Publicaciones en las que colabora con Fernando Fernández Rodríguez (48)

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. Time connectedness of fear

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

2020

  1. Volatility transmission between stock and foreign exchange markets: a connectedness analysis

    Applied Economics, Vol. 52, Núm. 19, pp. 2096-2108

2018

  1. Time connectedness of fear

    Documents de Treball ( IREA )

2017

  1. Resolution of optimization problems and construction of efficient portfolios: An application to the Euro Stoxx 50 index

    Documents de Treball ( IREA )

2016

  1. Portfolios in the Ibex 35 before and after the Global Financial Crisis

    Applied Economics, Vol. 48, Núm. 40, pp. 3826-3847

  2. Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility

    Journal of International Financial Markets, Institutions and Money, Vol. 43, pp. 126-145

  3. Volatility transmission between stock and exchange-rate markets: A connectedness analysis

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

2015

  1. Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis

    Documents de Treball ( IREA )

  2. Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis

    Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales

  3. Portfolios in the Ibex 35 index: alternative methods to the traditional framework, a comparative with the naive diversification in a pre- and post- crisis context

    Documentos de Trabajo (ICAE)

  4. Volatility spillovers in EMU sovereign bond markets

    Documents de Treball ( IREA )

  5. Volatility spillovers in EMU sovereign bond markets

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

  6. Volatility spillovers in EMU sovereign bond markets

    International Review of Economics and Finance, Vol. 39, pp. 337-352

2014

  1. An empirical examination of the determinants of the shadow economy

    Applied Economics Letters, Vol. 21, Núm. 5, pp. 304-307

  2. The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market

    International Review of Economics and Finance, Vol. 31, pp. 21-33

2013

  1. The term structure of interest rates as predictor of stock returns: evidence for the IBEX 35 during a bear market

    Documentos de Trabajo (ICAE)

2012

  1. Detecting trends in the foreign exchange markets

    Applied Economics Letters, Vol. 19, Núm. 5, pp. 493-503

  2. Exploiting trends in the foreign exchange markets

    Applied Economics Letters, Vol. 19, Núm. 6, pp. 591-597

  3. Historical financial analogies of the current crisis

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