Publicaciones en colaboración con investigadores/as de Universidad de Las Palmas de Gran Canaria (35)

2021

  1. Stress Spillovers among Financial Markets: Evidence from Spain

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

  2. Testing unobserved market heterogeneity in financial markets: The case of Banco Popular

    Quarterly Review of Economics and Finance, Vol. 79, pp. 151-160

2018

  1. Fear connectedness among asset classes

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

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

2015

  1. 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

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

  4. On factors explaining the 2008 financial crisis

    Economics Letters, Vol. 115, Núm. 2, pp. 215-217

  5. Technical rules based on nearest-neighbour predictions optimised by genetic algorithms: Evidence from the Madrid stock market

    Progress in Financial Markets Research (Nova Science Publishers, Inc.), pp. 137-166

2011

  1. Historical financial analogies of the current crisis

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