
    Working Papers, FEDEA
    See also Journal Article Implicit bands in the yen/dollar exchange rate, Applied Economics, Taylor & Francis Journals (2011) (2011)
68. Macroeconomic Instability in the European Monetary System?
    Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces
    See also Journal Article Macroeconomic instability in the European monetary system?, Applied Financial Economics, Taylor & Francis Journals (2008) (2008)
69. Understanding and Forecasting Stock Price Changes
    Working Papers, FEDEA View citations (1)
70. Using machine learning algorithms to find patterns in stock prices
    Working Papers, FEDEA

2005

71. Regímenes cambiarios de iure y de facto. El caso de la Peseta/Dólar, 1965-1998
    Working Papers, Asociación Española de Economía y Finanzas Internacionales
    Also in Working Papers on International Economics and Finance, FEDEA
72. Structural Breaks in Volatility: Evidence for the OECD Real Exchange Rates
    Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces View citations (1)
    Also in Working Papers, FEDEA View citations (3)

2004

73. An empirical examination of exchange-rate credibility determinants in the EMS
    Working Papers, Asociación Española de Economía y Finanzas Internacionales
    Also in Working Papers on International Economics and Finance, FEDEA
    See also Journal Article An empirical examination of exchange-rate credibility determinants in the EMS, Applied Economics Letters, Taylor & Francis Journals (2006) (2006)
74. Assessing the effectiveness of EUÂ’s regional policies: a new approach
    ERSA conference papers, European Regional Science Association
    Also in Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces (2004)
    See also Journal Article Assessing the effectiveness of the EU's regional policies on real convergence: An analysis based on the HERMIN model, European Planning Studies, Taylor & Francis Journals (2006) View citations (2) (2006)

2003

75. Convergence in Social Protection Across EU Countries, 1970-1999
    Economics Working Papers, European Network of Economic Policy Research Institutes View citations (1)
    Also in Working Papers, FEDEA
76. Efectos a largo plazo sobre la economia andaluza de las ayudas procedentes de los fondos estructurales: el Marco de Apoyo Comunitario 1994-1999
    Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces
    Also in Working Papers, FEDEA
77. On the Credibility of a Target Zone: Evidence from the EMS
    Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces View citations (4)

2002

78. Regimen changes and duration in the European Monetary System
    Working Papers, Asociación Española de Economía y Finanzas Internacionales View citations (1)
    Also in Working Papers on International Economics and Finance, FEDEA View citations (1)
    See also Journal Article Regimen changes and duration in the European Monetary System, Applied Economics, Taylor & Francis Journals (2003) View citations (3) (2003)

2000

79. A QUANTITATIVE ANALYSIS OF THE EFFECTS OF CAPITAL CONTROLS: SPAIN, 1986-1990
    Working Papers, Asociación Española de Economía y Finanzas Internacionales
    Also in Working Papers on International Economics and Finance, FEDEA
    See also Journal Article A Quantitative Analysis of the Effects of Capital Controls: Spain, 1986-1990, International Economic Journal, Taylor & Francis Journals (2001) View citations (1) (2001)
80. ASYMMETRY IN THE EMS: NEW EVIDENCE BASED ON NON-LINEAR FORECASTS
    Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra View citations (2)
    Also in Working Papers, FEDEA View citations (4)
    See also Journal Article Asymmetry in the EMS: New evidence based on non-linear forecasts, European Economic Review, Elsevier (2001) View citations (34) (2001)
81. TECHNICAL ANALYSIS IN FOREIGN EXCHANGE MARKETS: LINEAR VERSUS NONLINEAR TRADING RULES
    Working Papers, Asociación Española de Economía y Finanzas Internacionales View citations (1)
    Also in Working Papers on International Economics and Finance, FEDEA View citations (1)

1996

82. Convergencia en prestaciones de protección social entre los países de la Unión Europea
    Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales

1993

83. Teorías del tipo de cambio: una panorámica
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico

1992

84. Comportamiento caótico en las series del tipo de cambio peseta-dolar
    Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
85. Efficiency in the Peseta Forward Exchange Rate Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
86. Estimación de un modelo de equilibrio de cartera para el tipo de cambio peseta-Dolar
    Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales View citations (1)

1991

87. Asset-market models of exchange-rate determination: Basic models, empirical evidence and extensions
    Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
88. Further tests on the forward exchange rate unbiasedness hypothesis
    Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
    See also Journal Article Further tests on the forward exchange rate unbiasedness hypothesis, Economics Letters, Elsevier (1992) View citations (5) (1992)

