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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: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)

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Short-id: pso34


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Working Papers

2018

  1. Incorporating creditors' seniority into contingent claim models:Application to peripheral euro area countries
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
  2. The robustness of the sovereign-bank interconnection: Evidence from contingent claims analysis
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
  3. Time connectedness of fear
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads

2017

  1. Countercyclical Labor Productivity: The Spanish Anomaly
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads View citations (1)
  2. Fear connectedness among asset classes
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
    See also Journal Article in Applied Economics (2018)
  3. Heterogeneity in the debt-growth nexus: Evidence from EMU countries
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
    See also Journal Article in International Review of Economics & Finance (2017)
  4. 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 Downloads
    See also Journal Article in Applied Economics (2018)
  5. Nonfinancial debt and economic growth in euro-area countries
    Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales Downloads
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2017) Downloads

    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2018)
  6. Public debt and economic growth: Further evidence euro area
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
  7. 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 Downloads
    See also Journal Article in Acta Oeconomica (2018)
  8. 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 Downloads
  9. 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 Downloads
    Also in Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales (2017) Downloads
  10. Systemic banks, capital composition and CoCo bonds issuance: The effects on bank risk
    Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales Downloads
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2017) Downloads
    Working Papers, Asociación Española de Economía y Finanzas Internacionales (2017) Downloads
  11. 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 Downloads
  12. 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 Downloads
    Also in Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales (2017) Downloads

2016

  1. Connectedness of stress in EMU bank and sovereign CDS: the role policy measures 2008-2014
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads
  2. Debt-growth linkages in EMU across countries and time horizons
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
  3. Public debt and economic growth: An empirical evaluation
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads
  4. 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 Downloads View citations (1)

2015

  1. Bank risk behavior and connectedness in EMU countries
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads View citations (5)
    See also Journal Article in Journal of International Money and Finance (2015)
  2. 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 Downloads
  3. Detection of Implicit Fluctuation Bands and their Credibility in Candidate Countries
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads
  4. Detection of Implicit Fluctuation Bands in The European Union Countries
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads
  5. 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 Downloads View citations (1)
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2015) Downloads View citations (1)
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2015) Downloads View citations (1)
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2015) Downloads View citations (1)
  6. On the bi-directional causal relationship between public debt and economic growth in EMU countries
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads View citations (9)
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2015) Downloads View citations (16)
  7. 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 Downloads View citations (1)
  8. 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 Downloads
  9. Sovereigns and banks in the euro area: A tale of two crises
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads View citations (3)
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2015) Downloads View citations (1)
  10. The failure of the monetary model of exchange rate determination
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads View citations (2)
    See also Journal Article in Applied Economics (2015)
  11. Volatility spillovers in EMU sovereign bond markets
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads View citations (8)
    Also in Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales (2015) Downloads View citations (8)

    See also Journal Article in International Review of Economics & Finance (2015)

2014

  1. 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 Downloads
    See also Journal Article in Applied Economics (2016)
  2. 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 Downloads View citations (22)
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2014) Downloads View citations (22)
    Working Papers, Universitat de Barcelona, UB Riskcenter (2014) Downloads View citations (11)

    See also Journal Article in The North American Journal of Economics and Finance (2014)
  3. Causality and Contagion in EMU Sovereign Debt Markets
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads View citations (30)
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2014) Downloads View citations (30)
    Working Papers, Universitat de Barcelona, UB Riskcenter (2014) Downloads View citations (30)

    See also Journal Article in International Review of Economics & Finance (2014)
  4. EMU sovereign debt market crisis: Fundamentals-based or pure contagion?
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads View citations (4)
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2014) Downloads View citations (3)
  5. Exchange-rate regimes and economic growth: An empirical evaluation
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads
    See also Journal Article in Applied Economics Letters (2014)
  6. Exchange-rate regimes and inflation: An empirical evaluation
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads
  7. Forward Looking Banking Stress in EMU Countries
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2014) Downloads
  8. 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 Downloads
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2012) Downloads

    See also Journal Article in Applied Economics Letters (2013)

2013

  1. 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 Downloads
    See also Journal Article in Cuadernos de Economía - Spanish Journal of Economics and Finance (2013)
  2. 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 Downloads
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2012) Downloads
  3. 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 Downloads
    See also Journal Article in International Review of Economics & Finance (2014)

