Publicaciones en colaboración con investigadores/as de Universitat Jaume I (11)

2021

  1. Disentangling Permanent and Transitory Monetary Shocks with a Nonlinear Taylor Rule

    Economics, Vol. 15, Núm. 1, pp. 150-162

2020

  1. Dissecting interbank risk using basis swap spreads

    World Economy, Vol. 43, Núm. 3, pp. 729-757

2018

  1. Disentangling permanent and transitory monetary shocks with a non-linear Taylor rule

    Documentos de Trabajo (ICAE)

2016

  1. Monetary policy regimes and the forward bias for foreign exchange

    Journal of Economics and Business, Vol. 85, pp. 13-28

2015

  1. (How) Do research and administrative duties affect university professors’ teaching?

    Applied Economics, Vol. 47, Núm. 45, pp. 4868-4883

2014

  1. Time-varying inflation targeting after the nineties

    International Review of Economics and Finance, Vol. 29, pp. 400-408

2009

  1. Liquidity and hedging effectiveness under futures mispricing: International evidence

    Journal of Futures Markets, Vol. 29, Núm. 11, pp. 1050-1066

2006

  1. Monetary policy and forward bias for foreign exchange revisited: Empirical evidence from the US-UK exchange rate

    Economic Modelling, Vol. 23, Núm. 2, pp. 238-264

2004

  1. Nonlinear intraday dynamics in Eurostoxx50 index markets

    Studies in Nonlinear Dynamics and Econometrics, Vol. 8, Núm. 4

  2. The New Market effect on return and volatility of Spanish stock indexes

    Applied Financial Economics, Vol. 14, Núm. 18, pp. 1343-1350

2003

  1. Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market

    Journal of Banking and Finance, Vol. 27, Núm. 6, pp. 1053-1078