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Simon Sosvilla-Rivero

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Óscar Bajo Rubio & Simón Sosvilla Rivero & Fernando Fernández Rodríguez, 2000. "Asymmetry In The Ems: New Evidence Based On Non-Linear Forecasts," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0001, Departamento de Economía - Universidad Pública de Navarra.

    Mentioned in:

    1. Mehr Europa: Du mußt es dreimal sagen
      by Alberto Bagnai in Goofynomics on 2012-06-04 03:07:00

Working papers

  1. Manish K. Singh & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2024. "Quantifying sovereign risk in the euro area," IREA Working Papers 202403, University of Barcelona, Research Institute of Applied Economics, revised Feb 2024.

    Cited by:

    1. Tam NguyenHuu & Deniz Karaman Orsal, 2022. "Geopolitical risks and financial stress in emerging economies," Working Papers 2022.09, International Network for Economic Research - INFER.
    2. Montes, Gabriel Caldas & Maia, João Pedro Neves, 2023. "Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
    3. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2024. "The diabolic loop between sovereign and banking risk in the euro area," IREA Working Papers 202406, University of Barcelona, Research Institute of Applied Economics, revised Feb 2024.

  2. Olga Dodd & Adrian Fernandez-Perez & Simon Sosvilla-Rivero, 2022. ""Currency and commodity return relationship under extreme geopolitical risks: Evidence from the invasion of Ukraine"," IREA Working Papers 202204, University of Barcelona, Research Institute of Applied Economics, revised Apr 2022.

    Cited by:

    1. Florin Aliu & Jiří Kučera & Simona Hašková, 2023. "Agricultural Commodities in the Context of the Russia-Ukraine War: Evidence from Corn, Wheat, Barley, and Sunflower Oil," Forecasting, MDPI, vol. 5(1), pages 1-23, March.
    2. Martins, António Miguel & Correia, Pedro & Gouveia, Ricardo, 2023. "Russia-Ukraine conflict: The effect on European banks’ stock market returns," Journal of Multinational Financial Management, Elsevier, vol. 67(C).

  3. Julián Andrada-Félix & Adrian Fernandez-Perez & Simón Sosvilla-Rivero, 2019. "“Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities”," IREA Working Papers 201912, University of Barcelona, Research Institute of Applied Economics, revised Jul 2019.

    Cited by:

    1. Thomas F. P. Wiesen & Lakshya Bharadwaj, 2023. "Cryptocurrency Connectedness: Does Controlling for the Cross-Correlations Matter?," Applied Economics Letters, Taylor & Francis Journals, vol. 30(20), pages 2873-2880, November.
    2. Jens Klose, 2022. "Comparing cryptocurrencies and gold - a system-GARCH-approach," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(4), pages 653-679, December.
    3. Donglian Ma & Pengxiang Zhai, 2021. "The Accuracy of the Tick Rule in the Bitcoin Market," SAGE Open, , vol. 11(2), pages 21582440211, May.
    4. Al-Shboul, Mohammad & Assaf, Ata & Mokni, Khaled, 2023. "Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemic," Research in International Business and Finance, Elsevier, vol. 64(C).
    5. Raza, Syed Ali & Ahmed, Maiyra & Aloui, Chaker, 2022. "On the asymmetrical connectedness between cryptocurrencies and foreign exchange markets: Evidence from the nonparametric quantile on quantile approach," Research in International Business and Finance, Elsevier, vol. 61(C).
    6. Jens Klose, 2021. "Cryptocurrencies and Gold - Similarities and Differences," MAGKS Papers on Economics 202128, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    7. Al-Shboul, Mohammad & Assaf, Ata & Mokni, Khaled, 2022. "When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 83(C).

  4. Lior Cohen & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2019. "“Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?”," IREA Working Papers 201901, University of Barcelona, Research Institute of Applied Economics, revised Jan 2019.

    Cited by:

    1. Mazur, Mieszko & Dang, Man & Vo, Thuy Anh Thi, 2020. "Dividend Policy and the COVID-19 Crisis," MPRA Paper 108765, University Library of Munich, Germany.

  5. Inmaculada Martínez-Zarzoso & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2019. "“Re-examining the debt-growth nexus: A grouped fixed-effect approach”," IREA Working Papers 201911, University of Barcelona, Research Institute of Applied Economics, revised Jul 2019.

    Cited by:

    1. Kassouri, Yacouba & Altıntaş, Halil & Alancioğlu, Erdal & Kacou, Kacou Yves Thierry, 2021. "New insights on the debt-growth nexus: A combination of the interactive fixed effects and panel threshold approach," International Economics, Elsevier, vol. 168(C), pages 40-55.

  6. Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2018. "“The robustness of the sovereign-bank interconnection: Evidence from contingent claims analysis”," IREA Working Papers 201804, University of Barcelona, Research Institute of Applied Economics, revised Feb 2018.

    Cited by:

    1. Montes, Gabriel Caldas & Valladares, Matheus & de Moraes, Claudio Oliveira, 2021. "Impacts of the sovereign risk perception on financial stability: Evidence from Brazil," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 358-369.

  7. Julián Andrada-Félixa & Adrian Fernandez-Perez & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2018. "“Time connectedness of fear”," IREA Working Papers 201818, University of Barcelona, Research Institute of Applied Economics, revised Sep 2018.

    Cited by:

    1. Huifu Nong, 2024. "Connectedness and risk transmission of China’s stock and currency markets with global commodities," Economic Change and Restructuring, Springer, vol. 57(1), pages 1-24, February.

  8. Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2018. "“Incorporating creditors' seniority into contingent claim models:Application to peripheral euro area countries”," IREA Working Papers 201803, University of Barcelona, Research Institute of Applied Economics, revised Feb 2018.

    Cited by:

    1. Dirk Broeders & Leo de Haan & Jan Willem van den End, 2022. "How QE changes the nature of sovereign risk," Working Papers 737, DNB.
    2. Gomez-Puig, Marta & Singh, Manish K. & Sosvilla-Rivero, Simon, 2019. "The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 1-26.

  9. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2017. "Public debt and economic growth: Further evidence for the euro area," Working Papers del Instituto Complutense de Estudios Internacionales 1709, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.

    Cited by:

    1. Panagiotis Pegkas & Christos Staikouras & Constantinos Tsamadias, 2020. "On the determinants of economic growth: Empirical evidence from the Eurozone countries," International Area Studies Review, Center for International Area Studies, Hankuk University of Foreign Studies, vol. 23(2), pages 210-229, June.
    2. Iulia Cristina Iuga & Anastasia Mihalciuc, 2020. "Major Crises of the XXIst Century and Impact on Economic Growth," Sustainability, MDPI, vol. 12(22), pages 1-20, November.
    3. Saungweme, Talknice & Odhiambo, Nicholas M, 2020. "Relative impact of domestic and foreign public debt on economic growth in South Africa," Working Papers 26641, University of South Africa, Department of Economics.
    4. Saungweme, Talknice & Odhiambo, Nicholas M, 2019. "Does public debt impact economic growth in Zambia? An ARDL -bounds testing approach," Working Papers 25666, University of South Africa, Department of Economics.
    5. Marta Gómez-Puig & Simón Sosvilla-Rivero & Inmaculada Martínez-Zarzoso, 2019. "Re-examining the debt-growth nexus: A grouped fixed-effect approach," Documentos de Trabajo del ICAE 2019-21, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    6. Saungweme, Talknice & Odhiambo, Nicholas M., 2020. "The Impact of Domestic and Foreign Public Debt on Economic Growth: Empirical Evidence from Zimbabwe," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 73(1), pages 77-106.
    7. Mindaugas Butkus & Diana Cibulskiene & Lina Garsviene & Janina Seputiene, 2021. "The Heterogeneous Public Debt–Growth Relationship: The Role of the Expenditure Multiplier," Sustainability, MDPI, vol. 13(9), pages 1-22, April.
    8. Saungweme Talknice & Odhiambo Nicholas M., 2020. "Causality Between Public Debt, Public Debt Service and Economic Growth in an Emerging Economy," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 65(1), pages 1-19, April.
    9. Saungweme, Talknice & Odhiambo, Nicholas M, 2019. "Sovereign debt and economic growth in Zimbabwe: Amultivariate causal linkage," Working Papers 25680, University of South Africa, Department of Economics.
    10. Ergin Akalpler, 2023. "Triggering economic growth to ensure financial stability: case study of Northern Cyprus," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-40, December.
    11. Saungweme, Talknice & Odhiambo, Nicholas M, 2019. "Causality between public debt, public debt service and economic growth: Evidence from South Africa," Working Papers 25745, University of South Africa, Department of Economics.
    12. Ali, Amjad, 2022. "Foreign Debt, Financial Stability, Exchange Rate Volatility and Economic Growth in South Asian Countries," MPRA Paper 116099, University Library of Munich, Germany.
    13. Nikolaos Filippakis & Theodoros V. Stamatopoulos, 2021. "Public Debt and Economic Growth: A Review of Contemporary Literature," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 19(1), pages 33-50.
    14. D'Andrea, Sara, 2022. "A Meta-Analysis on the Debt-Growth Relationship," MPRA Paper 114409, University Library of Munich, Germany.

  10. Simón Sosvilla-Rivero & Victor Echevarria Icaza, 2017. "Systemic banks, capital composition and CoCo bonds issuance:The effects on bank risk," Working Papers 17-03, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Philippe Oster, 2020. "Contingent Convertible bond literature review: making everything and nothing possible?," Journal of Banking Regulation, Palgrave Macmillan, vol. 21(4), pages 343-381, December.

  11. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2017. "Heterogeneity in the debt-growth nexus: Evidence from EMU countries," IREA Working Papers 201706, University of Barcelona, Research Institute of Applied Economics, revised Mar 2017.

