| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A New Test for Chaotic Dynamics Using Lyapunov Exponents |
0 |
0 |
0 |
226 |
0 |
2 |
5 |
559 |
| A QUANTITATIVE ANALYSIS OF THE EFFECTS OF CAPITAL CONTROLS: SPAIN, 1986-1990 |
0 |
0 |
0 |
16 |
0 |
5 |
13 |
101 |
| A Quantitative Analysis of the Effects of Capital Controls: Spain, 1986-1990 |
0 |
0 |
0 |
173 |
0 |
4 |
5 |
585 |
| A contribution to the empirics of convergence in real GDP growth: The role of financial crises and exchange-rate regimes |
0 |
1 |
1 |
38 |
2 |
10 |
13 |
177 |
| A time-series examination of convergence in social protection across EU countries |
0 |
0 |
0 |
80 |
0 |
3 |
5 |
312 |
| ASYMMETRY IN THE EMS: NEW EVIDENCE BASED ON NON-LINEAR FORECASTS |
0 |
0 |
1 |
168 |
3 |
9 |
16 |
1,060 |
| An Eclectic Approach to Currency Crises: Drawing Lessons from the EMS Experience |
0 |
1 |
1 |
197 |
2 |
10 |
19 |
922 |
| An Empirical Evaluation of Non-Linear Trading Rules |
0 |
0 |
0 |
257 |
1 |
8 |
9 |
718 |
| An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis |
0 |
0 |
0 |
28 |
0 |
3 |
5 |
152 |
| An empirical examination of exchange-rate credibility determinants in the EMS |
0 |
0 |
0 |
28 |
1 |
6 |
6 |
105 |
| An empirical examination of exchange-rate credibility determinants in the EMS |
0 |
0 |
0 |
54 |
2 |
5 |
8 |
172 |
| An update on EMU sovereign yield spread drivers in time of crisis: A panel data analysis |
0 |
1 |
1 |
41 |
2 |
7 |
11 |
144 |
| An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis |
0 |
0 |
0 |
54 |
0 |
6 |
9 |
186 |
| Assensing the Credibility of the Irish Pound in the European Monetary System |
0 |
0 |
0 |
62 |
0 |
4 |
7 |
856 |
| Assesing the Economic Value of Nearest-neighbour Exchange-Rate Forecasts |
0 |
0 |
0 |
70 |
0 |
1 |
1 |
318 |
| Assessing the credibility of a target zone: Evidence from the EMS |
0 |
0 |
0 |
57 |
5 |
8 |
12 |
366 |
| Assessing the effectiveness of EUÂ’s regional policies: a new approach |
0 |
0 |
0 |
78 |
2 |
9 |
9 |
323 |
| Assessing the effectiveness of EU’s regional policies:a new approach |
0 |
0 |
0 |
366 |
1 |
3 |
6 |
862 |
| Asset-market models of exchange-rate determination: Basic models, empirical evidence and extensions |
0 |
0 |
0 |
25 |
6 |
12 |
13 |
279 |
| Asymmetry in the EMS: New evidence based on non-linear forecasts |
0 |
0 |
0 |
25 |
0 |
6 |
6 |
269 |
| Bank risk behavior and connectedness in EMU countries |
0 |
0 |
0 |
30 |
1 |
7 |
10 |
101 |
| CONVERGENCE IN CAR PRICES AMONG EUROPEAN COUNTRIES |
0 |
0 |
0 |
0 |
0 |
4 |
9 |
49 |
| Canarias y losFondos Estructurales Europeos |
0 |
0 |
0 |
52 |
0 |
3 |
4 |
264 |
| Capital humano en España: Una estimación del nivel de estudios alcanzado |
0 |
0 |
0 |
108 |
1 |
4 |
5 |
473 |
| Causality and Contagion in EMU Sovereign Debt Markets |
0 |
0 |
0 |
65 |
0 |
8 |
10 |
109 |
| Causality and Contagion in EMU Sovereign Debt Markets |
0 |
0 |
0 |
26 |
0 |
2 |
6 |
149 |
| Causality and contagion in EMU sovereign debt markets |
0 |
0 |
0 |
55 |
3 |
7 |
9 |
132 |
| Causality and contagion in peripheral EMU public debt markets: A dynamic approach |
0 |
0 |
0 |
54 |
2 |
6 |
10 |
249 |
| Causality and contagion in peripheral EMU public debt markets: a dynamic approach |
0 |
0 |
0 |
3 |
2 |
8 |
12 |
48 |
| Causality and contagion in peripheral EMU public debt markets: a dynamic approach |
0 |
0 |
0 |
44 |
1 |
8 |
13 |
141 |
| Comportamiento caótico en las series del tipo de cambio peseta-dolar |
0 |
0 |
0 |
2 |
1 |
3 |
3 |
42 |
| Connectedness of stress in EMU bank and sovereign CDS: the role policy measures 2008-2014 |
0 |
0 |
0 |
15 |
2 |
6 |
11 |
76 |
| Convergence in Social Protection Across EU Countries, 1970-1999 |
0 |
0 |
0 |
129 |
0 |
4 |
9 |
510 |
| Convergence in social protection across EU countries, 1970-1999 |
0 |
0 |
0 |
166 |
0 |
4 |
9 |
640 |
| Convergence in social protection benefits across EU countries |
0 |
0 |
0 |
0 |
0 |
6 |
8 |
593 |
| Convergencia en precios en las provincias españolas |
0 |
0 |
0 |
104 |
0 |
2 |
3 |
1,650 |
| Convergencia en prestaciones de protección social entre los países de la Unión Europea |
0 |
0 |
0 |
4 |
0 |
2 |
3 |
35 |
| Convergencia en tasas de inflación en la Unión Europea |
0 |
0 |
0 |
161 |
0 |
2 |
3 |
1,279 |
| Countercyclical Labor Productivity: The Spanish Anomaly |
1 |
1 |
2 |
61 |
6 |
15 |
20 |
113 |
| Credibility and Duration in Target Zones: Evidence from the EMS |
0 |
