Publicaciones (288) Publicaciones de SIMÓN JAVIER SOSVILLA RIVERO

2024

  1. Assessing heterogeneous time-varying impacts in the debt-growth nexus

    Applied Economics

  2. Quantifying sovereign risk in the euro area

    Documents de Treball ( IREA )

  3. The diabolic loop between sovereign and banking risk in the euro area

    Documents de Treball ( IREA )

2023

  1. Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets

    Journal of Multinational Financial Management, Vol. 68

  2. Economic growth and deviations from the equilibrium exchange rate

    International Review of Economics and Finance, Vol. 86, pp. 764-786

  3. Financial market analogies of the COVID-19 pandemic: evidence from the Dow Jones Industrial Average Index

    Applied Economics Letters, Vol. 30, Núm. 17, pp. 2364-2369

  4. Granger causality between public debt and economic growth: further evidence from panel data

    Applied Economics Letters

2022

  1. Analyzing How the Social Security Reserve Fund in Spain Affects the Sustainability of the Pension System

    Risks, Vol. 10, Núm. 6

  2. Currency and commodity return relationship under extreme geopolitical risks: Evidence from the invasion of Ukraine

    Documents de Treball ( IREA )

  3. Currency and commodity return relationship under extreme geopolitical risks: evidence from the invasion of Ukraine

    Applied Economics Letters

  4. Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets

    Documents de Treball ( IREA )

  5. On the heterogeneous link between public debt and economic growth

    Journal of International Financial Markets, Institutions and Money, Vol. 77

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

    North American Journal of Economics and Finance, Vol. 63

  7. The economic effects of fiscal policy: Further evidence for Spain

    Quarterly Review of Economics and Finance, Vol. 86, pp. 305-313

  8. The relationship between public debt and economic growth in advanced, emerging and developing economies: Differences and determining factors

    Papeles de trabajo del Instituto de Estudios Fiscales. Serie economía, Núm. 2, pp. 1-29

  9. Time connectedness of fear

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

2021

  1. An empirical examination of purchasing power parity: Argentina 1810–2016

    International Journal of Finance and Economics, Vol. 26, Núm. 2, pp. 2064-2073

  2. Incorporating asset price stability in the European Central Bank's inflation targeting framework

    International Journal of Finance and Economics, Vol. 26, Núm. 2, pp. 2022-2043

  3. Quantifying sovereign risk in the euro area

    Economic Modelling, Vol. 95, pp. 76-96

  4. Stress Spillovers among Financial Markets: Evidence from Spain

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