Departamento
Análisis Económico y economía cuantitativa
Publicaciones (23) Publicaciones en las que ha participado algún/a investigador/a
2019
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A critical approach to basic income: costs and incentives. An approximation to the case of Spain
Documentos de Trabajo (ICAE)
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A dominance approach for comparing the performance of VaR forecasting models
Documentos de Trabajo (ICAE)
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A term structure model under cyclical fluctuations in interest rates
Documentos de Trabajo (ICAE)
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Adoption of e-commerce by individuals and digital divide: Evidence from Spain
Documentos de Trabajo (ICAE)
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Backtesting Extreme Value Theory models of expected shortfall
Documentos de Trabajo (ICAE)
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Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities
Documents de Treball ( IREA )
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Forecasting emerging market currencies: are inflation expectations useful?
Documents de Treball ( IREA )
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Forward-looking asset correlations in the estimation of economic capital
Documentos de Trabajo (ICAE)
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Has the ECB's Monetary Policy Promted Companies to Invest or Pay Dividends?
Documents de Treball ( IREA )
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Heterogeneous Effect of a Non-contributory Pension: Evidence from Bolivia
Documentos de Trabajo (ICAE)
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Increasing contingent guarantees:: The asymmetrical effect on sovereign risk of different government interventions
Documents de Treball ( IREA )
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Introduction
Economic Tools and Methods for the Analysis of Global Change Impacts on Agriculture and Food Security
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La política industrial del Siglo XXI
Documentos de Trabajo (ICAE)
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Long-term swings and seasonality in energy markets
Documentos de Trabajo (ICAE)
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Looking through systemic credit risk: determinants, stress testing and market value
Documentos de Trabajo (ICAE)
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Market risk when hedging a global credit portfolio
Documentos de Trabajo (ICAE)
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News-driven housing booms: Spain vs. Germany
Documentos de Trabajo (ICAE)
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Re-examining the debt-growth nexus: A grouped fixed-effect approach
Documentos de Trabajo (ICAE)
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Re-examining the debt-growth nexus: A grouped fixed-effect approach
Documents de Treball ( IREA )
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Splitting credit risk into systemic, sectorial and idiosyncratic components
Documentos de Trabajo (ICAE)