Fernando Fernández Rodríguez

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

Campus de Tafira

E-35017 Las Palmas

Spain

SCHOLARLY PAPERS

19

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CITATIONS
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Scholarly Papers (19)

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 (13,151)

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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 (18,994)

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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 (25,996)

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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 (27,971)

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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 (32,224)

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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 (35,472)

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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 594 (39,012)
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 (116,100)
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 (126,110)

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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 (96,799)

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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 (161,983)

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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 (257,486)

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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 (308,391)

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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 (378,968)

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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 (340,801)

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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 (486,459)

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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 (283,072)

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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 (346,780)

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

19.

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

European Union - European Commission, affiliation not provided to SSRN, affiliation not provided to SSRN, 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), affiliation not provided to SSRN, University of Melbourne, Law School, Students, World Bank, Universidad Autónoma de Madrid and affiliation not provided to SSRN

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