Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales

For technical questions regarding this series, please contact ()
Series handle: repec:ucm:doicae

• 0920 Optimal Risk Management Before, During and After the 2008-09 Financial Crisis
  by Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral [Downloadable!]
• 0919 What Happened to Risk Management During the 2008-09 Financial Crisis?
  by Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral [Downloadable!]
• 0918 Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
  by Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral [Downloadable!]
• 0917 State-Uncertainty preferences and the Risk Premium in the Exchange rate market
  by Juan-Angel Jimenez-Martin & Alfonso Novales Cinca [Downloadable!]
• 0913 Modelling Sustainable International Tourism Demand to the Brazilian Amazon
  by Jose Angelo Divino & Michael McAleer [Downloadable!]
• 0911 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
  by Massimiliano Caporin & Michael McAleer [Downloadable!]
• 0910 The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges
  by Michael McAleer [Downloadable!]
• 0909 A Scientific Classification of Volatility Models
  by Massimiliano Caporin & Michael McAleer [Downloadable!]
• 0908 State-Uncertainty preferences and the Risk Premium in the Exchange rate market
  by Juan-Angel Jimenez-Martin & Alfonso Novales Cinca [Downloadable!]
• 0907 A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
  by Juan Angel Jiménez Martín & Michael McAleer & Teodosio Pérez-Amaral [Downloadable!]
• 0906 Modelling International Tourist Arrivals and Volatility: An Application to Taiwan
  by Chia-Lin Chang & Michael McAleer & Dan Slottje [Downloadable!]
• 0905 A Scientific Classification of Volatility Models
  by Massimiliano Caporin & Michael McAleer [Downloadable!]
• 0904 Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models
  by Massimiliano Caporin & Michael McAleer [Downloadable!]
• 0902 Forecasting linear dynamical systems using subspace methods
  by Alfredo García-Hiernaux [Downloadable!]
• 0901 Diagnostic checking using subspace methods
  by Alfredo García-Hiernaux [Downloadable!]
• 0604 Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal
  by Pilar Abad & Sonia Benito [Downloadable!]

• 0602 Decomposition of state-space Model with inputs: The theory and an application to estimate the ROI of advertising
  by José Casals Carro & Miguel Jerez Méndez & Sonia Sotoca López [Downloadable!]

• 0413 Seasonal Fluctuations and Dynamic Equilibrium Models of Exchange Rate
  by Juan Angel Jiménez Martín & Rafael Flores de Frutos [Downloadable!]
• 0412 Macroeconomic and policy uncertainty and Exchange rate risk Premium
  by Juan Ángel Jiménez Martín & Rodrigo Peruga Urrea [Downloadable!]
• 0411 The Fit of Dynamic Equilibrium Models of Exchange Rate
  by Juan Ángel Jiménez Martín & Rafael Flores de Frutos [Downloadable!]
• 0410 Component versus Tradicional Models to Forecast Quarterly National Account Aggregates: a Monte Carlo Experiment
  by Gustavo A. Marrero [Downloadable!]
• 0409 Characterizing the Optimal Composition of Government Expenditures
  by Rafaela Mª Pérez Sánchez [Downloadable!]
• 0408 Global and local indeterminacy and optimal environmental public policies in an economy with public abatement activities
  by Rafaela Mª Pérez Sánchez & Jesús Ruiz Andújar [Downloadable!]
• 0407 Infraestructuras de Transportes: Medición y Análisis de los Efectos Desbordamiento para los Sectores Productivos Españoles
  by Inmaculada Álvarez Ayuso & Mª Jesús Delgado Rodríguez [Downloadable!]
• 0406 Air Pollution Convergente and Economic Growth across European Countries
  by Francisco Álvarez & Gustavo A. Marrero & Luis Puch [Downloadable!]
• 0405 EU Polluting Emissions: an empirical analysis
  by F. Álvarez & M. Contestabile & C. Gómez & G. Marrero & L. Puch [Downloadable!]
• 0404 Entrada y Competencia en los Servicios de Telecomunicaciones
  by Israel J. Hernández & Elena Huergo Orejas [Downloadable!]
• 0403 The Welfare Cost of Business Cycles in an Economy with Nonclearing Markets
  by Frank Portier & Luis A. Puch [Downloadable!]
• 0402 Corn Market Integration in Porfirian Mexico
  by Rafael Dobado & Gustavo A. Marrero [Downloadable!]
• 0401 The public investment rule in a simple endogenous endogenous growth model with public capital: active or pasive?
  by Gustavo A. Marrero [Downloadable!]