    Cited by:

    1. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2017. "Nonfinancial debt and economic growth in euro-area countries," Working Papers del Instituto Complutense de Estudios Internacionales 1708, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    2. Blessy Augustine & O.P.C. Muhammed Rafi, 2021. "Public Debt - Economic Growth: Evidence of a Non-linear Relationship," BASE University Working Papers 11/2021, BASE University, Bengaluru, India.
    3. Gopal Prasad Bhatta, PhD & Anu Mishra, 2020. "Estimating Optimum Growth-Maximizing Public Debt Threshold for Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, vol. 32(2), pages 1-28, October.
    4. Evzen Kocenda & Ichiro Iwasaki, 2020. "Bank Survival in Central and Eastern Europe," KIER Working Papers 1022, Kyoto University, Institute of Economic Research.
    5. Augustine, Blessy & Rafi, O.P.C. Muhammed, 2023. "Public debt - economic growth nexus in emerging and developing economies: Exploring nonlinearity," Finance Research Letters, Elsevier, vol. 52(C).
    6. Marta Gómez-Puig & Simón Sosvilla-Rivero & Inmaculada Martínez-Zarzoso, 2019. "Re-examining the debt-growth nexus: A grouped fixed-effect approach," Documentos de Trabajo del ICAE 2019-21, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    7. Chen Kong San & Lee Chin, 2023. "Impact of Public Debt on Economic Growth: A Quantile Regression Approach," South Asian Journal of Macroeconomics and Public Finance, , vol. 12(2), pages 250-278, December.
    8. Mindaugas Butkus & Diana Cibulskiene & Lina Garsviene & Janina Seputiene, 2022. "Role of Uncertainty in Debt-Growth Nexus," Prague Economic Papers, Prague University of Economics and Business, vol. 2022(1), pages 58-78.
    9. Gómez-Puig, Marta & Sosvilla-Rivero, Simón & Martínez-Zarzoso, Inmaculada, 2022. "On the heterogeneous link between public debt and economic growth," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
    10. Mindaugas Butkus & Diana Cibulskiene & Lina Garsviene & Janina Seputiene, 2021. "The Heterogeneous Public Debt–Growth Relationship: The Role of the Expenditure Multiplier," Sustainability, MDPI, vol. 13(9), pages 1-22, April.
    11. Bitar, Nicholas & Chakrabarti, Avik & Zeaiter, Hussein, 2018. "Were Reinhart and Rogoff right?," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 614-620.
    12. Puonti, Päivi, 2022. "Public Debt and Economic Growth," ETLA Reports 127, The Research Institute of the Finnish Economy.
    13. Abdul Jalil, 2020. "Debt Sustainability: Economic Growth is the Panacea," PIDE Knowledge Brief 2020:19, Pakistan Institute of Development Economics.

  12. Borja Jalón & Simón Sosvilla-Rivero & José A. Herce, 2017. "Countercyclical Labor Productivity: The Spanish Anomaly," IREA Working Papers 201712, University of Barcelona, Research Institute of Applied Economics, revised Jun 2017.

    Cited by:

    1. Mitra, Aruni, 2021. "The Productivity Puzzle and the Decline of Unions," MPRA Paper 110102, University Library of Munich, Germany.
    2. Michael C. Burda, 2018. "Aggregate labor productivity," IZA World of Labor, Institute of Labor Economics (IZA), pages 435-435, April.

  13. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2017. "Public debt and economic growth: Further evidence euro area," IREA Working Papers 201715, University of Barcelona, Research Institute of Applied Economics, revised Sep 2017.

    Cited by:

    1. Saungweme, Talknice & Odhiambo, Nicholas M., 2021. "Sovereign Debt and Economic Growth Nexus in Zimbabwe: A Dynamic Multivariate Causality Test," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 74(2), pages 173-196.
    2. Daniele, SCHILIRO', 2019. "Public debt and growth in Italy:Analysis and policy proposals," MPRA Paper 97950, University Library of Munich, Germany, revised Nov 2019.
    3. Schilirò, Daniele, 2020. "COVID-19 crisis and the public debt issue:The case of Italy," MPRA Paper 103997, University Library of Munich, Germany, revised Nov 2020.

  14. Julián Andrada-Félixa & Adrian Fernandez-Perez & Simón Sosvilla-Rivero, 2017. "Fear connectedness among asset classes," IREA Working Papers 201703, University of Barcelona, Research Institute of Applied Economics, revised Feb 2017.

    Cited by:

    1. Billah, Mabruk & Karim, Sitara & Naeem, Muhammad Abubakr & Vigne, Samuel A., 2022. "Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness," Research in International Business and Finance, Elsevier, vol. 62(C).
    2. Naeem, Muhammad Abubakr & Lucey, Brian M. & Karim, Sitara & Ghafoor, Abdul, 2022. "Do financial volatilities mitigate the risk of cryptocurrency indexes?," Finance Research Letters, Elsevier, vol. 50(C).
    3. Mirza, Nawazish & Naeem, Muhammad Abubakr & Ha Nguyen, Thi Thu & Arfaoui, Nadia & Oliyide, Johnson A., 2023. "Are sustainable investments interdependent? The international evidence," Economic Modelling, Elsevier, vol. 119(C).
    4. Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2019. "Crisis transmission: visualizing vulnerability," Working Papers 2019-07, University of Tasmania, Tasmanian School of Business and Economics.
    5. Tian, Meiyu & Li, Wanyang & Wen, Fenghua, 2021. "The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
    6. Billah, Mabruk & Amar, Amine Ben & Balli, Faruk, 2023. "The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
    7. Jeng-Bau Lin & Wei Tsai, 2019. "The Relations of Oil Price Change with Fear Gauges in Global Political and Economic Environment," Energies, MDPI, vol. 12(15), pages 1-17, August.
    8. Singh, Vipul Kumar & Nishant, Shreyank & Kumar, Pawan, 2018. "Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility," Energy Economics, Elsevier, vol. 76(C), pages 48-63.
    9. Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Yaya, OlaOluwa S. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022. "Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga," Resources Policy, Elsevier, vol. 77(C).
    10. Yang, Kun & Wei, Yu & Li, Shouwei & Liu, Liang & Wang, Lei, 2021. "Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics," Energy Economics, Elsevier, vol. 96(C).
    11. Ogbuabor, Jonathan E. & Anthony-Orji, Onyinye I. & Manasseh, Charles O. & Orji, Anthony, 2020. "Measuring the dynamics of COMESA output connectedness with the global economy," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).

  15. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2017. "Nonfinancial debt and economic growth in euro-area countries," IREA Working Papers 201714, University of Barcelona, Research Institute of Applied Economics, revised Jul 2017.

    Cited by:

    1. María del Carmen Ramos-Herrera & Simón Sosvilla-Rivero, 2020. "Fiscal Sustainability in Aging Societies: Evidence from Euro Area Countries," Sustainability, MDPI, vol. 12(24), pages 1-20, December.
    2. Marta Gómez-Puig & Simón Sosvilla-Rivero & Inmaculada Martínez-Zarzoso, 2019. "Re-examining the debt-growth nexus: A grouped fixed-effect approach," Documentos de Trabajo del ICAE 2019-21, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    3. Gómez-Puig, Marta & Sosvilla-Rivero, Simón & Martínez-Zarzoso, Inmaculada, 2022. "On the heterogeneous link between public debt and economic growth," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
    4. Fir Nejc, 2022. "Does Debt Have Threshold Effects on Medium-Term Growth? Evidence from European Union Countries," Naše gospodarstvo/Our economy, Sciendo, vol. 68(2), pages 1-18, June.

  16. María del Carmen Ramos-Herrera & Simón Sosvilla-Rivero, 2017. "Inflation, real economic growth and unemployment expectations: An empirical analysis based on the ECB Survey of Professional Forecasters," Working Papers 17-02, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Goshu Desalegn & Anita Tangl & Maria Fekete-Farkas, 2022. "From Short-Term Risk to Long-Term Strategic Challenges: Reviewing the Consequences of Geopolitics and COVID-19 on Economic Performance," Sustainability, MDPI, vol. 14(21), pages 1-22, November.
    2. N. V. Suvorov & S. V. Treshchina & Yu. V. Beletskii, 2020. "Design of Methods for Long-Term Forecasting of Development Trends in the Russian Economy (Methodology and Model Toolkit)," Studies on Russian Economic Development, Springer, vol. 31(6), pages 636-646, November.

  17. Simón Sosvilla-Rivero & Victor Echevarria Icaza, 2016. "Connectedness of stress in EMU bank and sovereign CDS: the role policy measures 2008-2014," Working Papers 16-01, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Jonathan E. Ogbuabor & God’stime O. Eigbiremolen & Gladys C. Aneke & Manasseh O. Charles, 2018. "Measuring the dynamics of APEC output connectedness," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 32(1), pages 29-44, May.
    2. Ogbuabor, Jonathan E. & Anthony-Orji, Onyinye I. & Manasseh, Charles O. & Orji, Anthony, 2020. "Measuring the dynamics of COMESA output connectedness with the global economy," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).

  18. Manish K. Singh & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "“Bank risk behavior and connectedness in EMU countries”," IREA Working Papers 201517, University of Barcelona, Research Institute of Applied Economics, revised Jun 2015.

    Cited by:

    1. Apostolakis, George N. & Floros, Christos & Giannellis, Nikolaos, 2022. "On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 156-176.
    2. Vaclav Broz & Evzen Kocenda, 2019. "Mortgage-Related Bank Penalties and Systemic Risk Among U.S. Banks," Working Papers IES 2019/25, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2019.
    3. Chabot, Miia & Bertrand, Jean-Louis, 2021. "Complexity, interconnectedness and stability: New perspectives applied to the European banking system," Journal of Business Research, Elsevier, vol. 129(C), pages 784-800.
    4. Niţoi, Mihai & Pochea, Maria Miruna, 2022. "The nexus between bank connectedness and investors’ sentiment," Finance Research Letters, Elsevier, vol. 44(C).
    5. Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2021. "Quantifying sovereign risk in the euro area," Economic Modelling, Elsevier, vol. 95(C), pages 76-96.
    6. Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016. "Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries," Journal of International Money and Finance, Elsevier, vol. 63(C), pages 137-164.
    7. Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2018. "“The robustness of the sovereign-bank interconnection: Evidence from contingent claims analysis”," IREA Working Papers 201804, University of Barcelona, Research Institute of Applied Economics, revised Feb 2018.
    8. Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2018. "“Incorporating creditors' seniority into contingent claim models:Application to peripheral euro area countries”," IREA Working Papers 201803, University of Barcelona, Research Institute of Applied Economics, revised Feb 2018.
    9. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2024. "The diabolic loop between sovereign and banking risk in the euro area," IREA Working Papers 202406, University of Barcelona, Research Institute of Applied Economics, revised Feb 2024.
    10. Uribe, Jorge M. & Chuliá, Helena & Guillén, Montserrat, 2017. "Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 50(C), pages 52-68.
    11. Gomez-Puig, Marta & Singh, Manish K. & Sosvilla-Rivero, Simon, 2019. "The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 1-26.
    12. Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017. "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, vol. 28(C), pages 91-114.
    13. Salvador Climent-Serrano & Jose M. Pavía, 2015. "Determinants of profitability in Spanish financial institutions. Comparing aided and non-aided entities," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 16(6), pages 1170-1184, December.

