Simon Sosvilla-Rivero : Citation Profile


Are you Simon Sosvilla-Rivero?

Universidad Complutense de Madrid

19

H index

39

i10 index

1374

Citations

RESEARCH PRODUCTION:

122

Articles

164

Papers

1

Chapters

RESEARCH ACTIVITY:

   34 years (1990 - 2024). See details.
   Cites by year: 40
   Journals where Simon Sosvilla-Rivero has often published
   Relations with other researchers
   Recent citing documents: 103.    Total self citations: 128 (8.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso34
   Updated: 2024-12-03    RAS profile: 2024-09-12    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Gómez-Puig, Marta (13)

Singh, Manish (4)

Martínez-Zarzoso, Inmaculada (3)

Cohen, Lior (2)

Pérez-Rodríguez, Jorge (2)

Ramos Herrera, Maria del Carmen (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Simon Sosvilla-Rivero.

Is cited by:

Odhiambo, Nicholas (18)

Saungweme, Talknice (17)

Kočenda, Evžen (12)

Claveria, Oscar (11)

Matilla-García, Mariano (10)

Herce, José (10)

Maghyereh, Aktham (9)

Ramirez, Miguel (9)

Creel, Jerome (9)

Afonso, Antonio (9)

Guillen, Montserrat (9)

Cites to:

Reinhart, Carmen (166)

Gómez-Puig, Marta (149)

Rogoff, Kenneth (143)

Pesaran, Mohammad (62)

Perron, Pierre (59)

Diebold, Francis (58)

Barro, Robert (51)

Fratzscher, Marcel (45)

Bajo-Rubio, Oscar (42)

Yilmaz, Kamil (40)

Phillips, Peter (38)

Main data


Where Simon Sosvilla-Rivero has published?


Journals with more than one article published# docs
Applied Economics Letters23
Applied Economics16
Applied Financial Economics7
Economic Modelling6
Economics Letters6
International Review of Economics & Finance5
The North American Journal of Economics and Finance4
Journal of International Financial Markets, Institutions and Money4
The Quarterly Review of Economics and Finance3
Journal of International Money and Finance3
Journal of Policy Modeling3
Cuadernos de Economa - Spanish Journal of Economics and Finance3
Investigaciones Economicas2
INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH2
Estudios de Economia Aplicada2
International Journal of Finance & Economics2
Hacienda Pblica Espaola / Review of Public Economics2

Working Papers Series with more than one paper published# docs
Working Papers / Asociacin Espaola de Economa y Finanzas Internacionales33
IREA Working Papers / University of Barcelona, Research Institute of Applied Economics33
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Econmicas y Empresariales, Instituto Complutense de Anlisis Econmico5
Economic Working Papers at Centro de Estudios Andaluces / Centro de Estudios Andaluces5
Documentos de trabajo de la Facultad de Ciencias Econmicas y Empresariales / Universidad Complutense de Madrid, Facultad de Ciencias Econmicas y Empresariales5
ERSA conference papers / European Regional Science Association2
Working Papers / Universitat de Barcelona, UB Riskcenter2

Recent works citing Simon Sosvilla-Rivero (2024 and 2023)


YearTitle of citing document
2023Evolution of Fiscal Decentralisation in OECD Countries: A Club Convergence Analysis. (2023). Presno, Maria J ; Delgado, Francisco J. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:25:y:2023:i:63:p:558.

Full description at Econpapers || Download paper

2023Cryptocurrency Return Prediction Using Investor Sentiment Extracted by BERT-Based Classifiers from News Articles, Reddit Posts and Tweets. (2022). Ider, Duygu. In: Papers. RePEc:arx:papers:2204.05781.

Full description at Econpapers || Download paper

2023Integration or fragmentation? A closer look at euro area financial markets. (2023). Feldkircher, Martin ; Klieber, Karin. In: Papers. RePEc:arx:papers:2310.07790.

Full description at Econpapers || Download paper

2023Relative Impact of the U.S. Energy Market Sentiments on Stocks and ESG Index Returns: Evidence from GCC Countries. (2023). Mohnot, Rajesh ; Verma, Rahul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-32.

Full description at Econpapers || Download paper

2024Proportional warm-glow theory and asset pricing. (2024). Smith, William ; Dreyer, Johannes Kabderian. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000734.

Full description at Econpapers || Download paper

2024The productivity puzzle and the decline of unions. (2024). Mitra, Aruni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002129.

Full description at Econpapers || Download paper

2023Climate policy uncertainty, oil price and agricultural commodity: From quantile and time perspective. (2023). Xu, Shulin ; Qiu, Lianhong ; Kan, Jia-Min ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:256-272.

Full description at Econpapers || Download paper

2023Are sustainable investments interdependent? The international evidence. (2023). Arfaoui, Nadia ; Ha, Thi Thu ; Naeem, Muhammad Abubakr ; Mirza, Nawazish ; Oliyide, Johnson A. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003571.

Full description at Econpapers || Download paper

2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

Full description at Econpapers || Download paper

2024Sovereign spread divergence owing to inflation and redenomination risk countered by unconventional monetary policy in the Eurozone. (2024). Kiss, Gábor Dávid ; Alipanah, Sabri. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s026499932300425x.

Full description at Econpapers || Download paper

2023Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566.

Full description at Econpapers || Download paper

2024Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Peng, Hongjuan ; Tang, Pan ; Zhang, Ditian ; Zhuang, Yangyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870.

Full description at Econpapers || Download paper

2023Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119.

Full description at Econpapers || Download paper

2024Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Faizliev, Alexey ; Balash, Vladimir. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004.

Full description at Econpapers || Download paper

2023Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. (2023). Zhu, You ; Uddin, Gazi Salah ; Xie, Chi ; Feng, Yusen ; Wan, LI ; Wang, Gang-Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340.

Full description at Econpapers || Download paper

2023Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network. (2023). Li, Zixuan ; Long, Shaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004611.

Full description at Econpapers || Download paper

2023Public debt - economic growth nexus in emerging and developing economies: Exploring nonlinearity. (2023). Rafi, O. P. C. Muhammed, ; Augustine, Blessy. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007164.

Full description at Econpapers || Download paper

2023What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037.

Full description at Econpapers || Download paper

2024The impact of COVID-19 on sovereign contagion. (2024). Moratis, Georgios ; Drakos, Anastasios. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300089x.