• 0311 The short-run dynamics of optimal growth models with delays
  by Fabrice Collard & Omar Licandro & Luis A. Puch [Downloadable!]
• 0310 Vintage capital and the dynamics of the AK model
  by Raouf Boucekkine & Omar Licandro & Luis A. Puch & Fernando del Rio [Downloadable!]
• 0309 Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)
  by Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert White [Downloadable!]
• 0308 Double Dividend in an Endogenous Growth Model With Pollution and Abatement
  by Esther Fernández Casillas & Rafaela Mª Pérez Sánchez & Jesús Ruiz Andújar [Downloadable!]
• 0307 Environmental fiscal policies might be ineffective to control pollution
  by Esther Fernández Casillas & Rafaela Mª Pérez Sánchez & Jesús Ruiz Andújar [Downloadable!]
• 0306 La Transición al Euro y la Prima de Riesgo en el Mercado de Divisas
  by Juan Ángel Jiménez Martín & Rodrigo Peruga Urrea [Downloadable!]
• 0305 Comparación de la Eficiencia Técnica de los Sectores Productivos Regionales: 1980-1995"
  by Mª Jesús Delgado Rodríguez & Inmaculada Álvarez Ayuso [Downloadable!]
• 0304 Contenido informativo de los cambios de Rating en el mercado de Valores Español
  by Pilar Abad Romero & Mª Dolores Robles Fernández [Downloadable!]
• 0303 Taxing or subsidizing Factors' rents in a simple endogenous growth model with public capital
  by Gustavo A. Marrero & Alfonso Novales [Downloadable!]
• 0302 Growth and Welfare: Distorting versus Non-Distorting Taxes
  by Gustavo A. Marrero & Alfonso Novales [Downloadable!]
• 0301 Trade Shoks and Aggregate Fluctuations in an Oil-Exporting Economy
  by Francisco J. Sáez & Luis A. Puch [Downloadable!]

