Simon Sosvilla-Rivero

UCM Institute for Economic Analysis

Professor

SCHOLARLY PAPERS

100

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21,405

TOTAL CITATIONS
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Top 11,911

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171

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“  I am currently working on the impact of public debt variations on economic growth  ”

Scholarly Papers (100)

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1.

European Union Enlargement. Effects on the Spanish Economy

"la Caixa" Economic Studies Series No. 27
Number of pages: 154 Posted: 28 Oct 2002
Carmela Martín González, Jose A. Herce, Simon Sosvilla-Rivero and Francisco J. Velázquez
Universidad Complutense de Madrid (UCM) - European Economy Group (EEG), Grupo AFI, UCM Institute for Economic Analysis and Universidad Complutense de Madrid - GRIPICO
Downloads 1,626 (23,157)
Citation 1

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European Economic Integration, Spain, Econometric Simulations

2.

Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules

FEDEA Int. Economics & Finance DEFI Working Paper No. 00-02
Number of pages: 21 Posted: 27 Jul 2001
Fernando Fernández Rodríguez, Simon Sosvilla-Rivero and Julián Andrada Félix
University of Las Palmas de Gran Canaria - Faculty of Economic Science, UCM Institute for Economic Analysis and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 1,382 (29,604)

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Nearest-neighbour prediction methods, Technical trading rules, Exchange rates

3.

Technical Analysis in the Madrid Stock Exchange

FEDEA Working Paper No. 99-05
Number of pages: 29 Posted: 25 Jul 2001
Fernando Fernández Rodríguez, Simon Sosvilla-Rivero and Julián Andrada Félix
University of Las Palmas de Gran Canaria - Faculty of Economic Science, UCM Institute for Economic Analysis and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 1,155 (38,343)
Citation 1

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Stock market, Technical trading rules

4.

Using Machine Learning Algorithms to Find Patterns in Stock Prices

FEDEA Working Paper No. 2006-12
Number of pages: 20 Posted: 27 Mar 2006
Pedro N. Rodriguez and Simon Sosvilla-Rivero
Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II and UCM Institute for Economic Analysis
Downloads 1,065 (43,254)
Citation 1

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Direction-of-change predictability, Machine learning algorithms, Adaboost

5.

Optimisation of Technical Rules by Genetic Algorithms: Evidence from the Madrid Stock Market

FEDEA Working Paper No. 2001-14
Number of pages: 10 Posted: 14 Sep 2001
Fernando Fernández Rodríguez, Christian González-Martel and Simon Sosvilla-Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science, Universidad de Las Palmas de Gran Canaria.-Dept. Métodos Cuantitativos en Economía y Gestión and UCM Institute for Economic Analysis
Downloads 895 (55,060)
Citation 4

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Technical trading rules, Genetic algorithms, Security markets

6.

Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series

FEDEA Working Paper No. 2002-01
Number of pages: 24 Posted: 14 Feb 2002
Oscar Bajo‐Rubio, Simon Sosvilla-Rivero and Fernando Fernández Rodríguez
University of Castilla-La Mancha, UCM Institute for Economic Analysis and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 873 (56,967)
Citation 2

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Nearest-neighbour prediction methods, Financial markets, Technical trading rules

7.

An Empirical Evaluation of Non-Linear Trading Rules

FEDEA Working Paper No. 2001-16
Number of pages: 21 Posted: 12 Oct 2001
Julián Andrada Félix, Fernando Fernández Rodríguez, María Dolores García Artiles and Simon Sosvilla-Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science, University of Las Palmas de Gran Canaria - Faculty of Economic Science, University of Las Palmas de Gran Canaria - Faculty of Economic Science and UCM Institute for Economic Analysis
Downloads 751 (69,683)
Citation 4

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Technical trading rules, Nearest neighbor predictors, Security markets

8.

Nearest-Neighbour Predictions in Foreign Exchange Markets

FEDEA Working Paper No. 2002-05
Number of pages: 36 Posted: 14 Feb 2002
Fernando Fernández Rodríguez, Simon Sosvilla-Rivero and Julián Andrada Félix
University of Las Palmas de Gran Canaria - Faculty of Economic Science, UCM Institute for Economic Analysis and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 702 (76,102)
Citation 2

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Nearest-neighbour prediction methods, Exchange rates, Technical trading rules

9.

Technical Analysis in Foreign Exchange Markets: Evidence from the EMS

Downloads 647 (84,287)

Technical Analysis in Foreign Exchange Markets: Evidence from the EMS

Number of pages: 21 Posted: 04 Oct 2001
Fernando Fernández Rodríguez, Simon Sosvilla-Rivero and Julián Andrada Félix
University of Las Palmas de Gran Canaria - Faculty of Economic Science, UCM Institute for Economic Analysis and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 647 (83,148)

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Nearest-neighbour prediction methods, Technical trading rules, Exchange rates

Technical Analysis in Foreign Exchange Markets: Evidence from the EMS

Posted: 08 Nov 2001
Fernando Fernández Rodríguez, Simon Sosvilla-Rivero and Julián Andrada Félix
University of Las Palmas de Gran Canaria - Faculty of Economic Science, UCM Institute for Economic Analysis and University of Las Palmas de Gran Canaria - Faculty of Economic Science

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Nearest-neighbor prediction methods, Technical trading rules, Exchange rates

10.

Purchasing Power Parity Revisited

Number of pages: 50 Posted: 08 Jan 2004
Simon Sosvilla-Rivero and Emma Garcia
UCM Institute for Economic Analysis and Foundation for Applied Economic Research (FEDEA)
Downloads 544 (105,117)
Citation 1

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Exchange rates, Purchasing Power parity, Cointegration

11.

Forecasting the Dollar/Euro Exchange Rate: Are International Parities Useful?

FEDEA Working Paper No. 2003-15
Number of pages: 14 Posted: 31 Jul 2003
Simon Sosvilla-Rivero and Emma Garcia
UCM Institute for Economic Analysis and Foundation for Applied Economic Research (FEDEA)
Downloads 510 (113,766)
Citation 1

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Forecasting, Purchasing Power Parity, Exchange rates

12.

