Content
2013
- 2013-26 Realized volatility risk
by David E. Allen & Michael McAleer & Marcel Scharth - 2013-25 Herding, Information Cascades and Volatility Spillovers in Futures Markets
by Michael McAleer & Kim Radalj - 2013-24 Optimal time-consistent fiscal policy under endogenous growth with elastic labour supply
by Alfonso Novales Cinca & Rafaela Pérez Sánchez & Jesús Rúiz Andújar - 2013-23 Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital
by Alfonso Novales Cinca & Rafaela María Pérez Sánchez & Jesús Rúiz Andújar - 2013-22 Risk Modelling and Management: An Overview
by Chia-Lin Chang & David E. Allen & Michael McAleer & Ju-Ting Tang & Teodosio Pérez Amaral - 2013-21 Ten Things You Should Know About the Dynamic Conditional Correlation Representation
by Massimiliano Caporin & Michael McAleer - 2013-19 The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market
by Adrian Fernandez-Perez & Fernando Fernández-Rodríguez & Simón Javier Sosvilla Rivero - 2013-18 Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis
by Michael McAleer & John Suen & Wing Keung Wong - 2013-17 Nonparametric Multiple Change Point Analysis of the Global Financial Crisis
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh - 2013-16 Modelling and Simulation: An Overview
by Michael McAleer & Les Oxley & Felix Chan - 2013-15 R&D, IP, and firm profits in the automotive supplier industry
by Stefan Lutz - 2013-14 Analyzing Fixed-event Forecast Revisions
by Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer - 2013-13 Mathematical framework for pseudo-spectra of linear stochastic difference equations
by Andrés Bujosa Brun & Marcos Bujosa Brun & Antonio García-Ferrer - 2013-12 Ten Things You Should Know About DCC
by Massimiliano Caporin & Michael McAleer - 2013-11 Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market
by Pilar Abad & M. Dolores Robles & Gare Cuervo - 2013-10 Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence
by Chia-Lin Chang & Michael McAleer & Les Oxley - 2013-09 What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance
by Chia-Lin Chang & Michael McAleer - 2013-08 Inflation expectations in Spain: The Spanish PwC Survey
by María del Carmen Ramos-Herrera & Simon Sosvilla-Rivero - 2013-07 A Fractionally Integrated Wishart Stochastic Volatility Model
by Manabu Asai & Michael McAleer - 2013-06 Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer - 2013-05 Financial Dependence Analysis: Applications of Vine Copulae
by David Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh - 2013-04 Effects of taxation on European multi-nationals’ financing and profits
by Stefan Lutz - 2013-03 Recent Developments in Financial Economics and Econometrics: An Overview
by Chia-Lin Chang & David Allen & Michael McAleer - 2013-02 Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing
by Manabu Asai & Michael McAleer - 2013-01 Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
2012
- 2012-30 Volatility Spillovers from the US to Australia and China across the GFC
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh - 2012-29 Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan
by Lan-Fen Chu & Michael McAleer & Szu-Hua Wang - 2012-28 Estimating Implied Recovery Rates from the Term Structure of CDS Spreads
by Marcin Jaskowski & Michael McAleer - 2012-27 Statistical Modelling of Extreme Rainfall in Taiwan
by Lan-Fen Chu & Michael McAleer & Ching-Chung Chang - 2012-26 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral - 2012-25 Simultaneous determination of market value and risk premium in the valuation of firms
by Stefan Lutz - 2012-24 The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions
by D.E. Allen & Abhay K Singh & R. Powell & Michael McAleer & James Taylor & Lyn Thomas - 2012-23 Customer Service Quality and Incomplete Information in Mobile Telecommunications: A Game Theoretical Approach to Consumer Protection
by Rafael López Zorzano & Teodosio Pérez-Amaral & Teresa Garín-Muñoz & Covadonga Gijón Tascón - 2012-22 (How) Do research and administrative duties affect university professors’ teaching?
by Aurora García-Gallego & Nikolaos Georgantzís & Joan Martín-Montaner & Teodosio Pérez-Amaral - 2012-21 Satisfaction and protection of individual mobile telecommunications consumers
by Covadonga Gijón Tascón & Teresa Garín-Muñoz, & Teodosio Pérez-Amaral - 2012-20 How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?
by Lan-Fen Chu & Michael McAleer & Chi-Chung Chen - 2012-19 A non-parametric and entropy based analysis of the relationship between the VIX and S&P500
by D.E. Allen & A. Kramadibrata & Michael McAleer & R. Powell & A. K. Singh - 2012-18 Costs for conventional and renewable fuels and electricity in the worldwide transport sector: a mean-variance portfolio approach
by Ricardo Guerrero-Lemus & Gustavo A. Marrero & Luis A. Puch - 2012-17 Credit rating agencies and unsystematic risk: Is there a linkage?
