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Spain
http://www.ucm.es/info/ecocuan/ssr/
Complutense Institute for International Studies
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European Economic Integration, Spain, Econometric Simulations
Nearest-neighbour prediction methods, Technical trading rules, Exchange rates
Stock market, Technical trading rules
Direction-of-change predictability, Machine learning algorithms, Adaboost
Technical trading rules, Genetic algorithms, Security markets
Nearest-neighbour prediction methods, Financial markets, Technical trading rules
Technical trading rules, Nearest neighbor predictors, Security markets
Nearest-neighbour prediction methods, Exchange rates, Technical trading rules
Nearest-neighbor prediction methods, Technical trading rules, Exchange rates
Exchange rates, Purchasing Power parity, Cointegration
Forecasting, Purchasing Power Parity, Exchange rates
Stock return predictability, stock movement predictability
arbitrage, foreign exchange market, genetic algorithm
Stock return predictability, Model averaging, Bias-variance decomposition
European Union, Structural Funds, Regional Convergence, Spain
Stock market, Cointegration, Structural change
Central bank intervention, Technical trading rules, Exchange rates
Chaos, Nonlinear Dynamics, Lyapunov exponents, Bootstrapping
Inflation, Cointegration, Structural change
Price dispersion, Market integration, European Union
EU regional policy, EU cohesion, Spain
Market integration, Automobiles, European Union, Euro, Exchange rates
European Union, Structural Funds, Cohesion Fund, Community Support Frameworks, Macroeconomic Evaluation
Housing prices, Spain, Autonomous regions
Exchange rate regimes, real exchange rate, volatility
Implied volatility indices, Financial market Linkages, Connectedness, Vector Autoregression, Variance Decomposition.
Duration models, exchange rates, European Monetary System
Export market integration, European Union, Single currency
export market integration, European Union, exchange rates
Social Protection Expenditure, Convergence, European Union
Credibility, political variables, exchange rates, european monetary system
Duration analysis, Currency crises, European Monetary System
Duration analysis, Political variables, Exchange rates, European Monetary System
Sovereign bond yields, causality, time-varying contagion, euro area, peripheral EMU countries
EU's regional policies, community support framework, Hermin-Spain model, Castilla-La Mancha
Public debt, economic growth, bounds testing, euro area, peripheral EMU countries, central EMU countries.
sovereign bond spreads, contagion, Granger-causality, time-varying approach, euro area, ordered logit model
Credibility, Exchange Rates, Target Zones, European Monetary System
Term structure of interest rates, Stock returns, Trading strategies
Exchange rate regimes, implicit fluctuation bands, exchange rates
Credibility, Target zones, European Monetary System
Optimization Problems, Portfolio Choice, Investment Decisions, Asset Allocation, Econometrics, Minimum-Variance Portfolios, Robust Statistics, Out-Of-Sample Performance
Stock markets, Exchange rates, Market spillovers, Component-GARCH model, Long-term volatility, Short-term volatility
Public debt, economic growth
Financial crisis, Great Recession, Great Depression
Financial Crisis, Structural Breaks, Component-GARCH Model
Exchange rate regimes, Implicit fluctuation bands, exchange rates
Stock markets, Exchange rates, Market Linkages, Vector Autoregression, Variance Decomposition.
Conditional variance, Component model, Cluster analysis, Sovereign bond yields, Economic and Monetary Union
Causality, Exchange rate, Long-term interest rates, Rolling regression
Portfolio optimization; Portfolio diversification; Markowitz Analysis; Naive 1/N strategy; Snanish Ibex35
exchange rate, flexible price monetary model, forward-looking monetary model, real interest differential model, money demand, purchasing power parity
Credibility, Currency crises, Exchange rates, European Monetary System
Contingent capital, banking regulation, risk-taking incentives, asset substitution, systemic risk
Credibility, Target zone, Irish Pound
Exchange rates, Forecasting, Expectations, Panel data, Econometric models
Sovereign debt crisis, banking crisis, Granger-causality, time-varying approach, “distance-to-default”, euro area.
Exchange rate regime, economic growth
Sovereign debt crisis, Euro area, Market Linkages, Vector Autoregression, Variance Decomposition
Public debt, economic growth, Granger-causality, euro area, peripheral EMU countries, central EMU countries.
Exchange rate regime, CPI inflation rate
public debt, economic growth, bounds testing, euro area, peripheral euro area countries, central euro area countries
inflation, forecasting, expectations, panel data, econometric models
inflation, real economic growth, unemployment, expectations, euro area
monetary policy, spillovers, euro area crisis
sovereign bond, wavelet, coherence, entropy, time series, correlation, comovement
Sovereign bond spreads, Panel data, Eurozone
Sovereign bond yields, Granger-Causality, Contagion, Euro area.
Public Debt, Economic Growth, Heterogeneity, Euro Area, Peripheral EMU Countries, Central EMU Countries
Convergence indicators, financial crises, nominal exchange-rate regimes.
Connectedness, Bank risk, Sovereign risk, EMU
Market integration, Automobiles, European Union, Stochastic convergence, Deterministic convergence, Panel stationarity
Public debt, economic growth, bounds testing, euro area, peripheral EMU countries, central EMU countries
contingent claim analysis, distance-to-default, systemic risk.
Contingent claim analysis, Distance-to-default, Banking risk
Euro, multiple structural breaks, volatility
Business cycle, labor productivity, labor regulation, multifactor productivity.
sovereign risk, bank risk, sovereign-bank nexus, contingent claims
Stock prices, House prices, Inflation targeting, Macroeconomic stabilization, Euro area.
public debt, household debt, nonfinancial corporate debt, economic growth, heterogeneity, euro area, peripheral EMU countries, central EMU countries
sovereign default risk, peripheral euro area countries, contingent claims, distance-to-default
Exchange-rate regimes; implicit fluctuation bands; credibility; exchange rates
Exchange-rate regimes, Implicit fluctuation bands, Exchange rates, De facto and de iure fixed regimes
International stock markets, Causality
