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Simón Sosvilla Rivero

Complutense Institute for International Studies

Professor

Carretera de Humera s/n

Madrid, Madrid 28223

Spain

http://www.ucm.es/info/ecocuan/ssr/

  • Complutense Institute for International Studies

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    • Tel: +34913932626
SCHOLARLY PAPERS

83

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13

Scholarly Papers (83)

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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, Simón Sosvilla Rivero and Francisco J. Velázquez
Universidad Complutense de Madrid (UCM) - European Economy Group (EEG), Grupo AFI, Complutense Institute for International Studies and Universidad Complutense de Madrid - GRIPICO
Downloads 1,520 (8,770)
Citation 1

Abstract:

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, Simón Sosvilla Rivero and Julián Andrada Félix
University of Las Palmas de Gran Canaria - Faculty of Economic Science, Complutense Institute for International Studies and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 1,222 (12,036)

Abstract:

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, Simón Sosvilla Rivero and Julián Andrada Félix
University of Las Palmas de Gran Canaria - Faculty of Economic Science, Complutense Institute for International Studies and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 968 (17,472)

Abstract:

Stock market, Technical trading rules

4.

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 Simón 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 Complutense Institute for International Studies
Downloads 743 (24,381)

Abstract:

Technical trading rules, Genetic algorithms, Security markets

5.

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, Simón Sosvilla Rivero and Fernando Fernández Rodríguez
University of Castilla-La Mancha, Complutense Institute for International Studies and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 734 (26,044)

Abstract:

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

6.

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 Simón Sosvilla Rivero
Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II and Complutense Institute for International Studies
Downloads 702 (21,439)

Abstract:

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

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 Simón 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 Complutense Institute for International Studies
Downloads 662 (30,091)

Abstract:

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, Simón Sosvilla Rivero and Julián Andrada Félix
University of Las Palmas de Gran Canaria - Faculty of Economic Science, Complutense Institute for International Studies and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 609 (33,504)

Abstract:

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

9.

Technical Analysis in Foreign Exchange Markets: Evidence from the EMS

Downloads 592 ( 36,622)

Technical Analysis in Foreign Exchange Markets: Evidence from the EMS

Number of pages: 21 Posted: 04 Oct 2001
Fernando Fernández Rodríguez, Simón Sosvilla Rivero and Julián Andrada Félix
University of Las Palmas de Gran Canaria - Faculty of Economic Science, Complutense Institute for International Studies and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 592 (36,069)

Abstract:

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

Technical Analysis in Foreign Exchange Markets: Evidence from the EMS

Applied Financial Economics, Vol. 13, pp. 113-122, 2003
Posted: 08 Nov 2001
Fernando Fernández Rodríguez, Simón Sosvilla Rivero and Julián Andrada Félix
University of Las Palmas de Gran Canaria - Faculty of Economic Science, Complutense Institute for International Studies and University of Las Palmas de Gran Canaria - Faculty of Economic Science

Abstract:

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

10.

Purchasing Power Parity Revisited

Number of pages: 50 Posted: 08 Jan 2004
Simón Sosvilla Rivero and Emma Garcia
Complutense Institute for International Studies and Foundation for Applied Economic Research (FEDEA)
Downloads 441 (49,207)

Abstract:

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
Simón Sosvilla Rivero and Emma Garcia
Complutense Institute for International Studies and Foundation for Applied Economic Research (FEDEA)
Downloads 412 (56,705)

Abstract:

Forecasting, Purchasing Power Parity, Exchange rates

12.

Forecasting Stock Price Changes: Is it Possible?

Number of pages: 31 Posted: 17 Jul 2006
Pedro N. Rodriguez and Simón Sosvilla Rivero
Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II and Complutense Institute for International Studies
Downloads 301 (81,783)
Citation 1

Abstract:

Stock return predictability, stock movement predictability

13.

Understanding and Forecasting Stock Price Changes

FEDEA Working Paper No. 2006-03
Number of pages: 17 Posted: 14 Feb 2006
Pedro N. Rodriguez and Simón Sosvilla Rivero
Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II and Complutense Institute for International Studies
Downloads 254 (97,495)
Citation 1

Abstract:

Stock return predictability, Model averaging, Bias-variance decomposition

14.

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
Simón Sosvilla Rivero
Complutense Institute for International Studies
Downloads 249 (99,924)

Abstract:

European Union, Structural Funds, Regional Convergence, Spain

15.