  19. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "On the bi-directional causal relationship between public debt and economic growth in EMU countries," Working Papers 15-06, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Mhlaba, Ncebakazi & Phiri, Andrew, 2017. "Is public debt harmful towards economic growth? New evidence from South Africa," MPRA Paper 83157, University Library of Munich, Germany.
    2. Lawal Isola Adedoyin & Bibire Mabel Babalola & Adegbola O. Otekunri & Lawal Isola Adedoyin, 2016. "External Debt and Economic Growth: Evidence from Nigeria," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 12(6), pages 179-194, DECEMBER.
    3. Vicente Esteve & Cecilio Tamarit, 2018. "Public debt and economic growth in Spain, 1851–2013," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 12(2), pages 219-249, May.
    4. Simón Sosvilla-Rivero & Marta Gómez-Puig, 2016. "“Debt-growth linkages in EMU across countries and time horizons”," IREA Working Papers 201610, University of Barcelona, Research Institute of Applied Economics, revised Apr 2016.
    5. Panagiotis Pegkas & Christos Staikouras & Constantinos Tsamadias, 2020. "On the determinants of economic growth: Empirical evidence from the Eurozone countries," International Area Studies Review, Center for International Area Studies, Hankuk University of Foreign Studies, vol. 23(2), pages 210-229, June.
    6. Maitra, Biswajit, 2019. "Macroeconomic impact of public debt and foreign aid in Sri Lanka," Journal of Policy Modeling, Elsevier, vol. 41(2), pages 372-394.
    7. Maryjane Chigbo & Oluwatosin Adeniyi & Samuel Orekoya, 2020. "Econometric analysis of the deficit financing options-growth inclusiveness nexus in India and Nigeria," Indian Economic Review, Springer, vol. 55(2), pages 313-338, December.
    8. Alloza, Mario & Andrés, Javier & Pérez, Javier J. & Rojas, Juan A., 2020. "Implicit public debt thresholds: An operational proposal," Journal of Policy Modeling, Elsevier, vol. 42(6), pages 1408-1424.
    9. Kummer-Noormamode, Sabina, 2018. "The Relationship between Public Debt and Economic Growth: Nonlinearity and Country-Specificity," MPRA Paper 98075, University Library of Munich, Germany.
    10. Siddique, Abu & Selvanathan, E.A. & Selvanathan, Saroja, 2016. "The impact of external debt on growth: Evidence from highly indebted poor countries," Journal of Policy Modeling, Elsevier, vol. 38(5), pages 874-894.
    11. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2017. "Heterogeneity in the debt-growth nexus: Evidence from EMU countries," IREA Working Papers 201706, University of Barcelona, Research Institute of Applied Economics, revised Mar 2017.
    12. Maureen Were & Lorah Madete, 2022. "The link between public debt and public investment in Tanzania," WIDER Working Paper Series wp-2022-155, World Institute for Development Economic Research (UNU-WIDER).
    13. Nermin Yasar, 2021. "The Causal Relationship Between Foreign Debt and Economic Growth: Evidence from Commonwealth Independent States," Foreign Trade Review, , vol. 56(4), pages 415-429, November.
    14. Budsaratragoon, Pornanong & Jitmaneeroj, Boonlert, 2021. "Reform priorities for prosperity of nations: The Legatum Index," Journal of Policy Modeling, Elsevier, vol. 43(3), pages 657-672.
    15. Ehigiamusoe, Kizito Uyi & Lean, Hooi Hooi, 2020. "The role of deficit and debt in financing growth in West Africa," Journal of Policy Modeling, Elsevier, vol. 42(1), pages 216-234.
    16. Markus Ahlborn & Rainer Schweickert, 2018. "Public debt and economic growth – economic systems matter," International Economics and Economic Policy, Springer, vol. 15(2), pages 373-403, April.
    17. Saungweme, Talknice & Odhiambo, Nicholas M., 2021. "Sovereign Debt and Economic Growth Nexus in Zimbabwe: A Dynamic Multivariate Causality Test," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 74(2), pages 173-196.
    18. Toyofuku, Kenta, 2021. "Unit of account, sovereign debt, and optimal currency area," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
    19. María del Carmen Ramos-Herrera & Simón Sosvilla-Rivero, 2016. "Public debt and economic growth: An empirical evaluation," Working Papers 16-06, Asociación Española de Economía y Finanzas Internacionales.
    20. Rutayisire, J.Musoni, 2021. "Public debt dynamics and nonlinear effects on economic growth : evidence from Rwanda," MPRA Paper 110931, University Library of Munich, Germany.
    21. António Afonso & Sérgio Gadelha & Agatha Silva, 2020. "Public Debt And Economic Growth In Brazil," Working Papers REM 2020/0148, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    22. Saungweme Talknice & Odhiambo Nicholas M., 2020. "Causality Between Public Debt, Public Debt Service and Economic Growth in an Emerging Economy," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 65(1), pages 1-19, April.
    23. Ahlborn, Markus & Schweickert, Rainer, 2018. "Public Debt and Economic Growth – Economic Systems Matter," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 15(2), pages 373-403.
    24. Saungweme, Talknice & Odhiambo, Nicholas M, 2019. "Sovereign debt and economic growth in Zimbabwe: Amultivariate causal linkage," Working Papers 25680, University of South Africa, Department of Economics.
    25. Inès ABDELKAFI, 2018. "The Relationship Between Public Debt, Economic Growth, and Monetary Policy: Empirical Evidence from Tunisia," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 9(4), pages 1154-1167, December.
    26. De Vita, Glauco & Trachanas, Emmanouil & Luo, Yun, 2018. "Revisiting the bi-directional causality between debt and growth: Evidence from linear and nonlinear tests," Journal of International Money and Finance, Elsevier, vol. 83(C), pages 55-74.
    27. Irina BILAN, 2015. "Economic Consequences Of Public Debt. The Case Of Central And Eastern European Countries," EURINT, Centre for European Studies, Alexandru Ioan Cuza University, vol. 2, pages 36-51.
    28. Saungweme, Talknice & Odhiambo, Nicholas M, 2019. "Causality between public debt, public debt service and economic growth: Evidence from South Africa," Working Papers 25745, University of South Africa, Department of Economics.
    29. Qaiser Munir & Sook Ching Kok & Winnie Abdulnasir, 2016. "Public debt sustainability and economic growth in Malaysia: Threshold and causality analysis," Proceedings of International Academic Conferences 5306868, International Institute of Social and Economic Sciences.
    30. Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Lau, Evan, 2017. "Fiscal sustainability in an emerging market economy: When does public debt turn bad?," Journal of Policy Modeling, Elsevier, vol. 39(1), pages 99-113.
    31. Puonti, Päivi, 2022. "Public Debt and Economic Growth," ETLA Reports 127, The Research Institute of the Finnish Economy.
    32. Attard, Juergen, 2019. "Public Debt and Economic Growth nexus: A Dynamic Panel ARDL approach," MPRA Paper 96023, University Library of Munich, Germany.

  20. Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis," Working Papers 15-02, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Noureddine Benlagha & Wael Hemrit, 2022. "Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(1), pages 1-21, January.
    2. Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017. "Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains," Working Papers 201780, University of Pretoria, Department of Economics.

  21. Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015. "Sovereigns and banks in the euro area: A tale of two crises," Working Papers 15-01, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Bozena Chovancova & Vladimir Gvozdiak & Zoltan Rozsa & Rahman Ashiqur, 2019. "An Exposure of Commercial Banks in the Terms of an Impact of Government Bondholding with the Context of Its Risks and Implications," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 15(1), pages 173-188.
    2. Jan Bruha & Evžen Kocenda, 2017. "Financial Stability in Europe: Banking and Sovereign Risk," CESifo Working Paper Series 6453, CESifo.
    3. Manish K. Singh & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "“Bank risk behavior and connectedness in EMU countries”," IREA Working Papers 201517, University of Barcelona, Research Institute of Applied Economics, revised Jun 2015.
    4. Jan Brůha & Evžen Kočenda, 2018. "Bankovní sektor a státní riziko v Evropské unii [Banking Sector and Sovereign Risk in Euroepan Union]," Politická ekonomie, Prague University of Economics and Business, vol. 2018(3), pages 366-383.
    5. Wojciech Grabowski & Ewa Stawasz-Grabowska, 2019. "News Releases, Credit Rating Announcements, and Anti-Crisis Measures as Determinants of Sovereign Bond Spreads in the Peripheral Euro-Area Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(2), pages 149-173, April.
    6. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2015. "The causal relationship between debt and growth in EMU countries," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 974-989.

  22. Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Volatility spillovers in EMU sovereign bond markets," Working Papers 15-03, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Martin, Franck & Zhang, Jiangxingyun, 2017. "Modelling European sovereign bond yields with international portfolio effects," Economic Modelling, Elsevier, vol. 64(C), pages 178-200.
    2. Liow, Kim Hiang & Huang, Yuting, 2018. "The dynamics of volatility connectedness in international real estate investment trusts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 55(C), pages 195-210.
    3. Kashif Hamid & Rana Shahid Imdad Akash & Muhammad Mudassar Ghafoor, 2019. "Testing of Volatility Spillovers Dynamics and Network Connectedness between Islamic Indices of Regional Stock Markets," Global Regional Review, Humanity Only, vol. 4(1), pages 128-137, March.
    4. Grigaliuniene, Zana & Celov, Dmitrij & Hartwell, Christopher A., 2020. "The more the Merrier? The reaction of euro area stock markets to new members," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 66(C).
    5. Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les & Xu, Danyang, 2021. "Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 55-81.
    6. Gkillas, Konstantinos & Konstantatos, Christoforos & Floros, Christos & Tsagkanos, Athanasios, 2021. "Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis," International Review of Financial Analysis, Elsevier, vol. 74(C).
    7. Gkillas, Konstantinos & Tsagkanos, Athanasios & Svingou, Argyro & Siriopoulos, Costas, 2020. "Uncertainty in Euro area and the bond spreads," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
    8. Aharon, David Y. & Umar, Zaghum & Aziz, Mukhriz Izraf Azman & Vo, Xuan vinh, 2022. "COVID-19 related media sentiment and the yield curve of G-7 economies," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
    9. Tule, Moses K. & Ndako, Umar B. & Onipede, Samuel F., 2017. "Oil price shocks and volatility spillovers in the Nigerian sovereign bond market," Review of Financial Economics, Elsevier, vol. 35(C), pages 57-65.
    10. Johnson, Leroy & Osabuohien, Evans, 2023. "Return and Volatility Connectedness in Foreign Exchange Markets of Sierra Leone," MPRA Paper 118135, University Library of Munich, Germany.
    11. Clancy, Daragh & Gabriele, Carmine & Žigraiová, Diana, 2022. "Sovereign bond market spillovers from crisis-time developments in Greece," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
    12. Malliaropulos, Dimitris & Migiakis, Petros, 2018. "The re-pricing of sovereign risks following the Global Financial Crisis," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 39-56.
    13. Carlos Alberto Piscarreta Pinto Ferreira, 2022. "Investor Base Dynamics and Sovereign Bond Yield Volatility," Working Papers REM 2022/0234, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    14. Vladimir Balash & Alexey Faizliev & Sergei Sidorov & Elena Chistopolskaya, 2021. "Conditional Time-Varying General Dynamic Factor Models and Its Application to the Measurement of Volatility Spillovers across Russian Assets," Mathematics, MDPI, vol. 9(19), pages 1-31, October.
    15. Roudari, Soheil & Salmani, Yunes, 2020. "Macroeconomic Effects of Government Debt to Banks in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 15(4), pages 403-422, October.
    16. Keddad, Benjamin & Schalck, Christophe, 2020. "Evaluating sovereign risk spillovers on domestic banks during the European debt crisis," Economic Modelling, Elsevier, vol. 88(C), pages 356-375.
    17. Liow, Kim Hiang & Liao, Wen-Chi & Huang, Yuting, 2018. "Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty," Economic Modelling, Elsevier, vol. 68(C), pages 96-116.
    18. Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2020. "Systemic risk and financial stability dynamics during the Eurozone debt crisis," Journal of Financial Stability, Elsevier, vol. 47(C).
    19. Liew, Ping-Xin & Lim, Kian-Ping & Goh, Kim-Leng, 2022. "The dynamics and determinants of liquidity connectedness across financial asset markets," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 341-358.
    20. Chen, Jing & Han, Qian & Ryu, Doojin & Tang, Jing, 2022. "Does the world smile together? A network analysis of global index option implied volatilities," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
    21. Lastrapes, William D. & Wiesen, Thomas F.P., 2021. "The joint spillover index," Economic Modelling, Elsevier, vol. 94(C), pages 681-691.
    22. Carlos Alberto Piscarreta Pinto Ferreira, 2022. "Revisiting The Determinants Of Sovereign Bond Yield Volatility," Working Papers REM 2022/0241, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    23. Afees A. Salisu & Taofeek O. Ayinde, 2018. "Testing for spillovers in naira exchange rates: The role of electioneering & global financial crisis," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 18(4), pages 341-348, December.
    24. Wasim Ahmad & Sanjay Sehgal, 2018. "Business Cycle and Financial Cycle Interdependence and the Rising Role of China in SAARC," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 337-362, June.
    25. Ren, Yinghua & Zhao, Wanru & You, Wanhai & Zhai, Kaikai, 2021. "Multiscale and partial correlation networks analysis of risk connectedness in global equity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 573(C).
    26. Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin J., 2018. "Financial connectedness of BRICS and global sovereign bond markets," Emerging Markets Review, Elsevier, vol. 37(C), pages 1-16.
    27. Afees A. Salisu & Kazeem Isah, 2017. "Modeling the spillovers between stock market and money market in Nigeria," Working Papers 023, Centre for Econometric and Allied Research, University of Ibadan.
    28. Zhang, Weiping & Zhuang, Xintian & Lu, Yang, 2020. "Spatial spillover effects and risk contagion around G20 stock markets based on volatility network," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    29. Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin, 2018. "Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 117-133.
    30. Leschinski, Christian & Bertram, Philip, 2017. "Time varying contagion in EMU government bond spreads," Journal of Financial Stability, Elsevier, vol. 29(C), pages 72-91.
    31. Apostolakis, Georgios N. & Giannellis, Nikolaos & Papadopoulos, Athanasios P., 2019. "Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy?," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).