Undated

89. A New Test for Chaotic Dynamics Using Lyapunov Exponents
    Working Papers, FEDEA View citations (3)
90. A time-series examination of convergence in social protection across EU countries
    Working Papers, FEDEA
91. An Eclectic Approach to Currency Crises: Drawing Lessons from the EMS Experience
    Working Papers, FEDEA View citations (5)
    See also Journal Article An eclectic approach to currency crises: drawing lessons from the EMS experience, Applied Financial Economics, Taylor & Francis Journals (2007) View citations (3) (2007)
92. An Empirical Evaluation of Non-Linear Trading Rules
    Working Papers, FEDEA View citations (2)
    See also Journal Article An Empirical Evaluation of Non-Linear Trading Rules, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2003) View citations (5) (2003)
93. Assensing the Credibility of the Irish Pound in the European Monetary System
    Working Papers, FEDEA
94. Assesing the Economic Value of Nearest-neighbour Exchange-Rate Forecasts
    Working Papers, FEDEA
95. Assessing the credibility of a target zone: Evidence from the EMS
    Working Papers, FEDEA View citations (3)
    See also Journal Article Assessing the credibility of a target zone: evidence from the EMS, Applied Economics, Taylor & Francis Journals (2005) View citations (21) (2005)
96. Canarias y losFondos Estructurales Europeos
    Working Papers, FEDEA View citations (1)
97. Capital humano en España: Una estimación del nivel de estudios alcanzado
    Working Papers, FEDEA View citations (5)
98. Convergence in social protection benefits across EU countries
    Working Papers, FEDEA View citations (1)
    See also Journal Article Convergence in social protection benefits across EU countries, Applied Economics Letters, Taylor & Francis Journals (1998) View citations (6) (1998)
99. Convergencia en precios en las provincias españolas
    Working Papers, FEDEA
100. Convergencia en tasas de inflación en la Unión Europea
     Working Papers, FEDEA View citations (1)
101. Credibility and Duration in Target Zones: Evidence from the EMS
     Working Papers, FEDEA View citations (5)
102. Credibility in the EMS: New evidence using nonlinear forecastability tests
     Working Papers, FEDEA View citations (3)
     See also Journal Article Credibility in the EMS: new evidence using nonlinear forecastability tests, The European Journal of Finance, Taylor & Francis Journals (2003) View citations (2) (2003)
103. Currency Crises and Political Factors: Drawing Lessons from the EMS Experience
     Working Papers, FEDEA View citations (1)
104. EL NO-MAGREB. Implicaciones económicas para (y más allá de) la región
     Working Papers, FEDEA View citations (4)
105. Efectos Económicos de las Inversiones Ferroviarias, 1991-2007
     Working Papers, FEDEA
106. Efectos de las ayudas europeas sobre la economía madrileña, 1990-2006: Un análisis basado en el modelo Hermin
     Working Papers, FEDEA View citations (4)
107. Efectos del Programa Operativo Integrado de Castilla-La Mancha, 2000-2006: Un análisis basado en el modelo Hermin
     Working Papers, FEDEA
108. Efectos macroeconómicos del mercado único europeo: Un análisis basado en el modelo HERMIN
     Working Papers, FEDEA
109. El efecto del capital humano sobre el crecimiento: ¿ Importa el periodo muestral?
     Working Papers, FEDEA View citations (3)
110. Estimación de una función de producción MRW para la Economía Espanola, 1910-1995
     Studies on the Spanish Economy, FEDEA
     See also Journal Article Estimación de una función de producción MRW para la economía española, 1910-1995, Investigaciones Economicas, Fundación SEPI (2005) View citations (2) (2005)
111. Exchange-rate forecasts with simultaneous nearest-neighbour methods: Evidence from the EMS
     Working Papers, FEDEA View citations (1)
     See also Journal Article Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS, International Journal of Forecasting, Elsevier (1999) View citations (48) (1999)
112. Expectations, Learning and Credibility: Monetary Policy in Spain
     Working Papers, FEDEA
113. Export Market Integration in the European Union
     Working Papers, FEDEA
     See also Journal Article Export Market Integration in the European Union, Journal of Applied Economics, Taylor & Francis Journals (2004) View citations (4) (2004)
114. Forecasting the Dollar/Euro Exchange Rate: Can International Parities Help?
     Working Papers, FEDEA
115. Further evidence on technical analysis and profitability of foreign exchange intervention
     Working Papers, FEDEA View citations (3)
116. Growth and the Welfare State in the EU: A causality analysis
     Working Papers, FEDEA View citations (1)
     See also Journal Article Growth and the Welfare State in the EU: A Causality Analysis, Public Choice, Springer (2001) View citations (16) (2001)
