Fernando Fernández Rodríguez

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

Campus de Tafira

E-35017 Las Palmas

Spain

SCHOLARLY PAPERS

20

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CITATIONS
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6

Scholarly Papers (20)

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, UCM Institute for Economic Analysis and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 1,287 (14,263)

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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, UCM Institute for Economic Analysis and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 1,021 (20,254)

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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 UCM Institute for Economic Analysis
Downloads 823 (27,771)

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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, UCM Institute for Economic Analysis and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 778 (29,989)

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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 UCM Institute for Economic Analysis
Downloads 698 (34,745)

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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, UCM Institute for Economic Analysis and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 653 (38,042)

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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, UCM Institute for Economic Analysis and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 602 (41,750)
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, 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

8.

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 UCM Institute for Economic Analysis
Downloads 306 (95,911)

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arbitrage, foreign exchange market, genetic algorithm

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 239 (123,787)
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
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

10.

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 219 (135,461)

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Chaos, Nonlinear Dynamics, Lyapunov exponents, Bootstrapping

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, UCM Institute for Economic Analysis and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 173 (168,290)

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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 UCM Institute for Economic Analysis
Downloads 96 (265,010)

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Term structure of interest rates, Stock returns, Trading strategies

13.

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 80 (296,822)

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

14.

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 69 (322,857)

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Financial crisis, Great Recession, Great Depression

15.

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 63 (338,690)

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

16.

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 56 (358,813)

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

17.

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 47 (387,633)

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

18.

Time Connectedness of Fear

Number of pages: 42 Posted: 20 Oct 2018
University of Las Palmas de Gran Canaria - Faculty of Economic Science, Auckland University of Technology, University of Las Palmas de Gran Canaria - Faculty of Economic Science and UCM Institute for Economic Analysis
Downloads 31 (449,698)

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

19.

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 23 (490,194)

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

20.

Quit Kicking the Can Down the Road: A Spanish View of EMU Reforms

Posted: 05 Jun 2018
European Union - European Commission, Independent, Independent, Government of the Kingdom of Spain - Economic Bureau of the Prime Minister, CSIC Institute on Public Goods and Policies (IPP-CCHS), University of Las Palmas de Gran Canaria - Faculty of Economic Science, Universidad de Cantabria, Natixis, Ecole Superieure Des Sciences Commerciales D'Angers (ESSCA), Independent, Independent, World Bank, Universidad Autónoma de Madrid and Independent

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