  23. Dinçer Afat & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "The failure of the monetary model of exchange rate determination," Working Papers 15-05, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Dimitris A. Georgoutsos & Georgios P. Kouretas, 2017. "The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective," Open Economies Review, Springer, vol. 28(5), pages 989-1010, November.
    2. Mogaji, Peter Kehinde, 2018. "Monetary Models Evaluation of Exchange Rate Determination in the Non-WAEMU Anglophone West Africa and Guinea," MPRA Paper 99346, University Library of Munich, Germany.
    3. Habimana, Olivier, 2017. "The multiscale relationship between exchange rates and fundamentals differentials: Empirical evidence from Scandinavia," MPRA Paper 75956, University Library of Munich, Germany.

  24. Amalia Morales-Zumaquero & Simón Sosvilla-Rivero, 2014. "A contribution to the empirics of convergence in real GDP growth: The role of financial crises and exchange-rate regimes," Working Papers 14-06, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Desli, Evangelia & Gkoulgkoutsika, Alexandra, 2021. "Economic convergence among the world’s top-income economies," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 841-853.
    2. Bodunrin, Olalekan Samuel, 2023. "The cause and Interaction between banking crises and the business cycle," MPRA Paper 117955, University Library of Munich, Germany.

  25. Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "Exchange-rate regimes and inflation: An empirical evaluation," Working Papers 14-02, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Cruz-Rodríguez, Alexis, 2016. "An empirical assessment of exchange arrangements and inflation performance," MPRA Paper 73005, University Library of Munich, Germany.

  26. Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis," Working Papers 14-07, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Gómez-Puig, Marta & Pieterse-Bloem, Mary & Sosvilla-Rivero, Simón, 2023. "Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets," Journal of Multinational Financial Management, Elsevier, vol. 68(C).
    2. Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis," Working Papers del Instituto Complutense de Estudios Internacionales 1501, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    3. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2017. "Nonfinancial debt and economic growth in euro-area countries," Working Papers del Instituto Complutense de Estudios Internacionales 1708, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    4. Jammazi, Rania & Tiwari, Aviral Kr. & Ferrer, Román & Moya, Pablo, 2015. "Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 74-93.
    5. Serhan Cevik & João Tovar Jalles, 2020. "This Changes Everything: Climate Shocks and Sovereign Bonds," Working Papers REM 2020/0132, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    6. Cevik, Serhan & Jalles, João Tovar, 2022. "This changes everything: Climate shocks and sovereign bonds⁎," Energy Economics, Elsevier, vol. 107(C).
    7. Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Volatility spillovers in EMU sovereign bond markets," Working Papers del Instituto Complutense de Estudios Internacionales 1504, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    8. Reboredo, Juan C. & Ugolini, Andrea, 2015. "A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector," The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 98-123.
    9. Malliaropulos, Dimitris & Migiakis, Petros, 2018. "The re-pricing of sovereign risks following the Global Financial Crisis," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 39-56.
    10. Mercedes Ayuso & Montserrat Guillén & Jens Perch Nielsen, 2016. "Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data," Working Papers XREAP2016-08, Xarxa de Referència en Economia Aplicada (XREAP), revised Dec 2016.
    11. Fernández-Rodríguez, Fernando & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016. "Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 126-145.
    12. Ordoñez-Callamand, Daniel & Gomez-Gonzalez, Jose Eduardo & Melo-Velandia, Luis Fernando, 2017. "Sovereign default risk in OECD countries: Do global factors matter?," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 629-639.
    13. Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2021. "Quantifying sovereign risk in the euro area," Economic Modelling, Elsevier, vol. 95(C), pages 76-96.
    14. Stéphanie Pamies & Nicolas Carnot & Anda Pătărău, 2021. "Do Fundamentals Explain Differences between Euro Area Sovereign Interest Rates?," European Economy - Discussion Papers 141, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    15. Afonso, António & Tovar Jalles, João, 2019. "Quantitative easing and sovereign yield spreads: Euro-area time-varying evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 208-224.
    16. António Afonso & Frederico Silva Leal, 2017. "Sovereign yield spreads in the EMU: crisis and structural determinants," Working Papers Department of Economics 2017/09, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    17. Samir Kadiric, 2022. "The determinants of sovereign risk premiums in the UK and the European government bond market: the impact of Brexit," International Economics and Economic Policy, Springer, vol. 19(2), pages 267-298, May.
    18. Pedro Manuel Nogueira Reis & Carlos Pinho, 2021. "A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 22(4), pages 420-442, October.
    19. Wasim Ahmad & Sanjay Sehgal, 2018. "Business Cycle and Financial Cycle Interdependence and the Rising Role of China in SAARC," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 337-362, June.
    20. Reis, Pedro Manuel Nogueira & Pinho, Carlos, 2020. "A new European investor sentiment index (EURsent) and its return and volatility predictability," Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).
    21. Katsafados, Apostolos & Anastasiou, Dimitris, 2022. "Short-term Prediction of Bank Deposit Flows: Do Textual Features matter?," MPRA Paper 111418, University Library of Munich, Germany.
    22. Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin J., 2018. "Financial connectedness of BRICS and global sovereign bond markets," Emerging Markets Review, Elsevier, vol. 37(C), pages 1-16.
    23. Dimitris Anastasiou & Panayotis Kapopoulos & Kalliopi-Maria Zekente, 2023. "Sentimental Shocks and House Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 67(4), pages 627-655, November.
    24. Paweł Tobera, 2019. "Ocena ratingowa a koszt obsługi długu publicznego w krajach Europy Środkowo-Wschodniej w latach 2005–2017," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 87-109.
    25. Silvapulle, Param & Fenech, Jean Pierre & Thomas, Alice & Brooks, Rob, 2016. "Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries," Economic Modelling, Elsevier, vol. 58(C), pages 83-92.
    26. Sheunesu Zhou, 2021. "Examining the Sources of Sovereign Risk for South Africa: A Time Varying Flexible Least Squares Approach," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 9(1), pages 29-45.
    27. Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2018. "“Incorporating creditors' seniority into contingent claim models:Application to peripheral euro area countries”," IREA Working Papers 201803, University of Barcelona, Research Institute of Applied Economics, revised Feb 2018.
    28. Catherine Donnelly & Russell Gerrard & Montserrat Guillén & Jens Perch Nielsen, 2015. "Less is more: increasing retirement gains by using an upside terminal wealth constraint," Working Papers 2015-02, Universitat de Barcelona, UB Riskcenter.
    29. Jaume Belles-Sampera & Montserrat Guillén & Miguel Santolino, 2015. "The use of flexible quantile-based measures in risk assessment," Working Papers 2014-09, Universitat de Barcelona, UB Riskcenter.
    30. Leschinski, Christian & Bertram, Philip, 2017. "Time varying contagion in EMU government bond spreads," Journal of Financial Stability, Elsevier, vol. 29(C), pages 72-91.
    31. Samir Kadiric, 2020. "The determinants of sovereign risk premiums in the UK and the European government bond market: The impact of Brexit," EIIW Discussion paper disbei271, Universitätsbibliothek Wuppertal, University Library.
    32. Yu Hsing, 2015. "Determinants of the Government Bond Yield in Spain: A Loanable Funds Model," IJFS, MDPI, vol. 3(3), pages 1-9, July.
    33. Estefanía Alaminos & Mercedes Ayuso, 2015. "Methodological Approach of a Multiple State Actuarial Model for the Married - Widower case for the assessment of retirement and widowhood pensions," Working Papers 2015-04, Universitat de Barcelona, UB Riskcenter.
    34. Özmen, Erdal & Doğanay Yaşar, Özge, 2016. "Emerging market sovereign bond spreads, credit ratings and global financial crisis," Economic Modelling, Elsevier, vol. 59(C), pages 93-101.
    35. Xavier Piulachs & Ramon Alemany & Montserrat Guillen, 2014. "A joint longitudinal and survival model with health care usage for insured elderly," Working Papers 2014-07, Universitat de Barcelona, UB Riskcenter.
    36. Gomez-Puig, Marta & Singh, Manish K. & Sosvilla-Rivero, Simon, 2019. "The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 1-26.
    37. Eichler, Stefan, 2015. "How Do Political Factors Shape the Bank Risk-Sovereign Risk Nexus in Emerging Markets?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112877, Verein für Socialpolitik / German Economic Association.

