6
H index
4
i10 index
113
Citations
Jorge V. Pérez-Rodríguez : Citation Profile
Universidad de las Palmas de Gran Canaria | RESEARCH PRODUCTION: 34 Articles 25 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (1994 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jorge V. Pérez-Rodríguez. | Is cited by:
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Main data
Where Jorge V. Pérez-Rodríguez has published?
| Journals with more than one article published | # docs |
|---|---|
| Estudios de Economia Aplicada | 5 |
| Applied Economics | 4 |
| Applied Financial Economics | 2 |
| Quantitative Finance | 2 |
| Economic Modelling | 2 |
| Applied Economics Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Asociacin Espaola de Economa y Finanzas Internacionales | 5 |
Recent works citing Jorge V. Pérez-Rodríguez (2020 and 2019)
| Year | Title of citing document |
|---|---|
| 2019 | Evaluating the Performance of Machine Learning Algorithms in Financial Market Forecasting: A Comprehensive Survey. (2019). Seidens, Sebastian ; Ryll, Lukas. In: Papers. RePEc:arx:papers:1906.07786. Full description at Econpapers || Download paper |
| 2019 | Does Inbound Tourism Encourage Trade Deficit in Sri Lanka?. (2019). Bhavan, Thangamani. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:253-260. Full description at Econpapers || Download paper |
| 2019 | The determinants of foreign tourism demand: separating elasticities for the extensive and the intensive margin. (2019). Oddo, Giacomo ; Breda, Emanuele. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_482_19. Full description at Econpapers || Download paper |
| 2019 | Do industry returns predict the stock market? A reprise using the random forest. (2019). Ciner, Cetin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:152-158. Full description at Econpapers || Download paper |
| 2017 | Tourism-led growth hypothesis in the top ten tourist destinations: New evidence using the quantile-on-quantile approach. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Kumar, Ronald ; Ferrer, Roman ; Hussain, Syed Jawad. In: Tourism Management. RePEc:eee:touman:v:60:y:2017:i:c:p:223-232. Full description at Econpapers || Download paper |
| 2019 | Classifying de facto exchange rate regimes of financially open and closed economies: A statistical approach. (2019). Dbrowski, Marek A ; Miech, Sawomir ; Papie, Monika. In: MPRA Paper. RePEc:pra:mprapa:91348. Full description at Econpapers || Download paper |
| 2020 | The CFA Franc effect on trade. (2020). Mignamissi, Dieudonne. In: MPRA Paper. RePEc:pra:mprapa:99018. Full description at Econpapers || Download paper |
| 2018 | Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets. (2018). Bekiros, Stelios ; Boubaker, Sabri ; Avdoulas, Christos. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-2078-z. Full description at Econpapers || Download paper |
| 2018 | On the Dynamic Linkages Among International Emerging Currencies. (2018). Mighri, Zouheir Ahmed. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:2:d:10.1007_s40953-017-0088-1. Full description at Econpapers || Download paper |
Works by Jorge V. Pérez-Rodríguez:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2004 | An empirical examination of exchange-rate credibility determinants in the EMS In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | An empirical examination of exchange-rate credibility determinants in the EMS.(2001) In: Working Papers on International Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2005 | Regímenes cambiarios de iure y de facto. El caso de la Peseta/Dólar, 1965-1998 In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| Regímenes cambiarios de iure y de facto. El caso de la Peseta/Dólar, 1965-1998.() In: Working Papers on International Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | ||
| 2007 | Post-EMS exchange risk trends: A comparative perspective between Euro, British Pound and Japanese Yen excess returns against US Dollar In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | On the impact of exchange rate regimes on tourism In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Revisiting Rose’s common currency debate In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Does a Common Currency Promote Countries’ Growth via Trade and Tourism? In: The World Economy. [Citation analysis] | article | 6 |
| 2002 | Volatility bias in the GARCH model: a simulation study In: Documentos de trabajo conjunto ULL-ULPGC. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Intensidad de la actividad de negociación. El caso del futuro del IBEX 35 In: Documentos de trabajo conjunto ULL-ULPGC. [Full Text][Citation analysis] | paper | 0 |
| 2003 | On the Credibility of a Target Zone: Evidence from the EMS In: Economic Working Papers at Centro de Estudios Andaluces. [Full Text][Citation analysis] | paper | 0 |
| 2008 | The Credibility of the European monetary System:A Review In: Cuadernos de Economía - Spanish Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| The Credibility of the European Monetary System: A Review.() In: Studies on the Spanish Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | ||
| 2005 | Regímenes cambiarios de iure y de facto. El caso de la peseta/dólar, 1965–1998 In: Revista de Historia Económica / Journal of Iberian and Latin American Economic History. [Full Text][Citation analysis] | article | 0 |
| 2019 | Modelling bimodality of length of tourist stay In: Annals of Tourism Research. [Full Text][Citation analysis] | article | 0 |
| 2016 | International trade and tourism flows: An extension of the gravity model In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2019 | Modelling distribution of aggregate expenditure on tourism In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2019 | International trade, exchange rate regimes, and financial crises In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2005 | STAR and ANN models: forecasting performance on the Spanish Ibex-35 stock index In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 17 |