117. Implicit regimes for the Spanish Peseta/Deutschmark exchange rate
     Working Papers, FEDEA View citations (2)
118. Instability in cointegration regressions:Evidence from inflation rate convergence in EU countries
     Studies on the Spanish Economy, FEDEA
119. La Unión Económica y Monetaria en Europa: Una encuesta entre expertos academicos y de mercados
     Working Papers, FEDEA
120. La política macroeconómica en economías interdependientes
     Working Papers, FEDEA
121. Linkages in international stock markets: Evidence from a classification procedure
     Working Papers, FEDEA View citations (6)
     See also Journal Article Linkages in international stock markets: evidence from a classification procedure, Applied Economics, Taylor & Francis Journals (2010) View citations (5) (2010)
122. Modelling evolving long-run relationships: the linkages between stock markets in asia
     Working Papers, FEDEA
     See also Journal Article Modelling evolving long-run relationships: the linkages between stock markets in Asia, Japan and the World Economy, Elsevier (2001) View citations (23) (2001)
123. Modelling the linkages between US and Latin American stock markets
     Working Papers, FEDEA
     See also Journal Article Modelling the linkages between US and Latin American stock markets, Applied Economics, Taylor & Francis Journals (2003) View citations (24) (2003)
124. Nearest-Neighbour Predictions in Foreign Exchange Markets
     Working Papers, FEDEA
125. Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series
     Working Papers, FEDEA
126. On the profitability of technical trading rules based on arifitial neural networks: evidence from the Madrid stock market
     Working Papers, FEDEA
     See also Journal Article On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market, Economics Letters, Elsevier (2000) View citations (69) (2000)
127. Optimisation of Technical Rules by Genetic Algorithms: Evidence from the Madrid Stock Market
     Working Papers, FEDEA
     See also Journal Article Optimization of technical rules by genetic algorithms: evidence from the Madrid stock market, Applied Financial Economics, Taylor & Francis Journals (2005) View citations (3) (2005)
128. Paridad del poder adquisitivo: Una reconsideración
     Working Papers, FEDEA View citations (1)
129. Price Convergence in the European Car Market
     Working Papers, FEDEA View citations (4)
     See also Journal Article Price convergence in the European car market, Applied Economics, Taylor & Francis Journals (2007) View citations (8) (2007)
130. Price Convergence in the European Union
     Working Papers, FEDEA View citations (4)
     See also Journal Article Price convergence in the European Union, Applied Economics Letters, Taylor & Francis Journals (2004) View citations (22) (2004)
131. Proyecciones del sistema educativo español ante el boom inmigratorio
     Working Papers, FEDEA View citations (3)
132. Purchasing Power Parity Revisited
     Working Papers, FEDEA View citations (2)
133. Purchasing Power Parity and Spanish Provinces, 1940-1992
     Working Papers, FEDEA
134. Regímenes cambiarios de facto y de iure. Una aplicación al tipo de cambio yen/dólar
     Working Papers, FEDEA View citations (1)
135. Sobre la efectividad de la política regional comunitaria: El caso de Castilla-la Mancha
     Studies on the Spanish Economy, FEDEA View citations (2)
     Also in Working Papers, FEDEA View citations (1)
136. Social protection benefits and growth: Evidence from the European Union
     Working Papers, FEDEA
     See also Journal Article Social protection benefits and growth: evidence from the European Union, Applied Economics Letters, Taylor & Francis Journals (2000) View citations (7) (2000)
137. Structural Funds and Spain’s Objective 1 Regions: An Analysis Based on the Hermin Model
     Working Papers, FEDEA View citations (3)
138. Tax-burden convergence in Europe
     Working Papers, FEDEA View citations (2)
139. Technical analysis in the Madrid stock exchange
     Working Papers, FEDEA View citations (4)
     Also in Studies on the Spanish Economy, FEDEA View citations (4)
140. Testing Chaotic Dynamics via Lyapunov Exponents
     Working Papers, FEDEA
     See also Journal Article Testing chaotic dynamics via Lyapunov exponents, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2005) View citations (22) (2005)
141. The Credibility of the European Monetary System: A Review
     Studies on the Spanish Economy, FEDEA View citations (1)
     See also Journal Article The Credibility of the European monetary System:A Review, Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía (2008) View citations (1) (2008)
142. The real picture: Industry specific exchange rates for the euro area
     Working Papers, FEDEA View citations (4)