  27. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "Causality and Contagion in EMU Sovereign Debt Markets," Working Papers 14-03, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Victor Echevarria-Icaza & Simón Sosvilla-Rivero, 2017. "Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach," Working Papers del Instituto Complutense de Estudios Internacionales 1703, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    2. Benedict Clements & Sanjeev Gupta & João Jalles & Bernat Adrogue, 2023. "Climate Change and Government Borrowing Costs: A Triple Whammy for Emerging Market Economies," Working Papers REM 2023/0294, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    3. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "On the bi-directional causal relationship between public debt and economic growth in EMU countries," Working Papers 15-06, Asociación Española de Economía y Finanzas Internacionales.
    4. Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis," Working Papers del Instituto Complutense de Estudios Internacionales 1501, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    5. Afonso, António & Jalles, João Tovar & Kazemi, Mina, 2020. "The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads," International Review of Law and Economics, Elsevier, vol. 63(C).
    6. Tobias Basse & Robinson Kruse & Christoph Wegener, 2017. "The Walking Debt Crisis," CREATES Research Papers 2017-06, Department of Economics and Business Economics, Aarhus University.
    7. Pragidis, I.C. & Aielli, G.P. & Chionis, D. & Schizas, P., 2015. "Contagion effects during financial crisis: Evidence from the Greek sovereign bonds market," Journal of Financial Stability, Elsevier, vol. 18(C), pages 127-138.
    8. Valerio Filoso & Carlo Panico & Erasmo Papagni & Francesco Purificato & Marta Vázquez Suarez, 2017. "Causes and timing of the European debt crisis: An econometric evaluation," EERI Research Paper Series EERI RP 2017/03, Economics and Econometrics Research Institute (EERI), Brussels.
    9. Shahzad, Syed Jawad Hussain & Nor, Safwan Mohd & Kumar, Ronald Ravinesh & Mensi, Walid, 2017. "Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 466(C), pages 310-324.
    10. Karkowska, Renata & Urjasz, Szczepan, 2021. "Connectedness structures of sovereign bond markets in Central and Eastern Europe," International Review of Financial Analysis, Elsevier, vol. 74(C).
    11. Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2020. "The role of ECB monetary policy and financial stress on Eurozone sovereign yields," Post-Print hal-02160378, HAL.
    12. Filip Smolik & Lukas Vacha, 2015. "Time-scale analysis of co-movement in EU sovereign bond markets," Papers 1506.03347, arXiv.org, revised Mar 2016.
    13. Pilar Abad & Helena Chulia, 2016. "European Government Bond Market Contagion in Turbulent Times," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(3), pages 263-276, June.
    14. Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Volatility spillovers in EMU sovereign bond markets," Working Papers del Instituto Complutense de Estudios Internacionales 1504, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    15. Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier, 2017. "The kidnapping of Europe: High-order moments' transmission between developed and emerging markets," Emerging Markets Review, Elsevier, vol. 31(C), pages 96-115.
    16. Dimic, Nebojsa & Piljak, Vanja & Swinkels, Laurens & Vulanovic, Milos, 2021. "The structure and degree of dependence in government bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
    17. Guoxiang Xu & Wangfeng Gao, 2019. "Financial Risk Contagion in Stock Markets: Causality and Measurement Aspects," Sustainability, MDPI, vol. 11(5), pages 1-20, March.
    18. António Afonso & Mina Kazemi, 2018. "Sovereign Bond Yields Spreads Spillovers in the EMU," Working Papers REM 2018/52, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    19. Malliaropulos, Dimitris & Migiakis, Petros, 2018. "The re-pricing of sovereign risks following the Global Financial Crisis," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 39-56.
    20. Roman Garcia & Dimitri Lorenzani & Daniel Monteiro & Francesco Perticari & Bořek Vašíček & Lukas Vogel, 2021. "Financial Spillover and Contagion Risks in the Euro Area in 2007-2019," European Economy - Discussion Papers 137, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    21. Mathias Mandla Manguzvane & John Weirstrass Muteba Mwamba, 2022. "South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall," IJFS, MDPI, vol. 10(1), pages 1-19, March.
    22. Skouralis, Alexandros, 2021. "The role of systemic risk spillovers in the transmission of Euro Area monetary policy," ESRB Working Paper Series 129, European Systemic Risk Board.
    23. Antonakakis, Nikolaos & Christou, Christina & Cunado, Juncal & Gupta, Rangan, 2017. "Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 129-139.
    24. Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "“An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis”," IREA Working Papers 201407, University of Barcelona, Research Institute of Applied Economics, revised Mar 2014.
    25. Mercedes Ayuso & Montserrat Guillén & Jens Perch Nielsen, 2016. "Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data," Working Papers XREAP2016-08, Xarxa de Referència en Economia Aplicada (XREAP), revised Dec 2016.
    26. Fernández-Rodríguez, Fernando & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016. "Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 126-145.
    27. Chakrabarti, Avik & Zeaiter, Hussein, 2014. "The determinants of sovereign default: A sensitivity analysis," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 300-318.
    28. Alexandros Skouralis, 2023. "The Role of Systemic Risk Spillovers in the Transmission of Euro Area Monetary Policy," Open Economies Review, Springer, vol. 34(5), pages 1079-1106, November.
    29. Miyakoshi, Tatsuyoshi & Shimada, Junji, 2022. "Network analysis of local currency Asian government bond markets: Assessments of the ABFI and the ABMI," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    30. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016. "Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion," Economic Modelling, Elsevier, vol. 56(C), pages 133-147.
    31. Alexandros Skouralis, 2021. "Systemic Risk Spillovers Across the EURO Area," Working Papers 326919507, Lancaster University Management School, Economics Department.
    32. Tholl, Johannes & Schwarzbach, Christoph & Pittalis, Sandro & von Mettenheim, Hans-Jörg, 2020. "Bank funding and the recent political development in Italy: What about redenomination risk?," International Review of Law and Economics, Elsevier, vol. 64(C).
    33. Maria E. de Boyrie & Ivelina Pavlova, 2020. "Analysing the link between environmental performance and sovereign credit risk," Applied Economics, Taylor & Francis Journals, vol. 52(54), pages 5949-5966, November.
    34. Mallick, Lingaraj & Behera, Smruti Ranjan & Murthy, R.V. Ramana, 2021. "Does the twin deficit hypothesis exist in India? Empirical evidence from an asymmetric non-linear cointegration approach," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
    35. Chen, Wang & Ho, Kung-Cheng & Yang, Lu, 2020. "Network structures and idiosyncratic contagion in the European sovereign credit default swap market," International Review of Financial Analysis, Elsevier, vol. 72(C).
    36. Bajaj, Vimmy & Kumar, Pawan & Singh, Vipul Kumar, 2022. "Linkage dynamics of sovereign credit risk and financial markets: A bibliometric analysis," Research in International Business and Finance, Elsevier, vol. 59(C).
    37. Niţoi, Mihai & Pochea, Maria Miruna, 2019. "What drives European Union stock market co-movements?," Journal of International Money and Finance, Elsevier, vol. 97(C), pages 57-69.
    38. Nader Naifar, 2020. "What Explains the Sovereign Credit Default Swap Spreads Changes in the GCC Region?," JRFM, MDPI, vol. 13(10), pages 1-22, October.
    39. Kliber, Agata & Płuciennik, Piotr, 2017. "Euro or not? Vulnerability of Czech and Slovak economies to regional and international turmoil," Economic Modelling, Elsevier, vol. 60(C), pages 313-323.
    40. Julián Andrada-Félix & Adrian Fernandez-Perez & Fernando Fernández-Rodríguez, 2015. "Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 6(2), pages 207-245, June.
    41. Manuela Alcañiz & Aïda Solé-Auró, 2018. "Ageing and health-related quality of life: evidence from Catalonia (Spain)," Working Papers 2018-01, Universitat de Barcelona, UB Riskcenter.
    42. Leschinski, Christian & Bertram, Philip, 2017. "Time varying contagion in EMU government bond spreads," Journal of Financial Stability, Elsevier, vol. 29(C), pages 72-91.
    43. Yu Hsing, 2015. "Determinants of the Government Bond Yield in Spain: A Loanable Funds Model," IJFS, MDPI, vol. 3(3), pages 1-9, July.
    44. Estefanía Alaminos & Mercedes Ayuso, 2015. "Methodological Approach of a Multiple State Actuarial Model for the Married - Widower case for the assessment of retirement and widowhood pensions," Working Papers 2015-04, Universitat de Barcelona, UB Riskcenter.
    45. Xavier Piulachs & Ramon Alemany & Montserrat Guillen, 2014. "A joint longitudinal and survival model with health care usage for insured elderly," Working Papers 2014-07, Universitat de Barcelona, UB Riskcenter.
    46. Apostolakis, Georgios N. & Giannellis, Nikolaos & Papadopoulos, Athanasios P., 2019. "Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy?," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    47. Eichler, Stefan, 2015. "How Do Political Factors Shape the Bank Risk-Sovereign Risk Nexus in Emerging Markets?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112877, Verein für Socialpolitik / German Economic Association.
    48. Smolik, Filip & Vacha, Lukas, 2015. "Time-scale analysis of sovereign bonds market co-movement in the EU," FinMaP-Working Papers 44, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    49. Téllez Valle, Cecilia & Martín García, Margarita & Ramón-Jerónimo, María A. & Martín Marín, José Luis, 2020. "Sovereign bond spreads and CDS premia in the Eurozone: A causality analysis || Diferenciales de bonos soberanos y primas de CDS en la zona euro: un análisis de causalidad," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 30(1), pages 58-78, December.
    50. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2015. "The causal relationship between debt and growth in EMU countries," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 974-989.

  28. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "EMU sovereign debt market crisis: Fundamentals-based or pure contagion?," Working Papers 14-08, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "“Causality and Contagion in EMU Sovereign Debt Markets”," IREA Working Papers 201403, University of Barcelona, Research Institute of Applied Economics, revised Feb 2014.
    2. Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "“An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis”," IREA Working Papers 201407, University of Barcelona, Research Institute of Applied Economics, revised Mar 2014.
    3. Georgoutsos, Dimitris & Moratis, George, 2017. "Bank-sovereign contagion in the Eurozone: A panel VAR Approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 146-159.
    4. Mirdala, Rajmund & Ruščáková, Anna, 2015. "On Origins and Implications of the Sovereign Debt Crisis in the Euro Area," MPRA Paper 68859, University Library of Munich, Germany.
    5. Xavier Piulachs & Ramon Alemany & Montserrat Guillen, 2014. "A joint longitudinal and survival model with health care usage for insured elderly," Working Papers 2014-07, Universitat de Barcelona, UB Riskcenter.

