9
H index
9
i10 index
258
Citations
Alfonso Novales : Citation Profile
Universidad Complutense de Madrid | RESEARCH PRODUCTION: 35 Articles 7 Papers 3 Books 32 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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32 years (1990 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Alfonso Novales. | Is cited by:
| Cites to:
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Main data
Where Alfonso Novales has published?
Recent works citing Alfonso Novales (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | How should a government finance pension benefits?. (2021). Yasuoka, Masaya. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:1:p:138-152. Full description at Econpapers || Download paper |
| 2022 | Optimal factor taxation in a scale free model of vertical innovation. (2022). Pelloni, Alessandra ; Annicchiarico, Barbara ; Antonaroli, Valentina. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:794-830. Full description at Econpapers || Download paper |
| 2022 | Public spending, monetary policy and macroeconomic instability. (2022). Le Riche, Antoine ; Fu, Zhiming. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:24:y:2022:i:3:p:580-608. Full description at Econpapers || Download paper |
| 2022 | A full-fledged analytical model for the Laffer curve in personal income taxation. (2022). Sanz-Sanz, Jose Felix. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:795-811. Full description at Econpapers || Download paper |
| 2021 | Forecasting U.S. Yield Curve Using the Dynamic Nelson–Siegel Model with Random Level Shift Parameters. (2021). Xu, Jiawen ; Pang, Tao ; Luo, Deqing. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:340-350. Full description at Econpapers || Download paper |
| 2021 | Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: Do fish jump?. (2021). Zou, Yihan ; Ewald, Christian. In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:2:p:801-815. Full description at Econpapers || Download paper |
| 2021 | Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components. (2021). Theodossiou, Panayiotis ; Savva, Christos ; Kosmidou, Kyriaki ; Ioannidis, Filippos. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000153. Full description at Econpapers || Download paper |
| 2021 | Determinants of project bond prices – Insights into infrastructure and energy capital markets. (2021). Wunsche, Andreas ; Horsch, Andreas ; Heyde, Frank ; Richter, Sylvia. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000803. Full description at Econpapers || Download paper |
| 2021 | A realized EGARCH-MIDAS model with higher moments. (2021). Wu, Xinyu ; Xie, Haibin. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319308505. Full description at Econpapers || Download paper |
| 2022 | Time-varying pricing of risk in sovereign bond futures returns. (2022). Malinska, Barbora. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004955. Full description at Econpapers || Download paper |
| 2022 | Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk. (2022). Muller, Fernanda Maria ; Santos, Samuel Solgon ; Gossling, Thalles Weber ; Righi, Marcelo Brutti. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001878. Full description at Econpapers || Download paper |
| 2021 | Implied volatility indices – A review. (2021). Siriopoulos, Costas ; Fassas, Athanasios P. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:303-329. Full description at Econpapers || Download paper |
| 2021 | The association between financial market volatility and banking market structure. (2021). Elyasiani, Elyas ; Crimmel, Jeremy. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:335-349. Full description at Econpapers || Download paper |
| 2021 | Energy Security and Portfolio Diversification: Conventional and Novel Perspectives. (2021). Bollino, Carlo Andrea ; Galkin, Philipp. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:14:p:4257-:d:594426. Full description at Econpapers || Download paper |
| 2021 | Uncertainty and Effectiveness of Public Consumption. (2021). de Sa, Eduardo. In: Working Papers REM. RePEc:ise:remwps:wp01802021. Full description at Econpapers || Download paper |
| 2021 | Designing volatility indices for Austria, Finland and Spain. (2021). Campisi, Giovanni ; Muzzioli, Silvia. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:3:d:10.1007_s11408-021-00381-9. Full description at Econpapers || Download paper |
| 2022 | The COVID-19 pandemic, short-sale ban, and market efficiency: empirical evidence from the European equity markets. (2022). Lee, Seungho. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:2:d:10.1057_s41260-021-00254-w. Full description at Econpapers || Download paper |
| 2021 | Optimal Taxation in the Endogenous Growth Framework with the Private Information. (2021). Guo, Lu ; Yan, Chong. In: MPRA Paper. RePEc:pra:mprapa:109548. Full description at Econpapers || Download paper |
