Fernando Fernández Rodríguez

University of Las Palmas de Gran Canaria - Faculty of Economic Science

Campus de Tafira

E-35017 Las Palmas

Spain

SCHOLARLY PAPERS

18

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CITATIONS

1

Scholarly Papers (18)

1.

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, Complutense Institute for International Studies and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 1,222 (12,642)

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

2.

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, Complutense Institute for International Studies and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 968 (18,359)

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Stock market, Technical trading rules

3.

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 Complutense Institute for International Studies
Downloads 743 (25,301)

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Technical trading rules, Genetic algorithms, Security markets

4.

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, Complutense Institute for International Studies and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 734 (27,193)

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

5.

An Empirical Evaluation of Non-Linear Trading Rules

FEDEA Working Paper No. 2001-16
Number of pages: 21 Posted: 12 Oct 2001
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 (31,422)

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Technical trading rules, Nearest neighbor predictors, Security markets

6.

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, Complutense Institute for International Studies and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 609 (34,372)

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

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, Complutense Institute for International Studies and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 593 (37,850)
Citation 2

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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, Simon 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

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

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
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 (112,696)
Citation 4

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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
Simon 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

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Central bank intervention, Technical trading rules, Exchange rates

9.

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, Complutense Institute for International Studies and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 214 (122,525)

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Chaos, Nonlinear Dynamics, Lyapunov exponents, Bootstrapping

10.

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
Auckland University of Technology, University of Las Palmas de Gran Canaria - Faculty of Economic Science and Complutense Institute for International Studies
Downloads 161 (95,839)

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arbitrage, foreign exchange market, genetic algorithm

11.

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, Complutense Institute for International Studies and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 148 (157,455)

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Chaos, Nonlinear Dynamics, Lyapunov exponents, Bootstrapping

12.

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
Auckland University of Technology, University of Las Palmas de Gran Canaria - Faculty of Economic Science and Complutense Institute for International Studies
Downloads 68 (250,753)

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Term structure of interest rates, Stock returns, Trading strategies

13.

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 Complutense Institute for International Studies
Downloads 57 (302,869)

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Financial crisis, Great Recession, Great Depression

14.

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 Complutense Institute for International Studies
Downloads 30 (372,970)

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

15.

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 Complutense Institute for International Studies
Downloads 28 (335,172)

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

16.

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 Complutense Institute for International Studies
Downloads 9 (475,589)

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

17.

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 Complutense Institute for International Studies
Downloads 0 (280,069)

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

18.

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 Complutense Institute for International Studies
Downloads 0 (347,036)

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