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Fear connectedness among asset classes

Applied economics, 2018-08, Vol.50 (39), p.4234-4249

2018

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Time connectedness of fear

Empirical economics, 2022-03, Vol.62 (3), p.905-931

2022

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Financial market analogies of the COVID-19 pandemic: evidence from the Dow Jones Industrial Average Index

Applied economics letters, 2023-10, Vol.30 (17), p.2364-2369

2023

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Modelling prices and volatilities in the sharing economy

Tourism economics : the business and finance of tourism and recreation, 2024-08, Vol.30 (5), p.1189-1215

2024

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Searching for informed traders in stock markets: The case of Banco Popular

The North American journal of economics and finance, 2022-11, Vol.63, p.101791, Article 101791

2022

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Stress spillovers among financial markets: Evidence from Spain

Journal of risk and financial management, 2021-11, Vol.14 (11), p.1-21

2021

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Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay?

International journal of forecasting, 2016-07, Vol.32 (3), p.695-715

2016

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Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities

Journal of international financial markets, institutions & money, 2020-07, Vol.67, p.101219, Article 101219

2020

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On the evolution of the COVID-19 epidemiological parameters using only the series of deceased. A study of the Spanish outbreak using Genetic Algorithms

Mathematics and computers in simulation, 2022-07, Vol.197, p.91-104

2022

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A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis

The North American journal of economics and finance, 2024-09, Vol.74, p.102194, Article 102194

2024

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Improving moving average trading rules with boosting and statistical learning methods

Journal of forecasting, 2008-08, Vol.27 (5), p.433-449

2008

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Historical financial analogies of the current crisis

Economics letters, 2012-08, Vol.116 (2), p.190-192

2012

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Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market

SERIEs : journal of the Spanish Economic Association, 2015-06, Vol.6 (2), p.207-245

2015

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Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence

The North American journal of economics and finance, 2021-07, Vol.57, p.101438, Article 101438

2021

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Testing chaotic dynamics via Lyapunov exponents

Journal of applied econometrics (Chichester, England), 2005-12, Vol.20 (7), p.911-930

2005

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STAR and ANN models: forecasting performance on the Spanish “Ibex-35” stock index

Journal of empirical finance, 2005-06, Vol.12 (3), p.490-509

2005

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Are Spanish Ibex35 stock future index returns forecasted with non-linear models?

Applied financial economics, 2005-10, Vol.15 (14), p.963-975

2005

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Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples

Computational statistics, 2013-04, Vol.28 (2), p.701-734

2013

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Estimating time-varying variances and covariances via nearest neighbour multivariate predictions: applications to the NYSE and the Madrid Stock Exchange Index

Applied economics, 2009-12, Vol.41 (26), p.3437-3445

2009

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Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS

International journal of forecasting, 1999-10, Vol.15 (4), p.383-392

1999

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An Empirical Evaluation of Non-Linear Trading Rules

Studies in Nonlinear Dynamics & Econometrics, 2003-10, Vol.7 (3), p.4

2003

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Further evidence on technical trade profitability and foreign exchange intervention

Applied economics letters, 2002-10, Vol.9 (12), p.827-832

2002

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La estructura temporal de los tipos de interés: estrategias de negociación en renta fija

Cuadernos de economía, 2014-09, Vol.37 (105), p.131-149

2014

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La estructura temporal de los tipos de interés: conceptos y procedimientos de estimación

Cuadernos de economía, 2013-05, Vol.36 (101), p.53-66

2013

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Estimating time-varying variances and covariances via nearest neighbour multivariate predictions: applications to the NYSE and the Madrid Stock Exchange

Applied economics, 2009-12, Vol.41 (26), p.3437

2009

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Fear connectedness among asset classes

Time connectedness of fear

Financial market analogies of the COVID-19 pandemic: evidence from the Dow Jones Industrial Average Index

Modelling prices and volatilities in the sharing economy

Searching for informed traders in stock markets: The case of Banco Popular

Stress spillovers among financial markets: Evidence from Spain

Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay?

Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities

On the evolution of the COVID-19 epidemiological parameters using only the series of deceased. A study of the Spanish outbreak using Genetic Algorithms

A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis

Improving moving average trading rules with boosting and statistical learning methods

Historical financial analogies of the current crisis

Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market

Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence

Testing chaotic dynamics via Lyapunov exponents

STAR and ANN models: forecasting performance on the Spanish “Ibex-35” stock index

Are Spanish Ibex35 stock future index returns forecasted with non-linear models?

Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples

Estimating time-varying variances and covariances via nearest neighbour multivariate predictions: applications to the NYSE and the Madrid Stock Exchange Index

Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS

An Empirical Evaluation of Non-Linear Trading Rules

Further evidence on technical trade profitability and foreign exchange intervention

La estructura temporal de los tipos de interés: estrategias de negociación en renta fija

La estructura temporal de los tipos de interés: conceptos y procedimientos de estimación

Estimating time-varying variances and covariances via nearest neighbour multivariate predictions: applications to the NYSE and the Madrid Stock Exchange

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