Publikationen in Zusammenarbeit mit Forschern von Universidad de Sevilla (8)

2021

  1. The impact of the term spread in US monetary policy from 1870 to 2013

    Journal of Policy Modeling, Vol. 43, Núm. 1, pp. 230-251

2020

  1. A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends.

    Energy Economics, Vol. 85

  2. The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach

    International Review of Economics and Finance, Vol. 69, pp. 124-137

  3. The role of eonia in the dynamics of short-term interbank rates

    Panoeconomicus, Vol. 67, Núm. 2, pp. 225-240

  4. U.S. budget deficit sustainability revisited: Long run, persistence, and common trend

    FinanzArchiv, Vol. 76, Núm. 4, pp. 370-395

2018

  1. How did the Sovereign debt crisis affect the Euro financial integration? A fractional cointegration approach

    Empirica, Vol. 45, Núm. 4, pp. 685-706

  2. How do foreign income shocks affect the magnitude of Spanish tourism?

    Tourism Economics, Vol. 24, Núm. 7, pp. 839-871

  3. The term structure under non-linearity assumptions: New methods in time series

    Contributions to Management Science (Springer), pp. 117-136