0 |
0 |
82 |
0 |
3 |
4 |
319 |
| Credibility in the EMS: New evidence using nonlinear forecastability tests |
0 |
0 |
0 |
0 |
0 |
6 |
7 |
241 |
| Currency Crises and Political Factors: Drawing Lessons from the EMS Experience |
0 |
0 |
0 |
48 |
1 |
7 |
9 |
266 |
| Currency and commodity return relationship under extreme geopolitical risks: Evidence from the invasion of Ukraine |
0 |
0 |
0 |
24 |
7 |
13 |
17 |
53 |
| De facto exchange-rate regimes in Central and Eastern European Countries |
0 |
0 |
0 |
33 |
1 |
7 |
8 |
45 |
| Debt-growth linkages in EMU across countries and time horizons |
0 |
0 |
0 |
45 |
3 |
6 |
14 |
93 |
| Detection of Implicit Fluctuation Bands and their Credibility in Candidate Countries |
0 |
0 |
0 |
5 |
1 |
8 |
14 |
52 |
| Detection of Implicit Fluctuation Bands in The European Union Countries |
0 |
0 |
0 |
19 |
1 |
4 |
10 |
66 |
| Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities |
0 |
0 |
1 |
40 |
0 |
4 |
12 |
114 |
| Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets |
0 |
0 |
1 |
17 |
3 |
6 |
11 |
36 |
| EL NO-MAGREB. Implicaciones económicas para (y más allá de) la región |
0 |
0 |
0 |
36 |
1 |
2 |
4 |
357 |
| EMU sovereign debt market crisis: Fundamentals-based or pure contagion? |
0 |
0 |
0 |
36 |
0 |
1 |
2 |
108 |
| EMU sovereign debt market crisis: Fundamentals-based or pure contagion? |
0 |
0 |
0 |
59 |
0 |
3 |
8 |
119 |
| Efectos Económicos de las Inversiones Ferroviarias, 1991-2007 |
0 |
0 |
0 |
106 |
0 |
0 |
1 |
854 |
| Efectos a largo plazo sobre la economia andaluza de las ayudas procedentes de los fondos estructurales: el Marco de Apoyo Comunitario 1994-1999 |
0 |
0 |
0 |
62 |
0 |
3 |
3 |
421 |
| Efectos a largo plazo sobre la economía andaluza de las ayudas procedentes de los fondos estructurales: el Marco de Apoyo Comunitario 1994-1999 |
0 |
0 |
0 |
14 |
1 |
2 |
3 |
138 |
| Efectos de las Ayudas Europeas sobre la Economía Madrileña 2007-2013:Un análisis basado en el Modelo Hermin |
0 |
0 |
0 |
35 |
1 |
2 |
3 |
249 |
| Efectos de las ayudas europeas sobre la economía Española, 2000-2006:Un análisis basado en el Modelo Hermin |
0 |
0 |
0 |
51 |
0 |
2 |
3 |
205 |
| Efectos de las ayudas europeas sobre la economía madrileña, 1990-2006: Un análisis basado en el modelo Hermin |
0 |
0 |
0 |
61 |
0 |
2 |
2 |
477 |
| Efectos del Programa Operativo Integrado de Castilla-La Mancha, 2000-2006: Un análisis basado en el modelo Hermin |
0 |
0 |
0 |
21 |
0 |
1 |
4 |
204 |
| Efectos macroeconómicos del mercado único europeo: Un análisis basado en el modelo HERMIN |
0 |
0 |
0 |
0 |
1 |
7 |
9 |
799 |
| Efficiency in the Peseta Forward Exchange Rate Market |
0 |
0 |
0 |
58 |
1 |
6 |
8 |
634 |
| El Clasico of Housing: Bubbles in Madrid and Barcelona’s Real Estate Markets |
0 |
1 |
9 |
9 |
1 |
11 |
38 |
38 |
| El Impacto de los Fondos Europeos en la Economía Andaluza: 1989-2013 |
0 |
1 |
1 |
43 |
0 |
3 |
4 |
155 |
| El efecto del capital humano sobre el crecimiento: ¿ Importa el periodo muestral? |
0 |
0 |
0 |
64 |
1 |
9 |
11 |
320 |
| Estimación de un modelo de equilibrio de cartera para el tipo de cambio peseta-Dolar |
0 |
0 |
0 |
3 |
0 |
3 |
6 |
89 |
| Estimación de una función de producción MRW para la Economía Espanola, 1910-1995 |
0 |
0 |
0 |
60 |
0 |
2 |
3 |
390 |
| Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets |
1 |
2 |
9 |
9 |
5 |
28 |
43 |
43 |
| Exchange-rate forecasts with simultaneous nearest-neighbour methods: Evidence from the EMS |
0 |
0 |
0 |
181 |
1 |
8 |
9 |
630 |
| Exchange-rate regimes and economic growth: An empirical evaluation |
0 |
1 |
2 |
169 |
1 |
4 |
16 |
285 |
| Exchange-rate regimes and inflation: An empirical evaluation |
0 |
0 |
1 |
78 |
1 |
4 |
10 |
172 |
| Expectations, Learning and Credibility: Monetary Policy in Spain |
0 |
0 |
0 |
333 |
2 |
3 |
3 |
1,295 |
| Export Market Integration in the European Union |
0 |
0 |
0 |
139 |
0 |
4 |
6 |
682 |
| Fear connectedness among asset classes |
0 |
0 |
1 |
10 |
0 |
6 |
17 |
68 |
| Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis |
0 |
0 |
0 |
35 |
1 |
3 |
12 |
57 |
| Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis |
0 |
0 |
0 |
30 |
0 |
2 |
9 |
92 |
| Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis |
0 |
0 |
0 |
18 |
0 |
3 |
7 |
76 |
| Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis |
0 |
0 |
0 |
13 |
2 |
4 |
9 |
59 |
| Forecasting Stock Price Changes: Is it Possible? |