| 2022 | Tax Cuts in Open Economies. (). Maffezzoli, Marco ; Deak, Szabolcs ; Cunat, Alejandro. In: Review of Economic Dynamics. RePEc:red:issued:18-52. Full description at Econpapers || Download paper |
| 2021 | The Revenue-Maximizing Corporate Income Tax Rate for Turkey. (2021). Bulut-Evik, Zeynep Burcu ; En, Huseyin. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2021:i:1:p:122-142. Full description at Econpapers || Download paper |
| 2022 | A defaultable bond model with cyclical fluctuations in the spread process. (2022). Platania, Federico ; Bazgour, Tarik. In: Annals of Operations Research. RePEc:spr:annopr:v:312:y:2022:i:2:d:10.1007_s10479-021-04471-9. Full description at Econpapers || Download paper |
| 2022 | Optimal Tax Rate for Maximal Revenue Generation. (2022). Davison, Cartreal ; Ridley, Dennis. In: Technium Social Sciences Journal. RePEc:tec:journl:v:29:y:2022:i:1:p:271-284. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2022 | Holidays and economic growth: Evidence from a panel of Indian states. (2022). Ghosh Dastidar, Sayantan ; Apergis, Nicholas. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:30:y:2022:i:1:p:33-50. Full description at Econpapers || Download paper |
Works by Alfonso Novales:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1997 | The Joint Dynamics of Spot and Forward Exchange Rates In: Working Papers. [Citation analysis] | paper | 0 |
| 1997 | A GENERAL TEST FOR UNIVARIATE SEASONALITY In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2002 | Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? In: Economic Working Papers at Centro de Estudios Andaluces. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?.(2004) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 1990 | Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates. In: Econometrica. [Full Text][Citation analysis] | article | 16 |
| 1992 | Equilibrium interest-rate determination under adjustment costs In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
| 2002 | Dynamic Laffer curves In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 59 |
| 2007 | Income taxes, public investment and welfare in a growing economy In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 15 |
| 2004 | Indeterminacy under non-separability of public consumption and leisure in the utility function In: Economic Modelling. [Full Text][Citation analysis] | article | 22 |
| 2010 | State-uncertainty preferences and the risk premium in the exchange rate market In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| 2014 | Optimal time-consistent fiscal policy under endogenous growth with elastic labor supply In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2018 | A term structure model under cyclical fluctuations in interest rates In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 2011 | Growth, income taxes and consumption aspirations In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2019 | Long-term swings and seasonality in energy markets In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 4 |
| 2005 | An error correction factor model of term structure slopes in international swap markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
| 2020 | Looking through systemic credit risk: Determinants, stress testing and market value In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
| 1997 | Forecasting with periodic models A comparison with time invariant coefficient models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 11 |
| 2005 | Comments on: Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2003 | Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 16 |
| 2000 | Testing the expectations hypothesis in Eurodeposits In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 29 |
| 2005 | Growth and welfare: Distorting versus non-distorting taxes In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 13 |
| 2014 | Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
| 2014 | Variance swaps, non-normality and macroeconomic and financial risks In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2021 | Evaluation of market risk associated with hedging a credit derivative portfolio In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2021 | El Plan de Recuperación, Transformación y Resiliencia: un resumen anotado In: Studies on the Spanish Economy. [Full Text][Citation analysis] | paper | 0 |
| 2021 | La gestión de los fondos europeos: criterios, transparencia, riesgos y reformas In: Policy Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | La evaluación de políticas públicas en España: antecedentes, situación actual y propuestas para una reforma In: Policy Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Modernización de la Administración Pública In: Policy Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components In: JRFM. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 1990 | Empleo, capital humano y participación femenina en España In: Investigaciones Economicas. [Full Text][Citation analysis] | article | 2 |