Journal Articles

2025

1. Assessing heterogeneous time-varying impacts in the debt-growth nexus
   Applied Economics, 2025, 57, (10), 1105-1123
2. Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets
   The North American Journal of Economics and Finance, 2025, 77, (C)
3. Granger causality between public debt and economic growth: further evidence from panel data
   Applied Economics Letters, 2025, 32, (3), 429-434
4. Public Expenditure and Economic Growth: Further Evidence for the European Union
   Economies, 2025, 13, (3), 1-25

2024

5. A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis
   The North American Journal of Economics and Finance, 2024, 74, (C)
6. Currency and commodity return relationship under extreme geopolitical risks: evidence from the invasion of Ukraine
   Applied Economics Letters, 2024, 31, (1), 46-55
   See also Working Paper Currency and commodity return relationship under extreme geopolitical risks: Evidence from the invasion of Ukraine, IREA Working Papers (2022) View citations (4) (2022)

2023

7. Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets
   Journal of Multinational Financial Management, 2023, 68, (C) View citations (1)
8. Economic growth and deviations from the equilibrium exchange rate
   International Review of Economics & Finance, 2023, 86, (C), 764-786
9. Financial market analogies of the COVID-19 pandemic: evidence from the Dow Jones Industrial Average Index
   Applied Economics Letters, 2023, 30, (17), 2364-2369

2022

10. Analyzing How the Social Security Reserve Fund in Spain Affects the Sustainability of the Pension System
    Risks, 2022, 10, (6), 1-17
11. On the heterogeneous link between public debt and economic growth
    Journal of International Financial Markets, Institutions and Money, 2022, 77, (C) View citations (12)
12. Searching for informed traders in stock markets: The case of Banco Popular
    The North American Journal of Economics and Finance, 2022, 63, (C)
13. The economic effects of fiscal policy: Further evidence for Spain
    The Quarterly Review of Economics and Finance, 2022, 86, (C), 305-313
14. Time connectedness of fear
    Empirical Economics, 2022, 62, (3), 905-931 View citations (1)
    See also Working Paper Time connectedness of fear, IREA Working Papers (2018) (2018)

2021

15. An empirical examination of purchasing power parity: Argentina 1810–2016
    International Journal of Finance & Economics, 2021, 26, (2), 2064-2073
16. Incorporating asset price stability in the European Central Bank's inflation targeting framework
    International Journal of Finance & Economics, 2021, 26, (2), 2022-2043
17. Quantifying sovereign risk in the euro area
    Economic Modelling, 2021, 95, (C), 76-96 View citations (3)
    See also Working Paper Quantifying sovereign risk in the euro area, IREA Working Papers (2024) (2024)
18. Stress Spillovers among Financial Markets: Evidence from Spain
    JRFM, 2021, 14, (11), 1-21
19. Testing unobserved market heterogeneity in financial markets: The case of Banco Popular
    The Quarterly Review of Economics and Finance, 2021, 79, (C), 151-160 View citations (1)

2020

20. Bank-sovereign risk spillovers in the Euro Area
    Applied Economics Letters, 2020, 27, (8), 642-646 View citations (3)
21. Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities
    Journal of International Financial Markets, Institutions and Money, 2020, 67, (C) View citations (13)
    See also Working Paper Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities, IREA Working Papers (2019) (2019)
22. Fiscal Sustainability in Aging Societies: Evidence from Euro Area Countries
    Sustainability, 2020, 12, (24), 1-20 View citations (6)

2019

23. Has the ECB’s monetary policy prompted companies to invest, or pay dividends?
    Applied Economics, 2019, 51, (45), 4920-4938 View citations (2)
    See also Working Paper Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?, IREA Working Papers (2019) View citations (1) (2019)
24. The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis
    The North American Journal of Economics and Finance, 2019, 49, (C), 1-26 View citations (4)

2018

25. Fear connectedness among asset classes
    Applied Economics, 2018, 50, (39), 4234-4249 View citations (13)
    See also Working Paper Fear connectedness among asset classes, IREA Working Papers (2017) View citations (4) (2017)
26. Headline and Core Inflation: An Empirical Analysis Based on the ECB Survey of Professional Forecasters
    International Advances in Economic Research, 2018, 24, (2), 207-208
27. Inflation, real economic growth and unemployment expectations: an empirical analysis based on the ECB survey of professional forecasters
    Applied Economics, 2018, 50, (42), 4540-4555 View citations (3)
    See also Working Paper Inflation, real economic growth and unemployment expectations: An empirical analysis based on the ECB Survey of Professional Forecasters, Working Papers (2017) (2017)
28. Nonfinancial debt and economic growth in euro-area countries
    Journal of International Financial Markets, Institutions and Money, 2018, 56, (C), 17-37 View citations (6)
    See also Working Paper Nonfinancial debt and economic growth in euro-area countries, IREA Working Papers (2017) (2017)
29. On the time-varying nature of the debt-growth nexus: evidence from the euro area
    Applied Economics Letters, 2018, 25, (9), 597-600 View citations (2)
30. Public Debt and Economic Growth: Further Evidence for the Euro Area
    Acta Oeconomica, 2018, 68, (2), 209-229 View citations (23)
    See also Working Paper Public debt and economic growth: Further evidence for the euro area, Working Papers del Instituto Complutense de Estudios Internacionales (2017) (2017)
31. Volatility spillovers between foreign exchange and stock markets in industrialized countries
    The Quarterly Review of Economics and Finance, 2018, 70, (C), 121-136 View citations (10)

