Análisis Económico y economía cuantitativa

2011

1. A statistical test for forecast evaluation under a discrete loss function

   Documentos de Trabajo (ICAE)

2. An impure public good model with lotteries in large groups

   Documentos de Trabajo (ICAE)

3. Book Review: Manuel Becerra, Theory of the Firm for Strategic Management: Economic Value Analysis. Cambridge University Press, 2009.

   International Journal of Strategic Decision Sciences

4. Causality and contagion in peripheral EMU public debt markets: a dynamic approach

   Documents de Treball ( IREA )

5. Causality and contagion in peripheral EMU public debt markets: a dynamic approach

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

6. Convergence and Cointegration

   Documentos de Trabajo (ICAE)

7. Credit Rating Announcements, Trading Activity and Yield Spreads:: The Spanish Evidence

   Documentos de Trabajo (ICAE)

8. Determinants of trading activity after rating actions in the Corporate Debt Market

   Documentos de Trabajo (ICAE)

9. FDI entry modes: development and technological spillovers

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

10. Foreword

    Research on Economic Inequality

11. GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies

    Documentos de Trabajo (ICAE)

12. Historical financial analogies of the current crisis

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

13. International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord

    Documentos de Trabajo (ICAE)

14. Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures

    Documentos de Trabajo (ICAE)

15. Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures

    Documentos de Trabajo (ICAE)

16. Strategic Behaviour of Exporting and Importing Countries of a Non-Renewable Natural Resource: Taxation and Capturing Rents

    Documentos de trabajo ( FEDEA )

17. The Rise and Fall of S&P500 Variance Futures

    Documentos de Trabajo (ICAE)

18. The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis

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

19. Variance Swaps and Intertemporal Asset Pricing

    Documentos de Trabajo (ICAE)

20. Volatility in EMU sovereign bond yields: permanent and transitory components

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