Faculty Working Papers

From School of Economics and Business Administration, University of Navarra
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26/12: Term Structure Persistence

Mirko Abbritti, Luis Gil-Alana, Yuliya Lovcha and Antonio Moreno

25/12: Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban

Oscar Arce and Sergio Mayordomo

24/12: Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain

Sergio Mayordomo, María Rodríguez-Moreno and Juan Ignacio Peña

23/12: Liquidity Commonalities in the Corporate CDS Market around the 2007-2012 Financial Crisis

Sergio Mayordomo, Juan Ignacio Peña and María Rodríguez-Moreno

22/12: Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis

Oscar Arce, Sergio Mayordomo and Juan Ignacio Peña

21/12: Derivatives Holdings and Systemic Risk in the U.S. Banking Sector

María Rodríguez-Moreno, Sergio Mayordomo and Juan Ignacio Peña

20/12: Testing for Persistence with Breaks and Outliers in South African House Prices

Luis Gil-Alana, Goodness C. Aye and Rangan Gupta

20/05: Structural Change and the Order of Integration in Univariate Time Series

Luis Gil-Alana

19/12: Product Market Frictions, Bargaining and Pass-Through

Mirko Abbritti

19/05: Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf

Luis Gil-Alana

18/12: Technology Choice and Unit vs Ad Valorem Tax

Francisco Galera, Isabel Rodríguez-Tejedo and Juan Carlos Molero

18/09: Delayed Perfect Monitoring in Repeated Games

Markus Kinateder

18/06: Nonlinearities and fractional integration in the US unemployment rate

Luis Gil-Alana and Guglielmo Maria Caporale

18/05: Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994

Luis Gil-Alana and Guglielmo Maria Caporale

17/12: Free Entry and Welfare with Different Firms

Francisco Galera, Isabel Rodríguez-Tejedo and Juan Carlos Molero

17/09: sEMG Wavelet-based Indices predicts Muscle Power Loss during Dynamic Contractions (abstract only)

Miriam González Izal and Et Al.

17/06: Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited

Luis Gil-Alana

17/05: Vertical Integration, Collusion Downstream, and Partial Market Foreclosure

Pedro Mendi

16/12: Pigouvian Second Degree Price Discrimination and Taxes in a Monopoly: an Example of Unit Tax Superiority

Francisco Galera, José Luis à Lvarez and Isabel Rodríguez-Tejedo

16/09: Liberalizing Trade in Environmental Goods

Bouwe Dijkstra and Anuj Mathew

16/06: Fractional integration and structural breaks at unknown periods of time

Luis Gil-Alana

16/05: Performance of Interest Rate Rules under Credit Market Imperfections

Beatriz de Blas

15/12: Technology Choice and Third Degree Price Discrimination in a Monopoly

Francisco Galera, José Luis à Lvarez and Juan Carlos Molero

15/09: Intellectual property rights, southern innovation and foreign direct investment

Anuj Mathew and Arijit Mukherjee

15/06: On a relationship between distorted and spectral risk measures

Henryk Gzyl and Silvia Mayoral

15/05: The Nature of the Relationship between International Tourism and International Trade: The Case of Ge

Christian Fischer and Luis Gil-Alana

15/03: Testing of Nonstationary Cycles in Financial Time Series Data

Javier De Peña and Luis Gil-Alana

14/12: A Non-linear Approach with Long Range Dependence based on Chebyshev Polynomials

Luis Gil-Alana and Juan Cuestas

14/09: Application of a Novel Automatic Duration Method based on the Wavelet Transform on Pathological Motor Unit Action Potentials

Ignacio Rodríguez Carreño and Et Al.

14/08: New Automatic Measurement Method of the Motor Unit Action Potential Duration based on the Wavelet and Hilbert Transforms

Ignacio Rodríguez Carreño and L. Gila Useros, A. Malanda Trigueros, J. Navallas Irujo, J. Rodríguez Falces

14/06: Understanding the Relationship between Financial Development and Monetary Policy

Luis Carranza, José Enrique Galdón Sánchez and Javier Gómez Biscarri

14/05: Inflation Targeting in Western Europe

Antonio Moreno and Luis Rey

14/04: Multibidding Game under Uncertainty

Róbert Veszteg

14/03: A Structural Estimation and Interpretation of the New Keynesian Macro Model

Seonghoon Cho and Antonio Moreno

13/12: Modelling Long Run Trends and Cycles in Financial Time Series Data

Luis Gil-Alana, Juncal Cuñado and Guglielmo Maria Caporale

13/11: The PPP hypothesis in the US/China relationship. Fractional integration, time variation and data frequency

Luis Gil-Alana and Jiang Liang

13/09: Are you a good employee or simply a good guy? Influence Costs and Contract Design

Brice Corgnet and Ismael Rodriguez-Lara

13/08: Influence of Baseline Fluctuation Cancellation on Automatic Measurement of Motor Unit Action Potential Duration

Ignacio Rodríguez Carreño and L. Gila Useros, A. Malanda Trigueros, J. Navallas Irujo, J. Rodríguez Falces, S. Gómez Elvira

13/07: The influence of differences in accounting standards on empirical pricing models: An application to the Fama-French model

Javier Gómez Biscarri and Germán López-Espinosa

13/06: Random Dynamics and Finance: Constructing Implied Binomial Trees from a Predetermined Stationary Den

Wael Bahsoun, Pawel Góra, Silvia Mayoral and Manuel Morales

13/05: The Failure of the Spanish Crown's Fiscal Monopoly over Tobacco in Catalonia During the 18th Century

Rafael Torres

13/04: Model Checks Using Residual Marked Empirical Processes

Juan Carlos Escanciano

13/03: Reaching Inflation Stability

Antonio Moreno

12/12: Fractional Integration and Cointegration in US Financial Time Series Data

Luis Gil-Alana and Guglielmo Maria Caporale

12/11: Stock market prices in China. Efficiency, mean reversion, long memory volatility and other implicit dynamics

Luis Gil-Alana and Yun Cao

12/09: Peer Evaluations and Team Performance: When Friends Do Worse Than Strangers

Brice Corgnet

12/08: Regime switching models of hedge fund returns

Szabolcs Blazsek and Anna Downarowicz

12/07: Uncovering the U.S. Term Premium: An Alternative Route

Luis Gil-Alana and Antonio Moreno

12/06: Ranking Journals Following a Matching Model Approach. An Application to Public Economics Journals

Francesc Pujol

12/05: An Analysis of Pure-revenue Licensing

Neus Palomeras