Full description at Econpapers || Download paper

2024Temporal networks and financial contagion. (2024). Nocciola, Luca ; Vouldis, Angelos ; Franch, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093.

Full description at Econpapers || Download paper

2023ECB unconventional monetary policy and volatile bank flows: Spillover effects on emerging market economies. (2023). Ouerk, Salima. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:175-211.

Full description at Econpapers || Download paper

2024The dynamic effects of public investments on private capital formation: Modelling a heterogeneous asymmetric cointegration with unobserved global factors. (2024). Carvelli, Gianni. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000859.

Full description at Econpapers || Download paper

2023The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies. (2023). Alshater, Muneer M ; el Khoury, Rim ; Tian, Maoxi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001846.

Full description at Econpapers || Download paper

2023The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R ; Badics, Milan Csaba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051.

Full description at Econpapers || Download paper

2023Forecasting Bitcoin with technical analysis: A not-so-random forest?. (2023). Djakovic, Vladimir ; Adcock, Robert ; Kukolj, Dragan ; Gradojevic, Nikola. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:1-17.

Full description at Econpapers || Download paper

2023How quantitative easing changes the nature of sovereign risk. (2023). de Haan, Leo ; van den End, Jan Willem ; Broeders, Dirk. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000827.

Full description at Econpapers || Download paper

2023Can the tone of central bankers’ speeches discourage potential bank borrowers in the Eurozone?. (2023). Tsouknidis, Dimitris ; Anastasiou, Dimitris ; Drakos, Konstantinos ; Krokida, Styliani-Iris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001511.

Full description at Econpapers || Download paper

2023Eurozone government bond spreads: A tale of different ECB policy regimes. (2023). Pieterse-Bloem, Mary. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001663.

Full description at Econpapers || Download paper

2023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

Full description at Econpapers || Download paper

2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

Full description at Econpapers || Download paper

2024The threshold effect of institutional quality on sovereign debt and economic stability. (2024). Prince, Ehsanur ; Chowdhury, Mohammad Ashraful ; Abdullah, Mohammad ; Shoyeb, Mohammad. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:46:y:2024:i:1:p:39-59.

Full description at Econpapers || Download paper

2023Green financing, financial uncertainty, geopolitical risk, and oil prices volatility. (2023). Altunta, Mehmet ; Mirza, Nawazish ; Ma, Wanying ; Wang, Fanyi. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004270.

Full description at Econpapers || Download paper

2023Natural resources extraction and financial inclusion: Linear and non-linear effect of natural resources on financial sector. (2023). Badeeb, Ramez ; Zhang, Changyong ; Uktamov, Khusniddin Fakhriddinovich ; Khan, Zeeshan ; Zhao, Jun ; Wang, BO. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005378.

Full description at Econpapers || Download paper

2024Oil shocks and financial stability in MENA countries. (2024). Sousa, Ricardo ; Sohag, Kazi ; Elsayed, Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000205.

Full description at Econpapers || Download paper

2023Russia-Ukraine conflict: The effect on European banks’ stock market returns. (2023). Gouveia, Ricardo ; Correia, Pedro ; Martins, Antonio Miguel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:67:y:2023:i:c:s1042444x23000051.

Full description at Econpapers || Download paper

2024The international linkages of market risk perception. (2024). Vich-Llompart, Magdalena M ; Vaello-Sebastia, Antoni ; Serrano, Pedro. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:72:y:2024:i:c:s1042444x23000452.

Full description at Econpapers || Download paper

2023The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors. (2023). Ben Amar, Amine ; Balli, Faruk ; Billah, Mabruk. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x23000021.

Full description at Econpapers || Download paper

2023Network connectedness of the term structure of yield curve and global Sukuks. (2023). Teplova, Tamara ; Shahab, Yasir ; Riaz, Yasir ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001221.

Full description at Econpapers || Download paper

2024Energy mix diversification in emerging economies: An econometric analysis of determinants. (2024). Irfan, M ; Nibedita, B. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s1364032123009012.

Full description at Econpapers || Download paper

2023Warm-glow investment and the underperformance of green stocks. (2023). Smith, William ; Sharma, Vivek ; Dreyer, Johannes Kabderian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:546-570.

Full description at Econpapers || Download paper

2023Binary gravity search algorithm and support vector machine for forecasting and trading stock indices. (2023). Chen, Haonan ; Wang, Jianyong ; Zong, Xiangyu ; Kang, Haijun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:507-526.

Full description at Econpapers || Download paper

2023What impacts foreign capital flows to Chinas stock markets? Evidence from financial risk spillover networks. (2023). Li, Songsong ; Xu, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:559-577.

Full description at Econpapers || Download paper

2024The threshold effects of public debt on economic growth in MENA countries: Do energy endowments matter?. (2024). Mimouni, Karim ; Mrabet, Zouhair ; Alsamara, Mouyad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:458-470.

Full description at Econpapers || Download paper

2023Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemic. (2023). Al-Shboul, Mohammad ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002100.

Full description at Econpapers || Download paper

2024Precious metals and currency markets during the Russia-Ukraine conflict’s inflationary periods. (2024). Raza, Syed ; Guesmi, Khaled ; Anwar, Rija ; Benkraiem, Ramzi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002647.

Full description at Econpapers || Download paper

2024Bitcoin forks: What drives the branches?. (2024). Corbet, Shaen ; Oxley, Les ; Hu, Yang ; Hou, Yang ; Conlon, Thomas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000539.

Full description at Econpapers || Download paper

2023Agricultural Commodities in the Context of the Russia-Ukraine War: Evidence from Corn, Wheat, Barley, and Sunflower Oil. (2023). Hakova, Simona ; Kuera, Jii ; Aliu, Florin. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:1:p:19-373:d:1104608.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Fiscal Expenditure Efficiency Measurement and Its Convergence Analysis on Aging Undertakings in China: Based on a Global Super-Efficiency Slacks-Based Measure Model. (2023). Zhang, Lei ; Zhao, Jianguo. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2486-:d:1051540.

Full description at Econpapers || Download paper

2023Climate Change and Government Borrowing Costs: A Triple Whammy for Emerging Market Economies. (2023). Jalles, Joao ; Clements, Benedict ; Adrogue, Bernat ; Gupta, Sanjeev. In: Working Papers REM. RePEc:ise:remwps:wp02942023.

