Angel Gavilan Gonzalez

European Stability Mechanism

6a Circuit de la Foire Internationale

L-1347

Luxembourg

SCHOLARLY PAPERS

5

DOWNLOADS

348

CITATIONS

5

Scholarly Papers (5)

1.

Solving Portfolio Problems with the Smolyak-Parameterized Expectations Algorithm

Banco de Espana Working Paper No. 0838
Number of pages: 30 Posted: 10 Feb 2009
Angel Gavilan Gonzalez and Juan A. Rojas
European Stability Mechanism and Banco de España
Downloads 93 (271,881)

Abstract:

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Portfolio Choice, Dynamic Macroeconomics, Computational Methods

2.

Fiscal Policy, Structural Reforms and External Imbalances: A Quantitative Evaluation for Spain

Banco de Espana Working Paper No. 1107
Number of pages: 53 Posted: 23 Apr 2011
European Stability Mechanism, Banco de España, Banco de España - Research Department and Banco de España
Downloads 92 (273,748)

Abstract:

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overlapping generations, imperfect competition, fiscal consolidation, demographic change, structural reforms

3.

Current Accounts in the Euro Area: An Intertemporal Approach

Banco de España Research Paper No. WP-0638
Number of pages: 47 Posted: 17 Jan 2007
José Manuel Campa and Angel Gavilan Gonzalez
University of Navarra - Madrid Campus - IESE Business School and European Stability Mechanism
Downloads 92 (273,748)
Citation 3

Abstract:

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intertemporal current account, financial integration, current account balances, euro area

4.

Risk Management for Sovereign Financing within a Debt Sustainability Framework

European Stability Mechanism Working Paper No. 31
Number of pages: 45 Posted: 17 Sep 2018 Last Revised: 17 Oct 2018
European Stability Mechanism, University of Palermo - d/SEAS, European Stability Mechanism, European Stability Mechanism, European Stability Mechanism and University of Cyprus
Downloads 41 (411,100)

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sovereign debt, sustainability, debt financing, optimization, stochastic programming, scenario analysis, conditional Value-at-Risk, risk measures

5.

Asymmetric Collateral Requirements and Output Composition

Banco de Espana Working Paper No. 0837
Number of pages: 35 Posted: 02 Feb 2009
Oscar Arce, José Manuel Campa and Angel Gavilan Gonzalez
Banco de España, University of Navarra - Madrid Campus - IESE Business School and European Stability Mechanism
Downloads 30 (456,635)
Citation 2

Abstract:

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Investment and credit, pledgeability premium, collateral constraints, sectoral allocation, housing