Further Evidence on Technical Trading Profitability and Foreign Exchange Intervention

Downloads 236 (108,365)

Further Evidence on Technical Trading Profitability and Foreign Exchange Intervention

FEDEA Working Paper No. 99-01
Number of pages: 12 Posted: 19 Feb 2002
Simón Sosvilla Rivero, Julián Andrada Félix and Fernando Fernández Rodríguez
Complutense Institute for International Studies, University of Las Palmas de Gran Canaria - Faculty of Economic Science and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 236 (107,880)

Abstract:

Central bank intervention, Technical trading rules, Exchange rates

Further Evidence on Technical Trading Profitability and Foreign Exchange Intervention

Applied Economics Letters, Vol. 19, pp. 827-832, 2002
Posted: 27 Feb 2002
Simón Sosvilla Rivero, Julián Andrada Félix and Fernando Fernández Rodríguez
Complutense Institute for International Studies, University of Las Palmas de Gran Canaria - Faculty of Economic Science and University of Las Palmas de Gran Canaria - Faculty of Economic Science

Abstract:

Central bank intervention, Technical trading rules, Exchange rates

16.

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 Simón Sosvilla Rivero
Universidad Nacional de Educacion a Distancia (UNED) and Complutense Institute for International Studies
Downloads 222 (110,710)
Citation 7

Abstract:

Stock market, Cointegration, Structural change

17.

Testing Chaotic Dynamics via Lyapunov Exponents

FEDEA Documento de Trabajo 2000-07
Number of pages: 52 Posted: 23 Jul 2001
Fernando Fernández Rodríguez, Simón Sosvilla Rivero and Julián Andrada Félix
University of Las Palmas de Gran Canaria - Faculty of Economic Science, Complutense Institute for International Studies and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 214 (117,727)

Abstract:

Chaos, Nonlinear Dynamics, Lyapunov exponents, Bootstrapping

18.

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
Simón Sosvilla Rivero and Irene Olloqui
Complutense Institute for International Studies and University of Zaragoza - Faculty of Business and Economics
Downloads 192 (131,649)

Abstract:

Inflation, Cointegration, Structural change

19.

Price Convergence in the European Union

FEDEA Working Paper No. 2002-12
Number of pages: 15 Posted: 24 Jul 2002
Simón Sosvilla Rivero and Salvador Gil-Pareja
Complutense Institute for International Studies and University of Valencia - Department of Economics
Downloads 183 (136,329)

Abstract:

Price dispersion, Market integration, European Union

20.

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 Simón Sosvilla Rivero
Grupo AFI and Complutense Institute for International Studies
Downloads 168 (145,505)
Citation 1

Abstract:

EU regional policy, EU cohesion, Spain

21.

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 Simón Sosvilla Rivero
Auckland University of Technology, University of Las Palmas de Gran Canaria - Faculty of Economic Science and Complutense Institute for International Studies
Downloads 161 (98,691)

Abstract:

arbitrage, foreign exchange market, genetic algorithm

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, Simón Sosvilla Rivero and Julián Andrada Félix
University of Las Palmas de Gran Canaria - Faculty of Economic Science, Complutense Institute for International Studies and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 148 (152,605)

Abstract:

Chaos, Nonlinear Dynamics, Lyapunov exponents, Bootstrapping

23.

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 Simón Sosvilla Rivero
University of Valencia - Department of Economics and Complutense Institute for International Studies
Downloads 142 (162,866)

Abstract:

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

24.

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
Simón Sosvilla Rivero and Jose A. Herce
Complutense Institute for International Studies and Grupo AFI
Downloads 129 (180,544)

Abstract:

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

25.

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 Simón Sosvilla Rivero
University of Malaga - Departamento de Teoria e Historia Economica and Complutense Institute for International Studies
Downloads 117 (198,085)

Abstract:

Exchange rate regimes, real exchange rate, volatility

26.

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
Simón Sosvilla Rivero and Reyes Maroto Illera
Complutense Institute for International Studies and Foundation for Applied Economic Research (FEDEA)
Downloads 116 (200,579)

Abstract:

Duration models, exchange rates, European Monetary System

27.

Export Market Integration in the European Union

Downloads 114 (204,592)
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 Simón Sosvilla Rivero
University of Valencia - Department of Economics and Complutense Institute for International Studies
Downloads 114 (205,460)
Citation 1

Abstract:

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 Simón Sosvilla Rivero
University of Valencia - Department of Economics and Complutense Institute for International Studies

Abstract:

export market integration, European Union, exchange rates

28.

Immigration and Housing Prices in Spain

FEDEA Working Paper No. 2008-40
Number of pages: 20 Posted: 31 Oct 2008
Simón Sosvilla Rivero
Complutense Institute for International Studies
Downloads 111 (195,610)

Abstract:

Housing prices, Spain, Autonomous regions

29.