Genetic Algorithm for Arbitrage with More than Three Currencies

DEFI Working Paper No. 12-04
Number of pages: 13 Posted: 19 Jul 2012
Adrian Fernandez-Perez, Fernando Fernández Rodríguez and Simon Sosvilla-Rivero
University College Dublin (UCD) - Department of Banking & Finance, University of Las Palmas de Gran Canaria - Faculty of Economic Science and UCM Institute for Economic Analysis
Downloads 425 (141,425)

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arbitrage, foreign exchange market, genetic algorithm

13.

Public Debt and Economic Growth: Further Evidence for the Euro Area

ICEI WP09/17
Number of pages: 33 Posted: 25 Sep 2017
Marta Gómez-Puig and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 362 (169,481)
Citation 13

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public debt, economic growth, bounds testing, euro area, peripheral euro area countries, central euro area countries

14.

Forecasting Stock Price Changes: Is it Possible?

Number of pages: 31 Posted: 17 Jul 2006
Pedro N. Rodriguez and Simon Sosvilla-Rivero
Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II and UCM Institute for Economic Analysis
Downloads 325 (190,420)

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Stock return predictability, stock movement predictability

15.

Understanding and Forecasting Stock Price Changes

FEDEA Working Paper No. 2006-03
Number of pages: 17 Posted: 14 Feb 2006
Pedro N. Rodriguez and Simon Sosvilla-Rivero
Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II and UCM Institute for Economic Analysis
Downloads 294 (211,854)

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Stock return predictability, Model averaging, Bias-variance decomposition

16.

EU Structural Funds and Spain's Objective 1 Regions: An Analysis Based on the Hermin Model

FEDEA Working Paper No. 2005-24
Number of pages: 31 Posted: 14 Nov 2005
Simon Sosvilla-Rivero
UCM Institute for Economic Analysis
Downloads 282 (221,202)
Citation 2

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European Union, Structural Funds, Regional Convergence, Spain

17.

Further Evidence on Technical Trading Profitability and Foreign Exchange Intervention

Downloads 274 (227,712)
Citation 3

Further Evidence on Technical Trading Profitability and Foreign Exchange Intervention

FEDEA Working Paper No. 99-01
Number of pages: 12 Posted: 19 Feb 2002
Simon Sosvilla-Rivero, Julián Andrada Félix and Fernando Fernández Rodríguez
UCM Institute for Economic Analysis, University of Las Palmas de Gran Canaria - Faculty of Economic Science and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 274 (226,224)
Citation 3

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Central bank intervention, Technical trading rules, Exchange rates

Further Evidence on Technical Trading Profitability and Foreign Exchange Intervention

Posted: 27 Feb 2002
Simon Sosvilla-Rivero, Julián Andrada Félix and Fernando Fernández Rodríguez
UCM Institute for Economic Analysis, University of Las Palmas de Gran Canaria - Faculty of Economic Science and University of Las Palmas de Gran Canaria - Faculty of Economic Science

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Central bank intervention, Technical trading rules, Exchange rates

18.

Modelling the Linkages between Us and Latin American Stock Markets

FEDEA Working Paper No. 2002-14
Number of pages: 27 Posted: 24 Jul 2002
José Luis Fernández-Serrano and Simon Sosvilla-Rivero
Universidad Nacional de Educacion a Distancia (UNED) and UCM Institute for Economic Analysis
Downloads 271 (230,290)
Citation 5

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Stock market, Cointegration, Structural change

19.

Instability in Cointegration Regressions: Evidence from Inflation Rate Convergence in EU Countries

Estudios de Economia Espanola No. 53
Number of pages: 8 Posted: 23 Jul 2001
Simon Sosvilla-Rivero and Irene Olloqui
UCM Institute for Economic Analysis and University of Zaragoza - Faculty of Business and Economics
Downloads 256 (243,926)

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Inflation, Cointegration, Structural change

20.

Short-Run and Long-Run Effects of Public Debt on Economic Performance: Evidence from EMU Countries

Number of pages: 37 Posted: 15 Sep 2015
Marta Gómez-Puig and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 253 (246,819)
Citation 1

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Public debt, economic growth, bounds testing, euro area, peripheral EMU countries, central EMU countries.

21.

Testing Chaotic Dynamics Via Lyapunov Exponents

FEDEA Documento de Trabajo 2000-07
Number of pages: 52 Posted: 23 Jul 2001
Fernando Fernández Rodríguez, Simon Sosvilla-Rivero and Julián Andrada Félix
University of Las Palmas de Gran Canaria - Faculty of Economic Science, UCM Institute for Economic Analysis and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 248 (251,927)
Citation 3

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Chaos, Nonlinear Dynamics, Lyapunov exponents, Bootstrapping

22.

A New Test for Chaotic Dynamics Using Lyapunov Exponents

FEDEA Working Paper No. 2003-09
Number of pages: 40 Posted: 05 May 2003
Fernando Fernández Rodríguez, Simon Sosvilla-Rivero and Julián Andrada Félix
University of Las Palmas de Gran Canaria - Faculty of Economic Science, UCM Institute for Economic Analysis and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 233 (267,685)
Citation 2

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Chaos, Nonlinear Dynamics, Lyapunov exponents, Bootstrapping

23.

Price Convergence in the European Union

FEDEA Working Paper No. 2002-12
Number of pages: 15 Posted: 24 Jul 2002
Simon Sosvilla-Rivero and Salvador Gil-Pareja
UCM Institute for Economic Analysis and University of Valencia - Department of Economics
Downloads 218 (285,266)
Citation 1

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Price dispersion, Market integration, European Union

24.

On the Bi-Directional Causal Relationship between Public Debt and Economic Growth in EMU Countries

Number of pages: 32 Posted: 11 May 2015
Marta Gómez-Puig and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 214 (290,368)
Citation 15

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Public debt, economic growth, Granger-causality, euro area, peripheral EMU countries, central EMU countries.

25.

The Reform of the Eu's Cohesion Policy

Elcano Royal Institute ARI No. 100/2004
Number of pages: 9 Posted: 09 Jan 2005
Jose A. Herce and Simon Sosvilla-Rivero
Grupo AFI and UCM Institute for Economic Analysis
Downloads 202 (306,407)
Citation 1

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EU regional policy, EU cohesion, Spain

26.