Full description at Econpapers || Download paper

2024Bank’s risk-taking channel of monetary policy and TLTRO: Evidence from the Eurozone. (2024). Ferreira, Jorge ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp03202024.

Full description at Econpapers || Download paper

2023Manufactured exports, disaggregated imports and economic growth: the case of Kuwait. (2023). Chamberlain, Trevor W ; Kalaitzi, Athanasia Stylianou. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09444-x.

Full description at Econpapers || Download paper

2024Global directed technical change model with fiscal and monetary policies, and public debt. (2024). Vasconcelos, Paulo B ; Afonso, Oscar ; Loureiro, Daniel. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09672-3.

Full description at Econpapers || Download paper

2023Sentimental Shocks and House Prices. (2023). Kapopoulos, Panayotis ; Anastasiou, Dimitris ; Zekente, Kalliopi-Maria. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:4:d:10.1007_s11146-021-09871-z.

Full description at Econpapers || Download paper

2023The Role of Systemic Risk Spillovers in the Transmission of Euro Area Monetary Policy. (2023). Skouralis, Alexandros. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:5:d:10.1007_s11079-022-09707-0.

Full description at Econpapers || Download paper

2023Investigating the Determinants of the Shadow Economy: The Baltic Region. (2023). Amir, Aysel ; Gokmenoglu, Korhan K. In: Eastern European Economics. RePEc:mes:eaeuec:v:61:y:2023:i:2:p:181-198.

Full description at Econpapers || Download paper

2023When a correction turns into a bear market: What explains the depth of the stock market drawdown? A discretionary global macro approach. (2023). Jackson, Dave ; Tokic, Damir. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-023-00306-3.

Full description at Econpapers || Download paper

2023Drivers of the Tax Effort: Evidence from a Large Panel. (2023). Jalles, Joao ; Barros, Victor ; Sarmento, Joaquim Miranda. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:1:d:10.1057_s41294-022-00187-2.

Full description at Econpapers || Download paper

2023The cause and Interaction between banking crises and the business cycle. (2023). Bodunrin, Olalekan. In: MPRA Paper. RePEc:pra:mprapa:117955.

Full description at Econpapers || Download paper

2023Return and Volatility Connectedness in Foreign Exchange Markets of Sierra Leone. (2023). Osabuohien, Evans ; Johnson, Leroy. In: MPRA Paper. RePEc:pra:mprapa:118135.

Full description at Econpapers || Download paper

2023Do Remittances Promote Labor Productivity in Mexico? A DOLS and FMOLS Analysis, 1970-2017. (2023). Ramirez, Miguel. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:10:y:2023:i:1:p:115-131.

Full description at Econpapers || Download paper

2023Nexus between Macroeconomic Factors and Economic Growth in Malaysia: An Autoregressive Distributed Lag Approach. (2023). Hasbullah, Nornajihah Nadia ; Nordin, Noorain Mohd ; Harun, Hazalinda ; Binti, Amizatul Hawariah ; Kamis, Rohaiza ; Mastor, Suraya Hamimi. In: Information Management and Business Review. RePEc:rnd:arimbr:v:15:y:2023:i:3:p:306-313.

Full description at Econpapers || Download paper

2023Impact of Public Debt on Economic Growth: A Quantile Regression Approach. (2023). Chin, Lee ; San, Chen Kong. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:12:y:2023:i:2:p:250-278.

Full description at Econpapers || Download paper

2023Analyzing the Drivers of the Shadow Economy for the Case of the CESEE Region. (2023). Gkmenoalu, Korhan ; Amir, Aysel. In: Journal of Economics / Ekonomicky casopis. RePEc:sav:journl:v:71:y:2023:i:2:p:155-181.

Full description at Econpapers || Download paper

2023Triggering economic growth to ensure financial stability: case study of Northern Cyprus. (2023). Akalpler, Ergin. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00481-7.

Full description at Econpapers || Download paper

2023Cryptocurrency Connectedness: Does Controlling for the Cross-Correlations Matter?. (2023). Wiesen, Thomas ; Bharadwaj, Lakshya. In: Applied Economics Letters. RePEc:taf:apeclt:v:30:y:2023:i:20:p:2873-2880.

Full description at Econpapers || Download paper

2023The impact of public debt on economic growth in Côte dIvoire: New evidence from linear and non-linear ARDL approaches. (2023). Nicholas, Odhiambo ; Glenda, Maluleke ; Talknice, Saungwem. In: Croatian Review of Economic, Business and Social Statistics. RePEc:vrs:crebss:v:9:y:2023:i:1:p:61-77:n:1.

Full description at Econpapers || Download paper

2023Fertility, fiscal deficit and sustainability of public debt in an endogenous growth model. (2023). Mitsuru, Ueshina ; Hiroki, Aso. In: Economics and Business Review. RePEc:vrs:ecobur:v:9:y:2023:i:3:p:224-238:n:10.

Full description at Econpapers || Download paper

2023TVP-VAR Frequency Connectedness Between the Foreign Exchange Rates of Non-Euro Area Member Countries. (2023). Sarissa, Yakari ; Nesrin, Akbulut ; Yakup, Ari. In: Folia Oeconomica Stetinensia. RePEc:vrs:foeste:v:23:y:2023:i:2:p:1-23:n:20.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

Works by Simon Sosvilla-Rivero:


YearTitleTypeCited
2000A QUANTITATIVE ANALYSIS OF THE EFFECTS OF CAPITAL CONTROLS: SPAIN, 1986-1990 In: Working Papers.
[Full Text][Citation analysis]
paper1
2000A Quantitative Analysis of the Effects of Capital Controls: Spain, 1986-1990.(2000) In: Working Papers on International Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2001A Quantitative Analysis of the Effects of Capital Controls: Spain, 1986-1990.(2001) In: International Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2000TECHNICAL ANALYSIS IN FOREIGN EXCHANGE MARKETS: LINEAR VERSUS NONLINEAR TRADING RULES In: Working Papers.
[Full Text][Citation analysis]
paper1
2000Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules.(2000) In: Working Papers on International Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2002Regimen changes and duration in the European Monetary System In: Working Papers.
[Full Text][Citation analysis]
paper2
2002Regimen Changes and Duration in the European Monetary System.(2002) In: Working Papers on International Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2003Regimen changes and duration in the European Monetary System.(2003) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2004An empirical examination of exchange-rate credibility determinants in the EMS In: Working Papers.
[Full Text][Citation analysis]
paper0
2001An 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 nother version. Agregated cites: 0
paper
2006An empirical examination of exchange-rate credibility determinants in the EMS.(2006) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2005Regímenes cambiarios de iure y de facto. El caso de la Peseta/Dólar, 1965-1998 In: Working Papers.
[Full Text][Citation analysis]
paper0
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 nother version. Agregated cites: 0
paper
2007Political and institutional factors in regime change in the ERM: An application of duration analysis In: Working Papers.
[Full Text][Citation analysis]
paper1
2008Political and Institutional Factors in Regime Changes in the ERM: An Application of Duration Analysis.(2008) In: The World Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2010The euro and the volatility of exchange rates In: Working Papers.
[Full Text][Citation analysis]
paper1
2011The euro and the volatility of exchange rates.(2011) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2011The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis In: Working Papers.
[Full Text][Citation analysis]
paper0
2012The US dollar-euro exchange rate and US-EMU bond yield differentials: A causality analysis.(2012) In: Cuadernos de Economía - Spanish Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2011Volatility in EMU sovereign bond yields: Permanent and transitory components In: Working Papers.
[Full Text][Citation analysis]
paper10
2012Volatility in EMU sovereign bond yields: permanent and transitory components.(2012) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
article
2011Causality and contagion in peripheral EMU public debt markets: A dynamic approach In: Working Papers.
[Full Text][Citation analysis]
paper38
2011Causality and contagion in peripheral EMU public debt markets: a dynamic approach.(2011) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38
paper
2011Historical financial analogies of the current crisis In: Working Papers.
[Full Text][Citation analysis]
paper3
2012Historical financial analogies of the current crisis.(2012) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2012On the forecast accuracy and consistency of exchange rate expectations: The Spanish PwC Survey In: Working Papers.
[Full Text][Citation analysis]
paper1
2013On the forecast accuracy and consistency of exchange rate expectations: the Spanish PwC Survey.(2013) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2012Genetic algorithm for arbitrage with more than three currencies In: Working Papers.
[Full Text][Citation analysis]
paper1
2012Real exchange rate volatility, financial crises and nominal exchange regimes In: Working Papers.
[Full Text][Citation analysis]
paper0
2014Exchange-rate regimes and economic growth: An empirical evaluation In: Working Papers.
[Full Text][Citation analysis]
paper3
2014Exchange-rate regimes and economic growth: an empirical evaluation.(2014) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2014Exchange-rate regimes and inflation: An empirical evaluation In: Working Papers.
[Full Text][Citation analysis]
paper1
2014Causality and Contagion in EMU Sovereign Debt Markets In: Working Papers.
[Full Text][Citation analysis]
paper49
2014Causality and contagion in EMU sovereign debt markets.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49
paper
2014Causality and contagion in EMU sovereign debt markets.(2014) In: International Review of Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49
article
2014“Causality and Contagion in EMU Sovereign Debt Markets”.(2014) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49
paper
2014A contribution to the empirics of convergence in real GDP growth: The role of financial crises and exchange-rate regimes In: Working Papers.
[Full Text][Citation analysis]
paper3
2016A contribution to the empirics of convergence in real GDP growth: the role of financial crises and exchange-rate regimes.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2014An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis In: Working Papers.
[Full Text][Citation analysis]
paper36
2014An update on EMU sovereign yield spread drivers in time of crisis: A panel data analysis.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36
paper
2014An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis.(2014) In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36
article
2014“An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis”.(2014) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36
paper
2014EMU sovereign debt market crisis: Fundamentals-based or pure contagion? In: Working Papers.
[Full Text][Citation analysis]
paper3
2014“EMU sovereign debt market crisis: Fundamentals-based or pure contagion?”.(2014) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2014Forward looking banking stress in EMU countries In: Working Papers.
[Full Text][Citation analysis]
paper0
2014“Forward Looking Banking Stress in EMU Countries”.(2014) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2015Sovereigns and banks in the euro area: A tale of two crises In: Working Papers.
[Full Text][Citation analysis]
paper6
2015“Sovereigns and banks in the euro area: a tale of two crises”.(2015) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2015Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis In: Working Papers.
[Full Text][Citation analysis]
paper2
2015“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”.(2015) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2015“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”.(2015) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2015Volatility spillovers in EMU sovereign bond markets In: Working Papers.
[Full Text][Citation analysis]
paper36
2015Volatility spillovers in EMU sovereign bond markets.(2015) In: International Review of Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36
article
2015The failure of the monetary model of exchange rate determination In: Working Papers.
[Full Text][Citation analysis]
paper3
2015The failure of the monetary model of exchange rate determination.(2015) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2015On the bi-directional causal relationship between public debt and economic growth in EMU countries In: Working Papers.
[Full Text][Citation analysis]
paper38