Convergence in Social Protection Across EU Countries, 1970-1999

FEDEA Working Paper No. 2003-01
Number of pages: 19 Posted: 25 Feb 2003
Simón Sosvilla Rivero, Jose A. Herce and Juan José de Lucio Fernández Sr.
Complutense Institute for International Studies, Grupo AFI and Independent
Downloads 107 (208,561)

Abstract:

Social Protection Expenditure, Convergence, European Union

30.

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 Simón Sosvilla Rivero
University of La Laguna - Department of Applied Economics, University of Las Palmas de Gran Canaria - Faculty of Economic Science and Complutense Institute for International Studies
Downloads 105 (214,168)

Abstract:

Credibility, political variables, exchange rates, european monetary system

31.

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 Simón Sosvilla Rivero
Foundation for Applied Economic Research (FEDEA), Foundation for Applied Economic Research (FEDEA) and Complutense Institute for International Studies
Downloads 98 (221,560)

Abstract:

Duration analysis, Currency crises, European Monetary System

32.

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 Simón Sosvilla Rivero
Foundation for Applied Economic Research (FEDEA) and Complutense Institute for International Studies
Downloads 94 (227,636)

Abstract:

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

33.

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
Simón Sosvilla Rivero, Oscar Bajo‐Rubio and Carmen Díaz‐Roldán
Complutense Institute for International Studies, University of Castilla-La Mancha and University of Castilla-La Mancha
Downloads 90 (235,716)

Abstract:

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

34.

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 Simón Sosvilla Rivero
Economic Theory Department. University of Barcelona and Complutense Institute for International Studies
Downloads 87 (230,849)

Abstract:

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

35.

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 Simón 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 Complutense Institute for International Studies
Downloads 86 (240,723)

Abstract:

Credibility, Exchange Rates, Target Zones, European Monetary System

36.

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 Simón 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 Complutense Institute for International Studies
Downloads 83 (249,631)

Abstract:

Credibility, Target zones, European Monetary System

37.

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 Simón 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 Complutense Institute for International Studies
Downloads 81 (249,631)

Abstract:

Exchange rate regimes, implicit fluctuation bands, exchange rates

38.

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 Simón Sosvilla Rivero
Auckland University of Technology, University of Las Palmas de Gran Canaria - Faculty of Economic Science and Complutense Institute for International Studies
Downloads 68 (240,723)

Abstract:

Term structure of interest rates, Stock returns, Trading strategies

39.

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 Simón Sosvilla Rivero
Economic Theory Department. University of Barcelona and Complutense Institute for International Studies
Downloads 66 (242,427)

Abstract:

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

40.

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 Simón 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 Complutense Institute for International Studies
Downloads 63 (291,399)

Abstract:

Exchange rate regimes, Implicit fluctuation bands, exchange rates

41.

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 Simón Sosvilla Rivero
University of Malaga - Departamento de Teoria e Historia Economica and Complutense Institute for International Studies
Downloads 57 (289,081)

Abstract:

Financial Crisis, Structural Breaks, Component-GARCH Model

42.

Historical Financial Analogies of the Current Crisis

Number of pages: 19 Posted: 12 Nov 2011
Julián Andrada Félix, Fernando Fernández Rodríguez and Simón 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 Complutense Institute for International Studies
Downloads 57 (291,399)

Abstract:

Financial crisis, Great Recession, Great Depression

43.

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 Simón 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 Complutense Institute for International Studies
Downloads 53 (322,320)

Abstract:

Credibility, Target zone, Irish Pound

44.

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

Number of pages: 15 Posted: 21 Apr 2011
Simón Sosvilla Rivero and María del Carmen Ramos-Herrera
Complutense Institute for International Studies and Universidad Complutense de Madrid (UCM)
Downloads 49 (319,531)

Abstract:

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

45.

Credibility and Duration in Target Zones: Evidence from the EMS

FEDEA Working Paper No. 2003-19
Number of pages: 42 Posted: 12 Nov 2003
Simón Sosvilla Rivero and Francisco Perez-Bermejo
Complutense Institute for International Studies and Foundation for Applied Economic Research (FEDEA)
Downloads 48 (319,531)
Citation 1

Abstract:

Credibility, Currency crises, Exchange rates, European Monetary System

46.

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
Simón Sosvilla Rivero and María del Carmen Ramos-Herrera
Complutense Institute for International Studies and Universidad Complutense de Madrid (UCM)
Downloads 45 (337,083)

Abstract:

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

47.

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 Simón 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 Complutense Institute for International Studies
Downloads 42 (352,637)

Abstract:

Exchange rate regimes, implicit fluctuation bands, exchange rates

48.