2012

  1. Genetic algorithm for arbitrage with more than three currencies
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads

2011

  1. CONVERGENCE IN CAR PRICES AMONG EUROPEAN COUNTRIES
    Post-Print, HAL Downloads
    See also Journal Article in Applied Economics (2012)
  2. Causality and contagion in peripheral EMU public debt markets: A dynamic approach
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads View citations (13)
    Also in Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales (2011) Downloads View citations (2)
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2011) Downloads View citations (28)
  3. Historical financial analogies of the current crisis
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads
    Also in Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales (2011) Downloads

    See also Journal Article in Economics Letters (2012)
  4. Productivity in the Spanish regions during the recent economic cycles
    ERSA conference papers, European Regional Science Association Downloads
  5. The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads
    Also in Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales (2011) Downloads

    See also Journal Article in Cuadernos de Economía - Spanish Journal of Economics and Finance (2012)
  6. Volatility in EMU sovereign bond yields: Permanent and transitory components
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads
    Also in Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales (2011) Downloads

    See also Journal Article in Applied Financial Economics (2012)

2010

  1. The euro and the volatility of exchange rates
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads
    See also Journal Article in Applied Financial Economics (2011)

2008

  1. El Impacto de los Fondos Europeos en la Economía Andaluza: 1989-2013
    Economic Reports, FEDEA Downloads
  2. Un Análisis Estratégico del Sistema para la Autonomía y Atención a la Dependencia
    Economic Reports, FEDEA Downloads

2007

  1. Political and institutional factors in regime change in the ERM: An application of duration analysis
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads
    See also Journal Article in The World Economy (2008)
  2. Proyecciones de tablas de mortalidad dinámicas de España y sus comunidades autónomas
    Working Papers, FEDEA Downloads

2006

  1. Efectos de las Ayudas Europeas sobre la Economía Madrileña 2007-2013:Un análisis basado en el Modelo Hermin
    Working Papers, FEDEA Downloads
  2. Efectos de las ayudas europeas sobre la economía Española, 2000-2006:Un análisis basado en el Modelo Hermin
    Working Papers, FEDEA Downloads View citations (1)
  3. Forecasting Stock Price Changes: Is it Possible?
    Working Papers, FEDEA Downloads View citations (1)
  4. Implicit Bands in the Yen/Dollar Exchange Rate
    Working Papers, FEDEA Downloads
    See also Journal Article in Applied Economics (2011)
  5. Macroeconomic Instability in the European Monetary System?
    Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces Downloads
    See also Journal Article in Applied Financial Economics (2008)
  6. Understanding and Forecasting Stock Price Changes
    Working Papers, FEDEA Downloads
  7. Using machine learning algorithms to find patterns in stock prices
    Working Papers, FEDEA Downloads

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
  2. Structural Breaks in Volatility: Evidence for the OECD Real Exchange Rates
    Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces Downloads View citations (1)
    Also in Working Papers, FEDEA Downloads View citations (3)

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)
  2. Assessing the effectiveness of EUÂ’s regional policies: a new approach
    ERSA conference papers, European Regional Science Association Downloads
    Also in Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces (2004) Downloads

    See also Journal Article in European Planning Studies (2006)

2003

  1. Convergence in Social Protection Across EU Countries, 1970-1999
    Economics Working Papers, European Network of Economic Policy Research Institutes Downloads View citations (1)
    Also in Working Papers, FEDEA Downloads
  2. 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 Downloads
    Also in Working Papers, FEDEA Downloads
  3. 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 (3)

2002

  1. Regimen changes and duration in the European Monetary System
    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 (2003)

2000

  1. A QUANTITATIVE ANALYSIS OF THE EFFECTS OF CAPITAL CONTROLS: SPAIN, 1986-1990
    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 International Economic Journal (2001)
  2. 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 Downloads View citations (1)
    Also in Working Papers, FEDEA Downloads View citations (1)

    See also Journal Article in European Economic Review (2001)
  3. TECHNICAL ANALYSIS IN FOREIGN EXCHANGE MARKETS: LINEAR VERSUS NONLINEAR TRADING RULES
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads View citations (1)
    Also in Working Papers on International Economics and Finance, FEDEA Downloads View citations (1)