2015“On the bi-directional causal relationship between public debt and economic growth in EMU countries”.(2015) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38
paper
2015Detection of Implicit Fluctuation Bands and their Credibility in Candidate Countries In: Working Papers.
[Full Text][Citation analysis]
paper0
2015Detection of implicit fluctuation bands and their credibility in EU candidate countries.(2015) In: Baltic Journal of Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2015Detection of Implicit Fluctuation Bands in The European Union Countries In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Connectedness of stress in EMU bank and sovereign CDS: the role policy measures 2008-2014 In: Working Papers.
[Full Text][Citation analysis]
paper2
2016Public debt and economic growth: An empirical evaluation In: Working Papers.
[Full Text][Citation analysis]
paper0
2017Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach In: Working Papers.
[Full Text][Citation analysis]
paper0
2017Inflation, real economic growth and unemployment expectations: An empirical analysis based on the ECB Survey of Professional Forecasters In: Working Papers.
[Full Text][Citation analysis]
paper2
2018Inflation, real economic growth and unemployment expectations: an empirical analysis based on the ECB survey of professional forecasters.(2018) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2017Systemic banks, capital composition and CoCo bonds issuance:The effects on bank risk In: Working Papers.
[Full Text][Citation analysis]
paper1
2017Systemic banks, capital composition and CoCo bonds issuance: The effects on bank risk.(2017) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2004Export market integration in the European Union In: Journal of Applied Economics.
[Full Text][Citation analysis]
article3
2004Export market integration in the European Union.(2004) In: Journal of Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2002Export Market Integration in the European Union.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2004Export Market Integration in the European Union.(2004) In: Journal of Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2018Public Debt and Economic Growth: Further Evidence for the Euro Area In: Acta Oeconomica.
[Full Text][Citation analysis]
article20
1990 Cointegration and Unit Roots. In: Journal of Economic Surveys.
[Citation analysis]
article266
2003An Empirical Evaluation of Non-Linear Trading Rules In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article7
2001An Empirical Evaluation of Non-Linear Trading Rules.(2001) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2003On the Credibility of a Target Zone: Evidence from the EMS In: Economic Working Papers at Centro de Estudios Andaluces.
[Full Text][Citation analysis]
paper0
2003Efectos a largo plazo sobre la economia andaluza de las ayudas procedentes de los fondos estructurales: el Marco de Apoyo Comunitario 1994-1999. In: Economic Working Papers at Centro de Estudios Andaluces.
[Full Text][Citation analysis]
paper0
2003Efectos a largo plazo sobre la economía andaluza de las ayudas procedentes de los fondos estructurales: el Marco de Apoyo Comunitario 1994-1999.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2004Assessing the effectiveness of EU’s regional policies:a new approach In: Economic Working Papers at Centro de Estudios Andaluces.
[Full Text][Citation analysis]
paper1
2006Assessing the effectiveness of the EUs regional policies on real convergence: An analysis based on the HERMIN model.(2006) In: European Planning Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2004Assessing the effectiveness of EUÂ’s regional policies: a new approach.(2004) In: ERSA conference papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2005Structural Breaks in Volatility: Evidence for the OECD Real Exchange Rates In: Economic Working Papers at Centro de Estudios Andaluces.
[Full Text][Citation analysis]
paper3
2004Structural Breaks in Volatility: Evidence from the OECD Real Exchange Rates.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2006Macroeconomic Instability in the European Monetary System? In: Economic Working Papers at Centro de Estudios Andaluces.
[Full Text][Citation analysis]
paper0
2008Macroeconomic instability in the European monetary system?.(2008) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
1992Efficiency in the Peseta Forward Exchange Rate Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper4
2008The Credibility of the European monetary System:A Review In: Cuadernos de Economía - Spanish Journal of Economics and Finance.
[Full Text][Citation analysis]
article1
The Credibility of the European Monetary System: A Review.() In: Studies on the Spanish Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2013Inflation expectations in Spain: The Spanish PwC Survey In: Cuadernos de Economía - Spanish Journal of Economics and Finance.
[Full Text][Citation analysis]
article2
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
1993Does public capital affect private sector performance? : An analysis of the Spanish case, 1964-1988 In: Economic Modelling.
[Full Text][Citation analysis]
article53
1995HERMIN : A macroeconometric modelling framework for the EU periphery In: Economic Modelling.
[Full Text][Citation analysis]
article14
1995HERMIN Spain In: Economic Modelling.
[Full Text][Citation analysis]
article8
1995Similarity and diversity in the EU periphery : A HERMIN-based investigation In: Economic Modelling.
[Full Text][Citation analysis]
article0
2016Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion In: Economic Modelling.
[Full Text][Citation analysis]
article34
2021Quantifying sovereign risk in the euro area In: Economic Modelling.
[Full Text][Citation analysis]
article2
2024Quantifying sovereign risk in the euro area.(2024) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2019The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article4
2022Searching for informed traders in stock markets: The case of Banco Popular In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article0
2024A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article0
2012On factors explaining the 2008 financial crisis In: Economics Letters.
[Full Text][Citation analysis]
article14
1992Chaotic behaviour in exchange-rate series : First results for the Peseta--U.S. dollar case In: Economics Letters.
[Full Text][Citation analysis]
article16
1992Further tests on the forward exchange rate unbiasedness hypothesis In: Economics Letters.
[Full Text][Citation analysis]
article5
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
1998Testing nonlinear forecastability in time series: Theory and evidence from the EMS In: Economics Letters.
[Full Text][Citation analysis]
article13
2000On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market In: Economics Letters.
[Full Text][Citation analysis]
article67
1999On the profitability of technical trading rules based on arifitial neural networks : evidence from the Madrid stock market.(1999) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67
paper
2001Asymmetry in the EMS: New evidence based on non-linear forecasts In: European Economic Review.
[Full Text][Citation analysis]
article19
1997Asymmetry in the EMS: New evidence based on non-linear forecasts.(1997) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19
paper
2000ASYMMETRY IN THE EMS: NEW EVIDENCE BASED ON NON-LINEAR FORECASTS.(2000) In: Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19
paper
2016Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article53
2018Nonfinancial debt and economic growth in euro-area countries In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article1