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
Simón Sosvilla Rivero and Amalia Morales-Zumaquero
Complutense Institute for International Studies and University of Malaga - Departamento de Teoria e Historia Economica
Downloads 39 (328,162)

Abstract:

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

49.

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
Simón Sosvilla Rivero and Francisco Pérez-Bermejo
Complutense Institute for International Studies and KPMG-Spain
Downloads 35 (373,173)

Abstract:

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

50.

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 Simón Sosvilla Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science, Economic Theory Department. University of Barcelona and Complutense Institute for International Studies
Downloads 30 (359,161)

Abstract:

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

51.

Inflation Expectations in Spain: The Spanish PwC Survey

Number of pages: 14 Posted: 02 Feb 2013
María del Carmen Ramos-Herrera and Simón Sosvilla Rivero
Universidad Complutense de Madrid (UCM) and Complutense Institute for International Studies
Downloads 30 (376,865)

Abstract:

inflation, forecasting, expectations, panel data, econometric models

52.

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 M. Adame-Garcia, Fernando Fernández Rodríguez and Simón Sosvilla Rivero
Universidad Complutense de Madrid (UCM), University of Las Palmas de Gran Canaria - Faculty of Economic Science and Complutense Institute for International Studies
Downloads 28 (334,097)

Abstract:

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

53.

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
Simón Sosvilla Rivero and María del Carmen Ramos-Herrera
Complutense Institute for International Studies and Universidad Complutense de Madrid (UCM)
Downloads 27 (352,637)

Abstract:

Exchange rate regime, economic growth

54.

The Failure of the Monetary Model of Exchange Rate Determination

Number of pages: 31 Posted: 07 Apr 2015
Dinçer Afat, Marta Gómez-Puig and Simón Sosvilla Rivero
University of Barcelona - Department of Economic Theory, Economic Theory Department. University of Barcelona and Complutense Institute for International Studies
Downloads 26 (349,411)

Abstract:

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

55.

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

Number of pages: 50 Posted: 13 Jan 2015
Marta Gómez-Puig, Simón Sosvilla Rivero and Manish Kumar Singh
Economic Theory Department. University of Barcelona, Complutense Institute for International Studies and University of Barcelona
Downloads 26 (349,411)

Abstract:

Sovereign debt crisis, banking crisis, Granger-causality, time-varying approach, “distance-to-default”, euro area.

56.

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
Simón Sosvilla Rivero and María del Carmen Ramos-Herrera
Complutense Institute for International Studies and Universidad Complutense de Madrid (UCM)
Downloads 25 (380,607)

Abstract:

Exchange rate regime, CPI inflation rate

57.

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 Simón Sosvilla Rivero
San Jorge University, Universidad de La Laguna and Complutense Institute for International Studies
Downloads 23 (392,213)

Abstract:

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

58.

Convergence in Car Prices Among European Countries

Documento De Trabajo Paper No. 517
Number of pages: 60 Posted: 03 May 2011
Simón Sosvilla Rivero and Salvador Gil-Pareja
Complutense Institute for International Studies and University of Valencia - Department of Economics
Downloads 22 (418,650)

Abstract:

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

59.

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, Simón Sosvilla Rivero and María del Carmen Ramos-Herrera
Economic Theory Department. University of Barcelona, Complutense Institute for International Studies and Universidad Complutense de Madrid (UCM)
Downloads 19 (409,225)

Abstract:

Sovereign bond spreads, Panel data, Eurozone

60.

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 Simón Sosvilla Rivero
Economic Theory Department. University of Barcelona and Complutense Institute for International Studies
Downloads 18 (413,838)

Abstract:

Sovereign bond yields, Granger-Causality, Contagion, Euro area.

61.

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 Simón Sosvilla Rivero
University of Malaga - Departamento de Teoria e Historia Economica and Complutense Institute for International Studies
Downloads 18 (444,046)

Abstract:

Euro, multiple structural breaks, volatility

62.

Forward Looking Banking Stress in EMU Countries

Number of pages: 30 Posted: 25 Sep 2014
Manish Kumar Singh, Marta Gómez-Puig and Simón Sosvilla Rivero
University of Barcelona, Economic Theory Department. University of Barcelona and Complutense Institute for International Studies
Downloads 17 (444,046)

Abstract:

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

63.

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 Simón Sosvilla Rivero
University of Malaga - Departamento de Teoria e Historia Economica and Complutense Institute for International Studies
Downloads 14 (400,426)

Abstract:

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

64.