1996

  1. 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 Downloads

1992

  1. 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 Downloads
  2. Efficiency in the Peseta Forward Exchange Rate Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
  3. 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 Downloads

1991

  1. An Empirical Examination of Absolute Purchasing Power Parity: Spain 1977- 1988
    Discussion Papers, Department of Economics, University of Birmingham
  2. 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 Downloads
  3. 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 Downloads
    See also Journal Article in Economics Letters (1992)

Undated

  1. A New Test for Chaotic Dynamics Using Lyapunov Exponents
    Working Papers, FEDEA Downloads
  2. A time-series examination of convergence in social protection across EU countries
    Working Papers, FEDEA Downloads
  3. An Eclectic Approach to Currency Crises: Drawing Lessons from the EMS Experience
    Working Papers, FEDEA Downloads View citations (1)
    See also Journal Article in Applied Financial Economics (2007)
  4. An Empirical Evaluation of Non-Linear Trading Rules
    Working Papers, FEDEA Downloads
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2003)
  5. Assensing the Credibility of the Irish Pound in the European Monetary System
    Working Papers, FEDEA Downloads
  6. Assesing the Economic Value of Nearest-neighbour Exchange-Rate Forecasts
    Working Papers, FEDEA Downloads
  7. Assessing the credibility of a target zone: Evidence from the EMS
    Working Papers, FEDEA Downloads
    See also Journal Article in Applied Economics (2005)
  8. Canarias y losFondos Estructurales Europeos
    Working Papers, FEDEA Downloads View citations (1)
  9. Capital humano en España: Una estimación del nivel de estudios alcanzado
    Working Papers, FEDEA Downloads View citations (5)
  10. Convergence in social protection benefits across EU countries
    Working Papers, FEDEA
    See also Journal Article in Applied Economics Letters (1998)
  11. Convergencia en precios en las provincias españolas
    Working Papers, FEDEA Downloads
  12. Convergencia en tasas de inflación en la Unión Europea
    Working Papers, FEDEA Downloads View citations (1)
  13. Credibility and Duration in Target Zones: Evidence from the EMS
    Working Papers, FEDEA Downloads
  14. Credibility in the EMS: New evidence using nonlinear forecastability tests
    Working Papers, FEDEA View citations (3)
    See also Journal Article in The European Journal of Finance (2003)
  15. Currency Crises and Political Factors: Drawing Lessons from the EMS Experience
    Working Papers, FEDEA Downloads View citations (1)
  16. EL NO-MAGREB. Implicaciones económicas para (y más allá de) la región
    Working Papers, FEDEA Downloads View citations (4)
  17. Efectos Económicos de las Inversiones Ferroviarias, 1991-2007
    Working Papers, FEDEA Downloads
  18. Efectos de las ayudas europeas sobre la economía madrileña, 1990-2006: Un análisis basado en el modelo Hermin
    Working Papers, FEDEA Downloads View citations (4)
  19. Efectos del Programa Operativo Integrado de Castilla-La Mancha, 2000-2006: Un análisis basado en el modelo Hermin
    Working Papers, FEDEA Downloads
  20. Efectos macroeconómicos del mercado único europeo: Un análisis basado en el modelo HERMIN
    Working Papers, FEDEA
  21. El efecto del capital humano sobre el crecimiento: ¿ Importa el periodo muestral?
    Working Papers, FEDEA Downloads View citations (2)
  22. EstimaciÛn de una funciÛn de producciÛn MRW para la EconomÌa Espanola, 1910-1995
    Studies on the Spanish Economy, FEDEA Downloads
  23. Exchange-rate forecasts with simultaneous nearest-neighbour methods: Evidence from the EMS
    Working Papers, FEDEA Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (1999)
  24. Expectations, Learning and Credibility: Monetary Policy in Spain
    Working Papers, FEDEA Downloads
  25. Export Market Integration in the European Union
    Working Papers, FEDEA Downloads
    See also Journal Article in Journal of Applied Economics (2004)
  26. Forecasting the Dollar/Euro Exchange Rate: Can International Parities Help?