2017Nonfinancial debt and economic growth in euro-area countries.(2017) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2020Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article10
2019“Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities”.(2019) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2022On the heterogeneous link between public debt and economic growth In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article10
1999Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS In: International Journal of Forecasting.
[Full Text][Citation analysis]
article25
1998Exchange-rate forecasts with simultaneous nearest-neighbour methods: Evidence from the EMS.(1998) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25
paper
2001Modelling evolving long-run relationships: the linkages between stock markets in Asia In: Japan and the World Economy.
[Full Text][Citation analysis]
article22
2000Modelling evolving long-run relationships: the linkages between stock markets in asia.(2000) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22
paper
2013Granger-causality in peripheral EMU public debt markets: A dynamic approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article19
2010Structural breaks in volatility: Evidence for the OECD and non-OECD real exchange rates In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article9
2015Bank risk behavior and connectedness in EMU countries In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article10
2015“Bank risk behavior and connectedness in EMU countries”.(2015) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2016Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article15
1999Environmental Consequences of the Community Support Framework 1994-99 in Spain In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article2
2008European cohesion policy and the Spanish economy: A policy discussion case In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article10
2015The causal relationship between debt and growth in EMU countries In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article32
2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article1
2018Volatility spillovers between foreign exchange and stock markets in industrialized countries In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article10
2021Testing unobserved market heterogeneity in financial markets: The case of Banco Popular In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article0
2022The economic effects of fiscal policy: Further evidence for Spain In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article0
2014The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article16
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
paper
2017Heterogeneity in the debt-growth nexus: Evidence from EMU countries In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article12
2017Heterogeneity in the debt-growth nexus: Evidence from EMU countries.(2017) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2023Economic growth and deviations from the equilibrium exchange rate In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article0
2008European Cohesion Policy and the Spanish Economy In: Chapters.
[Full Text][Citation analysis]
chapter0
2003Convergence in Social Protection Across EU Countries, 1970-1999 In: Economics Working Papers.
[Full Text][Citation analysis]
paper1
2001Convergence in social protection across EU countries, 1970-1999.(2001) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2000On the Credibility of the Irish Pound in the EMS In: The Economic and Social Review.
[Full Text][Citation analysis]
article5
2008El Impacto de los Fondos Europeos en la Economía Andaluza: 1989-2013 In: Economic Reports.
[Full Text][Citation analysis]
paper0
2009El impacto de los Fondos Europeos en la economía andaluza: 1989-2013.(2009) In: Revista de Estudios Regionales.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2008Un Análisis Estratégico del Sistema para la Autonomía y Atención a la Dependencia In: Economic Reports.
[Full Text][Citation analysis]
paper0
2000Testing Chaotic Dynamics via Lyapunov Exponents In: Working Papers.
[Full Text][Citation analysis]
paper22
2005Testing chaotic dynamics via Lyapunov exponents.(2005) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22
article
2000Assensing the Credibility of the Irish Pound in the European Monetary System In: Working Papers.
[Full Text][Citation analysis]
paper0
2000Expectations, Learning and Credibility: Monetary Policy in Spain In: Working Papers.
[Full Text][Citation analysis]
paper0
2000Purchasing Power Parity and Spanish Provinces, 1940-1992 In: Working Papers.
[Full Text][Citation analysis]
paper0
2001La política macroeconómica en economías interdependientes In: Working Papers.
[Full Text][Citation analysis]
paper0
2001Assessing the credibility of a target zone: Evidence from the EMS In: Working Papers.
[Full Text][Citation analysis]
paper7
2005Assessing the credibility of a target zone: evidence from the EMS.(2005) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2001Optimisation of Technical Rules by Genetic Algorithms: Evidence from the Madrid Stock Market In: Working Papers.
[Full Text][Citation analysis]
paper3
2005Optimization of technical rules by genetic algorithms: evidence from the Madrid stock market.(2005) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2002Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series In: Working Papers.
[Full Text][Citation analysis]
paper0
2002Nearest-Neighbour Predictions in Foreign Exchange Markets In: Working Papers.
[Full Text][Citation analysis]
paper0
2002Price Convergence in the European Union In: Working Papers.
[Full Text][Citation analysis]
paper21
2004Price convergence in the European Union.(2004) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21
article
2002Modelling the linkages between US and Latin American stock markets In: Working Papers.
[Full Text][Citation analysis]
paper23
2003Modelling the linkages between US and Latin American stock markets.(2003) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23
article
2002An Eclectic Approach to Currency Crises: Drawing Lessons from the EMS Experience In: Working Papers.
[Full Text][Citation analysis]
paper3
2007An eclectic approach to currency crises: drawing lessons from the EMS experience.(2007) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2002Efectos Económicos de las Inversiones Ferroviarias, 1991-2007 In: Working Papers.
[Full Text][Citation analysis]
paper0
2003A New Test for Chaotic Dynamics Using Lyapunov Exponents In: Working Papers.
[Full Text][Citation analysis]
paper1
2003Forecasting the Dollar/Euro Exchange Rate: Can International Parities Help? In: Working Papers.
[Full Text][Citation analysis]
paper0
2003Credibility and Duration in Target Zones: Evidence from the EMS In: Working Papers.
[Full Text][Citation analysis]
paper0
2003Purchasing Power Parity Revisited In: Working Papers.
[Full Text][Citation analysis]
paper2
2003El efecto del capital humano sobre el crecimiento: ¿ Importa el periodo muestral? In: Working Papers.
[Full Text][Citation analysis]
paper2
2003Sobre la efectividad de la política regional comunitaria: El caso de Castilla-la Mancha In: Working Papers.
[Full Text][Citation analysis]
paper2
Sobre la efectividad de la política regional comunitaria: El caso de Castilla-la Mancha.() In: Studies on the Spanish Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2003Canarias y losFondos Estructurales Europeos In: Working Papers.
[Full Text][Citation analysis]
paper1
2003Efectos de las ayudas europeas sobre la economía madrileña, 1990-2006: Un análisis basado en el modelo Hermin In: Working Papers.
[Full Text][Citation analysis]
paper4
2004Currency Crises and Political Factors: Drawing Lessons from the EMS Experience In: Working Papers.