0 |
0 |
1 |
331 |
0 |
4 |
6 |
958 |
| Forecasting emerging market currencies: Are inflation expectations useful? |
0 |
0 |
0 |
19 |
0 |
8 |
11 |
45 |
| Forecasting the Dollar/Euro Exchange Rate: Can International Parities Help? |
0 |
0 |
0 |
628 |
1 |
3 |
4 |
4,795 |
| Forward Looking Banking Stress in EMU Countries |
0 |
0 |
0 |
37 |
0 |
2 |
7 |
72 |
| Forward looking banking stress in EMU countries |
0 |
0 |
0 |
54 |
1 |
7 |
11 |
115 |
| Further evidence on technical analysis and profitability of foreign exchange intervention |
0 |
0 |
0 |
364 |
1 |
2 |
8 |
1,629 |
| Further tests on the forward exchange rate unbiasedness hypothesis |
0 |
0 |
0 |
2 |
1 |
7 |
11 |
31 |
| Genetic algorithm for arbitrage with more than three currencies |
0 |
0 |
0 |
199 |
1 |
8 |
18 |
813 |
| Growth and the Welfare State in the EU: A causality analysis |
0 |
0 |
0 |
317 |
0 |
5 |
5 |
927 |
| Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends? |
0 |
0 |
0 |
41 |
0 |
12 |
17 |
146 |
| Heterogeneity in the debt-growth nexus: Evidence from EMU countries |
0 |
0 |
0 |
25 |
1 |
7 |
12 |
99 |
| Historical financial analogies of the current crisis |
0 |
0 |
0 |
0 |
1 |
7 |
15 |
38 |
| Historical financial analogies of the current crisis |
0 |
0 |
0 |
102 |
0 |
8 |
11 |
243 |
| Hot Property: A Spatial Analysis of Temperature and Housing Prices in Spain |
0 |
1 |
5 |
5 |
2 |
9 |
17 |
17 |
| Implicit Bands in the Yen/Dollar Exchange Rate |
0 |
0 |
0 |
87 |
3 |
8 |
14 |
824 |
| Implicit regimes for the Spanish Peseta/Deutschmark exchange rate |
0 |
0 |
0 |
39 |
0 |
2 |
3 |
340 |
| Incorporating creditors' seniority into contingent claim models:Application to peripheral euro area countries |
0 |
1 |
2 |
14 |
6 |
10 |
13 |
101 |
| Increasing contingent guarantees: The asymmetrical effect on sovereign risk of different government interventions |
0 |
0 |
0 |
10 |
5 |
11 |
13 |
87 |
| Inflation expectations in Spain: The Spanish PwC Survey |
0 |
0 |
0 |
35 |
1 |
5 |
11 |
148 |
| Inflation, real economic growth and unemployment expectations: An empirical analysis based on the ECB Survey of Professional Forecasters |
0 |
0 |
0 |
61 |
6 |
15 |
22 |
168 |
| Instability in cointegration regressions:Evidence from inflation rate convergence in EU countries |
0 |
0 |
0 |
143 |
1 |
9 |
13 |
476 |
| La Unión Económica y Monetaria en Europa: Una encuesta entre expertos academicos y de mercados |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
306 |
| La política macroeconómica en economías interdependientes |
0 |
0 |
0 |
133 |
0 |
3 |
5 |
901 |
| Linkages in international stock markets: Evidence from a classification procedure |
0 |
0 |
0 |
79 |
1 |
2 |
4 |
231 |
| Macroeconomic Instability in the European Monetary System? |
0 |
0 |
0 |
135 |
0 |
5 |
6 |
469 |
| Modelling evolving long-run relationships: the linkages between stock markets in asia |
0 |
0 |
0 |
160 |
0 |
3 |
5 |
491 |
| Modelling the linkages between US and Latin American stock markets |
0 |
0 |
0 |
272 |
0 |
6 |
9 |
824 |
| Nearest-Neighbour Predictions in Foreign Exchange Markets |
0 |
0 |
0 |
498 |
0 |
5 |
6 |
1,321 |
| Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series |
0 |
0 |
1 |
1,408 |
0 |
6 |
9 |
4,377 |
| Nonfinancial debt and economic growth in euro-area countries |
0 |
0 |
0 |
9 |
0 |
5 |
8 |
96 |
| Nonfinancial debt and economic growth in euro-area countries |
0 |
0 |
0 |
42 |
0 |
7 |
11 |
123 |
| On the Credibility of a Target Zone: Evidence from the EMS |
0 |
0 |
0 |
63 |
1 |
2 |
5 |
280 |
| On the bi-directional causal relationship between public debt and economic growth in EMU countries |
0 |
0 |
0 |
57 |
5 |
11 |
21 |
319 |
| On the bi-directional causal relationship between public debt and economic growth in EMU countries |
0 |
0 |
0 |
42 |
2 |
7 |
10 |
149 |
| On the forecast accuracy and consistency of exchange rate expectations: The Spanish PwC Survey |
0 |
0 |
0 |
1 |
1 |
5 |
6 |
48 |
| On the forecast accuracy and consistency of exchange rate expectations: The Spanish PwC Survey |
0 |
0 |
0 |
32 |
0 |
7 |
12 |
174 |
| On the profitability of technical trading rules based on arifitial neural networks: evidence from the Madrid stock market |
0 |
0 |
1 |
838 |
1 |
7 |
13 |
2,453 |
| Optimisation of Technical Rules by Genetic Algorithms: Evidence from the Madrid Stock Market |
0 |
0 |
0 |
695 |
0 |
4 |
9 |
1,526 |
| Paridad del poder adquisitivo: Una reconsideración |