2017

32. An empirical characterization of the effects of public debt on economic growth
    Applied Economics, 2017, 49, (35), 3495-3508 View citations (5)
33. Heterogeneity in the debt-growth nexus: Evidence from EMU countries
    International Review of Economics & Finance, 2017, 51, (C), 470-486 View citations (16)
    See also Working Paper Heterogeneity in the debt-growth nexus: Evidence from EMU countries, IREA Working Papers (2017) View citations (18) (2017)
34. Office Market Dynamics in Madrid: Modelling with a Single-Equation Error Correction Mechanism
    International Real Estate Review, 2017, 20, (4), 451-491

2016

35. A contribution to the empirics of convergence in real GDP growth: the role of financial crises and exchange-rate regimes
    Applied Economics, 2016, 48, (23), 2156-2169 View citations (3)
    See also Working Paper A contribution to the empirics of convergence in real GDP growth: The role of financial crises and exchange-rate regimes, Working Papers (2014) (2014)
36. Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion
    Economic Modelling, 2016, 56, (C), 133-147 View citations (35)
37. Portfolios in the Ibex 35 before and after the Global Financial Crisis
    Applied Economics, 2016, 48, (40), 3826-3847 View citations (2)
38. Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries
    Journal of International Money and Finance, 2016, 63, (C), 137-164 View citations (23)
39. Unconventional monetary policy and the dollar–euro exchange rate: first results from time-series analysis
    Applied Economics Letters, 2016, 23, (10), 732-735 View citations (1)
40. Unconventional monetary policy and the dollar–euro exchange rate: further evidence from event studies
    Applied Economics Letters, 2016, 23, (12), 835-839 View citations (3)
41. Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility
    Journal of International Financial Markets, Institutions and Money, 2016, 43, (C), 126-145 View citations (56)

2015

42. Bank risk behavior and connectedness in EMU countries
    Journal of International Money and Finance, 2015, 57, (C), 161-184 View citations (13)
    See also Working Paper Bank risk behavior and connectedness in EMU countries, IREA Working Papers (2015) View citations (17) (2015)
43. Detection of implicit fluctuation bands and their credibility in EU candidate countries
    Baltic Journal of Economics, 2015, 15, (1), 18-37
    See also Working Paper Detection of Implicit Fluctuation Bands and their Credibility in Candidate Countries, Working Papers (2015) (2015)
44. Growth dynamics, financial crises and exchange rate regimes
    Applied Economics Letters, 2015, 22, (10), 767-771 View citations (1)
45. Temporary ban on short positions and financial market volatility: evidence from the Madrid Stock Market
    Applied Economics Letters, 2015, 22, (11), 854-859 View citations (2)
46. The causal relationship between debt and growth in EMU countries
    Journal of Policy Modeling, 2015, 37, (6), 974-989 View citations (37)
47. The failure of the monetary model of exchange rate determination
    Applied Economics, 2015, 47, (43), 4607-4629 View citations (4)
    See also Working Paper The failure of the monetary model of exchange rate determination, Working Papers (2015) View citations (1) (2015)
48. Volatility spillovers in EMU sovereign bond markets
    International Review of Economics & Finance, 2015, 39, (C), 337-352 View citations (31)
    See also Working Paper Volatility spillovers in EMU sovereign bond markets, Working Papers del Instituto Complutense de Estudios Internacionales (2015) View citations (1) (2015)

2014

49. An empirical examination of the determinants of the shadow economy
    Applied Economics Letters, 2014, 21, (5), 304-307 View citations (9)
50. An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis
    The North American Journal of Economics and Finance, 2014, 30, (C), 133-153 View citations (49)
    See also Working Paper An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis, IREA Working Papers (2014) View citations (43) (2014)
51. Causality and contagion in EMU sovereign debt markets
    International Review of Economics & Finance, 2014, 33, (C), 12-27 View citations (56)
    See also Working Paper Causality and Contagion in EMU Sovereign Debt Markets, IREA Working Papers (2014) View citations (54) (2014)
52. Exchange-rate regimes and economic growth: an empirical evaluation
    Applied Economics Letters, 2014, 21, (12), 870-873 View citations (6)
    See also Working Paper Exchange-rate regimes and economic growth: An empirical evaluation, Working Papers (2014) View citations (4) (2014)
53. Real exchange rate volatility, financial crises and exchange rate regimes
    Applied Economics, 2014, 46, (8), 826-847 View citations (3)
54. The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market
    International Review of Economics & Finance, 2014, 31, (C), 21-33 View citations (16)
    See also Working Paper The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market, Documentos de Trabajo del ICAE (2013) (2013)

2013

55. Granger-causality in peripheral EMU public debt markets: A dynamic approach
    Journal of Banking & Finance, 2013, 37, (11), 4627-4649 View citations (43)
56. Inflation expectations in Spain: The Spanish PwC Survey
    Cuadernos de Economía - Spanish Journal of Economics and Finance, 2013, 36, (101), 109-115 View citations (2)
    See also Working Paper Inflation expectations in Spain: The Spanish PwC Survey, Documentos de Trabajo del ICAE (2013) (2013)
57. On the forecast accuracy and consistency of exchange rate expectations: the Spanish PwC Survey
    Applied Economics Letters, 2013, 20, (2), 107-110 View citations (1)
    See also Working Paper On the forecast accuracy and consistency of exchange rate expectations: The Spanish PwC Survey, Working Papers del Instituto Complutense de Estudios Internacionales (2014) (2014)

