Alfonso Novales : Citation Profile


Are you Alfonso Novales?

Universidad Complutense de Madrid

9

H index

9

i10 index

271

Citations

RESEARCH PRODUCTION:

35

Articles

49

Papers

3

Books

32

Chapters

RESEARCH ACTIVITY:

   33 years (1990 - 2023). See details.
   Cites by year: 8
   Journals where Alfonso Novales has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 17 (5.9 %)

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   Permalink: http://citec.repec.org/pno7
   Updated: 2024-04-18    RAS profile: 2024-01-04    
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Relations with other researchers


Works with:

de La Fuente, Angel (3)

Onrubia, Jorge (3)

de Rus, Ginés (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alfonso Novales.

Is cited by:

ruiz, jesus (7)

perez, rafaela (7)

Marrero, Gustavo (7)

Ziesemer, Thomas (6)

Getachew, Yoseph (6)

Fosu, Augustin (6)

Pelloni, Alessandra (6)

Deak, Szabolcs (5)

Maffezzoli, Marco (5)

Cunat, Alejandro (5)

Fernández, Esther (5)

Cites to:

Engle, Robert (26)

Rebelo, Sergio (17)

Bollerslev, Tim (16)

Campbell, John (15)

Barro, Robert (13)

Laurent, Sébastien (9)

Turnovsky, Stephen J (9)

Farmer, Roger (9)

Degiannakis, Stavros (9)

Plosser, Charles (8)

Ravikumar, B (8)

Main data


Where Alfonso Novales has published?


Journals with more than one article published# docs
Economic Modelling4
Journal of Economic Dynamics and Control3
International Journal of Forecasting2
Journal of International Financial Markets, Institutions and Money2
Journal of Macroeconomics2
The Quarterly Review of Economics and Finance2
Applied Financial Economics2

Working Papers Series with more than one paper published# docs
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Econmicas y Empresariales, Instituto Complutense de Anlisis Econmico40

Recent works citing Alfonso Novales (2024 and 2023)


YearTitle of citing document
2023A description of the COVID-19 outbreak role in financial risk forecasting. (2023). Righi, Marcelo Brutti ; Santos, Samuel Solgon ; Muller, Fernanda Maria. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000177.

Full description at Econpapers || Download paper

2023The mitigation role of corporate sustainability: Evidence from the CDS spread. (2023). la Rosa, Giovanni ; Galloppo, Giuseppe ; Caiazza, Stefano. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007371.

Full description at Econpapers || Download paper

2023European systemic credit risk transmission using Bayesian networks. (2023). Pavia, Jose M ; Lopez, Jesua ; Ballester, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000405.

Full description at Econpapers || Download paper

2023Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72..

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2023Forecasting the Government Yield Curve in China: A Cyclical Reverting Mean Approach. (2023). Zhang, Fang ; Li, Songzhuo. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2023:i:1:p:78-90.

Full description at Econpapers || Download paper

Works by Alfonso Novales:


YearTitleTypeCited
1997The Joint Dynamics of Spot and Forward Exchange Rates In: Working Papers.
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1997A GENERAL TEST FOR UNIVARIATE SEASONALITY In: Journal of Time Series Analysis.
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article1
2002Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? In: Economic Working Papers at Centro de Estudios Andaluces.
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paper2
2004Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?.(2004) In: Computational Economics.
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1990Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates. In: Econometrica.
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article16
1992Equilibrium interest-rate determination under adjustment costs In: Journal of Economic Dynamics and Control.
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article3
2002Dynamic Laffer curves In: Journal of Economic Dynamics and Control.
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article59
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2007Income taxes, public investment and welfare in a growing economy In: Journal of Economic Dynamics and Control.
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article15
2004Indeterminacy under non-separability of public consumption and leisure in the utility function In: Economic Modelling.
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article22
2010State-uncertainty preferences and the risk premium in the exchange rate market In: Economic Modelling.
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2014Optimal time-consistent fiscal policy under endogenous growth with elastic labor supply In: Economic Modelling.
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2018A term structure model under cyclical fluctuations in interest rates In: Economic Modelling.
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2011Growth, income taxes and consumption aspirations In: Economics Letters.
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2019Long-term swings and seasonality in energy markets In: European Journal of Operational Research.
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2005An error correction factor model of term structure slopes in international swap markets In: Journal of International Financial Markets, Institutions and Money.
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2020Looking through systemic credit risk: Determinants, stress testing and market value In: Journal of International Financial Markets, Institutions and Money.
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1997Forecasting with periodic models A comparison with time invariant coefficient models In: International Journal of Forecasting.
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article13
2005Comments on: Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination In: International Journal of Forecasting.
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article1
2003Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market In: Journal of Banking & Finance.
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2000Testing the expectations hypothesis in Eurodeposits In: Journal of International Money and Finance.
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article29
2005Growth and welfare: Distorting versus non-distorting taxes In: Journal of Macroeconomics.
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2014Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital In: Journal of Macroeconomics.
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2014Variance swaps, non-normality and macroeconomic and financial risks In: The Quarterly Review of Economics and Finance.
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2021Evaluation of market risk associated with hedging a credit derivative portfolio In: The Quarterly Review of Economics and Finance.
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article1
2021El Plan de Recuperación, Transformación y Resiliencia: un resumen anotado In: Studies on the Spanish Economy.
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2023¿Cómo está la economía española?: Reflexiones en período electoral In: Studies on the Spanish Economy.
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2021La gestión de los fondos europeos: criterios, transparencia, riesgos y reformas In: Policy Papers.
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2021La evaluación de políticas públicas en España: antecedentes, situación actual y propuestas para una reforma In: Policy Papers.
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2022Modernización de la Administración Pública In: Policy Papers.
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2023Notas sobre el Proyecto de Ley de Función Pública In: Policy Papers.
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2019Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components In: JRFM.
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1990Empleo, capital humano y participación femenina en España In: Investigaciones Economicas.
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article2
2016Credit Risk Decomposition for Asset Allocation In: Journal of Financial Transformation.
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article1
2020A dominance approach for comparing the performance of VaR forecasting models In: Computational Statistics.
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2011The information content in a volatility index for Spain In: SERIEs: Journal of the Spanish Economic Association.
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2001The role of simulation methods in Macroeconomics In: Spanish Economic Review.
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2009Economic Growth In: Springer Books.
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2014Economic Growth.(2014) In: Springer Texts in Business and Economics.
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2022Economic Growth.(2022) In: Springer Texts in Business and Economics.
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2009Introduction In: Springer Books.
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2009Mathematical Appendix In: Springer Books.
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2014Mathematical Appendix.(2014) In: Springer Texts in Business and Economics.
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2022Mathematical Appendix.(2022) In: Springer Texts in Business and Economics.
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2009The Neoclassical Growth Model Under a Constant Savings Rate In: Springer Books.
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2014The Neoclassical Growth Model Under a Constant Savings Rate.(2014) In: Springer Texts in Business and Economics.
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2022The Neoclassical Growth Model Under a Constant Savings Rate.(2022) In: Springer Texts in Business and Economics.
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2009Optimal Growth. Continuous Time Analysis In: Springer Books.
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2014Optimal Growth: Continuous Time Analysis.(2014) In: Springer Texts in Business and Economics.
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2022Optimal Growth: Continuous Time Analysis.(2022) In: Springer Texts in Business and Economics.
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2009Optimal Growth. Discrete Time Analysis In: Springer Books.
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2014Optimal Growth: Discrete Time Analysis.(2014) In: Springer Texts in Business and Economics.
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2022Optimal Growth: Discrete Time Analysis.(2022) In: Springer Texts in Business and Economics.
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2009Numerical Solution Methods In: Springer Books.
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2014Numerical Solution Methods.(2014) In: Springer Texts in Business and Economics.
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2022Numerical Solution Methods.(2022) In: Springer Texts in Business and Economics.
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2009Endogenous Growth Models In: Springer Books.
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2014Endogenous Growth Models.(2014) In: Springer Texts in Business and Economics.
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2022Endogenous Growth Models.(2022) In: Springer Texts in Business and Economics.
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2009Additional Endogenous Growth Models In: Springer Books.
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2014Additional Endogenous Growth Models.(2014) In: Springer Texts in Business and Economics.
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2022Additional Endogenous Growth Models.(2022) In: Springer Texts in Business and Economics.
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2009Growth in Monetary Economies: Steady-State Analysis of Monetary Policy In: Springer Books.
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2014Growth in Monetary Economies: Steady-State Analysis of Monetary Policy.(2014) In: Springer Texts in Business and Economics.
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2022Growth in Monetary Economies: Steady-State Analysis of Monetary Policy.(2022) In: Springer Texts in Business and Economics.
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2009Transitional Dynamics in Monetary Economies: Numerical Solutions In: Springer Books.
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2014Transitional Dynamics in Monetary Economies: Numerical Solutions.(2014) In: Springer Texts in Business and Economics.
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2022Transitional Dynamics in Monetary Economies: Numerical Solutions.(2022) In: Springer Texts in Business and Economics.
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2014Introduction In: Springer Texts in Business and Economics.
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2022Introduction In: Springer Texts in Business and Economics.
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2022Empirical Methods: Frequentist Estimation In: Springer Texts in Business and Economics.
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2022Empirical Methods: Bayesian Estimation In: Springer Texts in Business and Economics.
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2002A factor model of term structure slopes in Eurocurrency markets In: Applied Economics Letters.
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2002Can forward rates be used to improve interest rate forecasts? In: Applied Financial Economics.
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2004Volatility transmission across the term structure of swap markets: international evidence In: Applied Financial Economics.
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2015Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns.(2015) In: Quarterly Journal of Finance (QJF).
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2021Volatility specifications versus probability distributions in VaR forecasting.(2021) In: Journal of Forecasting.
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2009Liquidity and hedging effectiveness under futures mispricing: International evidence In: Journal of Futures Markets.
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