9
H index
9
i10 index
280
Citations
Alfonso Novales : Citation Profile
Universidad Complutense de Madrid | RESEARCH PRODUCTION: 35 Articles 51 Papers 3 Books 32 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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38 years (1986 - 2024). 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?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico | 41 |
Recent works citing Alfonso Novales (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Structural Periodic Vector Autoregressions. (2024). Dzikowski, Daniel ; Jentsch, Carsten. In: Papers. RePEc:arx:papers:2401.14545. Full description at Econpapers || Download paper |
| 2024 | Stochastic Path-Dependent Volatility Models for Price-Storage Dynamics in Natural Gas Markets and Discrete-Time Swing Option Pricing. (2024). Yang, Yang ; Qiu, Jinniao ; Ware, Antony. In: Papers. RePEc:arx:papers:2406.16400. Full description at Econpapers || Download paper |
| 2024 | Oil price effects on optimal extraction–exploration and offshore entities: An applied-theoretical and empirical investigation in oil-rich economies. (2024). Lim, King Yoong ; Deku, Solomon. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007612. Full description at Econpapers || Download paper |
| 2024 | Financial market volatility: Does banking concentration play a role?. (2024). Zeeshan, Mohammad. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324009905. Full description at Econpapers || Download paper |
| 2024 | Measuring the risk appetite of bank-controlling shareholders: The Risk-Weighted Ownership index. (2024). Murro, Pierluigi ; Bellardini, Luca ; Previtali, Daniele. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000073. Full description at Econpapers || Download paper |
| 2024 | Forecasting the effect of extreme sea-level rise on financial market risk. (2024). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:1-27. Full description at Econpapers || Download paper |
| 2024 | Situación económica y respuesta a la crisis de Ucrania. BoletÃn Fedea no. 25. (2024). de la Fuente, Angel. In: Studies on the Spanish Economy. RePEc:fda:fdaeee:eee2024-05. Full description at Econpapers || Download paper |
| 2024 | Comparison of Value at Risk (VaR) Multivariate Forecast Models. (2024). Righi, Marcelo ; Muller, Fernanda Maria. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10330-x. Full description at Econpapers || Download paper |
| 2024 | A unified European hydrogen infrastructure planning to support the rapid scale-up of hydrogen production. (2024). Bramstoft, Rasmus ; Munster, Marie ; Gea-Bermudez, Juan ; Kountouris, Ioannis ; Keles, Dogan ; Madsen, Theis. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-49867-w. Full description at Econpapers || Download paper |
| 2024 | Seasonal volatility in agricultural markets: modelling and empirical investigations. (2024). Schneider, L ; Tavin, B. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04241-7. Full description at Econpapers || Download paper |
| 2025 | A multi-objective pair trading strategy: integrating neural networks and cyclical insights for optimal trading performance. (2025). Platania, Federico ; Appio, Francesco ; Hernandez, Celina Toscano ; el Ouadghiri, Imane ; Peillex, Jonathan. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:2:d:10.1007_s10479-023-05754-z. Full description at Econpapers || Download paper |
| 2024 | A comparison of Range Value at Risk (RVaR) forecasting models. (2024). Righi, Marcelo ; Gossling, Thalles Weber ; Santos, Samuel Solgon ; Muller, Fernanda Maria. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:509-543. 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 nother 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 |
| 2001 | Dynamic Laffer Curves.(2001) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
| 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 | 23 |
| 2010 | State-uncertainty preferences and the risk premium in the exchange rate market In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| 2009 | State-Uncertainty preferences and the Risk Premium in the Exchange rate market.(2009) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2014 | Optimal time-consistent fiscal policy under endogenous growth with elastic labor supply In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2013 | Optimal time-consistent fiscal policy under endogenous growth with elastic labour supply.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2018 | A term structure model under cyclical fluctuations in interest rates In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
| 2019 | A term structure model under cyclical fluctuations in interest rates.(2019) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 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 | 9 |
| 2019 | Long-term swings and seasonality in energy markets.(2019) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 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 | 3 |
| 2019 | Looking through systemic credit risk: determinants, stress testing and market value.(2019) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 1997 | Forecasting with periodic models A comparison with time invariant coefficient models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 13 |
| 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 |
| 2002 | Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market.(2002) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 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 | 14 |
| 2001 | Growth and welfare: Distorting versus non-distorting taxes.(2001) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2003 | Growth and Welfare: Distorting versus Non-Distorting Taxes.(2003) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 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 |
| 2013 | Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 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 | 1 |
| 2021 | El Plan de Recuperación, Transformación y Resiliencia: un resumen anotado In: Studies on the Spanish Economy. [Full Text][Citation analysis] | paper | 0 |
| 2023 | ¿Cómo está la economÃa española?: Reflexiones en perÃodo electoral In: Studies on the Spanish Economy. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Transparencia y Democracia: Retos, Limitaciones y Reformas para una Sociedad Más Abierta In: Fedea Economy Notes. [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 polÃticas 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 |
| 2023 | Notas sobre el Proyecto de Ley de Función Pública In: Policy Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components In: JRFM. [Full Text][Citation analysis] | article | 1 |
