Citation profile for Alfonso Novales

Alfonso Novales : Citation Profile

Universidad Complutense de Madrid

H index

i10 index

277

Citations

RESEARCH PRODUCTION:

Articles

Papers

Books

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: 15.    Total self citations: 17 (5.78 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pno7
   Updated: 2024-12-03    RAS profile: 2024-01-04
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Relations with other researchers

Works with:

de La Fuente, Angel (3)

de Rus, Ginés (3)

Onrubia, Jorge (3)

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

Is cited by:

Marrero, Gustavo (7)

ruiz, jesus (7)

perez, rafaela (7)

Getachew, Yoseph (6)

Fosu, Augustin (6)

Pelloni, Alessandra (6)

Ziesemer, Thomas (6)

Trabandt, Mathias (5)

Maffezzoli, Marco (5)

Uhlig, Harald (5)

Cunat, Alejandro (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)

Glomm, Gerhard (8)

Plosser, Charles (8)

Main data

Where Alfonso Novales has published?

Journals with more than one article published	# docs
Economic Modelling	4
Journal of Economic Dynamics and Control	3
Journal of International Financial Markets, Institutions and Money	2
The Quarterly Review of Economics and Finance	2
International Journal of Forecasting	2
Journal of Macroeconomics	2
Applied Financial Economics	2

Working Papers Series with more than one paper published	# docs
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Econ�micas y Empresariales, Instituto Complutense de An�lisis Econ�mico	41

Recent works citing Alfonso Novales (2024 and 2023)

Year	Title of citing document
2023	A 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
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
2023	The 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
2024	Measuring the risk appetite of bank-controlling shareholders: The Risk-Weighted Ownership index. (2024). Previtali, Daniele ; Murro, Pierluigi ; Bellardini, Luca. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000073. Full description at Econpapers \|\| Download paper
2023	European 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
2023	Measuring 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.*. Full description at Econpapers \|\| Download paper
2023	Forecasting 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
2024	A comparison of Range Value at Risk (RVaR) forecasting models. (2024). Santos, Samuel Solgon ; Gossling, Thalles Weber ; Muller, Fernanda Maria ; Righi, Marcelo Brutti. 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
	.() In: . [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
	.() In: . [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
	.() In: . [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
	.() In: . [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	7
	.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7	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
	.() In: . [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
	.() In: . [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
	.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14	paper
	.() In: . [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
	.() In: . [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 economía española?: Reflexiones en período electoral 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
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
	.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
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1990	Empleo, capital humano y participaciÃ³n femenina en EspaÃ±a 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
	.() In: . [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
	.() In: . [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
	.() In: . [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
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2004	Volatility transmission across the term structure of swap markets: international evidence In: Applied Financial Economics. [Full Text][Citation analysis]	article	7
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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: 6	article
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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
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2009	Liquidity and hedging effectiveness under futures mispricing: International evidence In: Journal of Futures Markets. [Full Text][Citation analysis]	article	5

	article	chapter	book	paper
1990	2	0	0	0
1991	0	0	0	0
1992	1	0	0	0
1993	0	0	0	0
1994	0	0	0	0
1995	0	0	0	0
1996	0	0	0	0
1997	2	0	0	1
1998	0	0	0	0
1999	0	0	0	0
2000	1	0	0	0
2001	1	0	0	0
2002	3	0	0	1
2003	1	0	0	0
2004	3	0	0	0
2005	3	0	0	0
2006	0	0	0	0
2007	1	0	0	0
2008	0	0	0	0
2009	1	10	1	0
2010	1	0	0	0
2011	2	0	0	0
2012	0	0	0	0
2013	0	0	0	0
2014	3	10	1	0
2015	1	0	0	0
2016	1	0	0	0
2017	0	0	0	0
2018	1	0	0	0
2019	2	0	0	0
2020	2	0	0	0
2021	2	0	0	3
2022	0	12	1	1
2023	0	0	0	2