Publicaciones en las que colabora con Julián Andrada Félix (24)

2024

  1. A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis

    North American Journal of Economics and Finance, Vol. 74

2022

  1. Searching for informed traders in stock markets: The case of Banco Popular

    North American Journal of Economics and Finance, Vol. 63

  2. Time connectedness of fear

    Empirical Economics, Vol. 62, Núm. 3, pp. 905-931

2021

  1. Stress Spillovers among Financial Markets: Evidence from Spain

    JOURNAL OF RISK AND FINANCIAL MANAGEMENT, Vol. 14, Núm. 11

2020

  1. Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities

    Journal of International Financial Markets, Institutions and Money, Vol. 67

2018

  1. Fear connectedness among asset classes

    Applied Economics, Vol. 50, Núm. 39, pp. 4234-4249

  2. Time connectedness of fear

    Documents de Treball ( IREA )

2017

  1. Fear connectedness among asset classes

    Documents de Treball ( IREA )

2012

  1. Historical financial analogies of the current crisis

    Economics Letters, Vol. 116, Núm. 2, pp. 190-192

2011

  1. Historical financial analogies of the current crisis

    Documentos de trabajo = Working Papers ( Instituto Complutense de Estudios Internacionales ): Nueva época

2005

  1. Testing chaotic dynamics via Lyapunov exponents

    Journal of Applied Econometrics, Vol. 20, Núm. 7, pp. 911-930

2004

  1. Non-linear trading rules in the New York Stock Exchange

    Documentos de Trabajo Conjuntos: Facultades de Ciencias Económicas y Empresariales

  2. Predicción del tipo de cambio dólar-euro: un enfoque no lineal

    Información Comercial Española, ICE: Revista de economía, Núm. 814, pp. 141-150

2003

  1. An empirical evaluation of non-linear trading rules

    Studies in Nonlinear Dynamics and Econometrics, Vol. 7, Núm. 3

  2. Technical analysis in foreign exchange markets: Evidence from the EMS

    Applied Financial Economics, Vol. 13, Núm. 2, pp. 113-122

2002

  1. Further evidence on technical trade profitability and foreign exchange intervention

    Applied Economics Letters, Vol. 9, Núm. 12, pp. 827-832

2001

  1. Análisis técnico en la Bolsa de Madrid

    Moneda y crédito, Núm. 213, pp. 11-38

  2. Predicciones no lineales en los mercados cambiarios

    Análisis financiero internacional, Núm. 103, pp. 21-32