by Pilar Abad Romero & María Dolores Robles Fernández - 2012-16 Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents
by Chia-Lin Chang & Sung-Po Chen & Michael McAleer - 2012-15 Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence
by Chia-Lin Chang & Michael McAleer & Les Oxley - 2012-14 Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments
by Philip Hans Franses & Michael McAleer & Rianne Legerstee - 2012-13 Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China
by Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong - 2012-12 Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability
by Chia-Lin Chang & Michael McAleer - 2012-11 Asymmetric Adjustments in the Ethanol and Grains Markets
by Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer - 2012-10 Modelling Long Memory Volatility in Agricultural Commodity Futures Returns
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - 2012-09 Robust Estimation and Forecasting of the Capital Asset Pricing Model
by Guorui Bian & Michael McAleer & Wing-Keung Wong - 2012-08 Risk Management and Financial Derivatives: An Overview
by Shawkat Hammoudeh & Michael McAleer - 2012-07 Currency Hedging Strategies Using Dynamic Multivariate GARCH
by Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín - 2012-06 Robust Ranking of Multivariate GARCH Models by Problem Dimension
by Massimiliano Caporin & Michael McAleer - 2012-05 Robust Ranking of Journal Quality: An Application to Economics
by Chia-Lin Chang & Esfandiar Maasoumi & Michael McAleer - 2012-04 Minimally Conditioned Likelihood for a Nonstationary State Space Model
by José Casals & Sonia Sotoca & Miguel Jerez - 2012-03 Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models
by Manabu Asai & Massimiliano Caporin & Michael McAleer - 2012-02 Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer - 2012-01 What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance
by Chia-Lin Chang & Michael McAleer
2011
- 2011-39 How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics
by Chia-Lin Chang & Michael McAleer - 2011-38 Volatility Spillovers from the Chinese Stock Market to Economic Neighbours
by David E. Allen & Ron Amram & Michael McAleer - 2011-37 Determinants of trading activity after rating actions in the Corporate Debt Market
by Pilar Abad & Antonio Diaz & M. Dolores Robles-Fernandez - 2011-36 Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence
by Pilar Abad & Antonio Diaz & M. Dolores Robles-Fernandez - 2011-35 The Rise and Fall of S&P500 Variance Futures
by Chia-Lin Chang & Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral - 2011-34 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - 2011-33 Currency Hedging Strategies Using Dynamic Multivariate GARCH
by Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín - 2011-32 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
by Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral - 2011-31 Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
by Chia-Lin Chang & Michael McAleer & Christine Lim - 2011-30 Dynamic Conditional Correlations for Asymmetric Processes
by Manabu Asai & Michael McAleer - 2011-29 Asymmetry and Long Memory in Volatility Modelling
by Manabu Asai & Michael McAleer & Marcelo C. Medeiros - 2011-28 Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
by Chia-Lin Chang & Michael McAleer & Christine Lim - 2011-27 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
by Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral - 2011-26 Citations and Impact of ISI Tourism and Hospitality Journals
by Chia-Lin Chang & Michael McAleer - 2011-25 How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience
by Chia-Lin Chang & Michael McAleer & Les Oxley - 2011-24 Analyzing Fixed-event Forecast Revisions
by Philip Hans Franses & Chia-Lin Chang & Michael McAleer - 2011-23 Estimating the Impact of Whaling on Global Whale Watching
by Hsiao-I Kuo & Chi-Chung Chen & Michael McAleer - 2011-22 Convergence and Cointegration
by Alfredo García-Hiernaux & David E. Guerrero - 2011-21 How Volatile is ENSO?
by LanFen Chu & Michael McAleer & Chi-Chung Chen - 2011-20 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
by Massimiliano Caporin & Michael McAleer - 2011-19 Testing the Box-Cox Parameter for an Integrated Process
by Jian Huang & Masahito Kobayashi & Michael McAleer - 2011-18 The Dynamics of Energy-Grain Prices with Open Interest
by Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer - 2011-17 Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX
by Isao Ishida & Michael McAleer & Kosuke Oya - 2011-16 Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range
by Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer - 2011-15 Evaluating Individual and Mean Non-Replicable Forecasts
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - 2011-14 Great Expectatrics: Great Papers, Great Journals, Great Econometrics
by Chia-Lin Chang & Michael McAleer & Les Oxley - 2011-13 Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
by Chia-Lin Chang & Michael McAleer - 2011-12 Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
by Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer - 2011-11 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
by Philip Hans Franses & Michael McAleer & Rianne Legerstee: - 2011-10 Causality Between Market Liquidity and Depth for Energy and Grains
by Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer - 2011-09 Modelling and Forecasting Noisy Realized Volatility
by Manabu Asai & Michael McAleer & Marcelo C. Medeiros - 2011-08 Variance Swaps and Intertemporal Asset Pricing
by Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio - 2011-07 A statistical test for forecast evaluation under a discrete loss function
by Francisco J. Eransus & Alfonso Novales Cinca - 2011-06 Why do variance swaps exist?
by Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio - 2011-05 An impure public good model with lotteries in large grou
by Antonio Cabrales & Haydée Lugo - 2011-04 Risk Management of Precious Metals
by Shawkat Hammoudeh & Farooq Malik & Michael McAleer - 2011-03 Are Forecast Updates Progressive?
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - 2011-02 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral - 2011-01 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
2010
- 1004 Some results on stability concepts for matching models
by Ester Camiña Centeno - 1003 Housing investment in Spain: has it been the main engine of growth?
by Carolina Cosculluela Martínez & Rafael Flores de Frutos - 1002 From general State-Space to VARMAX models
by José Casals Carro & Alfredo García-Hiernaux & Miguel Jerez - 1001 GFC-Robust Risk Management Strategies under the Basel Accord
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
2009
- 2009-20 Optimal Risk Management Before, During and After the 2008-09 Financial Crisis
by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral - 2009-19 What Happened to Risk Management During the 2008-09 Financial Crisis?
by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral - 2009-18 Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral - 2009-17 State-Uncertainty preferences and the Risk Premium in the Exchange rate market
by Juan-Ángel Jiménez-Martín & Alfonso Novales Cinca - 2009-16 A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options
by Chatayan Wiphatthanananthakul & Michael McAleer - 2009-15 Modelling the Growth and Volatility in Daily International Mass Tourism to Peru
by Jose Angelo Divino & Michael McAleer - 2009-14 Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO
by Chia-Lin Chang & Michael McAleer & Biing-Wen Huang & Meng-Gu Chen - 2009-13 Modelling Sustainable International Tourism Demand to the Brazilian Amazon
by Jose Angelo Divino & Michael McAleer - 2009-12 The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord
by Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral - 2009-11 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
by Massimiliano Caporin & Michael McAleer - 2009-10 The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges
by Michael McAleer - 2009-07 A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral - 2009-06 Modelling International Tourist Arrivals and Volatility: An Application to Taiwan
by Chia-Lin Chang & Michael McAleer & Dan Slottje - 2009-05 A Scientific Classification of Volatility Models
by Massimiliano Caporin & Michael McAleer - 2009-04 Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models
by Massimiliano Caporin & Michael McAleer - 2009-03 Diagnostic checking using subspace methods
by Alfredo García-Hiernaux - 2009-02 Forecasting linear dynamical systems using subspace methods
by Alfredo García-Hiernaux
2006
- 0604 Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal
by Pilar Abad & Sonia Benito - 0603 Modelling an forecasting time series sampled at different frequencies
by José Casals Carro & Miguel Jerez Méndez & Sonia Sotoca López - 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 - 0601 Medición y Determinantes de la Brecha Tecnológica en España
by Leonel Cerno & Teodosio Pérez Amaral
2005
- 0513 It’s a Small Small Welfare Cost of Fluctuations
by Franck Portier & Luis A. Puch - 0512 Unit Roots and Cointegrating Matrix Estimation using Subspace Methods
by Alfredo Garcia Hiernaux & Miguel Jerez & José Casals - 0511 Using The Nelson and Siegel Model of The term Structure in Value at Risk Estimation
by Pilar Abad & Sonia Benito Muela - 0510 Factores comunes en la ETTI española. Un análisis de corto y largo plazo
by Sonia Benito Muela - 0509 Revisiting the optimal stationary public investment policy in endogenous growth economies
by Gustavo A. Marrero - 0508 Non-linear adjustment to purchasing power parity: an analysis using Fourier approximations
by Juan-Ángel Jiménez-Martín & M. Dolores Robles Fernández - 0507 Risk tasking behaviour and ownership in the banking industry: the Spanish evidence
