Publicaciones en colaboración con investigadores/as de Universidad Autónoma de Madrid (4)

2011

  1. Risk management of risk under the Basel Accord: forecasting value-at-risk of VIX futures

    Managerial Finance, Vol. 37, Núm. 11, pp. 1088-1106

2009

  1. Further considerations on the link between adjustment costs and the productivity of R&D investment: Evidence for Spain

    Applied Economics Letters, Vol. 16, Núm. 14, pp. 1471-1476

2006

  1. Further considerations on the link between adjustment costs and the productivity of R&D investment: evidence for Spain

    Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]

1998

  1. Forecasting with money demand functions: The UK case

    Journal of Forecasting, Vol. 17, Núm. 2, pp. 125-145