Immigration and Housing Prices in Spain

FEDEA Working Paper No. 2008-40
Number of pages: 20 Posted: 31 Oct 2008
Simon Sosvilla-Rivero
UCM Institute for Economic Analysis
Downloads 196 (315,085)
Citation 1

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Housing prices, Spain, Autonomous regions

27.

Currency and Commodity Return Relationship Under Extreme Geopolitical Risks: Evidence From the Invasion of Ukraine

Number of pages: 20 Posted: 29 Apr 2022 Last Revised: 21 Feb 2023
Olga Dodd, Adrian Fernandez-Perez and Simon Sosvilla-Rivero
Auckland University of Technology, University College Dublin (UCD) - Department of Banking & Finance and UCM Institute for Economic Analysis
Downloads 189 (327,288)
Citation 2

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Foreign exchange rates, currency return, commodity return, Russian invasion, Ukraine war, geographic distance

28.

Price Convergence in the European Car Market

FEDEA Working Paper No. 2005-22
Number of pages: 20 Posted: 14 Nov 2005
Salvador Gil-Pareja and Simon Sosvilla-Rivero
University of Valencia - Department of Economics and UCM Institute for Economic Analysis
Downloads 184 (333,754)
Citation 4

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Market integration, Automobiles, European Union, Euro, Exchange rates

29.

Fear Connectedness Among Asset Classes

Research Institute of Applied Economics Working Paper 2017/03
Number of pages: 42 Posted: 03 Feb 2017
Julián Andrada Félix, Adrian Fernandez-Perez and Simon Sosvilla-Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science, University College Dublin (UCD) - Department of Banking & Finance and UCM Institute for Economic Analysis
Downloads 173 (352,619)
Citation 1

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Implied volatility indices, Financial market Linkages, Connectedness, Vector Autoregression, Variance Decomposition.

30.

Distant or Close Cousins: Connectedness Between Cryptocurrencies and Traditional Currencies Volatilities

Research Institute of Applied Economics, Working Paper 2019/12, 1/74
Number of pages: 74 Posted: 07 Aug 2019
Julián Andrada Félix, Adrian Fernandez-Perez and Simon Sosvilla-Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science, University College Dublin (UCD) - Department of Banking & Finance and UCM Institute for Economic Analysis
Downloads 168 (361,624)

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Exchange Rates, Cryptocurrencies, Connectedness, Time-Varying Parameters, Stepwise Regressions

31.

The Term Structure of Interest Rates as Predictor of Stock Returns: Evidence for the IBEX 35 During a Bear Market

Number of pages: 29 Posted: 17 Jun 2013
Adrian Fernandez-Perez, Fernando Fernández Rodríguez and Simon Sosvilla-Rivero
University College Dublin (UCD) - Department of Banking & Finance, University of Las Palmas de Gran Canaria - Faculty of Economic Science and UCM Institute for Economic Analysis
Downloads 162 (373,085)

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Term structure of interest rates, Stock returns, Trading strategies

32.

European Cohesion Policy and the Spanish Economy: Macroeconomic Evaluation and Prospects for Convergence

FEDEA Working Paper No. 2004-20
Number of pages: 29 Posted: 14 Apr 2005
Simon Sosvilla-Rivero and Jose A. Herce
UCM Institute for Economic Analysis and Grupo AFI
Downloads 161 (374,991)

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European Union, Structural Funds, Cohesion Fund, Community Support Frameworks, Macroeconomic Evaluation

33.

An Eclectic Approach to Currency Crises: Drawing Lessons from the EMS Experience

FEDEA Working Paper No. 2002-22
Number of pages: 43 Posted: 22 Apr 2003
Reyes Maroto Illera, Francisco Perez-Bermejo and Simon Sosvilla-Rivero
Foundation for Applied Economic Research (FEDEA), Foundation for Applied Economic Research (FEDEA) and UCM Institute for Economic Analysis
Downloads 152 (393,763)
Citation 1

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Duration analysis, Currency crises, European Monetary System

34.

The Relationship between Public Debt and Economic Growth in Advanced, Emerging and Developing Economies: Differences and Determining Factors

Instituto de Estudios Fiscales, Working Paper 2/2022
Number of pages: 29 Posted: 28 Mar 2022
Marta Gómez-Puig and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 147 (404,650)
Citation 3

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Public debt, Economic growth, Dynamic heterogeneity, Grouped fixed-effects, Panel data, Panel regression analysis

35.

EMU Sovereign Debt Market Crisis: Fundamentals-Based or Pure Contagion?

Research Institute of Applied Economics Working Paper No. 2014/02
Number of pages: 31 Posted: 09 May 2014
Marta Gómez-Puig and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 147 (404,650)
Citation 6

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sovereign bond spreads, contagion, Granger-causality, time-varying approach, euro area, ordered logit model

36.

Structural Breaks in Volatility: Evidence from the OECD Real Exchange Rates

FEDEA Working Paper No. 2004-22
Number of pages: 23 Posted: 09 Jan 2005
Amalia Morales-Zumaquero and Simon Sosvilla-Rivero
University of Malaga - Departamento de Teoria e Historia Economica and UCM Institute for Economic Analysis
Downloads 146 (406,869)
Citation 2

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Exchange rate regimes, real exchange rate, volatility

37.

Heterogeneity in the Debt-Growth Nexus: Evidence from EMU Countries

BATH Economics Research Paper No. 61/17
Number of pages: 36 Posted: 03 Apr 2017
Marta Gómez-Puig and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 144 (411,389)
Citation 2

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Public Debt, Economic Growth, Heterogeneity, Euro Area, Peripheral EMU Countries, Central EMU Countries

38.

Causality and Contagion in Peripheral EMU Public Debt Markets: A Dynamic Approach

Research Institute of Applied Economics Working Paper 2011/16
Number of pages: 55 Posted: 24 Sep 2011
Marta Gómez-Puig and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 141 (418,178)
Citation 11

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Sovereign bond yields, causality, time-varying contagion, euro area, peripheral EMU countries

39.

