Jorge V. Pérez-Rodríguez : Citation Profile


Are you Jorge V. Pérez-Rodríguez?

Universidad de las Palmas de Gran Canaria

6

H index

4

i10 index

113

Citations

RESEARCH PRODUCTION:

34

Articles

25

Papers

RESEARCH ACTIVITY:

   25 years (1994 - 2019). See details.
   Cites by year: 4
   Journals where Jorge V. Pérez-Rodríguez has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 13 (10.32 %)

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   Permalink: http://citec.repec.org/ppr34
   Updated: 2020-05-16    RAS profile: 2020-04-09    
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Relations with other researchers


Works with:

Santana Gallego, Maria (3)

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:

Sosvilla-Rivero, Simon (21)

Claveria, Oscar (9)

Gómez-Puig, Marta (8)

Shahbaz, Muhammad (5)

Frömmel, Michael (3)

Rodriguez Mendizabal, Hugo (3)

Rodríguez-López, Jesús (3)

Kumar, Ronald (3)

Shahzad, Syed Jawad Hussain (3)

Rossello, Jaume (2)

Brau, Rinaldo (2)

Cites to:

Reinhart, Carmen (51)

Engle, Robert (20)

Rogoff, Kenneth (17)

Svensson, Lars (16)

Rose, Andrew (13)

Bertola, Giuseppe (12)

Sosvilla-Rivero, Simon (12)

Bollerslev, Tim (11)

Frankel, Jeffrey (11)

Bauwens, Luc (11)

Calvo, Guillermo (10)

Main data


Where Jorge V. Pérez-Rodríguez has published?


Journals with more than one article published# docs
Estudios de Economia Aplicada5
Applied Economics4
Applied Financial Economics2
Quantitative Finance2
Economic Modelling2
Applied Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Asociacin Espaola de Economa y Finanzas Internacionales5

Recent works citing Jorge V. Pérez-Rodríguez (2020 and 2019)


YearTitle of citing document
2019Evaluating 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

2019Does Inbound Tourism Encourage Trade Deficit in Sri Lanka?. (2019). Bhavan, Thangamani. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:253-260.

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2019The 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.

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2019Do 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.

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2017Tourism-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.

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2019Classifying 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.

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2020The CFA Franc effect on trade. (2020). Mignamissi, Dieudonne. In: MPRA Paper. RePEc:pra:mprapa:99018.

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2018Evolutionary-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.

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2018On 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.

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Works by Jorge V. Pérez-Rodríguez:


YearTitleTypeCited
2004An empirical examination of exchange-rate credibility determinants in the EMS In: Working Papers.
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2001An empirical examination of exchange-rate credibility determinants in the EMS.(2001) In: Working Papers on International Economics and Finance.
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2005Regímenes cambiarios de iure y de facto. El caso de la Peseta/Dólar, 1965-1998 In: Working Papers.
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Regímenes cambiarios de iure y de facto. El caso de la Peseta/Dólar, 1965-1998.() In: Working Papers on International Economics and Finance.
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2007Post-EMS exchange risk trends: A comparative perspective between Euro, British Pound and Japanese Yen excess returns against US Dollar In: Working Papers.
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2007On the impact of exchange rate regimes on tourism In: Working Papers.
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2010Revisiting Rose’s common currency debate In: Working Papers.
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2010Does a Common Currency Promote Countries’ Growth via Trade and Tourism? In: The World Economy.
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article6
2002Volatility bias in the GARCH model: a simulation study In: Documentos de trabajo conjunto ULL-ULPGC.
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2002Intensidad de la actividad de negociación. El caso del futuro del IBEX 35 In: Documentos de trabajo conjunto ULL-ULPGC.
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2003On the Credibility of a Target Zone: Evidence from the EMS In: Economic Working Papers at Centro de Estudios Andaluces.
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2008The Credibility of the European monetary System:A Review In: Cuadernos de Economía - Spanish Journal of Economics and Finance.
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The Credibility of the European Monetary System: A Review.() In: Studies on the Spanish Economy.
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This paper has another version. Agregated cites: 1
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2005Regímenes 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.
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2019Modelling bimodality of length of tourist stay In: Annals of Tourism Research.
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2016International trade and tourism flows: An extension of the gravity model In: Economic Modelling.
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2019Modelling distribution of aggregate expenditure on tourism In: Economic Modelling.
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2019International trade, exchange rate regimes, and financial crises In: The North American Journal of Economics and Finance.
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2005STAR and ANN models: forecasting performance on the Spanish Ibex-35 stock index In: Journal of Empirical Finance.
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article17
2007Volatility transmission for cross-listed firms and the role of international exposure In: Japan and the World Economy.
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2015Testing dependence between GDP and tourisms growth rates In: Tourism Management.
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article10
2000On the Credibility of the Irish Pound in the EMS In: The Economic and Social Review.
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2000Assensing the Credibility of the Irish Pound in the European Monetary System In: Working Papers.
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2000Expectations, Learning and Credibility: Monetary Policy in Spain In: Working Papers.
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2001Assessing the credibility of a target zone: Evidence from the EMS In: Working Papers.
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2005Assessing the credibility of a target zone: evidence from the EMS.(2005) In: Applied Economics.
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This paper has another version. Agregated cites: 22
article
2004Regímenes cambiarios de facto y de iure. Una aplicación al tipo de cambio yen/dólar In: Working Papers.
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2005Implicit regimes for the Spanish Peseta/Deutschmark exchange rate In: Working Papers.
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2006Implicit Bands in the Yen/Dollar Exchange Rate In: Working Papers.
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1999Panel data and tourism demand. The case of Tenerife In: Working Papers.
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2001Return to Tourist Destination. Is it Reputation, After All? In: Working Papers on International Economics and Finance.
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2005Return to tourist destination. Is it reputation, after all?.(2005) In: Applied Economics.
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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.
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2011Do product innovation and news about the R&D process produce large price changes and overreaction? The case of pharmaceutical stock prices In: Post-Print.
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2001EXPECTATIVAS, APRENDIZAJE Y CREDIBILIDAD DE LA POLÍTICA MONETARIA EN ESPAÑA In: Hacienda Pública Española.
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2019“Testing for private information using trade duration models with unobserved market heterogeneity: The case of Banco Popular” In: IREA Working Papers.
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2006The Euro and Other Major Currencies Floating Against the U.S. Dollar In: Atlantic Economic Journal.
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2009Implicit exchange regimes in Central and Eastern Europe: a first exploration In: International Economics and Economic Policy.
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article1
2015Closed-form solution for a bivariate distribution in stochastic frontier models with dependent errors In: Journal of Productivity Analysis.
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2017Market-segment targeting and long-term growth in a tourism-based economy In: Working Papers.
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1999Volumen de negociación y cambios en los precios: causalidad y distribuciones mixtas1 In: Estudios de Economia Aplicada.
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1999A study of the credibility of the Spanish peseta In: Estudios de Economia Aplicada.
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2005El precio del riesgo tras la entrada del euro/Risk Price after Euro’s Introduction. In: Estudios de Economia Aplicada.
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1994Modelos autorregresivos para la varianza condicionada heteroscedastica (ARCH) In: Estudios de Economia Aplicada.
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1994Modelos autorregresivos para la varianza condicionada heteroscedastica (ARCH).(1994) In: Economics Working Papers.
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1997Contrastes de especificación para los modelos de varianza Heterocedástica condicionada In: Estudios de Economia Aplicada.
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2017Stochastic 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.
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2020Another look at the implied and realised volatility relation: a copula-based approach In: Risk Management.
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2013Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples In: Computational Statistics.
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2011Tourism and trade in OECD countries. A dynamic heterogeneous panel data analysis In: Empirical Economics.
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2006An empirical examination of exchange-rate credibility determinants in the EMS In: Applied Economics Letters.
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2009Purchasing power parity and nonlinear adjustment In: Applied Economics Letters.
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2005Are Spanish Ibex35 stock future index returns forecasted with non-linear models? In: Applied Financial Economics.
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2007Implicit bands in the Spanish peseta/Deutschmark exchange rate, 1965-1998 In: Applied Financial Economics.
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article1
2012Do product innovation and news about the R&D process produce large price changes and overreaction? The case of pharmaceutical stock prices In: Applied Economics.
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article0
2011Implicit bands in the yen/dollar exchange rate In: Applied Economics.
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2011Probability of an incoming order signal In: Quantitative Finance.
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2015Spread component costs and stock trading characteristics in the Spanish Stock Exchange. Two flexible fractional response models In: Quantitative Finance.
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2012On the impact of the euro on international tourism In: DEA Working Papers.
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