Carretera de Humera s/n
Madrid, Madrid 28223
Spain
http://www.ucm.es/info/ecocuan/ssr/
UCM Institute for Economic Analysis
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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
arbitrage, foreign exchange market, genetic algorithm
Stock return predictability, stock movement predictability
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
Price dispersion, Market integration, European Union
Inflation, Cointegration, Structural change
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
Public debt, economic growth, bounds testing, euro area, peripheral EMU countries, central EMU countries.
Housing prices, Spain, Autonomous regions
Implied volatility indices, Financial market Linkages, Connectedness, Vector Autoregression, Variance Decomposition.
Exchange rate regimes, real exchange rate, volatility
Duration models, exchange rates, European Monetary System
Export market integration, European Union, Single currency
export market integration, European Union, exchange rates
Duration analysis, Currency crises, European Monetary System
Social Protection Expenditure, Convergence, European Union
Credibility, political variables, exchange rates, european monetary system
sovereign bond spreads, contagion, Granger-causality, time-varying approach, euro area, ordered logit model
Sovereign bond yields, causality, time-varying contagion, euro area, peripheral EMU countries
Term structure of interest rates, Stock returns, Trading strategies
Duration analysis, Political variables, Exchange rates, European Monetary System
Credibility, Exchange Rates, Target Zones, European Monetary System
EU's regional policies, community support framework, Hermin-Spain model, Castilla-La Mancha
Exchange rate regimes, implicit fluctuation bands, exchange rates
public debt, economic growth, bounds testing, euro area, peripheral euro area countries, central euro area countries
Optimization Problems, Portfolio Choice, Investment Decisions, Asset Allocation, Econometrics, Minimum-Variance Portfolios, Robust Statistics, Out-Of-Sample Performance
Credibility, Target zones, European Monetary System
Stock markets, Exchange rates, Market spillovers, Component-GARCH model, Long-term volatility, Short-term volatility
Stock markets, Exchange rates, Market Linkages, Vector Autoregression, Variance Decomposition.
Exchange Rates, Cryptocurrencies, Connectedness, Time-Varying Parameters, Stepwise Regressions
Public debt, economic growth
exchange rate, flexible price monetary model, forward-looking monetary model, real interest differential model, money demand, purchasing power parity
Financial crisis, Great Recession, Great Depression
Public debt, economic growth, Granger-causality, euro area, peripheral EMU countries, central EMU countries.
Contingent capital, banking regulation, risk-taking incentives, asset substitution, systemic risk
Financial Crisis, Structural Breaks, Component-GARCH Model
Exchange rate regimes, Implicit fluctuation bands, exchange rates
Portfolio optimization; Portfolio diversification; Markowitz Analysis; Naive 1/N strategy; Snanish Ibex35
Conditional variance, Component model, Cluster analysis, Sovereign bond yields, Economic and Monetary Union
Implied Volatility Indices, Financial Market Linkages, Connectedness, Vector Autoregression, Variance Decomposition
Sovereign debt crisis, banking crisis, Granger-causality, time-varying approach, “distance-to-default”, euro area.
Causality, Exchange rate, Long-term interest rates, Rolling regression
Credibility, Currency crises, Exchange rates, European Monetary System
Credibility, Target zone, Irish Pound
Sovereign debt crisis, Euro area, Market Linkages, Vector Autoregression, Variance Decomposition
Exchange rates, Forecasting, Expectations, Panel data, Econometric models
inflation, real economic growth, unemployment, expectations, euro area
Exchange rate regime, economic growth
Exchange rate regime, CPI inflation rate
Public Debt, Economic Growth, Heterogeneity, Euro Area, Peripheral EMU Countries, Central EMU Countries
sovereign bond, wavelet, coherence, entropy, time series, correlation, comovement
Sovereign bond spreads, Panel data, Eurozone
monetary policy, spillovers, euro area crisis
inflation, forecasting, expectations, panel data, econometric models
sovereign risk, bank risk, sovereign-bank nexus, contingent claims
Connectedness, Bank risk, Sovereign risk, EMU
Convergence indicators, financial crises, nominal exchange-rate regimes.
Sovereign bond yields, Granger-Causality, Contagion, Euro area.
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
Business cycle, labor productivity, labor regulation, multifactor productivity.
ECB’s monetary policy, capital structure, leverage, quantitative easing, capital expenditure, dividend’s policy, shareholder yield
Contingent claim analysis, Distance-to-default, Banking risk
contingent claim analysis, distance-to-default, systemic risk.
Euro, multiple structural breaks, volatility
Stock prices, House prices, Inflation targeting, Macroeconomic stabilization, Euro area.
Forecasting, Purchasing power parity, Exchange rates, Inflation expectations
public debt, household debt, nonfinancial corporate debt, economic growth, heterogeneity, euro area, peripheral EMU countries, central EMU countries
public debt, economic growth, heterogeneity, grouped fixed-effects, debt-growth link, panel data, multinomial logit regression
conditional duration, threshold models, finite and infinite mixtures, private information, bank failure
sovereign default risk, peripheral euro area countries, contingent claims, distance-to-default
sovereign risk, financial assistance, fiscal capacity, bailout, contingent guarantee
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