[Full Text][Citation analysis]
paper1
2004Capital humano en España: Una estimación del nivel de estudios alcanzado In: Working Papers.
[Full Text][Citation analysis]
paper2
2004Regímenes cambiarios de facto y de iure. Una aplicación al tipo de cambio yen/dólar In: Working Papers.
[Full Text][Citation analysis]
paper0
2004Proyecciones del sistema educativo español ante el boom inmigratorio In: Working Papers.
[Full Text][Citation analysis]
paper2
2004Linkages in international stock markets: Evidence from a classification procedure In: Working Papers.
[Full Text][Citation analysis]
paper10
2010Linkages in international stock markets: evidence from a classification procedure.(2010) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
article
2005The real picture: Industry specific exchange rates for the euro area In: Working Papers.
[Citation analysis]
paper4
2005EL NO-MAGREB. Implicaciones económicas para (y más allá de) la región In: Working Papers.
[Full Text][Citation analysis]
paper3
2005Implicit regimes for the Spanish Peseta/Deutschmark exchange rate In: Working Papers.
[Full Text][Citation analysis]
paper1
2005Price Convergence in the European Car Market In: Working Papers.
[Full Text][Citation analysis]
paper11
2007Price convergence in the European car market.(2007) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
article
2005Structural Funds and Spain’s Objective 1 Regions: An Analysis Based on the Hermin Model In: Working Papers.
[Full Text][Citation analysis]
paper3
2005Efectos del Programa Operativo Integrado de Castilla-La Mancha, 2000-2006: Un análisis basado en el modelo Hermin In: Working Papers.
[Full Text][Citation analysis]
paper0
2006Understanding and Forecasting Stock Price Changes In: Working Papers.
[Full Text][Citation analysis]
paper1
2006Efectos de las ayudas europeas sobre la economía Española , 2000-2006:Un análisis basado en el Modelo Hermin In: Working Papers.
[Full Text][Citation analysis]
paper1
2006Efectos de las Ayudas Europeas sobre la Economía Madrileña 2007-2013:Un análisis basado en el Modelo Hermin In: Working Papers.
[Full Text][Citation analysis]
paper0
2006Using machine learning algorithms to find patterns in stock prices In: Working Papers.
[Full Text][Citation analysis]
paper0
2006Implicit Bands in the Yen/Dollar Exchange Rate In: Working Papers.
[Full Text][Citation analysis]
paper0
2011Implicit bands in the yen/dollar exchange rate.(2011) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2006Forecasting Stock Price Changes: Is it Possible? In: Working Papers.
[Full Text][Citation analysis]
paper1
2007Proyecciones de tablas de mortalidad dinámicas de España y sus comunidades autónomas In: Working Papers.
[Full Text][Citation analysis]
paper0
1996La Unión Económica y Monetaria en Europa: Una encuesta entre expertos academicos y de mercados. In: Working Papers.
[Citation analysis]
paper0
1996Efectos macroeconómicos del mercado único europeo: Un análisis basado en el modelo HERMIN. In: Working Papers.
[Citation analysis]
paper0
1997Paridad del poder adquisitivo: Una reconsideración In: Working Papers.
[Citation analysis]
paper1
1997Convergence in social protection benefits across EU countries In: Working Papers.
[Citation analysis]
paper4
1998Convergence in social protection benefits across EU countries.(1998) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
1997Credibility in the EMS: New evidence using nonlinear forecastability tests In: Working Papers.
[Citation analysis]
paper0
2003Credibility in the EMS: new evidence using nonlinear forecastability tests.(2003) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
1998Social protection benefits and growth: Evidence from the European Union In: Working Papers.
[Full Text][Citation analysis]
paper3
2000Social protection benefits and growth: evidence from the European Union.(2000) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2000Social protection benefits and growth: evidence from the European Union.(2000) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
1998A time-series examination of convergence in social protection across EU countries In: Working Papers.
[Full Text][Citation analysis]
paper0
1998Growth and the Welfare State in the EU: A causality analysis In: Working Papers.
[Full Text][Citation analysis]
paper12
2001Growth and the Welfare State in the EU: A Causality Analysis..(2001) In: Public Choice.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
article
1998Tax-burden convergence in Europe, In: Working Papers.
[Full Text][Citation analysis]
paper2
1998Assesing the Economic Value of Nearest-neighbour Exchange-Rate Forecasts In: Working Papers.
[Full Text][Citation analysis]
paper0
1999Technical analysis in the Madrid stock exchange In: Working Papers.
[Full Text][Citation analysis]
paper5
Technical analysis in the Madrid stock exchange.() In: Studies on the Spanish Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
1999Convergencia en tasas de inflación en la Unión Europea In: Working Papers.
[Full Text][Citation analysis]
paper1
1999Further evidence on technical analysis and profitability of foreign exchange intervention In: Working Papers.
[Full Text][Citation analysis]
paper0
1999Convergencia en precios en las provincias españolas In: Working Papers.
[Full Text][Citation analysis]
paper0
Estimación de una función de producción MRW para la Economía Espanola, 1910-1995 In: Studies on the Spanish Economy.
[Full Text][Citation analysis]
paper2
2005Estimación de una función de producción MRW para la economía española, 1910-1995.(2005) In: Investigaciones Economicas.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
Instability in cointegration regressions:Evidence from inflation rate convergence in EU countries In: Studies on the Spanish Economy.
[Full Text][Citation analysis]
paper0
2021Stress Spillovers among Financial Markets: Evidence from Spain In: JRFM.
[Full Text][Citation analysis]
article0
2022Analyzing How the Social Security Reserve Fund in Spain Affects the Sustainability of the Pension System In: Risks.
[Full Text][Citation analysis]
article0
2020Fiscal Sustainability in Aging Societies: Evidence from Euro Area Countries In: Sustainability.
[Full Text][Citation analysis]
article5
2011CONVERGENCE IN CAR PRICES AMONG EUROPEAN COUNTRIES In: Post-Print.
[Full Text][Citation analysis]
paper7
2012Convergence in car prices among European countries.(2012) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2001EFECTOS DE POLÍTICAS MACROECONÓMICAS EN UNA UNIÓN MONETARIA CON DISTINTOS GRADOS DE RIGIDEZ SALARIAL In: Hacienda Pública Española / Review of Public Economics.
[Full Text][Citation analysis]
article2
2001EXPECTATIVAS, APRENDIZAJE Y CREDIBILIDAD DE LA POLÍTICA MONETARIA EN ESPAÑA In: Hacienda Pública Española / Review of Public Economics.
[Full Text][Citation analysis]
article0
1997Using nearest neighbour predictors to forecast the Spanish stock market In: Investigaciones Economicas.
[Full Text][Citation analysis]
article7
2015“Short-run and long-run effects of public debt on economic performance: Evidence from EMU countries” In: IREA Working Papers.
[Full Text][Citation analysis]
paper0
2016“Debt-growth linkages in EMU across countries and time horizons” In: IREA Working Papers.
[Full Text][Citation analysis]
paper0
2017“Resolution of optimization problems and construction of efficient portfolios: An application to the Euro Stoxx 50 index In: IREA Working Papers.
[Full Text][Citation analysis]
paper0
2017Fear connectedness among asset classes In: IREA Working Papers.
[Full Text][Citation analysis]
paper14
2018Fear connectedness among asset classes.(2018) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
article
