Análisis Económico y economía cuantitativa
Département
Universidad de Las Palmas de Gran Canaria
Las Palmas de Gran Canaria, EspañaPublications en collaboration avec des chercheurs de Universidad de Las Palmas de Gran Canaria (35)
2023
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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
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Analyzing How the Social Security Reserve Fund in Spain Affects the Sustainability of the Pension System
Risks, Vol. 10, Núm. 6
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Searching for informed traders in stock markets: The case of Banco Popular
North American Journal of Economics and Finance, Vol. 63
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Time connectedness of fear
Empirical Economics, Vol. 62, Núm. 3, pp. 905-931
2021
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Stress Spillovers among Financial Markets: Evidence from Spain
JOURNAL OF RISK AND FINANCIAL MANAGEMENT, Vol. 14, Núm. 11
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Testing unobserved market heterogeneity in financial markets: The case of Banco Popular
Quarterly Review of Economics and Finance, Vol. 79, pp. 151-160
2020
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Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities
Journal of International Financial Markets, Institutions and Money, Vol. 67
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Volatility transmission between stock and foreign exchange markets: a connectedness analysis
Applied Economics, Vol. 52, Núm. 19, pp. 2096-2108
2018
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Fear connectedness among asset classes
Applied Economics, Vol. 50, Núm. 39, pp. 4234-4249
2016
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Portfolios in the Ibex 35 before and after the Global Financial Crisis
Applied Economics, Vol. 48, Núm. 40, pp. 3826-3847
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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
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Volatility spillovers in EMU sovereign bond markets
International Review of Economics and Finance, Vol. 39, pp. 337-352
2014
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An empirical examination of the determinants of the shadow economy
Applied Economics Letters, Vol. 21, Núm. 5, pp. 304-307
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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
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Detecting trends in the foreign exchange markets
Applied Economics Letters, Vol. 19, Núm. 5, pp. 493-503
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Exploiting trends in the foreign exchange markets
Applied Economics Letters, Vol. 19, Núm. 6, pp. 591-597
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Historical financial analogies of the current crisis
Economics Letters, Vol. 116, Núm. 2, pp. 190-192
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On factors explaining the 2008 financial crisis
Economics Letters, Vol. 115, Núm. 2, pp. 215-217
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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
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Historical financial analogies of the current crisis
Documentos de trabajo = Working Papers ( Instituto Complutense de Estudios Internacionales ): Nueva época