Convergence in Social Protection Across EU Countries, 1970-1999

FEDEA Working Paper No. 2003-01
Number of pages: 19 Posted: 25 Feb 2003
Simon Sosvilla-Rivero, Jose A. Herce, Juan José de Lucio Fernández and Juan José de Lucio Fernández
UCM Institute for Economic Analysis, Grupo AFI and IndependentBank of Spain
Downloads 137 (427,782)
Citation 1

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Social Protection Expenditure, Convergence, European Union

40.

Export Market Integration in the European Union

Downloads 137 (427,782)
Citation 1

Export Market Integration in the European Union

FEDEA Working Paper No. 2002-07
Number of pages: 22 Posted: 06 May 2002
Salvador Gil-Pareja and Simon Sosvilla-Rivero
University of Valencia - Department of Economics and UCM Institute for Economic Analysis
Downloads 137 (428,800)
Citation 1

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Export market integration, European Union, Single currency

Export Market Integration in the European Union

Journal of Applied Economics, Vol. 7, No. 2, pp. 271-301, November 2004
Posted: 28 Feb 2005
Salvador Gil-Pareja and Simon Sosvilla-Rivero
University of Valencia - Department of Economics and UCM Institute for Economic Analysis

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export market integration, European Union, exchange rates

41.

Assessing the Effectiveness of Eu's Regional Policies: A New Approach

CentrA Working Paper No. E2004/29
Number of pages: 19 Posted: 09 Jan 2005
Simon Sosvilla-Rivero, Oscar Bajo‐Rubio and Carmen Díaz‐Roldán
UCM Institute for Economic Analysis, University of Castilla-La Mancha and University of Castilla-La Mancha
Downloads 136 (430,249)

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EU's regional policies, community support framework, Hermin-Spain model, Castilla-La Mancha

42.

Regimen Changes and Duration in the European Monetary System

FEDEA Int. Economics & Finance DEFI Working Paper No. 02-05
Number of pages: 31 Posted: 24 Jul 2002
Simon Sosvilla-Rivero and Reyes Maroto Illera
UCM Institute for Economic Analysis and Foundation for Applied Economic Research (FEDEA)
Downloads 136 (430,249)
Citation 1

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Duration models, exchange rates, European Monetary System

43.

Time Connectedness of Fear

Number of pages: 42 Posted: 20 Oct 2018
Julián Andrada Félix, Adrian Fernandez-Perez, Fernando Fernández Rodríguez and Simon Sosvilla-Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science, University College Dublin (UCD) - Department of Banking & Finance, University of Las Palmas de Gran Canaria - Faculty of Economic Science and UCM Institute for Economic Analysis
Downloads 135 (432,766)

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Implied Volatility Indices, Financial Market Linkages, Connectedness, Vector Autoregression, Variance Decomposition

44.

An Empirical Examination of Exchange-Rate Credibility Determinants in the EMS

FEDEA International Economics & Finance DEFI Working Paper No. 04-01
Number of pages: 8 Posted: 29 Mar 2004
Francisco Ledesma Rodríguez, Jorge Pérez Rodríguez and Simon Sosvilla-Rivero
University of La Laguna - Department of Applied Economics, University of Las Palmas de Gran Canaria - Faculty of Economic Science and UCM Institute for Economic Analysis
Downloads 134 (435,385)
Citation 1

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Credibility, political variables, exchange rates, european monetary system

45.

Volatility Spillovers between Foreign-Exchange and Stock Markets

Bath Economics Research Papers, No. 58/17
Number of pages: 62 Posted: 12 Jan 2017
Amalia Morales-Zumaquero and Simon Sosvilla-Rivero
University of Malaga - Departamento de Teoria e Historia Economica and UCM Institute for Economic Analysis
Downloads 130 (445,878)
Citation 3

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Stock markets, Exchange rates, Market spillovers, Component-GARCH model, Long-term volatility, Short-term volatility

46.

Volatility Transmission between Stock and Exchange-Rate Markets: A Connectedness Analysis

BATH ECONOMICS RESEARCH PAPERS, No. 54/16
Number of pages: 32 Posted: 13 Oct 2016
Fernando Fernández Rodríguez and Simon Sosvilla-Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science and UCM Institute for Economic Analysis
Downloads 130 (445,878)
Citation 4

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Stock markets, Exchange rates, Market Linkages, Vector Autoregression, Variance Decomposition.

47.

The Credibility of the European Monetary System: A Review

Estudios de Economia Espanola Working Paper No. 179
Number of pages: 26 Posted: 14 Apr 2004
Francisco Ledesma Rodríguez, Manuel Navarro Ibáñez, Jorge Pérez Rodríguez and Simon Sosvilla-Rivero
University of La Laguna - Department of Applied Economics, University of La Laguna - Department of Applied Economics, University of Las Palmas de Gran Canaria - Faculty of Economic Science and UCM Institute for Economic Analysis
Downloads 129 (448,572)

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Credibility, Exchange Rates, Target Zones, European Monetary System

48.

Currency Crises and Political Factors: Drawing Lessons from the EMS Experience

FEDEA Documento de Trabajo Working Paper No. 2004-04
Number of pages: 31 Posted: 14 Apr 2004
Francisco Perez-Bermejo and Simon Sosvilla-Rivero
Foundation for Applied Economic Research (FEDEA) and UCM Institute for Economic Analysis
Downloads 128 (451,244)

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Duration analysis, Political variables, Exchange rates, European Monetary System

49.

Resolution of Optimization Problems and Construction of Efficient Portfolios: An Application to the Euro Stoxx 50 Index

Institut de Recerca en Economia Aplicada Regional i Pública, Document de Treball No. 2017/02
Number of pages: 43 Posted: 03 Feb 2017
Victor Adame-Garcia, Fernando Fernández Rodríguez and Simon Sosvilla-Rivero
Universidad Complutense de Madrid (UCM), University of Las Palmas de Gran Canaria - Faculty of Economic Science and UCM Institute for Economic Analysis
Downloads 127 (454,026)

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Optimization Problems, Portfolio Choice, Investment Decisions, Asset Allocation, Econometrics, Minimum-Variance Portfolios, Robust Statistics, Out-Of-Sample Performance

50.