| 2007 | Volatility transmission for cross-listed firms and the role of international exposure In: Japan and the World Economy. [Full Text][Citation analysis] | article | 2 |
| 2015 | Testing dependence between GDP and tourisms growth rates In: Tourism Management. [Full Text][Citation analysis] | article | 10 |
| 2000 | On the Credibility of the Irish Pound in the EMS In: The Economic and Social Review. [Full Text][Citation analysis] | article | 6 |
| 2000 | Assensing the Credibility of the Irish Pound in the European Monetary System In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Expectations, Learning and Credibility: Monetary Policy in Spain In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Assessing the credibility of a target zone: Evidence from the EMS In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2005 | Assessing the credibility of a target zone: evidence from the EMS.(2005) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
| 2004 | Regímenes cambiarios de facto y de iure. Una aplicación al tipo de cambio yen/dólar In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Implicit regimes for the Spanish Peseta/Deutschmark exchange rate In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Implicit Bands in the Yen/Dollar Exchange Rate In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Panel data and tourism demand. The case of Tenerife In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2001 | Return to Tourist Destination. Is it Reputation, After All? In: Working Papers on International Economics and Finance. [Full Text][Citation analysis] | paper | 5 |
| 2005 | Return to tourist destination. Is it reputation, after all?.(2005) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| Diversas formas de dependencia no lineal y contrastes de selección de modelos en la predicción de los rendimientos del Ibex35 In: Studies on the Spanish Economy. [Full Text][Citation analysis] | paper | 0 | |
| 2011 | Do product innovation and news about the R&D process produce large price changes and overreaction? The case of pharmaceutical stock prices In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2001 | EXPECTATIVAS, APRENDIZAJE Y CREDIBILIDAD DE LA POLÍTICA MONETARIA EN ESPAÑA In: Hacienda Pública Española. [Full Text][Citation analysis] | article | 0 |
| 2019 | “Testing for private information using trade duration models with unobserved market heterogeneity: The case of Banco Popular” In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | The Euro and Other Major Currencies Floating Against the U.S. Dollar In: Atlantic Economic Journal. [Full Text][Citation analysis] | article | 10 |
| 2009 | Implicit exchange regimes in Central and Eastern Europe: a first exploration In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 1 |
| 2015 | Closed-form solution for a bivariate distribution in stochastic frontier models with dependent errors In: Journal of Productivity Analysis. [Full Text][Citation analysis] | article | 0 |
| 2017 | Market-segment targeting and long-term growth in a tourism-based economy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Volumen de negociación y cambios en los precios: causalidad y distribuciones mixtas1 In: Estudios de Economia Aplicada. [Full Text][Citation analysis] | article | 0 |
| 1999 | A study of the credibility of the Spanish peseta In: Estudios de Economia Aplicada. [Full Text][Citation analysis] | article | 1 |
| 2005 | El precio del riesgo tras la entrada del euro/Risk Price after Euro’s Introduction. In: Estudios de Economia Aplicada. [Full Text][Citation analysis] | article | 0 |
| 1994 | Modelos autorregresivos para la varianza condicionada heteroscedastica (ARCH) In: Estudios de Economia Aplicada. [Full Text][Citation analysis] | article | 0 |
| 1994 | Modelos autorregresivos para la varianza condicionada heteroscedastica (ARCH).(1994) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1997 | Contrastes de especificación para los modelos de varianza Heterocedástica condicionada In: Estudios de Economia Aplicada. [Full Text][Citation analysis] | article | 0 |
| 2017 | Stochastic Frontier Models with Dependent Errors based on Normal and Exponential Margins || Modelos de frontera estocástica con errores dependientes basados en márgenes normal y exponencial In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration. [Full Text][Citation analysis] | article | 0 |
| 2020 | Another look at the implied and realised volatility relation: a copula-based approach In: Risk Management. [Full Text][Citation analysis] | article | 0 |
| 2013 | Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
| 2011 | Tourism and trade in OECD countries. A dynamic heterogeneous panel data analysis In: Empirical Economics. [Full Text][Citation analysis] | article | 9 |
| 2006 | An empirical examination of exchange-rate credibility determinants in the EMS In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2009 | Purchasing power parity and nonlinear adjustment In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2005 | Are Spanish Ibex35 stock future index returns forecasted with non-linear models? In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
| 2007 | Implicit bands in the Spanish peseta/Deutschmark exchange rate, 1965-1998 In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2012 | Do product innovation and news about the R&D process produce large price changes and overreaction? The case of pharmaceutical stock prices In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2011 | Implicit bands in the yen/dollar exchange rate In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2011 | Probability of an incoming order signal In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2015 | Spread component costs and stock trading characteristics in the Spanish Stock Exchange. Two flexible fractional response models In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2012 | On the impact of the euro on international tourism In: DEA Working Papers. [Full Text][Citation analysis] | paper | 0 |
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