• 0228 Treasury actions: The Spanish format
  by Francisco Álvarez & Cristina Mazón [Downloadable!]
• 0227 The Role of Simulation Methods in Macroeconomics
  by Alfonso Novales [Downloadable!]
• 0226 Dynamic correlations and forecasting of term structure slopes in eurocurrency market
  by Alfonso Novales & Emilio Domínguez [Downloadable!]
• 0225 Can forward rates be used to improve interest rate forecasts?"
  by Alfonso Novales & Emilio Domínguez [Downloadable!]
• 0224 A factor model of term structure slopes in eurocurrency markets
  by Alfonso Novales & Emilio Domínguez [Downloadable!]
• 0223 Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market
  by Alfonso Novales & J.A. Lafuente [Downloadable!]
• 0222 An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets
  by Pilar Abad & Alfonso Novales [Downloadable!]
• 0221 The Forecasting Ability of Factor Models of the Term Structure of IRS Markets
  by Pilar Abad & Alfonso Novales [Downloadable!]
• 0220 Volatility Transmission acros the Term Structure of Swap Markets: International Evidence
  by Pilar Abad & Alfonso Novales [Downloadable!]
• 0219 Risk Premia in the Term Structure of Swaps in Pesetas
  by Alfonso Novales & Pilar Abad [Downloadable!]
• 0218 Analysis and Comparisons of some Solution Concepts for Stochastic Programming Problems
  by R. Caballero & E. Cerdá & M. Muñoz & L. Rey [Downloadable!]
• 0217 Stochastic Approach versus Multiobjective Approach for Obtaining Efficient Solutions in Stochastic Multiobjective Programming Problems
  by Rafael Caballero & Emilio Cerdá & Mª del Mar Muñoz & Lourdes Rey [Downloadable!]
• 0216 Dynamic Laffer Curve in an Endogenous Growth Model with Pollution
  by Esther Fernández Casillas & Rafaela Mª Pérez Sánchez & Jesús Ruiz Andújar [Downloadable!]
• 0215 Un modelo de Uso Eficiente de las Infraestructuras Públicas
  by Rafaela Mª Pérez Sánchez [Downloadable!]
• 0214 Time-Varying forward Bias and the Volatility of Risk Premium: a Monetary Explanation
  by Juan Ángel Lafuente & Jesús Ruiz [Downloadable!]
• 0213 The New Market Effect on Return and Volatility of Spanish Sector Indexes
  by Juan Ángel Lafuente & Jesús Ruiz [Downloadable!]
• 0212 Política Fiscal Óptima: el estado de la Cuestión
  by Baltasar Manzano & Jesús Ruiz [Downloadable!]
• 0211 Experimentos de Política Fiscal por el Lado de la Oferta en un Modelo Monetario de Crecimiento Endógeno
  by Jesús Ruiz [Downloadable!]
• 0210 Medición de la Eficiencia técnica para los Países de la UE-15
  by Mª Jesús Delgado Rodríguez & Inmaculada Álvarez Ayuso [Downloadable!]
• 0209 Política Monetaria y Cambios de Régimen en los tipos de Interés del Mercado Interbancario
  by José Luis Fernández Serrano & Lola Robles Fernández [Downloadable!]
• 0208 Linear and Nonlinear Intraday Dynamics between the Eurostoxx-50
  by Luisa Nieto & Mª Dolores Robles & Ángeles Fernández [Downloadable!]
• 0207 ¿Es Óptimo Pagar Intereses por los Activos de Caja?
  by Esther Fernández [Downloadable!]
• 0206 Política Monetaria Óptima en un Modelo con Intermediación Financiera
  by Esther Fernández [Downloadable!]
• 0205 Duality in Fractional Programming Involving Locally Arcwise Connected and Related Functions
  by I.M. Stancu-Minasian & R. Caballero & E. Cerdá & M.M. Muñoz [Downloadable!]
• 0204 An ARMA Representation of Unobserved Component Models under Generalized Random Walk Specifications: New Algorithms and Examples
  by Marcos Bujosa & Antonio García Ferrer & Peter Young [Downloadable!]
• 0203 A Note on the Pseudo-Spectra and the Pseudo-Covariance Generating Functions of ARMA Processes
  by Andrés Bujosa & Marcos Bujosa & Antonio García Ferrer [Downloadable!]
• 0202 A Dynamic Model of Final Service Competition in fixed Electronic Communications under a Capacity Interconnection Regime
  by José G. Aguilar Barceló [Downloadable!]
• 0201 A flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)
  by Halbert L. White & Giampiero M. Gallo & Teodosio Pérez Amaral [Downloadable!]
• 0111 Costly capital reallocation and energy use
  by Antonia Díaz & Luis A. Puch & María D. Guilló [Downloadable!]

• 0110 Structural Breaks and interest rates forecast: a sequential approach
  by José Luis Fernández Serrano & Mª Dolores Robles Fernández [Downloadable!]
• 0109 Coordinating short- and long-run public investment rules
  by Gustavo A. Marrero [Downloadable!]
• 0108 Indeterminación y función de utilidad no separable en consumo público y ocio
  by Esther Fernández & Jesús Ruiz [Downloadable!]
• 0107 Time-to build, growth and welfare
  by Esther Fernández & Jesús Ruiz [Downloadable!]
• 0106 Dynamic Laffer Curves
  by Alfonso Novales & Jesús Ruiz [Downloadable!]
• 0105 Growth and welfare: Distorting versus non-distorting taxes
  by Gustavo A. Marrero & Alfonso Novales [Downloadable!]
• 0104 Cheating for the common good in a Macroeconomic policy game
  by Francisco Álvarez González & Christophe Deissenberg [Downloadable!]
• 0103 The effect of public infrastructure on private activity: Evidence from the spanish regions
  by M.J. Delgado Rodríguez & Inmaculada Álvarez Ayuso [Downloadable!]
• 0102 Electronic commerce, consumer search and reailing cost reduction
  by Cristina Mazón & Pedro Pereira [Downloadable!]
• 0101 Optimal Growth under Endogeneous Depreciation, Capital Utilization and Maintenance Costs
  by Omar Licandro & Luis A. Puch & J. Ramón Ruiz Tamaritz [Downloadable!]

Did you know? You can import bibliographic info in various formats into you bibliographic tool, or just into your word processor. See under "publisher info" on each abstract page.

This page was last updated on 2009-10-21.