The Failure of the Monetary Model of Exchange Rate Determination

Number of pages: 31 Posted: 07 Apr 2015
Dinçer Afat, Marta Gómez-Puig and Simon Sosvilla-Rivero
University of Barcelona - Department of Economic Theory, Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 125 (459,640)

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exchange rate, flexible price monetary model, forward-looking monetary model, real interest differential model, money demand, purchasing power parity

51.

Assessing the Credibility of a Target Zone: Evidence from the EMS

Centra Working Paper E2003/33
Number of pages: 44 Posted: 14 Sep 2001
Francisco Ledesma Rodríguez, Manuel Navarro Ibáñez, Jorge Pérez Rodríguez and Simon Sosvilla-Rivero
University of La Laguna - Department of Applied Economics, University of La Laguna - Department of Applied Economics, University of Las Palmas de Gran Canaria - Faculty of Economic Science and UCM Institute for Economic Analysis
Downloads 119 (477,424)
Citation 13

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Credibility, Target zones, European Monetary System

52.

Implicit Regimes for the Spanish Peseta/Deutschmark Exchange Rate

FEDEA Working Papers on International Economics and Finance No. 2005-21
Number of pages: 28 Posted: 05 Nov 2005
Francisco Ledesma Rodríguez, Manuel Navarro Ibáñez, Jorge Pérez Rodríguez and Simon Sosvilla-Rivero
University of La Laguna - Department of Applied Economics, University of La Laguna - Department of Applied Economics, University of Las Palmas de Gran Canaria - Faculty of Economic Science and UCM Institute for Economic Analysis
Downloads 114 (493,011)
Citation 1

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Exchange rate regimes, implicit fluctuation bands, exchange rates

53.

Public Debt and Economic Growth: An Empirical Evaluation

Asociación Española de Economía y Finanzas Internacionales, ISSN: 1696-6376
Number of pages: 19 Posted: 15 Feb 2016
María del Carmen Ramos-Herrera and Simon Sosvilla-Rivero
Universidad Complutense de Madrid (UCM) and UCM Institute for Economic Analysis
Downloads 111 (502,780)

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Public debt, economic growth

54.

Portfolios in the Ibex 35 Index: Alternative Methods to the Traditional Framework, a Comparative with the Naive Diversification in a Pre- and Post- Crisis Context

Number of pages: 33 Posted: 30 Jun 2015
Victor Adame-Garcia, Fernando Fernández Rodríguez and Simon Sosvilla-Rivero
Universidad Complutense de Madrid (UCM), University of Las Palmas de Gran Canaria - Faculty of Economic Science and UCM Institute for Economic Analysis
Downloads 105 (523,639)

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Portfolio optimization; Portfolio diversification; Markowitz Analysis; Naive 1/N strategy; Snanish Ibex35

55.

Analysis of the Evolution of Sovereign Bond Yields by Wavelet Techniques

Number of pages: 14 Posted: 10 Jan 2015
David Chinarro-Vadillo, Eduardo Martinez-Budria and Simon Sosvilla-Rivero
San Jorge University, Universidad de La Laguna and UCM Institute for Economic Analysis
Downloads 105 (523,639)

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sovereign bond, wavelet, coherence, entropy, time series, correlation, comovement

56.

Historical Financial Analogies of the Current Crisis

Number of pages: 19 Posted: 12 Nov 2011
Julián Andrada Félix, Fernando Fernández Rodríguez and Simon Sosvilla-Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science, University of Las Palmas de Gran Canaria - Faculty of Economic Science and UCM Institute for Economic Analysis
Downloads 104 (527,209)

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Financial crisis, Great Recession, Great Depression

57.

Sovereigns and Banks in the Euro Area: A Tale of Two Crises

Number of pages: 50 Posted: 13 Jan 2015
Marta Gómez-Puig, Simon Sosvilla-Rivero and Manish Singh
Economic Theory Department. University of Barcelona, UCM Institute for Economic Analysis and University of Barcelona
Downloads 99 (545,486)
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Sovereign debt crisis, banking crisis, Granger-causality, time-varying approach, “distance-to-default”, euro area.

58.

Systemic Banks, Capital Composition and Coco Issuance: The Effects on Bank Risk

Number of pages: 23 Posted: 05 Apr 2017
Victor Echevarria-Icaza and Simon Sosvilla-Rivero
Universidad Complutense de Madrid (UCM) and UCM Institute for Economic Analysis
Downloads 95 (560,315)
Citation 2

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Contingent capital, banking regulation, risk-taking incentives, asset substitution, systemic risk

59.

Volatility in EMU Sovereign Bond Yields: Permanent and Transitory Components

International Economics & Finance DEFI Working Paper No. 11-03
Number of pages: 36 Posted: 09 May 2011
Simon Sosvilla-Rivero and Amalia Morales-Zumaquero
UCM Institute for Economic Analysis and University of Malaga - Departamento de Teoria e Historia Economica
Downloads 94 (564,048)

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Conditional variance, Component model, Cluster analysis, Sovereign bond yields, Economic and Monetary Union

60.

Real Exchange Rate Volatility, Financial Crises and Nominal Exchange Regimes

Documentos de economia y finanzas internacionales (DEFI) 12-05
Number of pages: 56 Posted: 19 Oct 2012
Amalia Morales-Zumaquero and Simon Sosvilla-Rivero
University of Malaga - Departamento de Teoria e Historia Economica and UCM Institute for Economic Analysis
Downloads 93 (567,846)
Citation 1

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Financial Crisis, Structural Breaks, Component-GARCH Model

61.

The US Dollar-Euro Exchange Rate and US-EMU Bond Yield Differentials: A Causality Analysis

Number of pages: 15 Posted: 21 Apr 2011
Simon Sosvilla-Rivero and María del Carmen Ramos-Herrera
UCM Institute for Economic Analysis and Universidad Complutense de Madrid (UCM)
Downloads 90 (579,568)

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Causality, Exchange rate, Long-term interest rates, Rolling regression

62.