  29. Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "Exchange-rate regimes and economic growth: An empirical evaluation," Working Papers 14-01, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Cruz-Rodríguez, Alexis, 2022. "Exchange arrangements and economic growth. What relationship is there?," MPRA Paper 113897, University Library of Munich, Germany.
    2. Vujanić Vlado & Gligorić Dragan, 2017. "The Impact of the Applied Exchange Rate Regimes on the Internal Balance of Transition Countries," Economics, Sciendo, vol. 5(2), pages 55-68, December.
    3. Amalia Morales-Zumaquero & Simón Sosvilla-Rivero, 2016. "A contribution to the empirics of convergence in real GDP growth: the role of financial crises and exchange-rate regimes," Applied Economics, Taylor & Francis Journals, vol. 48(23), pages 2156-2169, May.
    4. Amalia Morales-Zumaquero & Sim�n Sosvilla-Rivero, 2015. "Growth dynamics, financial crises and exchange rate regimes," Applied Economics Letters, Taylor & Francis Journals, vol. 22(10), pages 767-771, July.
    5. Babu Rao G., 2019. "Exchange rate regimes and its impact on growth: An empirical analysis of BRICS countries," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(2(619), S), pages 157-172, Summer.

  30. Manish K. Singh & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "Forward looking banking stress in EMU countries," Working Papers 14-10, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015. "Sovereigns and banks in the euro area: A tale of two crises," Working Papers 15-01, Asociación Española de Economía y Finanzas Internacionales.

  31. María del Carmen Ramos-Herrera & Simon Sosvilla-Rivero, 2013. "Inflation expectations in Spain: The Spanish PwC Survey," Documentos de Trabajo del ICAE 2013-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.

    Cited by:

    1. Ashima Goyal & Prashant Parab, 2021. "Qualitative and quantitative Central Bank communications and professional forecasts: Evidence from India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2021-014, Indira Gandhi Institute of Development Research, Mumbai, India.
    2. Young Bin Ahn & Yoichi Tsuchiya, 2016. "Directional analysis of consumers’ forecasts of inflation in a small open economy: evidence from South Korea," Applied Economics, Taylor & Francis Journals, vol. 48(10), pages 854-864, February.

  32. Adrian Fernandez-Perez & Fernando Fernández-Rodríguez & Simón Javier Sosvilla Rivero, 2013. "The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market," Documentos de Trabajo del ICAE 2013-19, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.

    Cited by:

    1. Chen, Mei-Ping & Chen, Pei-Fen & Lee, Chien-Chiang, 2014. "Frontier stock market integration and the global financial crisis," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 84-103.
    2. Peiró, Amado, 2016. "Stock prices and macroeconomic factors: Some European evidence," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 287-294.
    3. Liang, Kuo-Yuan & Yen, Chen-Hui, 2014. "Dissecting the cycles: An intermarket investigation and its implications to portfolio reallocation," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 39-51.
    4. Gupta, Rangan & Risse, Marian & Volkman, David A. & Wohar, Mark E., 2019. "The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 391-405.
    5. Wu, Shue-Jen & Lee, Wei-Ming, 2015. "Intertemporal risk–return relationships in bull and bear markets," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 308-325.
    6. Umar, Zaghum & Riaz, Yasir & Shahab, Yasir & Teplova, Tamara, 2023. "Network connectedness of the term structure of yield curve and global Sukuks," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
    7. Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi, 2013. "Further evidence on bear market predictability: The role of the external finance premium," MPRA Paper 49093, University Library of Munich, Germany.
    8. Gu, Rongbao & Chen, Xi & Li, Xinjie, 2014. "Chaos recognition and fractal analysis in the term structure of Shanghai Interbank Offered Rate," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 412(C), pages 101-112.
    9. Mendes, Fernando Henrique de Paula e Silva & Caldeira, João Frois & Moura, Guilherme Valle, 2018. "Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 38(1), May.
    10. Kuosmanen, Petri & Nabulsi, Nasib & Vataja, Juuso, 2015. "Financial variables and economic activity in the Nordic countries," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 368-379.
    11. Damir Tokic & Dave Jackson, 2023. "When a correction turns into a bear market: What explains the depth of the stock market drawdown? A discretionary global macro approach," Journal of Asset Management, Palgrave Macmillan, vol. 24(3), pages 184-197, May.
    12. Babajide Abiola Ayopo & Lawal Adedoyin Isola & Somoye Russel Olukayode, 2016. "Stock Market Response to Economic Growth and Interest Rate Volatility: Evidence from Nigeria," International Journal of Economics and Financial Issues, Econjournals, vol. 6(1), pages 354-360.
    13. Umar, Zaghum & Yousaf, Imran & Aharon, David Y., 2021. "The relationship between yield curve components and equity sectorial indices: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    14. Othman, Arshad Nuval & Masih, Mansur, 2014. "The different impact of conventional interest rates on Islamic stock market, Islamic banking and Islamic insurance: evidence from Malaysia," MPRA Paper 63285, University Library of Munich, Germany.
    15. Dong, Weijia & Lien, Donald & Lv, Xin & Tan, Chaosheng, 2021. "The cross-border impacts of China’s official rate shocks on stock returns of Chinese concepts shares listed on U.S. market," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1305-1322.

  33. Simón Sosvilla-Rivero & Maria del Carmen Ramos-Herrera, 2012. "On the forecast accuracy and consistency of exchange rate expectations: The Spanish PwC Survey," Working Papers 12-02, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Kunze, Frederik, 2017. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," University of Göttingen Working Papers in Economics 326, University of Goettingen, Department of Economics.

  34. Adrián Fernández-Pérez & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2012. "Genetic algorithm for arbitrage with more than three currencies," Working Papers 12-04, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Jacinta Chan Phooi M'ng & Azmin Azliza Aziz, 2016. "Using Neural Networks to Enhance Technical Trading Rule Returns: A Case with KLCI," Athens Journal of Business & Economics, Athens Institute for Education and Research (ATINER), vol. 2(1), pages 63-70, January.

  35. Simón Sosvilla-Rivero & Amalia Morales-Zumaquero, 2011. "Volatility in EMU sovereign bond yields: Permanent and transitory components," Working Papers 11-03, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Victor Echevarria-Icaza & Simón Sosvilla-Rivero, 2017. "Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach," Working Papers del Instituto Complutense de Estudios Internacionales 1703, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    2. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "On the bi-directional causal relationship between public debt and economic growth in EMU countries," Working Papers 15-06, Asociación Española de Economía y Finanzas Internacionales.
    3. Chionis, Dionysios & Pragidis, Ioannis & Schizas, Panagiotis, 2014. "Long-term government bond yields and macroeconomic fundamentals: Evidence for Greece during the crisis-era," Finance Research Letters, Elsevier, vol. 11(3), pages 254-258.
    4. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2017. "Nonfinancial debt and economic growth in euro-area countries," Working Papers del Instituto Complutense de Estudios Internacionales 1708, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    5. Bachar Fakhry & Christian Richter, 2018. "Does the Federal Constitutional Court Ruling Mean the German Financial Market is Efficient?," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 4(2), pages 111-125.
    6. Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Volatility spillovers in EMU sovereign bond markets," Working Papers del Instituto Complutense de Estudios Internacionales 1504, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    7. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2017. "Heterogeneity in the debt-growth nexus: Evidence from EMU countries," IREA Working Papers 201706, University of Barcelona, Research Institute of Applied Economics, revised Mar 2017.
    8. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2011. "Causality and contagion in peripheral EMU public debt markets: a dynamic approach," Working Papers del Instituto Complutense de Estudios Internacionales 1108, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    9. Frederik Neugebauer, 2020. "ECB Announcements and Stock Market Volatility," WHU Working Paper Series - Economics Group 20-02, WHU - Otto Beisheim School of Management.
    10. Carlos Alberto Piscarreta Pinto Ferreira, 2022. "Investor Base Dynamics and Sovereign Bond Yield Volatility," Working Papers REM 2022/0234, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    11. Antonakakis, Nikolaos & Vergos, Konstantinos, 2012. "Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis," MPRA Paper 43284, University Library of Munich, Germany.
    12. Marta Gómez-Puig & Mary Pieterse-Bloem & Simón Sosvilla-Rivero, 2022. ""Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets"," IREA Working Papers 202217, University of Barcelona, Research Institute of Applied Economics, revised Oct 2022.
    13. Carlos Alberto Piscarreta Pinto Ferreira, 2022. "Revisiting The Determinants Of Sovereign Bond Yield Volatility," Working Papers REM 2022/0241, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    14. Neugebauer, Frederik, 2019. "ECB Announcements and Stock Market Volatility," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203554, Verein für Socialpolitik / German Economic Association.
    15. Ribeiro, Pedro Pires & Cermeño, Rodolfo & Curto, José Dias, 2017. "Sovereign bond markets and financial volatility dynamics: Panel-GARCH evidence for six euro area countries," Finance Research Letters, Elsevier, vol. 21(C), pages 107-114.
    16. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "“Short-run and long-run effects of public debt on economic performance: Evidence from EMU countries”," IREA Working Papers 201522, University of Barcelona, Research Institute of Applied Economics, revised Sep 2015.
    17. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2015. "The causal relationship between debt and growth in EMU countries," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 974-989.