2012

58. Convergence in car prices among European countries
    Applied Economics, 2012, 44, (25), 3247-3254 View citations (7)
    See also Working Paper CONVERGENCE IN CAR PRICES AMONG EUROPEAN COUNTRIES, Post-Print (2011) (2011)
59. Detecting trends in the foreign exchange markets
    Applied Economics Letters, 2012, 19, (5), 493-503
60. Exploiting trends in the foreign exchange markets
    Applied Economics Letters, 2012, 19, (6), 591-597 View citations (3)
61. Historical financial analogies of the current crisis
    Economics Letters, 2012, 116, (2), 190-192 View citations (3)
    See also Working Paper Historical financial analogies of the current crisis, Working Papers del Instituto Complutense de Estudios Internacionales (2011) (2011)
62. On factors explaining the 2008 financial crisis
    Economics Letters, 2012, 115, (2), 215-217 View citations (14)
63. The US dollar-euro exchange rate and US-EMU bond yield differentials: A causality analysis
    Cuadernos de Economía - Spanish Journal of Economics and Finance, 2012, 35, (98), 117-128
    See also Working Paper The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis, Working Papers (2011) (2011)
64. Volatility in EMU sovereign bond yields: permanent and transitory components
    Applied Financial Economics, 2012, 22, (17), 1453-1464 View citations (20)
    See also Working Paper Volatility in EMU sovereign bond yields: Permanent and transitory components, Working Papers del Instituto Complutense de Estudios Internacionales (2011) (2011)

2011

65. Implicit bands in the yen/dollar exchange rate
    Applied Economics, 2011, 43, (10), 1241-1255
    See also Working Paper Implicit Bands in the Yen/Dollar Exchange Rate, Working Papers (2006) (2006)
66. The euro and the volatility of exchange rates
    Applied Financial Economics, 2011, 21, (17), 1235-1253 View citations (1)
    See also Working Paper The euro and the volatility of exchange rates, Working Papers (2010) (2010)

2010

67. Linkages in international stock markets: evidence from a classification procedure
    Applied Economics, 2010, 42, (16), 2081-2089 View citations (5)
    See also Working Paper Linkages in international stock markets: Evidence from a classification procedure, Working Papers View citations (6)
68. Structural breaks in volatility: Evidence for the OECD and non-OECD real exchange rates
    Journal of International Money and Finance, 2010, 29, (1), 139-168 View citations (9)

2009

69. El impacto de los Fondos Europeos en la economía andaluza: 1989-2013
    Revista de Estudios Regionales, 2009, 02, 97-118
    See also Working Paper El Impacto de los Fondos Europeos en la Economía Andaluza: 1989-2013, Economic Reports (2008) (2008)
70. Implicit exchange regimes in Central and Eastern Europe: a first exploration
    International Economics and Economic Policy, 2009, 6, (2), 179-206 View citations (1)

2008

71. European cohesion policy and the Spanish economy: A policy discussion case
    Journal of Policy Modeling, 2008, 30, (3), 559-570 View citations (10)
72. Human capital in Spain: an estimate of educational attainment
    Applied Economics, 2008, 40, (8), 1005-1013
73. Macroeconomic instability in the European monetary system?
    Applied Financial Economics, 2008, 18, (12), 965-983
    See also Working Paper Macroeconomic Instability in the European Monetary System?, Economic Working Papers at Centro de Estudios Andaluces (2006) (2006)
74. Political and Institutional Factors in Regime Changes in the ERM: An Application of Duration Analysis
    The World Economy, 2008, 31, (8), 1049-1077 View citations (1)
    See also Working Paper Political and institutional factors in regime change in the ERM: An application of duration analysis, Working Papers (2007) (2007)
75. The Credibility of the European monetary System:A Review
    Cuadernos de Economía - Spanish Journal of Economics and Finance, 2008, 31, (86), 005-034 View citations (1)
    See also Working Paper The Credibility of the European Monetary System: A Review, Studies on the Spanish Economy View citations (1)

2007

76. An eclectic approach to currency crises: drawing lessons from the EMS experience
    Applied Financial Economics, 2007, 18, (6), 503-519 View citations (3)
    See also Working Paper An Eclectic Approach to Currency Crises: Drawing Lessons from the EMS Experience, Working Papers View citations (5)
77. Implicit bands in the Spanish peseta/Deutschmark exchange rate, 1965-1998
    Applied Financial Economics, 2007, 17, (11), 921-932 View citations (1)
78. Price convergence in the European car market
    Applied Economics, 2007, 40, (2), 241-250 View citations (8)
    See also Working Paper Price Convergence in the European Car Market, Working Papers View citations (4)