Inflation, Real Economic Growth and Unemployment Expectations: An Empirical Analysis Based on the ECB Survey of Professional Forecasters

Documentos De Economía Y Finanzas Internacionales, Working Papers on International Economics and Finance, DEFI 17-02, February 2017
Number of pages: 29 Posted: 11 Mar 2017
María del Carmen Ramos-Herrera and Simon Sosvilla-Rivero
Universidad Complutense de Madrid (UCM) and UCM Institute for Economic Analysis
Downloads 89 (587,500)

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inflation, real economic growth, unemployment, expectations, euro area

63.

Volatility Spillovers in EMU Sovereigns Bond Markets

DEFI 15-03
Number of pages: 30 Posted: 12 Feb 2015
Fernando Fernández Rodríguez, Marta Gómez-Puig and Simon Sosvilla-Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science, Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 89 (583,465)
Citation 3

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Sovereign debt crisis, Euro area, Market Linkages, Vector Autoregression, Variance Decomposition

64.

Exchange-Rate Regimes and Inflation: An Empirical Evaluation

Working Papers in International Economics and Finance 2014-02
Number of pages: 18 Posted: 24 Feb 2014
Simon Sosvilla-Rivero and María del Carmen Ramos-Herrera
UCM Institute for Economic Analysis and Universidad Complutense de Madrid (UCM)
Downloads 87 (591,575)

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Exchange rate regime, CPI inflation rate

65.

Implicit Bands in the Yen/Dollar Exchange Rate

Universidad de La Laguna Economic Working Paper No. 2004-02
Number of pages: 28 Posted: 07 Jan 2005
Francisco Ledesma Rodríguez, Manuel Navarro Ibáñez, Jorge Pérez Rodríguez and Simon Sosvilla-Rivero
University of La Laguna - Department of Applied Economics, University of La Laguna - Department of Applied Economics, University of Las Palmas de Gran Canaria - Faculty of Economic Science and UCM Institute for Economic Analysis
Downloads 87 (591,575)

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Exchange rate regimes, Implicit fluctuation bands, exchange rates

66.

The Robustness of the Sovereign-Bank Interconnection: Evidence from Contingent Claims Analysis

IREA Working Paper 2018/04
Number of pages: 53 Posted: 07 Mar 2018
Marta Gómez-Puig, Manish Singh and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona, University of Barcelona and UCM Institute for Economic Analysis
Downloads 85 (599,815)

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sovereign risk, bank risk, sovereign-bank nexus, contingent claims

67.

Political Risk and Commodity Currencies

Number of pages: 46 Posted: 02 Oct 2024
Olga Dodd, Adrian Fernandez-Perez and Simon Sosvilla-Rivero
Auckland University of Technology, University College Dublin (UCD) - Department of Banking & Finance and UCM Institute for Economic Analysis
Downloads 84 (604,140)

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commodity currency, political risk, rare disaster risk, geopolitical risk, foreign exchange rate, commodity return

68.

Exchange-Rate Regimes and Economic Growth: An Empirical Evaluation

Working Papers in International Economics and Finance 14-01
Number of pages: 11 Posted: 24 Feb 2014
Simon Sosvilla-Rivero and María del Carmen Ramos-Herrera
UCM Institute for Economic Analysis and Universidad Complutense de Madrid (UCM)
Downloads 83 (608,392)

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Exchange rate regime, economic growth

69.

Credibility and Duration in Target Zones: Evidence from the EMS

FEDEA Working Paper No. 2003-19
Number of pages: 42 Posted: 12 Nov 2003
Simon Sosvilla-Rivero and Francisco Perez-Bermejo
UCM Institute for Economic Analysis and Foundation for Applied Economic Research (FEDEA)
Downloads 83 (608,392)
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Credibility, Currency crises, Exchange rates, European Monetary System

70.

Dynamic Connectedness between Credit and Liquidity Risks in Emu Sovereign Debt Markets

Downloads 80 (621,481)

Dynamic Connectedness between Credit and Liquidity Risks in Emu Sovereign Debt Markets

Number of pages: 78 Posted: 29 Sep 2022
Marta Gómez-Puig, Mary Pieterse-Bloem and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona, Erasmus Research Institute of Management (ERIM) and UCM Institute for Economic Analysis
Downloads 40 (879,404)

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Liquidity risk, Credit Risk, Eurozone sovereign bonds, MTS bond market, Dynamic connectedness, Time-varying parameters

Dynamic Connectedness between Credit and Liquidity Risks in EMU Sovereign Debt Markets

Number of pages: 78 Posted: 08 Dec 2022
Marta Gómez-Puig, Mary Pieterse-Bloem and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona, Erasmus Research Institute of Management (ERIM) and UCM Institute for Economic Analysis
Downloads 40 (879,404)

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Liquidity risk, Credit risk, Eurozone sovereign bonds, MTS bond market, dynamic connectedness, Time-varying parameters

71.

Yields on Sovereign Debt, Fragmentation and Monetary Policy Transmission in the Euro Area: A GVAR Approach

Number of pages: 32 Posted: 11 Feb 2017
Victor Echevarria-Icaza and Simon Sosvilla-Rivero
Universidad Complutense de Madrid (UCM) and UCM Institute for Economic Analysis
Downloads 77 (634,597)

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monetary policy, spillovers, euro area crisis

72.

On the Forecast Accuracy and Consistency of Exchange Rate Expectations: The Spanish PwC Survey

DEFI Working Paper No. 12-02
Number of pages: 9 Posted: 24 Feb 2012
Simon Sosvilla-Rivero and María del Carmen Ramos-Herrera
UCM Institute for Economic Analysis and Universidad Complutense de Madrid (UCM)
Downloads 77 (634,597)
Citation 1

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Exchange rates, Forecasting, Expectations, Panel data, Econometric models

73.

An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis

Number of pages: 38 Posted: 08 Mar 2014
Marta Gómez-Puig, Simon Sosvilla-Rivero and María del Carmen Ramos-Herrera
Economic Theory Department. University of Barcelona, UCM Institute for Economic Analysis and Universidad Complutense de Madrid (UCM)
Downloads 76 (639,088)
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Sovereign bond spreads, Panel data, Eurozone

74.

