Simon Sosvilla-Rivero : Citation Profile


Are you Simon Sosvilla-Rivero?

Universidad Complutense de Madrid

19

H index

38

i10 index

1366

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: 96.    Total self citations: 128 (8.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso34
   Updated: 2024-11-04    RAS profile: 2024-09-12    
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Relations with other researchers


Works with:

Gómez-Puig, Marta (13)

Singh, Manish (4)

Martínez-Zarzoso, Inmaculada (3)

Pérez-Rodríguez, Jorge (2)

Ramos Herrera, Maria del Carmen (2)

Cohen, Lior (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)

Herce, José (10)

Matilla-García, Mariano (10)

Creel, Jerome (9)

Guillen, Montserrat (9)

Afonso, Antonio (9)

Maghyereh, Aktham (9)

Ramirez, Miguel (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
Economics Letters6
Economic Modelling6
International Review of Economics & Finance5
Journal of International Financial Markets, Institutions and Money4
The North American Journal of Economics and Finance4
Journal of Policy Modeling3
The Quarterly Review of Economics and Finance3
Cuadernos de Economa - Spanish Journal of Economics and Finance3
Journal of International Money and Finance3
International Journal of Finance & Economics2
Estudios de Economia Aplicada2
INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH2
Hacienda Pblica Espaola / Review of Public Economics2
Investigaciones Economicas2

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 de la Facultad de Ciencias Econmicas y Empresariales / Universidad Complutense de Madrid, Facultad de Ciencias Econmicas y Empresariales5
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
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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2023.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2023.

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Works by Simon Sosvilla-Rivero:


YearTitleTypeCited
2000A QUANTITATIVE ANALYSIS OF THE EFFECTS OF CAPITAL CONTROLS: SPAIN, 1986-1990 In: Working Papers.
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2000A Quantitative Analysis of the Effects of Capital Controls: Spain, 1986-1990.(2000) In: Working Papers on International Economics and Finance.
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2001A Quantitative Analysis of the Effects of Capital Controls: Spain, 1986-1990.(2001) In: International Economic Journal.
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2000TECHNICAL ANALYSIS IN FOREIGN EXCHANGE MARKETS: LINEAR VERSUS NONLINEAR TRADING RULES In: Working Papers.
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2000Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules.(2000) In: Working Papers on International Economics and Finance.
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2002Regimen changes and duration in the European Monetary System In: Working Papers.
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2002Regimen Changes and Duration in the European Monetary System.(2002) In: Working Papers on International Economics and Finance.
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2003Regimen changes and duration in the European Monetary System.(2003) In: Applied Economics.
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This paper has nother version. Agregated cites: 2
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2004An empirical examination of exchange-rate credibility determinants in the EMS In: Working Papers.
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2001An empirical examination of exchange-rate credibility determinants in the EMS.(2001) In: Working Papers on International Economics and Finance.
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2006An empirical examination of exchange-rate credibility determinants in the EMS.(2006) In: Applied Economics Letters.
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1998Convergence in social protection benefits across EU countries.(1998) In: Applied Economics Letters.
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1997Credibility in the EMS: New evidence using nonlinear forecastability tests In: Working Papers.
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2003Credibility in the EMS: new evidence using nonlinear forecastability tests.(2003) In: The European Journal of Finance.
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1998Social protection benefits and growth: Evidence from the European Union In: Working Papers.
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2000Social protection benefits and growth: evidence from the European Union.(2000) In: Applied Economics Letters.
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2000Social protection benefits and growth: evidence from the European Union.(2000) In: Applied Economics Letters.
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1998A time-series examination of convergence in social protection across EU countries In: Working Papers.
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1998Growth and the Welfare State in the EU: A causality analysis In: Working Papers.
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2001Growth and the Welfare State in the EU: A Causality Analysis..(2001) In: Public Choice.
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1998Assesing the Economic Value of Nearest-neighbour Exchange-Rate Forecasts In: Working Papers.
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1999Convergencia en tasas de inflación en la Unión Europea In: Working Papers.
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1999Further evidence on technical analysis and profitability of foreign exchange intervention In: Working Papers.
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1999Convergencia en precios en las provincias españolas In: Working Papers.
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2005Estimación de una función de producción MRW para la economía española, 1910-1995.(2005) In: Investigaciones Economicas.
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2020Fiscal Sustainability in Aging Societies: Evidence from Euro Area Countries In: Sustainability.
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2011CONVERGENCE IN CAR PRICES AMONG EUROPEAN COUNTRIES In: Post-Print.
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2012Convergence in car prices among European countries.(2012) In: Applied Economics.
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2001EFECTOS DE POLÍTICAS MACROECONÓMICAS EN UNA UNIÓN MONETARIA CON DISTINTOS GRADOS DE RIGIDEZ SALARIAL In: Hacienda Pública Española / Review of Public Economics.
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2001EXPECTATIVAS, APRENDIZAJE Y CREDIBILIDAD DE LA POLÍTICA MONETARIA EN ESPAÑA In: Hacienda Pública Española / Review of Public Economics.
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1997Using nearest neighbour predictors to forecast the Spanish stock market In: Investigaciones Economicas.
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2015“Short-run and long-run effects of public debt on economic performance: Evidence from EMU countries” In: IREA Working Papers.
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2016“Debt-growth linkages in EMU across countries and time horizons” In: IREA Working Papers.
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2017“Resolution of optimization problems and construction of efficient portfolios: An application to the Euro Stoxx 50 index In: IREA Working Papers.
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2017Fear connectedness among asset classes In: IREA Working Papers.
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2018Fear connectedness among asset classes.(2018) In: Applied Economics.
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2017Seeking price and macroeconomic stabilisation in the euro area: The role of house prices and stock prices In: IREA Working Papers.
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2017Countercyclical Labor Productivity: The Spanish Anomaly In: IREA Working Papers.
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2017Public debt and economic growth: Further evidence euro area In: IREA Working Papers.
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2018“Incorporating creditors seniority into contingent claim models:Application to peripheral euro area countries” In: IREA Working Papers.
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2018“The robustness of the sovereign-bank interconnection: Evidence from contingent claims analysis” In: IREA Working Papers.
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2018“Time connectedness of fear” In: IREA Working Papers.
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2022Time connectedness of fear.(2022) In: Empirical Economics.
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2019“Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?” In: IREA Working Papers.
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2019Has the ECB’s monetary policy prompted companies to invest, or pay dividends?.(2019) In: Applied Economics.
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2019“Testing for private information using trade duration models with unobserved market heterogeneity: The case of Banco Popular” In: IREA Working Papers.
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2019“Re-examining the debt-growth nexus: A grouped fixed-effect approach” In: IREA Working Papers.
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2019Re-examining the debt-growth nexus: A grouped fixed-effect approach.(2019) In: University of Göttingen Working Papers in Economics.
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2019“Increasing contingent guarantees: The asymmetrical effect on sovereign risk of different government interventions In: IREA Working Papers.
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2019“Forecasting emerging market currencies: Are inflation expectations useful?” In: IREA Working Papers.
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2022Currency and commodity return relationship under extreme geopolitical risks: Evidence from the invasion of Ukraine. In: IREA Working Papers.
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2024Currency and commodity return relationship under extreme geopolitical risks: evidence from the invasion of Ukraine.(2024) In: Applied Economics Letters.
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2022Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets. In: IREA Working Papers.
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2024The diabolic loop between sovereign and banking risk in the euro area In: IREA Working Papers.
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2017Office Market Dynamics in Madrid: Modelling with a Single-Equation Error Correction Mechanism In: International Real Estate Review.
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2005Forecasting the dollar|euro exchange rate: are international parities useful? In: Journal of Forecasting.
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2018Headline and Core Inflation: An Empirical Analysis Based on the ECB Survey of Professional Forecasters In: International Advances in Economic Research.
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2009Implicit exchange regimes in Central and Eastern Europe: a first exploration In: International Economics and Economic Policy.
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1999A study of the credibility of the Spanish peseta In: Estudios de Economia Aplicada.
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2001Tax burden convergence in Europe In: Estudios de Economia Aplicada.
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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.
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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.
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2012Detecting trends in the foreign exchange markets In: Applied Economics Letters.
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2012Exploiting trends in the foreign exchange markets In: Applied Economics Letters.
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2014An empirical examination of the determinants of the shadow economy In: Applied Economics Letters.
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2015Growth dynamics, financial crises and exchange rate regimes In: Applied Economics Letters.
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2015Temporary ban on short positions and financial market volatility: evidence from the Madrid Stock Market In: Applied Economics Letters.
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2016Unconventional monetary policy and the dollar–euro exchange rate: first results from time-series analysis In: Applied Economics Letters.
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2016Unconventional monetary policy and the dollar–euro exchange rate: further evidence from event studies In: Applied Economics Letters.
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2018On the time-varying nature of the debt-growth nexus: evidence from the euro area In: Applied Economics Letters.
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2020Bank-sovereign risk spillovers in the Euro Area In: Applied Economics Letters.
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2023Financial market analogies of the COVID-19 pandemic: evidence from the Dow Jones Industrial Average Index In: Applied Economics Letters.
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1997Combining information in exchange rate forecasting: evidence from the EMS In: Applied Economics Letters.
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1997Do short-term interest rates influence long-term interest rates? Empirical evidence from some EMS countries In: Applied Economics Letters.
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1999Exchange rate volatility in the EMS before and after the fall In: Applied Economics Letters.
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2000Convergence in fiscal pressure across EU countries In: Applied Economics Letters.
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2002Further evidence on technical trade profitability and foreign exchange intervention In: Applied Economics Letters.
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2003Technical analysis in foreign exchange markets: evidence from the EMS In: Applied Financial Economics.
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2007Implicit bands in the Spanish peseta/Deutschmark exchange rate, 1965-1998 In: Applied Financial Economics.
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2008Human capital in Spain: an estimate of educational attainment In: Applied Economics.
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2014Real exchange rate volatility, financial crises and exchange rate regimes In: Applied Economics.
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2016Portfolios in the Ibex 35 before and after the Global Financial Crisis In: Applied Economics.
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2011Productivity in the Spanish regions during the recent economic cycles In: ERSA conference papers.
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