2006

79. An empirical examination of exchange-rate credibility determinants in the EMS
    Applied Economics Letters, 2006, 13, (13), 847-850
    See also Working Paper An empirical examination of exchange-rate credibility determinants in the EMS, Working Papers (2004) (2004)
80. Assessing the effectiveness of the EU's regional policies on real convergence: An analysis based on the HERMIN model
    European Planning Studies, 2006, 14, (3), 383-396 View citations (2)
    See also Working Paper Assessing the effectiveness of EUÂ’s regional policies: a new approach, ERSA conference papers (2004) (2004)
81. Macroeconomic effects resulting from the incentives of the Economic and Tax Regime in the Canary Islands between 1994 and 2013
    INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, 2006, (9), 73-95

2005

82. Assessing the credibility of a target zone: evidence from the EMS
    Applied Economics, 2005, 37, (19), 2265-2287 View citations (21)
    See also Working Paper Assessing the credibility of a target zone: Evidence from the EMS, Working Papers View citations (3)
83. Estimación de una función de producción MRW para la economía española, 1910-1995
    Investigaciones Economicas, 2005, 29, (3), 609-624 View citations (2)
    See also Working Paper Estimación de una función de producción MRW para la Economía Espanola, 1910-1995, Studies on the Spanish Economy
84. Forecasting the dollar|euro exchange rate: are international parities useful?
    Journal of Forecasting, 2005, 24, (5), 369-377 View citations (3)
85. Optimization of technical rules by genetic algorithms: evidence from the Madrid stock market
    Applied Financial Economics, 2005, 15, (11), 773-775 View citations (3)
    See also Working Paper Optimisation of Technical Rules by Genetic Algorithms: Evidence from the Madrid Stock Market, Working Papers
86. Supply effects on the Andalusian economy of the structural fonds in infraestructures: the Community Support Framework 1994-1999
    INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, 2005, (6), 91-124
87. Testing chaotic dynamics via Lyapunov exponents
    Journal of Applied Econometrics, 2005, 20, (7), 911-930 View citations (22)
    See also Working Paper Testing Chaotic Dynamics via Lyapunov Exponents, Working Papers

2004

88. Export Market Integration in the European Union
    Journal of Applied Economics, 2004, 7, (2), 271-301 View citations (4)
    Also in Journal of Applied Economics, 2004, 7, 271-301 (2004) View citations (5)
    Journal of Applied Economics, 2004, 07, (2), 31 (2004) View citations (5)
    See also Working Paper Export Market Integration in the European Union, Working Papers
89. Price convergence in the European Union
    Applied Economics Letters, 2004, 11, (1), 39-47 View citations (22)
    See also Working Paper Price Convergence in the European Union, Working Papers View citations (4)

2003

90. An Empirical Evaluation of Non-Linear Trading Rules
    Studies in Nonlinear Dynamics & Econometrics, 2003, 7, (3), 32 View citations (5)
    See also Working Paper An Empirical Evaluation of Non-Linear Trading Rules, Working Papers View citations (2)
91. Credibility in the EMS: new evidence using nonlinear forecastability tests
    The European Journal of Finance, 2003, 9, (2), 146-168 View citations (2)
    See also Working Paper Credibility in the EMS: New evidence using nonlinear forecastability tests, Working Papers View citations (3)
92. Modelling the linkages between US and Latin American stock markets
    Applied Economics, 2003, 35, (12), 1423-1434 View citations (24)
    See also Working Paper Modelling the linkages between US and Latin American stock markets, Working Papers
93. Regimen changes and duration in the European Monetary System
    Applied Economics, 2003, 35, (18), 1923-1933 View citations (3)
    See also Working Paper Regimen changes and duration in the European Monetary System, Working Papers (2002) View citations (1) (2002)
94. Technical analysis in foreign exchange markets: evidence from the EMS
    Applied Financial Economics, 2003, 13, (2), 113-122 View citations (26)

2002

95. Further evidence on technical trade profitability and foreign exchange intervention
    Applied Economics Letters, 2002, 9, (12), 827-832 View citations (7)