Bank Risk Behavior and Connectedness in EMU Countries

Number of pages: 44 Posted: 19 Jun 2015
Manish Kumar Singh, Marta Gómez-Puig and Simón Sosvilla Rivero
University of Barcelona, Economic Theory Department. University of Barcelona and Complutense Institute for International Studies
Downloads 12 (454,586)

Abstract:

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

65.

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 Simón Sosvilla Rivero
Economic Theory Department. University of Barcelona and Complutense Institute for International Studies
Downloads 12 (388,258)

Abstract:

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

66.

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 Simón Sosvilla Rivero
Economic Theory Department. University of Barcelona and Complutense Institute for International Studies
Downloads 11 (331,139)

Abstract:

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

67.

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 Simón Sosvilla Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science, Economic Theory Department. University of Barcelona and Complutense Institute for International Studies
Downloads 9 (464,961)

Abstract:

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

68.

Detection of Implicit Fluctuation Bands and Their Credibility in Candidate Countries

Number of pages: 37 Posted: 19 May 2015
Simón Sosvilla Rivero and María del Carmen Ramos-Herrera
Complutense Institute for International Studies and Universidad Complutense de Madrid (UCM)
Downloads 3 (520,231)

Abstract:

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

69.

Detection of Implicit Fluctuation Bands in the European Union Countries

Number of pages: 21 Posted: 19 May 2015
Simón Sosvilla Rivero and María del Carmen Ramos-Herrera
Complutense Institute for International Studies and Universidad Complutense de Madrid (UCM)
Downloads 1 (534,229)

Abstract:

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

70.

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 Simón Sosvilla Rivero
Economic Theory Department. University of Barcelona and Complutense Institute for International Studies
Downloads 0 (534,229)

Abstract:

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

71.

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, Simón Sosvilla Rivero and Jose A. Herce
Universidad Complutense de Madrid (UCM), Complutense Institute for International Studies and Grupo AFI
Downloads 0 (506,049)

Abstract:

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

72.

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 Hussain Shah and Simón Sosvilla Rivero
University of Bath and Complutense Institute for International Studies
Downloads 0 (491,005)

Abstract:

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

73.

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

Number of pages: 23 Posted: 05 Apr 2017
Victor Echevarria-Icaza and Simón Sosvilla Rivero
Universidad Complutense de Madrid (UCM) and Complutense Institute for International Studies
Downloads 0 (392,213)

Abstract:

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

74.

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 Simón Sosvilla Rivero
Economic Theory Department. University of Barcelona and Complutense Institute for International Studies
Downloads 0 (454,586)

Abstract:

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

75.

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 Simón Sosvilla Rivero
Universidad Complutense de Madrid (UCM) and Complutense Institute for International Studies
Downloads 0 (459,779)

Abstract:

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

76.

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 Simón Sosvilla Rivero
Universidad Complutense de Madrid (UCM) and Complutense Institute for International Studies
Downloads 0 (433,704)

Abstract:

monetary policy, spillovers, euro area crisis

77.

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 Simón Sosvilla Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science, Auckland University of Technology and Complutense Institute for International Studies
Downloads 0 (227,636)

Abstract:

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

78.

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 M. Adame-Garcia, Fernando Fernández Rodríguez and Simón Sosvilla Rivero
Universidad Complutense de Madrid (UCM), University of Las Palmas de Gran Canaria - Faculty of Economic Science and Complutense Institute for International Studies
Downloads 0 (282,171)

Abstract:

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

79.

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 Simón Sosvilla Rivero
University of Malaga - Departamento de Teoria e Historia Economica and Complutense Institute for International Studies
Downloads 0 (346,244)

Abstract:

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

80.

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 Simón Sosvilla Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science and Complutense Institute for International Studies
Downloads 0 (362,586)

Abstract:

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

81.

Debt-Growth Linkages in EMU Across Countries and Time Horizons

Number of pages: 38 Posted: 05 Jul 2016
Marta Gómez-Puig and Simón Sosvilla Rivero
Economic Theory Department. University of Barcelona and Complutense Institute for International Studies
Downloads 0 (449,268)

Abstract:

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

82.

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 Simón Sosvilla Rivero
Universidad Complutense de Madrid (UCM) and Complutense Institute for International Studies
Downloads 0 (319,531)

Abstract:

Public debt, economic growth

83.

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 Simón Sosvilla Rivero
Universidad Complutense de Madrid (UCM) and Complutense Institute for International Studies
Downloads 0 (418,650)

Abstract:

Connectedness, Bank risk, Sovereign risk, EMU

Other Papers (1)

Total Downloads: 45    Citations: 0
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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
Simón Sosvilla Rivero and Pedro N. Rodriguez
Complutense Institute for International Studies and Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II
Downloads 41

Abstract:

International stock markets, Causality

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