Publicaciones en las que colabora con Julián Andrada Félix (23)

2023

  1. 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

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

2019

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

    Documents de Treball ( IREA )

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

2000

  1. Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules

    Documentos de Trabajo ( Facultad de Ciencias Económicas y Empresariales, Universidad de La Laguna ), Núm. 1