  36. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2011. "Causality and contagion in peripheral EMU public debt markets: A dynamic approach," Working Papers 11-06, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Tola, Albi & Wälti, Sébastien, 2012. "Deciphering financial contagion in the euro area during the crisis," MPRA Paper 49251, University Library of Munich, Germany.
    2. Jaume Belles-Sampera & José M. Merigó & Montserrat Guillén & Miguel Santolino, 2012. "The connection between distortion risk measures and ordered weighted averaging operators," IREA Working Papers 201201, University of Barcelona, Research Institute of Applied Economics, revised Jan 2012.
    3. Jordi Perdiguero & Juan Luis Jiménez, 2012. "“Policy options for the promotion of electric vehicles: a review”," IREA Working Papers 201208, University of Barcelona, Research Institute of Applied Economics, revised Mar 2012.
    4. Siliti jr Hammadi & Ben mbarek jr Hassene, 2013. "Shocks Transmission in the Mediterranean Zone," Economics Bulletin, AccessEcon, vol. 33(2), pages 1010-1028.
    5. María Lorena Marí del Cristo & Marta Gómez-Puig, 2012. "“Pass-through in dollarized countries: should Ecuador abandon the U.S. Dollar?”," IREA Working Papers 201216, University of Barcelona, Research Institute of Applied Economics, revised Oct 2012.
    6. Erika Badillo & Rosina Moreno, 2012. "“What Drives the Choice of Partners in R&D Cooperation? Heterogeneity across Sectors”," IREA Working Papers 201213, University of Barcelona, Research Institute of Applied Economics, revised Jul 2012.
    7. Joan Calzada & Anton Costas, 2013. "“La liberalización de las telecomunicaciones en España: control de la inflación y universalización del servicio”," IREA Working Papers 201310, University of Barcelona, Research Institute of Applied Economics, revised May 2013.
    8. Jordi López-Tamayo & Vicente Royuela & Jordi Suriñach, 2012. "“Building a “quality in work” index in Spain”," IREA Working Papers 201206, University of Barcelona, Research Institute of Applied Economics, revised Feb 2012.
    9. Peter Claeys & Luis Costa, 2012. "“A Note on the Relationship Between the Cyclicality of Markups and Fiscal Policy”," AQR Working Papers 201208, University of Barcelona, Regional Quantitative Analysis Group, revised Sep 2012.
    10. Fageda, Xavier & Rubio-Campillo, Rafael & Termes-Rifé, Montserrat, 2014. "Determinants of broadband access: Is platform competition always the key variable to success?," Information Economics and Policy, Elsevier, vol. 26(C), pages 58-67.
    11. Daniel Albalate & Germà Bel & R. Richard Geddes, 2012. "“The determinants of contractual choice for private involvement in infrastructure projects in the United States”," IREA Working Papers 201220, University of Barcelona, Research Institute of Applied Economics, revised Dec 2012.
    12. Javier Campos & Juan Luis Jiménez & Ancor Suárez-Alemán, 2012. "“Not always sunny in paradise: prices and brand diversity in touristic areas supermarkets”," IREA Working Papers 201211, University of Barcelona, Research Institute of Applied Economics, revised May 2012.
    13. Ana María Osorio & Catalina Bolancé & Manuela Alcañiz, 2011. "Measuring early childhood health: a composite index comparing Colombian departments," IREA Working Papers 201122, University of Barcelona, Research Institute of Applied Economics, revised Oct 2011.
    14. Canofari, Paolo & Marini, Giancarlo & Piersanti, Giovanni, 2014. "Expectations and Systemic Risk in EMU Government Bond Spreads," LEAP Working Papers 2014/1, Luiss Institute for European Analysis and Policy.
    15. Juan Jiménez & Jordi Perdiguero, 2012. "Does Rigidity of Prices Hide Collusion?," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 41(3), pages 223-248, November.
    16. Ernest Miguélez & Rorina Moreno, 2012. "“What attracts knowledge workers? The role of space, social connections, institutions, jobs and amenities”," IREA Working Papers 201204, University of Barcelona, Research Institute of Applied Economics, revised Feb 2012.
    17. Germà Bel & Xavier Fageda & Melania Mur, 2011. "Why do municipalities cooperate to provide local public services? An empirical analysis," IREA Working Papers 201118, University of Barcelona, Research Institute of Applied Economics, revised Oct 2011.
    18. Xavier Fageda & Marta Gonzalez-Aregall, 2012. "“Regulation of Port Charges in Spain: Global versus Local Competition”," IREA Working Papers 201217, University of Barcelona, Research Institute of Applied Economics, revised Oct 2012.
    19. Daniel Albalate, 2012. "“The Institutional, Economic and Social Determinants of Local Government Transparency”," IREA Working Papers 201210, University of Barcelona, Research Institute of Applied Economics, revised May 2012.
    20. Canofari Paolo & Di Bartolomeo Giovanni & Piersanti Giovanni, 2013. "Theory and practice of contagion in monetary unions. Domino effects in EU Mediterranean countries: The case of Greece, Italy and Spain," wp.comunite 0098, Department of Communication, University of Teramo.
    21. Florence Bouvet & Ryan Brady & Sharmila King, 2013. "Debt Contagion in Europe: A Panel-Vector Autoregressive (VAR) Analysis," Social Sciences, MDPI, vol. 2(4), pages 1-23, December.
    22. Manuela Alcañiz & Montserrat Guillén & Daniel Sánchez-Moscona & Miguel Santolino & Oscar Llatje & Lluís Ramon, 2013. "“Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey”," IREA Working Papers 201313, University of Barcelona, Research Institute of Applied Economics, revised Jul 2013.
    23. Jaume Belles-Sampera & Montserrat Guillén & Miguel Santolino, 2013. "“Beyond Value-at-Risk: GlueVaR Distortion Risk Measures”," IREA Working Papers 201302, University of Barcelona, Research Institute of Applied Economics, revised Feb 2013.
    24. Joan Calzada & Fernando Martínez, 2013. "“Broadband prices in the European Union: competition and commercial strategies”," IREA Working Papers 201309, University of Barcelona, Research Institute of Applied Economics, revised May 2013.
    25. Giampaolo Gabbi & Alesia Kalbaska & Alessandro Vercelli, 2014. "Factors generating and transmitting the financial crisis: The role of incentives: securitization and contagion," Working papers wpaper56, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
    26. Jaume Belles-Sampera & Montserrat Guillén & José M. Merigó & Miguel Santolino, 2013. "“Indicators for the characterization of discrete Choquet integrals”," IREA Working Papers 201311, University of Barcelona, Research Institute of Applied Economics, revised May 2013.
    27. Paolo Canofari & Giovanni Bartolomeo & Giovanni Piersanti, 2014. "Theory and Practice of Contagion in Monetary Unions: Domino Effects in EMU Mediterranean Countries," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 20(3), pages 259-267, August.
    28. Juan Luis Jiménez & Jordi Perdiguero, 2018. "Mergers and difference-in-difference estimator: Why firms do not increase prices?," European Journal of Law and Economics, Springer, vol. 45(2), pages 285-311, April.
    29. María Lorena Marí del Cristo & Marta Gómez-Puig, 2013. "“Fiscal sustainability and fiscal shocks in a dollarized and oil-exporting country: Ecuador”," IREA Working Papers 201306, University of Barcelona, Research Institute of Applied Economics, revised Apr 2013.
    30. Esther Goya & Esther Vayá & Jordi Suriñach, 2012. "“Do intra- and inter-industry spillovers matter? CDM model estimates for Spain”," IREA Working Papers 201214, University of Barcelona, Research Institute of Applied Economics, revised Sep 2012.
    31. Dirceu Pereira, 2018. "Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 2(1), pages 1-44.
    32. Jordi Perdiguero, 2011. "Vertical relations and local competition: an empirical approach," IREA Working Papers 201124, University of Barcelona, Research Institute of Applied Economics, revised Dec 2011.
    33. Juan Luis Jiménez & Carmen García, 2012. "“Corruption and local politics: does it pay to be a crook?”," IREA Working Papers 201212, University of Barcelona, Research Institute of Applied Economics, revised Jun 2012.
    34. Miguel Santolino & Catalina Bolancé & Manuela Alcañiz, 2011. "Factors affecting hospital admission and recovery stay duration of in-patient motor victims in Spain," IREA Working Papers 201119, University of Barcelona, Research Institute of Applied Economics, revised Oct 2011.
    35. Papafilis, Michalis-Panayiotis & Psillaki, Maria & Margaritis, Dimitris, 2015. "Interdependence between Sovereign and Bank CDS Spreads in Eurozone during the European Debt Crisis - The PSI Effect," MPRA Paper 68037, University Library of Munich, Germany.
    36. Akdoğu, Serpil Kahraman, 2012. "CDS, bond spread and sovereign debt crisis in peripherial EU," MPRA Paper 40340, University Library of Munich, Germany.

  37. Julián Andrada-Félix & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2011. "Historical financial analogies of the current crisis," Working Papers 11-08, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Charles, Amélie & Darné, Olivier, 2014. "Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 188-199.
    2. Carmen M. Reinhart & Kenneth S. Rogoff, 2009. "The Aftermath of Financial Crises," NBER Working Papers 14656, National Bureau of Economic Research, Inc.

  38. Simon Sosvilla-Rivero & Salvador Antonio Gil-Pareja, 2011. "Convergence In Car Prices Among European Countries," Post-Print hal-00711454, HAL.

    Cited by:

    1. Dvir, Eyal & Strasser, Georg, 2017. "Does marketing widen borders? Cross-country price dispersion in the European car market," Working Paper Series 2059, European Central Bank.
    2. Mayer, Thierry & Head, Keith, 2021. "The United States of Europe: A gravity model evaluation of the four freedoms," CEPR Discussion Papers 15982, C.E.P.R. Discussion Papers.
    3. Wells, Peter & Varma, Adarsh & Newman, Dan & Kay, Duncan & Gibson, Gena & Beevor, Jamie & Skinner, Ian, 2013. "Governmental regulation impact on producers and consumers: A longitudinal analysis of the European automotive market," Transportation Research Part A: Policy and Practice, Elsevier, vol. 47(C), pages 28-41.
    4. Michał Konopczyński, 2013. "Fiscal policy within a common currency area – growth implications in the light of neoclassical theory," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 7(3), September.

  39. Amalia Morales-Zumaquero & Simón Sosvilla-Rivero, 2010. "The euro and the volatility of exchange rates," Working Papers 10-01, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

  40. Simón Sosvilla-Rivero & Francisco Pérez-Bermejo, 2007. "Political and institutional factors in regime change in the ERM: An application of duration analysis," Working Papers 07-05, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Eichler, Stefan, 2014. "The political determinants of sovereign bond yield spreads," Journal of International Money and Finance, Elsevier, vol. 46(C), pages 82-103.

  41. Pedro N. Rodríguez, & Simón Sosvilla-Rivero, 2006. "Understanding and Forecasting Stock Price Changes," Working Papers 2006-03, FEDEA.

    Cited by:

    1. Andrés J. Marchante Mera & Bienvenido Ortega Aguaza & José Sánchez Maldonado, 2006. "Las dimensiones del bienestar en las Comunidades Autónomas Españolas. Un análisis de Sigma y Gamma-Convergencia," Working Papers 2006-05, FEDEA.

  42. Pedro N. Rodríguez, & Simón Sosvilla-Rivero, 2006. "Forecasting Stock Price Changes: Is it Possible?," Working Papers 2006-22, FEDEA.

    Cited by:

    1. Giulio Palomba, 2008. "Multivariate GARCH models and the Black-Litterman approach for tracking error constrained portfolios: an empirical analysis," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 10(4), pages 379-413.

  43. Emma García & Simón Sosvilla-Rivero, 2006. "Efectos de las ayudas europeas sobre la economía Española , 2000-2006:Un análisis basado en el Modelo Hermin," Working Papers 2006-04, FEDEA.

    Cited by:

    1. Simón Sosvilla Rivero & Oscar Bajo Rubio & Carmen Díaz Roldán, "undated". "Sobre la efectividad de la política regional comunitaria: El caso de Castilla-la Mancha," Working Papers 2003-25, FEDEA.
    2. Cardenete, Manuel Alejandro & Delgado, M. Carmen, 2015. "A simulation of impact of withdrawal European funds on Andalusian economy using a dynamic CGE model: 2014–20," Economic Modelling, Elsevier, vol. 45(C), pages 83-92.