    Working Papers, FEDEA Downloads
  27. Further evidence on technical analysis and profitability of foreign exchange intervention
    Working Papers, FEDEA Downloads
  28. Growth and the Welfare State in the EU: A causality analysis
    Working Papers, FEDEA Downloads View citations (1)
    See also Journal Article in Public Choice (2001)
  29. Implicit regimes for the Spanish Peseta/Deutschmark exchange rate
    Working Papers, FEDEA Downloads View citations (2)
  30. Instability in cointegration regressions:Evidence from inflation rate convergence in EU countries
    Studies on the Spanish Economy, FEDEA Downloads
  31. La Unión Económica y Monetaria en Europa: Una encuesta entre expertos academicos y de mercados
    Working Papers, FEDEA
  32. La política macroeconómica en economías interdependientes
    Working Papers, FEDEA Downloads
  33. Linkages in international stock markets: Evidence from a classification procedure
    Working Papers, FEDEA Downloads View citations (6)
    See also Journal Article in Applied Economics (2010)
  34. Modelling evolving long-run relationships: the linkages between stock markets in asia
    Working Papers, FEDEA Downloads
    See also Journal Article in Japan and the World Economy (2001)
  35. Modelling the linkages between US and Latin American stock markets
    Working Papers, FEDEA Downloads
    See also Journal Article in Applied Economics (2003)
  36. Nearest-Neighbour Predictions in Foreign Exchange Markets
    Working Papers, FEDEA Downloads
  37. Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series
    Working Papers, FEDEA Downloads
  38. On the profitability of technical trading rules based on arifitial neural networks: evidence from the Madrid stock market
    Working Papers, FEDEA Downloads
    See also Journal Article in Economics Letters (2000)
  39. Optimisation of Technical Rules by Genetic Algorithms: Evidence from the Madrid Stock Market
    Working Papers, FEDEA Downloads
    See also Journal Article in Applied Financial Economics (2005)
  40. Paridad del poder adquisitivo: Una reconsideración
    Working Papers, FEDEA View citations (2)
  41. Price Convergence in the European Car Market
    Working Papers, FEDEA Downloads View citations (4)
    See also Journal Article in Applied Economics (2007)
  42. Price Convergence in the European Union
    Working Papers, FEDEA Downloads View citations (2)
    See also Journal Article in Applied Economics Letters (2004)
  43. Proyecciones del sistema educativo español ante el boom inmigratorio
    Working Papers, FEDEA Downloads View citations (2)
  44. Purchasing Power Parity Revisited
    Working Papers, FEDEA Downloads View citations (2)
  45. Purchasing Power Parity and Spanish Provinces, 1940-1992
    Working Papers, FEDEA Downloads
  46. Regímenes cambiarios de facto y de iure. Una aplicación al tipo de cambio yen/dólar
    Working Papers, FEDEA Downloads View citations (1)
  47. Sobre la efectividad de la polÌtica regional comunitaria: El caso de Castilla-la Mancha
    Studies on the Spanish Economy, FEDEA Downloads View citations (2)
    Also in Working Papers, FEDEA Downloads View citations (1)
  48. Social protection benefits and growth: Evidence from the European Union
    Working Papers, FEDEA Downloads
    See also Journal Article in Applied Economics Letters (2000)
  49. Structural Funds and Spain’s Objective 1 Regions: An Analysis Based on the Hermin Model
    Working Papers, FEDEA Downloads View citations (1)
  50. Tax-burden convergence in Europe
    Working Papers, FEDEA Downloads
    See also Journal Article in Estudios de Economía Aplicada (2001)
  51. Technical analysis in the Madrid stock exchange
    Working Papers, FEDEA Downloads View citations (1)
    Also in Studies on the Spanish Economy, FEDEA Downloads View citations (2)
  52. Testing Chaotic Dynamics via Lyapunov Exponents
    Working Papers, FEDEA Downloads
    See also Journal Article in Journal of Applied Econometrics (2005)
  53. 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)
  54. The real picture: Industry specific exchange rates for the euro area
    Working Papers, FEDEA View citations (4)