by Teresa garcía Marco & M. Dolores Robles-Fernández - 0506 Demand for Internet Access and Use in Spain
by Leonel Cerno & Teodosio Pérez Amaral - 0505 Risk and returns around bond rating changes: New evidence from the Spanish Stock Market
by Pilar Abad Romero & M. Dolores Robles Fernández - 0504 Fast estimation methods for time series models in state-space form
by Alfredo García Hiernaux & José Casals Carro & Miguel Jerez - 0503 Deteccióon de Raíces Unitarias y Cointegración mediante Métodos de Subespacios
by Alfredo García Hiernaux & Miguel Jerez & José Casals - 0502 A factor analysis of volatility across the term structure: the Spanish case
by Sonia Benito & Alfonso Novales Cinca - 0501 Econometric modeling of business Telecommunications demand using Retina and Finite Mixtues
by Massimiliano Marinucci & Teodosio Pérez-Amaral
2004
- 0413 Seasonal Fluctuations and Dynamic Equilibrium Models of Exchange Rate
by Juan-Ángel Jiménez-Martín & Rafael Flores de Frutos - 0412 Macroeconomic and policy uncertainty and Exchange rate risk Premium
by Juan-Ángel Jiménez-Martín & Rodrigo Peruga Urrea - 0411 The Fit of Dynamic Equilibrium Models of Exchange Rate
by Juan-Ángel Jiménez-Martín & Rafael Flores de Frutos - 0410 Component versus Tradicional Models to Forecast Quarterly National Account Aggregates: a Monte Carlo Experiment
by Gustavo A. Marrero - 0409 Characterizing the Optimal Composition of Government Expenditures
by Rafaela Mª Pérez Sánchez - 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 - 0407 Infraestructuras de Transportes: Medición y Análisis de los Efectos Desbordamiento para los Sectores Productivos Españoles
by Inmaculada Álvarez Ayuso & Mª Jesús Delgado Rodríguez - 0406 Air Pollution Convergente and Economic Growth across European Countries
by Francisco Álvarez González & Gustavo A. Marrero & Luis Puch - 0405 EU Polluting Emissions: an empirical analysis
by Francisco Álvarez González & M. Contestabile & C. Gómez & Gustavo Marrero & L. Puch - 0404 Entrada y Competencia en los Servicios de Telecomunicaciones
by Israel J. Hernández & Elena Huergo Orejas - 0403 The Welfare Cost of Business Cycles in an Economy with Nonclearing Markets
by Frank Portier & Luis A. Puch - 0402 Corn Market Integration in Porfirian Mexico
by Rafael Dobado González & Gustavo A. Marrero - 0401 The public investment rule in a simple endogenous endogenous growth model with public capital: active or pasive?
by Gustavo A. Marrero
2003
- 0311 The short-run dynamics of optimal growth models with delays
by Fabrice Collard & Omar Licandro & Luis A. Puch - 0310 Vintage capital and the dynamics of the AK model
by Raouf Boucekkine & Omar Licandro & Luis A. Puch & Fernando del Rio - 0309 Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)
by Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert White - 0307 Environmental fiscal policies might be ineffective to control pollution
by Esther Fernández Casillas & pfe216 & Rafaela Mª Pérez Sánchez & Jesús Ruiz Andújar - 0306 La Transición al Euro y la Prima de Riesgo en el Mercado de Divisas
by Juan Ángel Jiménez Martín & Rodrigo Peruga Urrea - 0305 Comparación de la Eficiencia Técnica de los Sectores Productivos Regionales: 1980-1995"
by Mª Jesús Delgado Rodríguez & Inmaculada Álvarez Ayuso - 0304 Contenido informativo de los cambios de Rating en el mercado de Valores Español
by Pilar Abad Romero & Mª Dolores Robles Fernández - 0303 Taxing or subsidizing Factors' rents in a simple endogenous growth model with public capital
by Gustavo A. Marrero & Alfonso Novales - 0302 Growth and Welfare: Distorting versus Non-Distorting Taxes
by Gustavo A. Marrero & Alfonso Novales - 0301 Trade Shoks and Aggregate Fluctuations in an Oil-Exporting Economy
by Francisco J. Sáez & Luis A. Puch
2002
- 0228 Treasury actions: The Spanish format
by Francisco Álvarez & Cristina Mazón - 0227 The Role of Simulation Methods in Macroeconomics
by Alfonso Novales - 0226 Dynamic correlations and forecasting of term structure slopes in eurocurrency market
by Alfonso Novales & Emilio Domínguez - 0225 Can forward rates be used to improve interest rate forecasts?"