Countercyclical Labor Productivity: The Spanish Anomaly

Research Institute of Applied Economics Working Paper 2017/12
Number of pages: 29 Posted: 09 Jun 2017
Borja Jalón, Simon Sosvilla-Rivero and Jose A. Herce
Universidad Complutense de Madrid (UCM), UCM Institute for Economic Analysis and Grupo AFI
Downloads 74 (648,372)

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Business cycle, labor productivity, labor regulation, multifactor productivity.

75.

On the Credibility of the Irish Pound in the EMS

Foundation for Applied Economic Studies (FEDEA) Working Paper No. 2000-14
Number of pages: 31 Posted: 17 Sep 2001
Francisco Ledesma Rodríguez, Manuel Navarro Ibáñez, Jorge Pérez Rodríguez and Simon Sosvilla-Rivero
University of La Laguna - Department of Applied Economics, University of La Laguna - Department of Applied Economics, University of Las Palmas de Gran Canaria - Faculty of Economic Science and UCM Institute for Economic Analysis
Downloads 74 (648,372)
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Credibility, Target zone, Irish Pound

76.

Connectedness of Stress in EMU Bank and Sovereign CDS: The Role Policy Measures 2008-2014

Number of pages: 28 Posted: 02 Feb 2016
Victor Echevarria-Icaza and Simon Sosvilla-Rivero
Universidad Complutense de Madrid (UCM) and UCM Institute for Economic Analysis
Downloads 72 (658,004)
Citation 1

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Connectedness, Bank risk, Sovereign risk, EMU

77.

Financial Stress Transmission in EMU Sovereign Bond Market Volatility: A Connectedness Analysis

Number of pages: 36 Posted: 04 Feb 2015
Fernando Fernández Rodríguez, Marta Gómez-Puig and Simon Sosvilla-Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science, Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 72 (658,004)
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Sovereign debt crisis, Euro area, Market Linkages, Vector Autoregression, Variance Decomposition

78.

A Contribution to the Empirics of Convergence in Real GDP Growth: The Role of Financial Crises and Exchange-Rate Regimes

Number of pages: 25 Posted: 08 Mar 2014
Amalia Morales-Zumaquero and Simon Sosvilla-Rivero
University of Malaga - Departamento de Teoria e Historia Economica and UCM Institute for Economic Analysis
Downloads 72 (658,004)
Citation 7

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Convergence indicators, financial crises, nominal exchange-rate regimes.

79.

Political and Institutional Factors in Regime Changes in the ERM: An Application of Duration Analysis

International Economics & Finance DEFI Working Paper No. 07-05
Number of pages: 41 Posted: 21 Nov 2007
Simon Sosvilla-Rivero and Francisco Pérez-Bermejo
UCM Institute for Economic Analysis and KPMG-Spain
Downloads 72 (658,004)

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Duration analysis, Political variables, Exchange rates, European Monetary System

80.

Forecasting Emerging Market Currencies: Are Inflation Expectations Useful?

Number of pages: 31 Posted: 31 Oct 2019
Alberto Fuertes and Simon Sosvilla-Rivero
Banco de España and UCM Institute for Economic Analysis
Downloads 71 (662,771)

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Forecasting, Purchasing power parity, Exchange rates, Inflation expectations

81.

Re-Examining the Debt-Growth Nexus: A Grouped Fixed-Effect Approach

Number of pages: 47 Posted: 09 Jul 2019
Marta Gómez-Puig, Simon Sosvilla-Rivero and Inmaculada Martínez‐Zarzoso
Economic Theory Department. University of Barcelona, UCM Institute for Economic Analysis and Jaume I University
Downloads 71 (662,771)

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public debt, economic growth, heterogeneity, grouped fixed-effects, debt-growth link, panel data, multinomial logit regression

82.

Further Evidence on Implicit Bands in the Yen/Dollar Exchange Rate

FEDEA Working Paper No. 2006-19
Number of pages: 29 Posted: 06 Jul 2006
Francisco Ledesma Rodríguez, Manuel Navarro Ibáñez, Jorge Pérez Rodríguez and Simon Sosvilla-Rivero
University of La Laguna - Department of Applied Economics, University of La Laguna - Department of Applied Economics, University of Las Palmas de Gran Canaria - Faculty of Economic Science and UCM Institute for Economic Analysis
Downloads 69 (672,584)

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Exchange rate regimes, implicit fluctuation bands, exchange rates

83.

Inflation Expectations in Spain: The Spanish PwC Survey

Number of pages: 14 Posted: 02 Feb 2013
María del Carmen Ramos-Herrera and Simon Sosvilla-Rivero
Universidad Complutense de Madrid (UCM) and UCM Institute for Economic Analysis
Downloads 68 (677,641)
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inflation, forecasting, expectations, panel data, econometric models

84.

Causality and Contagion in EMU Sovereign Debt Markets

Research Institute of Applied Economics Working Paper 2014/03
Number of pages: 34 Posted: 08 Mar 2014
Marta Gómez-Puig and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 67 (682,645)
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Sovereign bond yields, Granger-Causality, Contagion, Euro area.

85.

Convergence in Car Prices Among European Countries

Documento De Trabajo Paper No. 517
Number of pages: 60 Posted: 03 May 2011
Simon Sosvilla-Rivero and Salvador Gil-Pareja
UCM Institute for Economic Analysis and University of Valencia - Department of Economics
Downloads 64 (698,529)

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Market integration, Automobiles, European Union, Stochastic convergence, Deterministic convergence, Panel stationarity

86.

Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?

Research Institute of Applied Economics Working Paper 2019/01 1/39 pág
Number of pages: 39 Posted: 23 Jan 2019
Lior Cohen, Marta Gómez-Puig and Simon Sosvilla-Rivero
Freelancer, Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 63 (704,056)
Citation 3

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ECB’s monetary policy, capital structure, leverage, quantitative easing, capital expenditure, dividend’s policy, shareholder yield

87.

Forward Looking Banking Stress in EMU Countries

Number of pages: 30 Posted: 25 Sep 2014
Manish Singh, Marta Gómez-Puig and Simon Sosvilla-Rivero
University of Barcelona, Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 62 (709,598)
Citation 2

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contingent claim analysis, distance-to-default, systemic risk.