Journal Articles

2018

  1. Fear connectedness among asset classes
    Applied Economics, 2018, 50, (39), 4234-4249 Downloads
    See also Working Paper (2017)
  2. 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 Downloads
  3. 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 Downloads
    See also Working Paper (2017)
  4. Nonfinancial debt and economic growth in euro-area countries
    Journal of International Financial Markets, Institutions and Money, 2018, 56, (C), 17-37 Downloads
    See also Working Paper (2017)
  5. On the time-varying nature of the debt-growth nexus: evidence from the euro area
    Applied Economics Letters, 2018, 25, (9), 597-600 Downloads
  6. Public Debt and Economic Growth: Further Evidence for the Euro Area
    Acta Oeconomica, 2018, 68, (2), 209-229 Downloads
    See also Working Paper (2017)

2017

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

2016

  1. 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 Downloads
    See also Working Paper (2014)
  2. Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion
    Economic Modelling, 2016, 56, (C), 133-147 Downloads View citations (10)
  3. Portfolios in the Ibex 35 before and after the Global Financial Crisis
    Applied Economics, 2016, 48, (40), 3826-3847 Downloads View citations (1)
  4. Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries
    Journal of International Money and Finance, 2016, 63, (C), 137-164 Downloads View citations (8)
  5. Unconventional monetary policy and the dollar–euro exchange rate: first results from time-series analysis
    Applied Economics Letters, 2016, 23, (10), 732-735 Downloads
  6. Unconventional monetary policy and the dollar–euro exchange rate: further evidence from event studies
    Applied Economics Letters, 2016, 23, (12), 835-839 Downloads
  7. 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 Downloads View citations (10)

2015

  1. Bank risk behavior and connectedness in EMU countries
    Journal of International Money and Finance, 2015, 57, (C), 161-184 Downloads View citations (5)
    See also Working Paper (2015)
  2. Detection of implicit fluctuation bands and their credibility in EU candidate countries
    Baltic Journal of Economics, 2015, 15, (1), 18-37 Downloads
  3. Growth dynamics, financial crises and exchange rate regimes
    Applied Economics Letters, 2015, 22, (10), 767-771 Downloads
  4. Temporary ban on short positions and financial market volatility: evidence from the Madrid Stock Market
    Applied Economics Letters, 2015, 22, (11), 854-859 Downloads View citations (2)
  5. The causal relationship between debt and growth in EMU countries
    Journal of Policy Modeling, 2015, 37, (6), 974-989 Downloads View citations (10)
  6. The failure of the monetary model of exchange rate determination
    Applied Economics, 2015, 47, (43), 4607-4629 Downloads View citations (2)
    See also Working Paper (2015)
  7. Volatility spillovers in EMU sovereign bond markets
    International Review of Economics & Finance, 2015, 39, (C), 337-352 Downloads View citations (8)
    See also Working Paper (2015)

2014

  1. An empirical examination of the determinants of the shadow economy
    Applied Economics Letters, 2014, 21, (5), 304-307 Downloads View citations (2)
  2. 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 Downloads View citations (22)
    See also Working Paper (2014)
  3. Causality and contagion in EMU sovereign debt markets
    International Review of Economics & Finance, 2014, 33, (C), 12-27 Downloads View citations (30)
    See also Working Paper (2014)
  4. Exchange-rate regimes and economic growth: an empirical evaluation
    Applied Economics Letters, 2014, 21, (12), 870-873 Downloads
    See also Working Paper (2014)
  5. Real exchange rate volatility, financial crises and exchange rate regimes
    Applied Economics, 2014, 46, (8), 826-847 Downloads View citations (1)
  6. 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 Downloads View citations (11)
    See also Working Paper (2013)

2013

  1. Granger-causality in peripheral EMU public debt markets: A dynamic approach
    Journal of Banking & Finance, 2013, 37, (11), 4627-4649 Downloads View citations (29)
  2. Inflation expectations in Spain: The Spanish PwC Survey
    Cuadernos de Economía - Spanish Journal of Economics and Finance, 2013, 36, (101), 109-115 Downloads
    See also Working Paper (2013)
  3. On the forecast accuracy and consistency of exchange rate expectations: the Spanish PwC Survey
    Applied Economics Letters, 2013, 20, (2), 107-110 Downloads View citations (1)
    See also Working Paper (2014)

2012

  1. Convergence in car prices among European countries
    Applied Economics, 2012, 44, (25), 3247-3254 Downloads View citations (4)
    See also Working Paper (2011)
  2. Detecting trends in the foreign exchange markets
    Applied Economics Letters, 2012, 19, (5), 493-503 Downloads
  3. Exploiting trends in the foreign exchange markets
    Applied Economics Letters, 2012, 19, (6), 591-597 Downloads View citations (1)
  4. Historical financial analogies of the current crisis
    Economics Letters, 2012, 116, (2), 190-192 Downloads View citations (2)
    See also Working Paper (2011)
  5. On factors explaining the 2008 financial crisis
    Economics Letters, 2012, 115, (2), 215-217 Downloads View citations (4)
  6. 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 Downloads
    See also Working Paper (2011)
  7. Volatility in EMU sovereign bond yields: permanent and transitory components
    Applied Financial Economics, 2012, 22, (17), 1453-1464 Downloads View citations (14)
    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. The euro and the volatility of exchange rates
    Applied Financial Economics, 2011, 21, (17), 1235-1253 Downloads View citations (1)
    See also Working Paper (2010)