2017Seeking price and macroeconomic stabilisation in the euro area: The role of house prices and stock prices In: IREA Working Papers.
[Full Text][Citation analysis]
paper0
2017Countercyclical Labor Productivity: The Spanish Anomaly In: IREA Working Papers.
[Full Text][Citation analysis]
paper5
2017Public debt and economic growth: Further evidence euro area In: IREA Working Papers.
[Full Text][Citation analysis]
paper3
2018“Incorporating creditors seniority into contingent claim models:Application to peripheral euro area countries” In: IREA Working Papers.
[Full Text][Citation analysis]
paper2
2018“The robustness of the sovereign-bank interconnection: Evidence from contingent claims analysis” In: IREA Working Papers.
[Full Text][Citation analysis]
paper2
2018“Time connectedness of fear” In: IREA Working Papers.
[Full Text][Citation analysis]
paper1
2022Time connectedness of fear.(2022) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2019“Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?” In: IREA Working Papers.
[Full Text][Citation analysis]
paper2
2019Has the ECB’s monetary policy prompted companies to invest, or pay dividends?.(2019) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
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]
paper0
2019“Re-examining the debt-growth nexus: A grouped fixed-effect approach” In: IREA Working Papers.
[Full Text][Citation analysis]
paper1
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2019Re-examining the debt-growth nexus: A grouped fixed-effect approach.(2019) In: University of Göttingen Working Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2019“Increasing contingent guarantees: The asymmetrical effect on sovereign risk of different government interventions In: IREA Working Papers.
[Full Text][Citation analysis]
paper0
2019“Forecasting emerging market currencies: Are inflation expectations useful?” In: IREA Working Papers.
[Full Text][Citation analysis]
paper0
2022Currency and commodity return relationship under extreme geopolitical risks: Evidence from the invasion of Ukraine. In: IREA Working Papers.
[Full Text][Citation analysis]
paper4
2024Currency and commodity return relationship under extreme geopolitical risks: evidence from the invasion of Ukraine.(2024) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
2022Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets. In: IREA Working Papers.
[Full Text][Citation analysis]
paper0
2024The diabolic loop between sovereign and banking risk in the euro area In: IREA Working Papers.
[Full Text][Citation analysis]
paper0
2017Office Market Dynamics in Madrid: Modelling with a Single-Equation Error Correction Mechanism In: International Real Estate Review.
[Full Text][Citation analysis]
article0
2005Forecasting the dollar|euro exchange rate: are international parities useful? In: Journal of Forecasting.
[Full Text][Citation analysis]
article2
2018Headline and Core Inflation: An Empirical Analysis Based on the ECB Survey of Professional Forecasters In: International Advances in Economic Research.
[Full Text][Citation analysis]
article0
2009Implicit exchange regimes in Central and Eastern Europe: a first exploration In: International Economics and Economic Policy.
[Full Text][Citation analysis]
article0
1999A study of the credibility of the Spanish peseta In: Estudios de Economia Aplicada.
[Full Text][Citation analysis]
article1
2001Tax burden convergence in Europe In: Estudios de Economia Aplicada.
[Full Text][Citation analysis]
article10
In: .
[Citation analysis]
article0
2006Macroeconomic effects resulting from the incentives of the Economic and Tax Regime in the Canary Islands between 1994 and 2013 In: INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH.
[Full Text][Citation analysis]
article0
2005Supply effects on the Andalusian economy of the structural fonds in infraestructures: the Community Support Framework 1994-1999 In: INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH.
[Full Text][Citation analysis]
article0
2012Detecting trends in the foreign exchange markets In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2012Exploiting trends in the foreign exchange markets In: Applied Economics Letters.
[Full Text][Citation analysis]
article3
2014An empirical examination of the determinants of the shadow economy In: Applied Economics Letters.
[Full Text][Citation analysis]
article9
2015Growth dynamics, financial crises and exchange rate regimes In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2015Temporary ban on short positions and financial market volatility: evidence from the Madrid Stock Market In: Applied Economics Letters.
[Full Text][Citation analysis]
article2
2016Unconventional monetary policy and the dollar–euro exchange rate: first results from time-series analysis In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2016Unconventional monetary policy and the dollar–euro exchange rate: further evidence from event studies In: Applied Economics Letters.
[Full Text][Citation analysis]
article2
2018On the time-varying nature of the debt-growth nexus: evidence from the euro area In: Applied Economics Letters.
[Full Text][Citation analysis]
article2
2020Bank-sovereign risk spillovers in the Euro Area In: Applied Economics Letters.
[Full Text][Citation analysis]
article3
2023Financial market analogies of the COVID-19 pandemic: evidence from the Dow Jones Industrial Average Index In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
1997Combining information in exchange rate forecasting: evidence from the EMS In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
1997Do short-term interest rates influence long-term interest rates? Empirical evidence from some EMS countries In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
1999Exchange rate volatility in the EMS before and after the fall In: Applied Economics Letters.
[Full Text][Citation analysis]
article3
2000Convergence in fiscal pressure across EU countries In: Applied Economics Letters.
[Full Text][Citation analysis]
article19
2002Further evidence on technical trade profitability and foreign exchange intervention In: Applied Economics Letters.
[Full Text][Citation analysis]
article7
2003Technical analysis in foreign exchange markets: evidence from the EMS In: Applied Financial Economics.
[Full Text][Citation analysis]
article19
2007Implicit bands in the Spanish peseta/Deutschmark exchange rate, 1965-1998 In: Applied Financial Economics.
[Full Text][Citation analysis]
article0
2008Human capital in Spain: an estimate of educational attainment In: Applied Economics.
[Full Text][Citation analysis]
article0
2014Real exchange rate volatility, financial crises and exchange rate regimes In: Applied Economics.
[Full Text][Citation analysis]
article3
2016Portfolios in the Ibex 35 before and after the Global Financial Crisis In: Applied Economics.
[Full Text][Citation analysis]
article1
2017An empirical characterization of the effects of public debt on economic growth In: Applied Economics.
[Full Text][Citation analysis]
article5
In: .
[Full Text][Citation analysis]
paper0
In: .
[Full Text][Citation analysis]
paper0
In: .
[Full Text][Citation analysis]
paper0
In: .
[Full Text][Citation analysis]
paper0
In: .
[Full Text][Citation analysis]
paper0
In: .
[Full Text][Citation analysis]
paper0
2011Productivity in the Spanish regions during the recent economic cycles In: ERSA conference papers.
[Full Text][Citation analysis]
paper0
2021Incorporating asset price stability in the European Central Banks inflation targeting framework In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article0
2021An empirical examination of purchasing power parity: Argentina 1810–2016 In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team