| 2019 | Splitting credit risk into systemic, sectorial and idiosyncratic components.(2019) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2021 | Cross-Hedging Portfolios in Emerging Stock Markets: Evidence for the LATIBEX Index In: Mathematics. [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 | 1 |
| 2019 | A dominance approach for comparing the performance of VaR forecasting models.(2019) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 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 |
| 2002 | The Role of Simulation Methods in Macroeconomics.(2002) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 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 nother version. Agregated cites: 15 | book | |
| 2022 | Economic Growth.(2022) In: Springer Texts in Business and Economics. [Citation analysis] This paper has nother 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 nother version. Agregated cites: 0 | chapter | |
| 2022 | Mathematical Appendix.(2022) In: Springer Texts in Business and Economics. [Citation analysis] This paper has nother 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 nother 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 nother 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 nother version. Agregated cites: 0 | chapter | |
| 2022 | Optimal Growth: Continuous Time Analysis.(2022) In: Springer Texts in Business and Economics. [Citation analysis] This paper has nother 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 nother version. Agregated cites: 0 | chapter | |
| 2022 | Optimal Growth: Discrete Time Analysis.(2022) In: Springer Texts in Business and Economics. [Citation analysis] This paper has nother 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 nother version. Agregated cites: 6 | chapter | |
| 2022 | Numerical Solution Methods.(2022) In: Springer Texts in Business and Economics. [Citation analysis] This paper has nother 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 nother version. Agregated cites: 0 | chapter | |
| 2022 | Endogenous Growth Models.(2022) In: Springer Texts in Business and Economics. [Citation analysis] This paper has nother 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 nother version. Agregated cites: 0 | chapter | |
| 2022 | Additional Endogenous Growth Models.(2022) In: Springer Texts in Business and Economics. [Citation analysis] This paper has nother 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 nother 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 nother 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 nother 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 nother 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 | A factor model of term structure slopes in eurocurrency markets.(2002) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2002 | Can forward rates be used to improve interest rate forecasts? In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 2002 | Can forward rates be used to improve interest rate forecasts?..(2002) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2004 | Volatility transmission across the term structure of swap markets: international evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
| 2002 | Volatility Transmission acros the Term Structure of Swap Markets: International Evidence.(2002) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1986 | The role of adjusment costs in interest rate determination In: Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Risk Premia in the Term Structure of Swaps in Pesetas In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2002 | The Forecasting Ability of Factor Models of the Term Structure of IRS Markets In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2002 | An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Dynamic correlations and forecasting of term structure slopes in eurocurrency market In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Taxing or subsidizing Factors rents in a simple endogenous growth model with public capital In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2005 | A factor analysis of volatility across the term structure: the Spanish case In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Why do variance swaps exist? In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2011 | A statistical test for forecast evaluation under a discrete loss function In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2014 | A statistical test for forecast evaluation under a discrete loss function.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | Variance Swaps and Intertemporal Asset Pricing In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 7 |
| 2015 | Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns.(2015) In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2019 | Backtesting Extreme Value Theory models of expected shortfall In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Forward-looking asset correlations in the estimation of economic capital In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Volatility specifications versus probability distributions in VaR forecasting In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 4 |
| 2021 | Volatility specifications versus probability distributions in VaR forecasting.(2021) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2019 | Market risk when hedging a global credit portfolio In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Desigualdad: una revisión actualizada In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2023 | El sector público que necesitamos tras la pandemia In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2023 | The Evaluation of Public Policies in Spain: Misconceptions and Noncompliance In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2023 | La economÃa polÃtica del Plan de Recuperación, Transformación y Resiliencia In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2023 | How Is the Spanish Economy Doing? Thoughts in Electoral Time In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Los Retos de la Desigualdad: Medidas y Perspectivas para la EconomÃa Internacional y el Desarrollo In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Price Volatility Under Alternative Monetary Instruments In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Recursive identification, estimation and forecasting of nonstationary economic time series with applications to GNP international data In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Further evidence on forecasting international GNP growth rates using unobserved components transfer function models In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Liquidity and hedging effectiveness under futures mispricing: International evidence In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team