0 |
0 |
0 |
0 |
2 |
4 |
5 |
1,875 |
| Political and institutional factors in regime change in the ERM: An application of duration analysis |
0 |
0 |
0 |
47 |
2 |
9 |
10 |
318 |
| Portfolios in the Ibex 35 index: Alternative methods to the traditional framework, a comparative with the naive diversification in a pre- and post- crisis context |
2 |
2 |
2 |
13 |
7 |
12 |
16 |
98 |
| Price Convergence in the European Car Market |
0 |
0 |
0 |
152 |
4 |
7 |
10 |
461 |
| Price Convergence in the European Union |
0 |
0 |
0 |
382 |
0 |
4 |
5 |
691 |
| Productivity in the Spanish regions during the recent economic cycles |
0 |
0 |
0 |
42 |
4 |
8 |
9 |
71 |
| Proyecciones de tablas de mortalidad dinámicas de España y sus comunidades autónomas |
0 |
0 |
0 |
105 |
0 |
2 |
3 |
579 |
| Proyecciones del sistema educativo español ante el boom inmigratorio |
0 |
0 |
0 |
33 |
1 |
1 |
2 |
359 |
| Public debt and economic growth: An empirical evaluation |
0 |
0 |
1 |
191 |
3 |
10 |
18 |
236 |
| Public debt and economic growth: Further evidence euro area |
0 |
0 |
5 |
114 |
5 |
16 |
32 |
252 |
| Public debt and economic growth: Further evidence for the euro area |
0 |
1 |
2 |
30 |
3 |
7 |
12 |
100 |
| Purchasing Power Parity Revisited |
0 |
0 |
0 |
171 |
7 |
9 |
16 |
414 |
| Purchasing Power Parity and Spanish Provinces, 1940-1992 |
0 |
0 |
0 |
126 |
1 |
8 |
11 |
794 |
| Quantifying sovereign risk in the euro area |
0 |
0 |
2 |
11 |
2 |
5 |
14 |
23 |
| Re-examining the debt-growth nexus: A grouped fixed-effect approach |
0 |
0 |
0 |
13 |
1 |
6 |
13 |
100 |
| Re-examining the debt-growth nexus: A grouped fixed-effect approach |
0 |
0 |
0 |
7 |
0 |
3 |
8 |
46 |
| Re-examining the debt-growth nexus: A grouped fixed-effect approach |
0 |
0 |
0 |
18 |
2 |
8 |
12 |
78 |
| Real exchange rate volatility, financial crises and nominal exchange regimes |
0 |
0 |
0 |
78 |
0 |
4 |
7 |
254 |
| Real exchange rate volatility, financial crises and nominal exchange regimes |
0 |
0 |
0 |
3 |
1 |
8 |
9 |
40 |
| Regimen Changes and Duration in the European Monetary System |
0 |
0 |
0 |
25 |
1 |
3 |
6 |
174 |
| Regimen changes and duration in the European Monetary System |
0 |
0 |
0 |
17 |
2 |
6 |
13 |
101 |
| Regímenes cambiarios de facto y de iure. Una aplicación al tipo de cambio yen/dólar |
0 |
0 |
0 |
100 |
1 |
4 |
7 |
859 |
| Regímenes cambiarios de iure y de facto. El caso de la Peseta/Dólar, 1965-1998 |
0 |
0 |
0 |
4 |
0 |
4 |
7 |
123 |
| Regímenes cambiarios de iure y de facto. El caso de la Peseta/Dólar, 1965-1998 |
0 |
0 |
0 |
31 |
3 |
5 |
8 |
323 |
| Resolution of optimization problems and construction of efficient portfolios: An application to the Euro Stoxx 50 index |
0 |
0 |
2 |
34 |
0 |
15 |
30 |
335 |
| Seeking price and macroeconomic stabilisation in the euro area: The role of house prices and stock prices |
0 |
0 |
0 |
35 |
5 |
12 |
15 |
97 |
| Seeking price and macroeconomic stabilisation in the euro area: The role of house prices and stock prices |
0 |
0 |
0 |
36 |
5 |
10 |
13 |
83 |
| Short-run and long-run effects of public debt on economic performance: Evidence from EMU countries |
0 |
0 |
2 |
80 |
0 |
3 |
14 |
235 |
| Sobre la efectividad de la política regional comunitaria: El caso de Castilla-la Mancha |
0 |
0 |
0 |
60 |
0 |
8 |
11 |
515 |
| Sobre la efectividad de la política regional comunitaria: El caso de Castilla-la Mancha |
0 |
0 |
1 |
16 |
1 |
7 |
11 |
246 |
| Social protection benefits and growth: Evidence from the European Union |
0 |
0 |
0 |
120 |
0 |
4 |
6 |
572 |
| Sovereigns and banks in the euro area: A tale of two crises |
0 |
0 |
0 |
42 |
0 |
1 |
9 |
146 |
| Sovereigns and banks in the euro area: a tale of two crises |
0 |
0 |
0 |
18 |
2 |
9 |
18 |
93 |
| Structural Breaks in Volatility: Evidence for the OECD Real Exchange Rates |
0 |
0 |
0 |
126 |
0 |
4 |
7 |
286 |
| Structural Breaks in Volatility: Evidence from the OECD Real Exchange Rates |
0 |
0 |
0 |
50 |
3 |
7 |
8 |
182 |
| Structural Funds and Spain’s Objective 1 Regions: An Analysis Based on the Hermin Model |
0 |
0 |
0 |
202 |
1 |
6 |
12 |
678 |
| Systemic banks, capital composition and CoCo bonds issuance: The effects on bank risk |
0 |
0 |
0 |
19 |
1 |
5 |
8 |
99 |
| Systemic banks, capital composition and CoCo bonds issuance: The effects on bank risk |
0 |
0 |
0 |
31 |
0 |
3 |
6 |
86 |
| Systemic banks, capital composition and CoCo bonds issuance:The effects on bank risk |