88.

Bank Risk Behavior and Connectedness in EMU Countries

Number of pages: 44 Posted: 19 Jun 2015
Manish Singh, Marta Gómez-Puig and Simon Sosvilla-Rivero
University of Barcelona, Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 61 (715,024)
Citation 4

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Contingent claim analysis, Distance-to-default, Banking risk

89.

Incorporating Creditors' Seniority into Contingent Claim Models: Applicarion to Peripheral Euro Area Countries

Research Institute of Applied Economics, Working Paper 2018/03, 1/54 pág
Number of pages: 54 Posted: 29 Jan 2019
Marta Gómez-Puig, Manish Singh and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona, University of Barcelona and UCM Institute for Economic Analysis
Downloads 58 (732,245)
Citation 1

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sovereign risk, bank risk, sovereign-bank nexus, contingent claims

90.

Debt-Growth Linkages in EMU Across Countries and Time Horizons

Number of pages: 38 Posted: 05 Jul 2016
Marta Gómez-Puig and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 58 (732,245)
Citation 3

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Public debt, economic growth, bounds testing, euro area, peripheral EMU countries, central EMU countries

91.

Seeking Price and Macroeconomic Stabilisation in the Euro Area: The Role of House Prices and Stock Prices

Number of pages: 35 Posted: 18 May 2017
Imran Shah and Simon Sosvilla-Rivero
University of Bath and UCM Institute for Economic Analysis
Downloads 56 (744,173)

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Stock prices, House prices, Inflation targeting, Macroeconomic stabilization, Euro area.

92.

Nonfinancial Debt and Economic Growth in Euro-Area Countries

Institut de Recerca en Economia Aplicada Regional i Pública Document de Treball 2017/14 1/41 pág. - Research Institute of Applied Economics Working Paper 2017/14 1/41 pág.
Number of pages: 41 Posted: 20 Jul 2017
Marta Gómez-Puig and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 51 (776,124)
Citation 1

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public debt, household debt, nonfinancial corporate debt, economic growth, heterogeneity, euro area, peripheral EMU countries, central EMU countries

93.

Increasing Contingent Guarantees: The Asymmetrical Effect on Sovereign Risk of Different Government Interventions

Research Institute of Applied Economics Working Paper 2019/14
Number of pages: 41 Posted: 25 Sep 2019
Manish Singh, Marta Gómez-Puig and Simon Sosvilla-Rivero
University of Barcelona, Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 48 (796,561)

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sovereign risk, financial assistance, fiscal capacity, bailout, contingent guarantee

94.

'Incorporating Creditors' Seniority into Contingent Claim Models: Application to Peripheral Euro Area Countries'

IREA Working Paper 2018/03
Number of pages: 54 Posted: 07 Mar 2018
Marta Gómez-Puig, Manish Singh and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona, University of Barcelona and UCM Institute for Economic Analysis
Downloads 48 (796,561)

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sovereign default risk, peripheral euro area countries, contingent claims, distance-to-default

95.

The Euro and the Volatility of Exchange Rates

DEFI Working Paper No. 10-01
Number of pages: 24 Posted: 17 Jul 2010
Amalia Morales-Zumaquero and Simon Sosvilla-Rivero
University of Malaga - Departamento de Teoria e Historia Economica and UCM Institute for Economic Analysis
Downloads 48 (796,561)
Citation 1

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Euro, multiple structural breaks, volatility

96.

Testing for Private Information Using Trade Duration Models with Unobserved Market Heterogeneity: The Case of Banco Popular

Research Institute of Applied Economics Working Paper 2019/07
Number of pages: 23 Posted: 09 May 2019
Jorge Pérez Rodríguez, Emilio Gómez-Déniz and Simon Sosvilla-Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science, Universidad de Las Palmas de Gran Canaria and UCM Institute for Economic Analysis
Downloads 42 (840,893)

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conditional duration, threshold models, finite and infinite mixtures, private information, bank failure

97.

Detection of Implicit Fluctuation Bands and Their Credibility in Candidate Countries

Number of pages: 37 Posted: 19 May 2015
Simon Sosvilla-Rivero and María del Carmen Ramos-Herrera
UCM Institute for Economic Analysis and Universidad Complutense de Madrid (UCM)
Downloads 39 (865,098)

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Exchange-rate regimes; implicit fluctuation bands; credibility; exchange rates

98.

On the Transmission of Credit and Liquidity Risks a Network Analysis for Emu Sovereign Debt Markets

Number of pages: 41 Posted: 07 Dec 2023
Adrian Fernandez-Perez, Marta Gómez-Puig and Simon Sosvilla-Rivero
University College Dublin (UCD) - Department of Banking & Finance, Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 37 (881,934)

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Liquidity, Credit risk, EMU sovereign bonds, MTS bond market, Dynamic connectedness

99.

Detection of Implicit Fluctuation Bands in the European Union Countries

Number of pages: 21 Posted: 19 May 2015
Simon Sosvilla-Rivero and María del Carmen Ramos-Herrera
UCM Institute for Economic Analysis and Universidad Complutense de Madrid (UCM)
Downloads 36 (890,874)

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Exchange-rate regimes, Implicit fluctuation bands, Exchange rates, De facto and de iure fixed regimes

100.

The Economic Effects of Fiscal Policy: Further Evidence for Spain

The Quarterly Review of Economics and Finance, Volume 86, November 2022, Pages 305-313
Number of pages: 32 Posted: 07 Sep 2022
Simon Sosvilla-Rivero and Juan J. Rubio-Guerrero
UCM Institute for Economic Analysis and Universidad de Castilla-La Mancha
Downloads 25 (997,733)

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Fiscal policy, Public expenditure, Tax revenues, ARDL models, NARDL models.

Other Papers (1)

Total Downloads: 73
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1.

Uncovering Linkages in International Financial Markets Via Boosting

FEDEA Working Paper No. 2004-23
Number of pages: 25 Posted: 07 Jan 2005 Last Revised: 22 Sep 2011
Simon Sosvilla-Rivero and Pedro N. Rodriguez
UCM Institute for Economic Analysis and Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II
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International stock markets, Causality