| 2016 | Credit Risk Decomposition for Asset Allocation In: Journal of Financial Transformation. [Citation analysis] | article | 1 |
| 2020 | A dominance approach for comparing the performance of VaR forecasting models In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
| 2011 | The information content in a volatility index for Spain In: SERIEs: Journal of the Spanish Economic Association. [Full Text][Citation analysis] | article | 3 |
| 2001 | The role of simulation methods in Macroeconomics In: Spanish Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2009 | Economic Growth In: Springer Books. [Citation analysis] | book | 15 |
| 2014 | Economic Growth.(2014) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 15 | book | |
| 2022 | Economic Growth.(2022) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 15 | book | |
| 2009 | Introduction In: Springer Books. [Citation analysis] | chapter | 0 |
| 2009 | Mathematical Appendix In: Springer Books. [Citation analysis] | chapter | 0 |
| 2014 | Mathematical Appendix.(2014) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2022 | Mathematical Appendix.(2022) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2009 | The Neoclassical Growth Model Under a Constant Savings Rate In: Springer Books. [Citation analysis] | chapter | 0 |
| 2014 | The Neoclassical Growth Model Under a Constant Savings Rate.(2014) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2022 | The Neoclassical Growth Model Under a Constant Savings Rate.(2022) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2009 | Optimal Growth. Continuous Time Analysis In: Springer Books. [Citation analysis] | chapter | 0 |
| 2014 | Optimal Growth: Continuous Time Analysis.(2014) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2022 | Optimal Growth: Continuous Time Analysis.(2022) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2009 | Optimal Growth. Discrete Time Analysis In: Springer Books. [Citation analysis] | chapter | 0 |
| 2014 | Optimal Growth: Discrete Time Analysis.(2014) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2022 | Optimal Growth: Discrete Time Analysis.(2022) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2009 | Numerical Solution Methods In: Springer Books. [Citation analysis] | chapter | 6 |
| 2014 | Numerical Solution Methods.(2014) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 6 | chapter | |
| 2022 | Numerical Solution Methods.(2022) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 6 | chapter | |
| 2009 | Endogenous Growth Models In: Springer Books. [Citation analysis] | chapter | 0 |
| 2014 | Endogenous Growth Models.(2014) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2022 | Endogenous Growth Models.(2022) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2009 | Additional Endogenous Growth Models In: Springer Books. [Citation analysis] | chapter | 0 |
| 2014 | Additional Endogenous Growth Models.(2014) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2022 | Additional Endogenous Growth Models.(2022) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2009 | Growth in Monetary Economies: Steady-State Analysis of Monetary Policy In: Springer Books. [Citation analysis] | chapter | 0 |
| 2014 | Growth in Monetary Economies: Steady-State Analysis of Monetary Policy.(2014) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2022 | Growth in Monetary Economies: Steady-State Analysis of Monetary Policy.(2022) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2009 | Transitional Dynamics in Monetary Economies: Numerical Solutions In: Springer Books. [Citation analysis] | chapter | 0 |
| 2014 | Transitional Dynamics in Monetary Economies: Numerical Solutions.(2014) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2022 | Transitional Dynamics in Monetary Economies: Numerical Solutions.(2022) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2014 | Introduction In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2022 | Introduction In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2022 | Empirical Methods: Frequentist Estimation In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2022 | Empirical Methods: Bayesian Estimation In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2002 | A factor model of term structure slopes in Eurocurrency markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2002 | Can forward rates be used to improve interest rate forecasts? In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 2004 | Volatility transmission across the term structure of swap markets: international evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| 2021 | Volatility specifications versus probability distributions in VaR forecasting In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2009 | Liquidity and hedging effectiveness under futures mispricing: International evidence In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
| 2015 | Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 6 |
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