Julián Andrada Félix

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

E-35017 Las Palmas

Spain

SCHOLARLY PAPERS

10

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CITATIONS
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Top 32,895

in Total Papers Citations

6

Scholarly Papers (10)

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
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 (13,148)

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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
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 (18,985)

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Stock market, Technical trading rules

3.

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 (32,196)

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Technical trading rules, Nearest neighbor predictors, Security markets

4.

Nearest-Neighbour Predictions in Foreign Exchange Markets

FEDEA Working Paper No. 2002-05
Number of pages: 36 Posted: 14 Feb 2002
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 (35,446)

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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
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 (38,983)
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
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
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 (116,032)
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
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

7.

Testing Chaotic Dynamics Via Lyapunov Exponents

FEDEA Documento de Trabajo 2000-07
Number of pages: 52 Posted: 23 Jul 2001
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 (126,038)

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Chaos, Nonlinear Dynamics, Lyapunov exponents, Bootstrapping

8.

A New Test for Chaotic Dynamics Using Lyapunov Exponents

FEDEA Working Paper No. 2003-09
Number of pages: 40 Posted: 05 May 2003
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 (161,884)

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Chaos, Nonlinear Dynamics, Lyapunov exponents, Bootstrapping

9.

Historical Financial Analogies of the Current Crisis

Number of pages: 19 Posted: 12 Nov 2011
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 (308,234)

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Financial crisis, Great Recession, Great Depression

10.

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, Auckland University of Technology and Complutense Institute for International Studies
Downloads 0 (216,153)

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