2010

  1. Linkages in international stock markets: evidence from a classification procedure
    Applied Economics, 2010, 42, (16), 2081-2089 Downloads View citations (4)
    See also Working Paper
  2. 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 Downloads View citations (5)

2009

  1. Implicit exchange regimes in Central and Eastern Europe: a first exploration
    International Economics and Economic Policy, 2009, 6, (2), 179-206 Downloads

2008

  1. European cohesion policy and the Spanish economy: A policy discussion case
    Journal of Policy Modeling, 2008, 30, (3), 559-570 Downloads View citations (8)
  2. Human capital in Spain: an estimate of educational attainment
    Applied Economics, 2008, 40, (8), 1005-1013 Downloads
  3. Macroeconomic instability in the European monetary system?
    Applied Financial Economics, 2008, 18, (12), 965-983 Downloads
    See also Working Paper (2006)
  4. Political and Institutional Factors in Regime Changes in the ERM: An Application of Duration Analysis
    The World Economy, 2008, 31, (8), 1049-1077 Downloads View citations (1)
    See also Working Paper (2007)
  5. 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. An eclectic approach to currency crises: drawing lessons from the EMS experience
    Applied Financial Economics, 2007, 18, (6), 503-519 Downloads View citations (3)
    See also Working Paper
  2. Implicit bands in the Spanish peseta/Deutschmark exchange rate, 1965-1998
    Applied Financial Economics, 2007, 17, (11), 921-932 Downloads View citations (1)
  3. Price convergence in the European car market
    Applied Economics, 2007, 40, (2), 241-250 Downloads View citations (8)
    See also Working Paper

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. 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 Downloads View citations (1)
    See also Working Paper (2004)
  3. 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 Downloads

2005

  1. Assessing the credibility of a target zone: evidence from the EMS
    Applied Economics, 2005, 37, (19), 2265-2287 Downloads View citations (20)
    See also Working Paper
  2. Estimación de una función de producción MRW para la economía española, 1910-1995
    Investigaciones Economicas, 2005, 29, (3), 609-624 Downloads View citations (2)
  3. Forecasting the dollar|euro exchange rate: are international parities useful?
    Journal of Forecasting, 2005, 24, (5), 369-377 Downloads View citations (2)
  4. Optimization of technical rules by genetic algorithms: evidence from the Madrid stock market
    Applied Financial Economics, 2005, 15, (11), 773-775 Downloads View citations (2)
    See also Working Paper
  5. 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 Downloads
  6. Testing chaotic dynamics via Lyapunov exponents
    Journal of Applied Econometrics, 2005, 20, (7), 911-930 Downloads View citations (17)
    See also Working Paper

2004

  1. Export market integration in the European Union
    Journal of Applied Economics, 2004, Volume 07, (Number 2), 31 Downloads View citations (3)
    Also in Journal of Applied Economics, 2004, 7, 271-301 (2004) Downloads View citations (3)

    See also Working Paper
  2. Price convergence in the European Union
    Applied Economics Letters, 2004, 11, (1), 39-47 Downloads View citations (20)
    See also Working Paper

2003

  1. An Empirical Evaluation of Non-Linear Trading Rules
    Studies in Nonlinear Dynamics & Econometrics, 2003, 7, (3), 1-32 Downloads View citations (2)
    See also Working Paper
  2. Credibility in the EMS: new evidence using nonlinear forecastability tests
    The European Journal of Finance, 2003, 9, (2), 146-168 Downloads
    See also Working Paper
  3. Modelling the linkages between US and Latin American stock markets
    Applied Economics, 2003, 35, (12), 1423-1434 Downloads View citations (16)
    See also Working Paper
  4. Regimen changes and duration in the European Monetary System
    Applied Economics, 2003, 35, (18), 1923-1933 Downloads View citations (3)
    See also Working Paper (2002)
  5. Technical analysis in foreign exchange markets: evidence from the EMS
    Applied Financial Economics, 2003, 13, (2), 113-122 Downloads View citations (19)