0 |
0 |
0 |
35 |
0 |
4 |
8 |
181 |
| TECHNICAL ANALYSIS IN FOREIGN EXCHANGE MARKETS: LINEAR VERSUS NONLINEAR TRADING RULES |
0 |
0 |
0 |
80 |
0 |
4 |
8 |
308 |
| Tax-burden convergence in Europe |
0 |
0 |
0 |
190 |
0 |
6 |
10 |
762 |
| Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules |
0 |
0 |
0 |
514 |
1 |
12 |
16 |
1,387 |
| Technical analysis in the Madrid stock exchange |
0 |
0 |
1 |
155 |
0 |
8 |
13 |
593 |
| Technical analysis in the Madrid stock exchange |
0 |
0 |
0 |
714 |
0 |
5 |
10 |
2,659 |
| Teorías del tipo de cambio: una panorámica |
1 |
1 |
2 |
89 |
1 |
4 |
17 |
301 |
| Testing Chaotic Dynamics via Lyapunov Exponents |
0 |
0 |
0 |
334 |
0 |
4 |
9 |
808 |
| Testing for private information using trade duration models with unobserved market heterogeneity: The case of Banco Popular |
0 |
0 |
0 |
21 |
1 |
7 |
9 |
55 |
| The Credibility of the European Monetary System: A Review |
0 |
0 |
0 |
48 |
1 |
6 |
9 |
230 |
| The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis |
0 |
0 |
0 |
1 |
2 |
6 |
7 |
25 |
| The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis |
0 |
0 |
0 |
109 |
2 |
8 |
10 |
442 |
| The diabolic loop between sovereign and banking risk in the euro area |
0 |
1 |
1 |
8 |
1 |
6 |
14 |
29 |
| The euro and the volatility of exchange rates |
0 |
0 |
1 |
108 |
2 |
5 |
11 |
334 |
| The failure of the monetary model of exchange rate determination |
0 |
0 |
1 |
103 |
1 |
12 |
23 |
203 |
| The real picture: Industry specific exchange rates for the euro area |
0 |
0 |
0 |
16 |
1 |
5 |
13 |
442 |
| The robustness of the sovereign-bank interconnection: Evidence from contingent claims analysis |
0 |
0 |
0 |
21 |
2 |
5 |
10 |
82 |
| The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market |
0 |
0 |
0 |
15 |
4 |
11 |
18 |
89 |
| Time connectedness of fear |
0 |
0 |
0 |
7 |
2 |
7 |
9 |
44 |
| Un Análisis Estratégico del Sistema para la Autonomía y Atención a la Dependencia |
0 |
0 |
0 |
34 |
2 |
3 |
4 |
206 |
| Understanding and Forecasting Stock Price Changes |
0 |
0 |
0 |
393 |
1 |
5 |
11 |
1,353 |
| Using machine learning algorithms to find patterns in stock prices |
0 |
0 |
0 |
453 |
2 |
5 |
7 |
1,130 |
| Volatility in EMU sovereign bond yields: Permanent and transitory components |
0 |
0 |
0 |
101 |
3 |
9 |
12 |
218 |
| Volatility in EMU sovereign bond yields: Permanent and transitory components |
0 |
0 |
0 |
2 |
3 |
7 |
14 |
48 |
| Volatility spillovers between foreing-exchange and stock markets |
0 |
0 |
1 |
37 |
0 |
9 |
18 |
55 |
| Volatility spillovers in EMU sovereign bond markets |
0 |
0 |
0 |
27 |
1 |
9 |
13 |
77 |
| Volatility spillovers in EMU sovereign bond markets |
0 |
0 |
0 |
17 |
5 |
9 |
13 |
96 |
| Volatility transmission between stock and exchange-rate markets: A connectedness analysis |
0 |
0 |
0 |
0 |
3 |
6 |
7 |
7 |
| Volatility transmission between stock and exchange-rate markets: A connectedness analysis |
0 |
0 |
0 |
12 |
0 |
3 |
4 |
47 |
| Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach |
0 |
2 |
2 |
60 |
0 |
5 |
10 |
50 |
| Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach |
0 |
1 |
1 |
91 |
0 |
10 |
21 |
143 |
| Total Working Papers |
5 |
19 |
68 |
18,522 |
236 |
1,103 |
1,858 |
76,006 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Quantitative Analysis of the Effects of Capital Controls: Spain, 1986-1990 |
0 |
0 |
0 |
29 |
1 |
3 |
6 |
208 |
| A contribution to the empirics of convergence in real GDP growth: the role of financial crises and exchange-rate regimes |
0 |
0 |
0 |
6 |
0 |
2 |
6 |
47 |
| A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis |
0 |
0 |
0 |
0 |
5 |
14 |
21 |
23 |
| An Empirical Evaluation of Non-Linear Trading Rules |
0 |
1 |
1 |
199 |
3 |
10 |
13 |
754 |
| An eclectic approach to currency crises: drawing lessons from the EMS experience |
0 |
0 |
0 |
4 |
2 |
3 |
5 |
76 |
| An empirical characterization of the effects of public debt on economic growth |
0 |
1 |
5 |
32 |
0 |
5 |
20 |
106 |
| An empirical examination of exchange-rate credibility determinants in the EMS |
0 |
0 |
0 |
27 |
2 |
4 |
7 |
135 |
| An empirical examination of purchasing power parity: Argentina 1810–2016 |
0 |
1 |
5 |
11 |
1 |
10 |
19 |
45 |
| An empirical examination of the determinants of the shadow economy |
0 |
0 |
0 |
20 |
1 |
5 |
11 |
104 |
| An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis |
0 |
0 |
0 |
24 |
1 |
6 |
10 |
122 |
| Analyzing How the Social Security Reserve Fund in Spain Affects the Sustainability of the Pension System |
0 |
0 |
1 |
3 |
2 |
5 |
12 |
25 |
| Assessing heterogeneous time-varying impacts in the debt-growth nexus |
0 |
0 |
1 |
1 |
0 |
9 |
20 |
20 |
| Assessing the credibility of a target zone: evidence from the EMS |
0 |
0 |
0 |
31 |
2 |
7 |
10 |
200 |
| Assessing the effectiveness of the EU's regional policies on real convergence: An analysis based on the HERMIN model |
0 |
0 |
0 |
7 |
1 |
5 |
9 |
99 |
| Asymmetry in the EMS: New evidence based on non-linear forecasts |
0 |
0 |
1 |
18 |
2 |
4 |
18 |
256 |
| Bank risk behavior and connectedness in EMU countries |
0 |
0 |
0 |
10 |
2 |
7 |
10 |
135 |
| Bank-sovereign risk spillovers in the Euro Area |
0 |
0 |
0 |
1 |
1 |
3 |
4 |
7 |
| Causality and contagion in EMU sovereign debt markets |
0 |
0 |
0 |
23 |
0 |
4 |
15 |
153 |
| Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion |
0 |
0 |
1 |
42 |
2 |
12 |
16 |
171 |
| Chaotic behaviour in exchange-rate series: First results for the Peseta--U.S. dollar case |
0 |
0 |
0 |
90 |
1 |
4 |
18 |
397 |
| Cointegration and Unit Roots |
0 |
0 |
0 |
1 |
3 |
14 |
27 |
1,928 |
| Combining information in exchange rate forecasting: evidence from the EMS |
0 |
0 |
0 |
39 |
0 |
6 |
6 |
213 |
| Convergence in car prices among European countries |
0 |
0 |
0 |
16 |
0 |
4 |
8 |
107 |
| Convergence in fiscal pressure across EU countries |
0 |
0 |
1 |
88 |
0 |
7 |
9 |
289 |
| Convergence in social protection benefits across EU countries |
0 |
0 |
0 |
70 |
0 |
5 |
6 |
290 |
| Correction: Financial restructuring, crisis, and productivity growth in bank branches: evidence from a large commercial Spanish bank |
0 |
0 |
0 |
0 |
0 |
5 |
5 |
5 |
| Credibility in the EMS: new evidence using nonlinear forecastability tests |
0 |
0 |
0 |
0 |
0 |
5 |
7 |
11 |
| Currency and commodity return relationship under extreme geopolitical risks: evidence from the invasion of Ukraine |
0 |
0 |
0 |
0 |
0 |
5 |
8 |
10 |
| Detecting trends in the foreign exchange markets |
0 |
0 |
0 |
8 |
1 |
4 |
5 |
103 |
| Detection of implicit fluctuation bands and their credibility in EU candidate countries |
0 |
0 |
0 |
1 |
0 |
5 |
6 |
47 |
| Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities |
0 |
0 |
0 |
6 |
0 |
4 |
8 |
50 |
| Do short-term interest rates influence long-term interest rates? Empirical evidence from some EMS countries |
0 |
0 |
0 |
98 |
0 |
6 |
14 |
430 |
| Does public capital affect private sector performance?: An analysis of the Spanish case, 1964-1988 |
0 |
0 |
0 |
184 |
0 |
15 |
19 |
467 |
| Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets |
0 |
0 |
0 |
6 |
0 |
7 |
17 |
41 |
| EFECTOS DE POLÍTICAS MACROECONÓMICAS EN UNA UNIÓN MONETARIA CON DISTINTOS GRADOS DE RIGIDEZ SALARIAL |
0 |
0 |
0 |
34 |
0 |
9 |
13 |
266 |
| EXPECTATIVAS, APRENDIZAJE Y CREDIBILIDAD DE LA POLÍTICA MONETARIA EN ESPAÑA |
0 |
0 |
0 |
13 |
1 |
5 |
5 |
119 |
| Economic growth and deviations from the equilibrium exchange rate |
0 |
1 |
4 |
15 |
4 |
20 |
46 |
92 |
| El impacto de los Fondos Europeos en la economía andaluza: 1989-2013 |
0 |
0 |
0 |
18 |
0 |
4 |
8 |
91 |
| Environmental Consequences of the Community Support Framework 1994-99 in Spain |
0 |
0 |
0 |
12 |
0 |
3 |
10 |
140 |
| Estimación de una función de producción MRW para la economía española, 1910-1995 |
0 |
0 |
0 |
87 |
0 |
1 |
3 |
752 |
| European cohesion policy and the Spanish economy: A policy discussion case |
0 |
0 |
0 |
62 |
0 |
5 |
13 |
218 |
| Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets |
0 |
0 |
4 |
4 |
0 |
3 |
14 |
14 |
| Exchange rate volatility in the EMS before and after the fall |
0 |
0 |
0 |
44 |
0 |
3 |
6 |
369 |
| Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS |
0 |
0 |
0 |
51 |
0 |
9 |
11 |
253 |
| Exchange-rate regimes and economic growth: an empirical evaluation |
0 |
1 |
2 |
17 |
1 |
10 |
15 |
111 |
| Exploiting trends in the foreign exchange markets |
0 |
0 |
0 |
10 |
1 |
7 |
11 |
97 |
| Export Market Integration in the European Union |
0 |
0 |
0 |
0 |
1 |
7 |
8 |
11 |
| Export market integration in the European Union |
0 |
0 |
0 |
1 |
1 |
9 |
16 |
46 |
| Export market integration in the European Union |
0 |
0 |
0 |
204 |
0 |
4 |
5 |
846 |
| Fear connectedness among asset classes |
0 |
0 |
0 |
2 |
1 |
9 |
17 |