by Alfonso Novales & Emilio Domínguez - 0224 A factor model of term structure slopes in eurocurrency markets
by Alfonso Novales & Emilio Domínguez - 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 - 0222 An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets
by Pilar Abad & Alfonso Novales - 0221 The Forecasting Ability of Factor Models of the Term Structure of IRS Markets
by Pilar Abad & Alfonso Novales - 0220 Volatility Transmission acros the Term Structure of Swap Markets: International Evidence
by Pilar Abad & Alfonso Novales - 0219 Risk Premia in the Term Structure of Swaps in Pesetas
by Alfonso Novales & Pilar Abad - 0218 Analysis and Comparisons of some Solution Concepts for Stochastic Programming Problems
by Rafael Caballero & Emilio Cerdá & María del Mar Muñoz & Lourdes Rey - 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 - 0216 Dynamic Laffer Curve in an Endogenous Growth Model with Pollution
by Esther Fernández Casillas & mesferna@ccee.ucm.es & Rafaela Mª Pérez Sánchez & Jesús Ruiz Andújar - 0215 Un modelo de Uso Eficiente de las Infraestructuras Públicas
by Rafaela Mª Pérez Sánchez - 0214 Time-Varying forward Bias and the Volatility of Risk Premium: a Monetary Explanation
by Juan Ángel Lafuente & Jesús Ruiz - 0213 The New Market Effect on Return and Volatility of Spanish Sector Indexes
by Juan Ángel Lafuente & Jesús Ruiz - 0212 Política Fiscal Óptima: el estado de la Cuestión
by Baltasar Manzano & Jesús Ruiz - 0211 Experimentos de Política Fiscal por el Lado de la Oferta en un Modelo Monetario de Crecimiento Endógeno
by Jesús Ruiz - 0210 Medición de la Eficiencia técnica para los Países de la UE-15
by Mª Jesús Delgado Rodríguez & Inmaculada Álvarez Ayuso - 0209 Política Monetaria y Cambios de Régimen en los tipos de Interés del Mercado Interbancario
by José Luis Fernández Serrano & Mª Dolores Robles Fernández - 0208 Linear and Nonlinear Intraday Dynamics between the Eurostoxx-50
by Luisa Nieto & Mª Dolores Robles Fernández & Ángeles Fernández - 0207 ¿Es Óptimo Pagar Intereses por los Activos de Caja?
by Esther Fernández Casillas - 0206 Política Monetaria Óptima en un Modelo con Intermediación Financiera
by Esther Fernández - 0205 Duality in Fractional Programming Involving Locally Arcwise Connected and Related Functions
by I.M. Stancu-Minasian & R. Caballero & Emilio Cerdá & M.M. Muñoz - 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 - 0203 A Note on the Pseudo-Spectra and the Pseudo-Covariance Generating Functions of ARMA Processes
by Andrés Bujosa & Marcos Bujosa & Antonio García Ferrer - 0202 A Dynamic Model of Final Service Competition in fixed Electronic Communications under a Capacity Interconnection Regime
by José G. Aguilar Barceló - 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
2001
- 0111 Costly capital reallocation and energy use
by Antonia Díaz & Luis A. Puch & María D. Guilló - 0110 Structural Breaks and interest rates forecast: a sequential approach
by José Luis Fernández Serrano & Mª Dolores Robles Fernández - 0109 Coordinating short- and long-run public investment rules
by Gustavo A. Marrero - 0108 Indeterminación y función de utilidad no separable en consumo público y ocio
by Esther Fernández & Jesús Ruiz - 0107 Time-to build, growth and welfare
by Esther Fernández & Jesús Ruiz - 0106 Dynamic Laffer Curves
by Alfonso Novales & Jesús Ruiz - 0105 Growth and welfare: Distorting versus non-distorting taxes
by Gustavo A. Marrero & Alfonso Novales - 0104 Cheating for the common good in a Macroeconomic policy game
by Francisco Álvarez González & Christophe Deissenberg - 0103 The effect of public infrastructure on private activity: Evidence from the spanish regions
by M.J. Delgado Rodríguez & Inmaculada Álvarez Ayuso - 0102 Electronic commerce, consumer search and reailing cost reduction
by Cristina Mazón & Pedro Pereira - 0101 Optimal Growth under Endogeneous Depreciation, Capital Utilization and Maintenance Costs
by Omar Licandro & Luis A. Puch González & J. Ramón Ruiz Tamaritz
1994
- 9415 Horizontal and vertical inequality in a social welfare framework
by Rafael Salas del Marmol - 9413 Equívocos y singularidades en el sistema financiero español
by Jaime T erceiro Lomba - 9412 A retrial model at nonstationary regime
by Mercedes Vázquez - 9411 A retrial system with constant attempts
by Mercedes Vázquez