2002

  1. Further evidence on technical trade profitability and foreign exchange intervention
    Applied Economics Letters, 2002, 9, (12), 827-832 Downloads View citations (5)

2001

  1. A Quantitative Analysis of the Effects of Capital Controls: Spain, 1986-1990
    International Economic Journal, 2001, 15, (3), 129-146 Downloads View citations (1)
    See also Working Paper (2000)
  2. Asymmetry in the EMS: New evidence based on non-linear forecasts
    European Economic Review, 2001, 45, (3), 451-473 Downloads View citations (28)
    See also Working Paper (2000)
  3. EFECTOS DE POLÍTICAS MACROECONÓMICAS EN UNA UNIÓN MONETARIA CON DISTINTOS GRADOS DE RIGIDEZ SALARIAL
    Hacienda Pública Española, 2001, 156, (1) Downloads View citations (2)
  4. EXPECTATIVAS, APRENDIZAJE Y CREDIBILIDAD DE LA POLÍTICA MONETARIA EN ESPAÑA
    Hacienda Pública Española, 2001, 158, (3) Downloads
  5. Growth and the Welfare State in the EU: A Causality Analysis
    Public Choice, 2001, 109, (1-2), 55-68 Downloads View citations (8)
    See also Working Paper
  6. Modelling evolving long-run relationships: the linkages between stock markets in Asia
    Japan and the World Economy, 2001, 13, (2), 145-160 Downloads View citations (19)
    See also Working Paper
  7. Tax burden convergence in Europe
    Estudios de Economía Aplicada, 2001, 17, 183-191 Downloads View citations (4)
    See also Working Paper

2000

  1. Convergence in fiscal pressure across EU countries
    Applied Economics Letters, 2000, 7, (2), 117-123 Downloads View citations (13)
  2. On the Credibility of the Irish Pound in the EMS
    The Economic and Social Review, 2000, 31, (2), 151-172 Downloads View citations (7)
  3. 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 Downloads View citations (48)
    See also Working Paper
  4. Social protection benefits and growth: evidence from the European Union
    Applied Economics Letters, 2000, 7, (6), 397-400 Downloads View citations (3)
    Also in Applied Economics Letters, 2000, 7, (4), 255-258 (2000) Downloads View citations (3)

    See also Working Paper

1999

  1. A study of the credibility of the Spanish peseta
    Estudios de Economía Aplicada, 1999, 11, 85-100 Downloads View citations (2)
  2. Environmental Consequences of the Community Support Framework 1994-99 in Spain
    Journal of Policy Modeling, 1999, 21, (7), 831-850 Downloads View citations (2)
  3. Exchange rate volatility in the EMS before and after the fall
    Applied Economics Letters, 1999, 6, (11), 717-722 Downloads View citations (18)
  4. Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS
    International Journal of Forecasting, 1999, 15, (4), 383-392 Downloads View citations (34)
    See also Working Paper

1998

  1. Convergence in social protection benefits across EU countries
    Applied Economics Letters, 1998, 5, (3), 153-155 Downloads View citations (6)
    See also Working Paper
  2. Long-Run Convergence in Social Protection across EU Countries, 1970-1999
    Public Finance = Finances publiques, 1998, 53, (3-4), 439-51
  3. Testing nonlinear forecastability in time series: Theory and evidence from the EMS
    Economics Letters, 1998, 59, (1), 49-63 Downloads View citations (17)

1997

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

1995

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

1993

  1. Does public capital affect private sector performance?: An analysis of the Spanish case, 1964-1988
    Economic Modelling, 1993, 10, (3), 179-185 Downloads View citations (32)

1992

  1. Chaotic behaviour in exchange-rate series: First results for the Peseta--U.S. dollar case
    Economics Letters, 1992, 39, (2), 207-211 Downloads View citations (26)
  2. Further tests on the forward exchange rate unbiasedness hypothesis
    Economics Letters, 1992, 40, (3), 325-331 Downloads View citations (5)
    See also Working Paper (1991)

1990

  1. Cointegration and Unit Roots
    Journal of Economic Surveys, 1990, 4, (3), 249-73 View citations (227)
 
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