63 |
| Financial market analogies of the COVID-19 pandemic: evidence from the Dow Jones Industrial Average Index |
0 |
0 |
1 |
3 |
0 |
3 |
7 |
21 |
| Financial restructuring, crisis, and productivity growth in bank branches: evidence from a large commercial Spanish bank |
0 |
0 |
1 |
1 |
1 |
4 |
12 |
12 |
| Fiscal Sustainability in Aging Societies: Evidence from Euro Area Countries |
0 |
0 |
6 |
24 |
3 |
17 |
31 |
103 |
| Forecasting the dollar|euro exchange rate: are international parities useful? |
0 |
0 |
0 |
82 |
0 |
2 |
5 |
453 |
| Further evidence on technical trade profitability and foreign exchange intervention |
0 |
0 |
0 |
40 |
0 |
5 |
8 |
288 |
| Further tests on the forward exchange rate unbiasedness hypothesis |
1 |
1 |
1 |
17 |
4 |
8 |
9 |
111 |
| Granger causality between public debt and economic growth: further evidence from panel data |
0 |
2 |
4 |
4 |
0 |
6 |
21 |
21 |
| Granger-causality in peripheral EMU public debt markets: A dynamic approach |
0 |
0 |
0 |
35 |
0 |
6 |
12 |
171 |
| Growth and the Welfare State in the EU: A Causality Analysis |
0 |
0 |
0 |
88 |
1 |
6 |
7 |
344 |
| Growth dynamics, financial crises and exchange rate regimes |
0 |
0 |
0 |
34 |
0 |
4 |
4 |
102 |
| HERMIN Spain |
0 |
0 |
0 |
68 |
1 |
5 |
8 |
370 |
| HERMIN: A macroeconometric modelling framework for the EU periphery |
0 |
0 |
1 |
140 |
0 |
2 |
4 |
317 |
| Has the ECB’s monetary policy prompted companies to invest, or pay dividends? |
0 |
0 |
0 |
0 |
1 |
4 |
5 |
19 |
| Headline and Core Inflation: An Empirical Analysis Based on the ECB Survey of Professional Forecasters |
0 |
0 |
0 |
10 |
0 |
2 |
4 |
35 |
| Heterogeneity in the debt-growth nexus: Evidence from EMU countries |
0 |
0 |
3 |
30 |
4 |
9 |
25 |
143 |
| Historical financial analogies of the current crisis |
0 |
0 |
1 |
11 |
1 |
8 |
12 |
127 |
| Human capital in Spain: an estimate of educational attainment |
0 |
0 |
0 |
33 |
5 |
9 |
9 |
185 |
| Implicit bands in the Spanish peseta/Deutschmark exchange rate, 1965-1998 |
0 |
0 |
0 |
8 |
2 |
7 |
12 |
173 |
| Implicit bands in the yen/dollar exchange rate |
0 |
0 |
0 |
6 |
0 |
4 |
8 |
119 |
| Implicit exchange regimes in Central and Eastern Europe: a first exploration |
0 |
0 |
0 |
14 |
0 |
2 |
5 |
63 |
| Incorporating asset price stability in the European Central Bank's inflation targeting framework |
0 |
0 |
0 |
3 |
2 |
4 |
8 |
36 |
| Inflation expectations in Spain: The Spanish PwC Survey |
0 |
0 |
0 |
11 |
0 |
3 |
8 |
123 |
| Inflation, real economic growth and unemployment expectations: an empirical analysis based on the ECB survey of professional forecasters |
0 |
0 |
0 |
9 |
0 |
11 |
21 |
70 |
| Linkages in international stock markets: evidence from a classification procedure |
0 |
0 |
0 |
19 |
2 |
5 |
12 |
116 |
| Long-Run Convergence in Social Protection across EU Countries, 1970-1999 |
0 |
0 |
0 |
0 |
3 |
6 |
8 |
67 |
| Macroeconomic effects resulting from the incentives of the Economic and Tax Regime in the Canary Islands between 1994 and 2013 |
0 |
1 |
1 |
16 |
1 |
7 |
10 |
89 |
| Macroeconomic instability in the European monetary system? |
0 |
0 |
0 |
17 |
2 |
6 |
7 |
147 |
| Modelling evolving long-run relationships: the linkages between stock markets in Asia |
0 |
0 |
0 |
41 |
0 |
4 |
6 |
200 |
| Modelling the linkages between US and Latin American stock markets |
0 |
0 |
0 |
80 |
1 |
6 |
12 |
320 |
| Nonfinancial debt and economic growth in euro-area countries |
0 |
0 |
0 |
19 |
0 |
3 |
15 |
173 |
| Office Market Dynamics in Madrid: Modelling with a Single-Equation Error Correction Mechanism |
0 |
0 |
0 |
12 |
0 |
5 |
7 |
60 |
| On factors explaining the 2008 financial crisis |
0 |
0 |
1 |
37 |
1 |
11 |
17 |
206 |
| On the Credibility of the Irish Pound in the EMS |
0 |
0 |
0 |
13 |
2 |
30 |
33 |
146 |
| On the forecast accuracy and consistency of exchange rate expectations: the Spanish PwC Survey |
0 |
0 |
0 |
7 |
1 |
3 |
5 |
162 |
| On the heterogeneous link between public debt and economic growth |
0 |
0 |
1 |
15 |
3 |
9 |
18 |
65 |
| On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market |
0 |
1 |
1 |
145 |
0 |
7 |
18 |
504 |
| On the time-varying nature of the debt-growth nexus: evidence from the euro area |
0 |
1 |
2 |
7 |
1 |
4 |
13 |
36 |
| Optimization of technical rules by genetic algorithms: evidence from the Madrid stock market |
0 |
0 |
0 |
204 |
0 |
6 |
10 |
684 |