2001

96. A Quantitative Analysis of the Effects of Capital Controls: Spain, 1986-1990
    International Economic Journal, 2001, 15, (3), 129-146 View citations (1)
    See also Working Paper A QUANTITATIVE ANALYSIS OF THE EFFECTS OF CAPITAL CONTROLS: SPAIN, 1986-1990, Working Papers (2000) (2000)
97. Asymmetry in the EMS: New evidence based on non-linear forecasts
    European Economic Review, 2001, 45, (3), 451-473 View citations (34)
    See also Working Paper ASYMMETRY IN THE EMS: NEW EVIDENCE BASED ON NON-LINEAR FORECASTS, Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra (2000) View citations (2) (2000)
98. EFECTOS DE POLÍTICAS MACROECONÓMICAS EN UNA UNIÓN MONETARIA CON DISTINTOS GRADOS DE RIGIDEZ SALARIAL
    Hacienda Pública Española / Review of Public Economics, 2001, 156, (1) View citations (2)
99. EXPECTATIVAS, APRENDIZAJE Y CREDIBILIDAD DE LA POLÍTICA MONETARIA EN ESPAÑA
    Hacienda Pública Española / Review of Public Economics, 2001, 158, (3)
100. Growth and the Welfare State in the EU: A Causality Analysis
     Public Choice, 2001, 109, (1-2), 55-68 View citations (16)
     See also Working Paper Growth and the Welfare State in the EU: A causality analysis, Working Papers View citations (1)
101. Modelling evolving long-run relationships: the linkages between stock markets in Asia
     Japan and the World Economy, 2001, 13, (2), 145-160 View citations (23)
     See also Working Paper Modelling evolving long-run relationships: the linkages between stock markets in asia, Working Papers

2000

102. Convergence in fiscal pressure across EU countries
     Applied Economics Letters, 2000, 7, (2), 117-123 View citations (19)
103. On the Credibility of the Irish Pound in the EMS
     The Economic and Social Review, 2000, 31, (2), 151-172 View citations (7)
104. On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market
     Economics Letters, 2000, 69, (1), 89-94 View citations (69)
     See also Working Paper On the profitability of technical trading rules based on arifitial neural networks: evidence from the Madrid stock market, Working Papers
105. Social protection benefits and growth: evidence from the European Union
     Applied Economics Letters, 2000, 7, (4), 255-258 View citations (7)
     Also in Applied Economics Letters, 2000, 7, (6), 397-400 (2000) View citations (7)
     See also Working Paper Social protection benefits and growth: Evidence from the European Union, Working Papers

1999

106. Environmental Consequences of the Community Support Framework 1994-99 in Spain
     Journal of Policy Modeling, 1999, 21, (7), 831-850 View citations (3)
107. Exchange rate volatility in the EMS before and after the fall
     Applied Economics Letters, 1999, 6, (11), 717-722 View citations (21)
108. Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS
     International Journal of Forecasting, 1999, 15, (4), 383-392 View citations (48)
     See also Working Paper Exchange-rate forecasts with simultaneous nearest-neighbour methods: Evidence from the EMS, Working Papers View citations (1)

1998

109. Convergence in social protection benefits across EU countries
     Applied Economics Letters, 1998, 5, (3), 153-155 View citations (6)
     See also Working Paper Convergence in social protection benefits across EU countries, Working Papers View citations (1)
110. Long-Run Convergence in Social Protection across EU Countries, 1970-1999
     Public Finance = Finances publiques, 1998, 53, (3-4), 439-51
111. Testing nonlinear forecastability in time series: Theory and evidence from the EMS
     Economics Letters, 1998, 59, (1), 49-63 View citations (20)

1997

112. Combining information in exchange rate forecasting: evidence from the EMS
     Applied Economics Letters, 1997, 4, (7), 441-444 View citations (5)
113. Do short-term interest rates influence long-term interest rates? Empirical evidence from some EMS countries
     Applied Economics Letters, 1997, 4, (7), 449-451 View citations (1)
114. Using nearest neighbour predictors to forecast the Spanish stock market
     Investigaciones Economicas, 1997, 21, (1), 75-91 View citations (14)

1995

115. HERMIN Spain
     Economic Modelling, 1995, 12, (3), 295-311 View citations (11)
116. HERMIN: A macroeconometric modelling framework for the EU periphery
     Economic Modelling, 1995, 12, (3), 221-247 View citations (15)
117. Similarity and diversity in the EU periphery: A HERMIN-based investigation
     Economic Modelling, 1995, 12, (3), 313-322 View citations (2)

1993

118. Does public capital affect private sector performance?: An analysis of the Spanish case, 1964-1988
     Economic Modelling, 1993, 10, (3), 179-185 View citations (53)

1992

119. Chaotic behaviour in exchange-rate series: First results for the Peseta--U.S. dollar case
     Economics Letters, 1992, 39, (2), 207-211 View citations (25)
120. Further tests on the forward exchange rate unbiasedness hypothesis
     Economics Letters, 1992, 40, (3), 325-331 View citations (5)
     See also Working Paper Further tests on the forward exchange rate unbiasedness hypothesis, Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales (1991) (1991)

1990

121. Cointegration and Unit Roots
     Journal of Economic Surveys, 1990, 4, (3), 249-73 View citations (285)

Chapters

2008

1. European Cohesion Policy and the Spanish Economy
   Chapter 11 in Regional Economic Policy in Europe, 2008, pp 235-252