| Political and Institutional Factors in Regime Changes in the ERM: An Application of Duration Analysis |
0 |
0 |
0 |
10 |
2 |
8 |
12 |
111 |
| Portfolios in the Ibex 35 before and after the Global Financial Crisis |
0 |
0 |
0 |
7 |
1 |
5 |
12 |
63 |
| Price convergence in the European Union |
0 |
0 |
0 |
87 |
0 |
6 |
10 |
259 |
| Price convergence in the European car market |
0 |
0 |
0 |
21 |
1 |
2 |
9 |
128 |
| Public Debt and Economic Growth: Further Evidence for the Euro Area |
0 |
0 |
9 |
64 |
3 |
8 |
29 |
212 |
| Public Expenditure and Economic Growth: Further Evidence for the European Union |
0 |
0 |
25 |
25 |
3 |
22 |
78 |
78 |
| Quantifying sovereign risk in the euro area |
0 |
0 |
1 |
20 |
1 |
11 |
17 |
82 |
| Real exchange rate volatility, financial crises and exchange rate regimes |
0 |
0 |
0 |
10 |
2 |
5 |
8 |
70 |
| Regimen changes and duration in the European Monetary System |
0 |
0 |
0 |
24 |
0 |
6 |
9 |
177 |
| Searching for informed traders in stock markets: The case of Banco Popular |
0 |
0 |
0 |
0 |
1 |
6 |
9 |
17 |
| Similarity and diversity in the EU periphery: A HERMIN-based investigation |
0 |
0 |
0 |
30 |
0 |
4 |
5 |
160 |
| Social protection benefits and growth: evidence from the European Union |
0 |
0 |
0 |
26 |
0 |
3 |
5 |
180 |
| Social protection benefits and growth: evidence from the European Union |
0 |
0 |
0 |
32 |
1 |
4 |
7 |
190 |
| Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries |
0 |
0 |
2 |
32 |
3 |
7 |
17 |
154 |
| Stress Spillovers among Financial Markets: Evidence from Spain |
0 |
0 |
0 |
2 |
2 |
5 |
8 |
21 |
| Structural breaks in volatility: Evidence for the OECD and non-OECD real exchange rates |
0 |
0 |
0 |
46 |
2 |
12 |
14 |
250 |
| Supply effects on the Andalusian economy of the structural fonds in infraestructures: the Community Support Framework 1994-1999 |
0 |
0 |
0 |
1 |
1 |
3 |
4 |
59 |
| Technical analysis in foreign exchange markets: evidence from the EMS |
0 |
0 |
0 |
253 |
0 |
6 |
10 |
853 |
| Temporary ban on short positions and financial market volatility: evidence from the Madrid Stock Market |
0 |
0 |
2 |
3 |
1 |
5 |
8 |
38 |
| Testing chaotic dynamics via Lyapunov exponents |
0 |
0 |
0 |
137 |
2 |
5 |
8 |
592 |
| Testing nonlinear forecastability in time series: Theory and evidence from the EMS |
0 |
0 |
0 |
31 |
0 |
5 |
8 |
133 |
| Testing unobserved market heterogeneity in financial markets: The case of Banco Popular |
0 |
0 |
1 |
2 |
0 |
4 |
8 |
28 |
| The Credibility of the European monetary System:A Review |
0 |
0 |
1 |
4 |
0 |
6 |
9 |
61 |
| The US dollar-euro exchange rate and US-EMU bond yield differentials: A causality analysis |
0 |
0 |
0 |
5 |
0 |
3 |
8 |
72 |
| The causal relationship between debt and growth in EMU countries |
0 |
0 |
2 |
88 |
3 |
8 |
20 |
314 |
| The economic effects of fiscal policy: Further evidence for Spain |
0 |
1 |
1 |
3 |
1 |
7 |
9 |
25 |
| The euro and the volatility of exchange rates |
0 |
0 |
0 |
11 |
0 |
6 |
9 |
108 |
| The failure of the monetary model of exchange rate determination |
0 |
0 |
1 |
5 |
0 |
5 |
12 |
86 |
| The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis |
0 |
1 |
2 |
11 |
0 |
3 |
8 |
99 |
| The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market |
0 |
0 |
0 |
15 |
4 |
8 |
9 |
168 |
| Time connectedness of fear |
0 |
0 |
0 |
4 |
1 |
4 |
6 |
18 |
| Transitory and permanent components of exchange rate volatility: Further evidence from causality tests |
0 |
0 |
2 |
2 |
1 |
8 |
16 |
16 |
| Unconventional monetary policy and the dollar–euro exchange rate: first results from time-series analysis |
0 |
0 |
0 |
4 |
1 |
5 |
8 |
20 |
| Unconventional monetary policy and the dollar–euro exchange rate: further evidence from event studies |
0 |
0 |
1 |
10 |
0 |
0 |
5 |
45 |
| Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility |
0 |
0 |
0 |
18 |
0 |
4 |
12 |
105 |
| Using nearest neighbour predictors to forecast the Spanish stock market |
0 |
0 |
1 |
354 |
1 |
7 |
14 |
801 |
| Volatility in EMU sovereign bond yields: permanent and transitory components |
0 |
0 |
0 |
22 |
0 |
10 |
10 |
137 |
| Volatility spillovers between foreign exchange and stock markets in industrialized countries |
0 |
0 |
1 |
8 |
1 |
5 |
13 |
62 |
| Volatility spillovers in EMU sovereign bond markets |
0 |
0 |
0 |
7 |
1 |
14 |
17 |
96 |
| Total Journal Articles |
1 |
13 |
102 |
4,406 |
125 |
810 |
1,512 |
23,031 |