  44. Amalia Morales Zumaquero & Simón Sosvilla Rivero, 2005. "Structural Breaks in Volatility: Evidence for the OECD Real Exchange Rates," Economic Working Papers at Centro de Estudios Andaluces E2005/01, Centro de Estudios Andaluces.

    Cited by:

    1. Ana Carolina Ortega Masagué, "undated". "La situación laboral de los inmigrantes en España: Un análisis descriptivo," Working Papers 2005-08, FEDEA.
    2. Corinne Mette, "undated". "Wellbeing and dependency among European elderly: The role of social integration," Working Papers 2005-12, FEDEA.
    3. Simon Sosvilla-Rivero & Pedro N. Rodríguez, "undated". "Linkages in international stock markets: Evidence from a classification procedure," Working Papers 2004-23, FEDEA.
    4. Namkee Ahn & Juan Ramón García & José A. Herce, "undated". "Demographic Uncertainty and Health Care Expenditure in Spain," Working Papers 2005-07, FEDEA.

  45. Simón Sosvilla-Rivero & Óscar Bajo Rubio & Carmen Díaz-Roldán, 2004. "Assessing the effectiveness of EU’s regional policies:a new approach," Economic Working Papers at Centro de Estudios Andaluces E2004/39, Centro de Estudios Andaluces.

    Cited by:

    1. Rodríguez-Pose, Andrés & Novak, Katja, 2013. "Learning processes and economic returns in European Cohesion policy," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 25, pages 1-20.

  46. Simón Sosvilla-Rivero & José Antonio Herce & Juan-José De Lucio, 2003. "Convergence in Social Protection Across EU Countries, 1970-1999," Economics Working Papers 018, European Network of Economic Policy Research Institutes.

    Cited by:

    1. Noemi Peña-Miguel & J. Peña Esteban & Ana Fernández-Sainz, 2015. "Main Factors for a Proposal for a Social Protection Floor," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 123(1), pages 59-76, August.

  47. Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, 2003. "On the Credibility of a Target Zone: Evidence from the EMS," Economic Working Papers at Centro de Estudios Andaluces E2003/33, Centro de Estudios Andaluces.

    Cited by:

    1. Francisco J. Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge V. Pérez-Rodríguez & Simón Sosvilla-Rivero, "undated". "Regímenes cambiarios de iure y de facto. El caso de la Peseta/Dólar, 1965-1998," Working Papers on International Economics and Finance 05-03, FEDEA.
    2. Francisco Ledesma-Rodriguez & Jorge Perez-Rodriguez & Simon Sosvilla-Rivero, 2006. "An empirical examination of exchange-rate credibility determinants in the EMS," Applied Economics Letters, Taylor & Francis Journals, vol. 13(13), pages 847-850.
    3. Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, "undated". "Regímenes cambiarios de facto y de iure. Una aplicación al tipo de cambio yen/dólar," Working Papers 2004-10, FEDEA.

  48. Simón Sosvilla-Rivero & Reyes Maroto Illera, 2002. "Regimen changes and duration in the European Monetary System," Working Papers 02-05, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Victor Echevarria-Icaza & Simón Sosvilla-Rivero, 2017. "Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach," Working Papers del Instituto Complutense de Estudios Internacionales 1703, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    2. Reyes Maroto Illera & Francisco Pérez Bermejo & Simón Sosvilla-Rivero, "undated". "An Eclectic Approach to Currency Crises: Drawing Lessons from the EMS Experience," Working Papers 2002-22, FEDEA.

  49. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, 2000. "Technical Analysis In Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules," Working Papers 00-02, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Subbiah, Mohan & Fabozzi, Frank J., 2016. "Hedge fund allocation: Evaluating parametric and nonparametric forecasts using alternative portfolio construction techniques," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 189-201.

  50. Oscar Bajo-Rubio & Simón Sosvilla-Rivero, 2000. "A Quantitative Analysis Of The Effects Of Capital Controls: Spain, 1986-1990," Working Papers 00-01, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Heather D. Gibson & Euclid Tsakalotos, 2005. "EU Enlargement, ERM II and Lessons from the Southern European countries," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 3(1), pages 41-78.

  51. Ayuso, Juan & Dolado, Juan J. & Sosvilla-Rivero, Simón, 1992. "Efficiency in the Peseta Forward Exchange Rate Market," CEPR Discussion Papers 627, C.E.P.R. Discussion Papers.

    Cited by:

    1. Margarida Abreu, 2003. "Contagion Phenomena in Financial Crises: Evidence from the Portuguese and Spanish Exchange Rate Crises in the Early 1990s," International Finance, Wiley Blackwell, vol. 6(2), pages 201-225, July.
    2. Margarida Abreu, 2003. "Contagion Phenomena in Financial Crises: Evidence from the Portuguese and Spanish Exchange Rate Crises in the Early Nineties," Working Papers Department of Economics 2003/05, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    3. Christodoulakis, Nicos M. & Kalyvitis, Sarantis C., 1997. "Efficiency testing revisited: a foreign exchange market with Bayesian learning," Journal of International Money and Finance, Elsevier, vol. 16(3), pages 367-385, June.

  52. Simón Javier Sosvilla Rivero, 1992. "Estimación de un modelo de equilibrio de cartera para el tipo de cambio peseta-Dolar," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 92-29, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.

    Cited by:

    1. Oscar Bajo-Rubio & Simón Sosvilla Rivero, 1993. "Teorías del tipo de cambio: una panorámica," Documentos de Trabajo del ICAE 9307, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.

  53. Simón Javier Sosvilla Rivero, 1991. "Further tests on the forward exchange rate unbiasedness hypothesis," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 91-30, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.

    Cited by:

    1. Ligeralde, Antonio V., 1997. "Covariance matrix estimators and tests of market efficiency," Journal of International Money and Finance, Elsevier, vol. 16(2), pages 323-343, April.
    2. Charles Engel, 1995. "The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence," NBER Working Papers 5312, National Bureau of Economic Research, Inc.
    3. Herrmann, Sabine & Jochem, Axel, 2003. "Die internationale Intregration der Devisenmärkte in den mittel- und osteuropäischen Beitrittsländern: Spekulative Effizienz, Transaktionskosten und Wechselkursprämien," Discussion Paper Series 1: Economic Studies 2003,08, Deutsche Bundesbank.
    4. Peggy Swanson, 1998. "Spot and forward exchange rates as predictors of future spot rates: trends in exchange market value and the contribution of new information," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 22(2), pages 129-138, June.

  54. Salvador Gil-Pareja & Simón Sosvilla-Rivero, "undated". "Price Convergence in the European Car Market," Working Papers 2005-22, FEDEA.

    Cited by:

    1. Méjean, Isabelle & Schwellnus, Cyrille, 2009. "Price convergence in the European Union: Within firms or composition of firms?," Journal of International Economics, Elsevier, vol. 78(1), pages 1-10, June.
    2. Julien Martin & Isabelle Méjean, 2008. "Trade Prices and the Euro," Working Papers 2008-29, CEPII research center.
    3. Alberto Cavallo & Brent Neiman & Roberto Rigobon, 2014. "The Price Impact of Joining a Currency Union: Evidence from Latvia," NBER Working Papers 20225, National Bureau of Economic Research, Inc.
    4. Dvir, Eyal & Strasser, Georg, 2017. "Does marketing widen borders? Cross-country price dispersion in the European car market," Working Paper Series 2059, European Central Bank.
    5. Ana Iregui & Jesús Otero, 2011. "Testing the law of one price in food markets: evidence for Colombia using disaggregated data," Empirical Economics, Springer, vol. 40(2), pages 269-284, April.
    6. Pedro N. Rodríguez, & Simón Sosvilla-Rivero, 2006. "Understanding and Forecasting Stock Price Changes," Working Papers 2006-03, FEDEA.
    7. Jan-Egbert Sturm & Ulrich Fritsche & Michael Graff & Michael Lamla & Sarah Lein & Volker Nitsch & David Liechti & Daniel Triet, 2009. "The euro and prices: changeover-related inflation and price convergence in the euro area," European Economy - Economic Papers 2008 - 2015 381, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    8. Vlad Radoias, 2014. "The myth of the domestic brand bias for automobiles in the european union," Economics Bulletin, AccessEcon, vol. 34(4), pages 2115-2127.
    9. Holtemöller, Oliver & Zeddies, Götz, 2010. "Has the Euro Increased International Price Elasticities?," IWH Discussion Papers 18/2010, Halle Institute for Economic Research (IWH).
    10. Andrés J. Marchante Mera & Bienvenido Ortega Aguaza & José Sánchez Maldonado, 2006. "Las dimensiones del bienestar en las Comunidades Autónomas Españolas. Un análisis de Sigma y Gamma-Convergencia," Working Papers 2006-05, FEDEA.
    11. Sophie-Charlotte Meyer & Ronald Schettkat, 2013. "Price Convergence in Euroland. Evidence from micro data without noise," Schumpeter Discussion Papers sdp13005, Universitätsbibliothek Wuppertal, University Library.

  55. Francisco Ledesma-Rodríguez & Manuel Navarro-Ibánez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, "undated". "The Credibility of the European Monetary System: A Review," Studies on the Spanish Economy 179, FEDEA.

    Cited by:

    1. Francisco J. Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge V. Pérez-Rodríguez & Simón Sosvilla-Rivero, "undated". "Regímenes cambiarios de iure y de facto. El caso de la Peseta/Dólar, 1965-1998," Working Papers on International Economics and Finance 05-03, FEDEA.
    2. Mammadov, Fuad, 2014. "Central Bank Credibility and Black Market Exchange Rate Premia: A Panel Time Series Analysis," MPRA Paper 65572, University Library of Munich, Germany.

  56. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, "undated". "A New Test for Chaotic Dynamics Using Lyapunov Exponents," Working Papers 2003-09, FEDEA.

    Cited by:

    1. Simón Sosvilla Rivero & Oscar Bajo Rubio & Carmen Díaz Roldán, "undated". "Sobre la efectividad de la política regional comunitaria: El caso de Castilla-la Mancha," Working Papers 2003-25, FEDEA.
    2. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, "undated". "Testing Chaotic Dynamics via Lyapunov Exponents," Working Papers 2000-07, FEDEA.
    3. Juan Prieto & Juan Gabriel Rodríguez & Rafael Salas, "undated". "Polarization, Inequality and Tax Reforms," Working Papers 2003-23, FEDEA.

  57. Fernando Fernández-Rodríguez & Christian González-Martel* & Simón Sosvilla-Rivero, "undated". "On the profitability of technical trading rules based on arifitial neural networks : evidence from the Madrid stock market," Working Papers 99-07, FEDEA.

    Cited by:

    1. James J. Kung & Wing‐Keung Wong, 2009. "Efficiency Of The Taiwan Stock Market," The Japanese Economic Review, Japanese Economic Association, vol. 60(3), pages 389-394, September.
    2. Yu-Lieh Huang, 2009. "Identifying turbulent and calm regimes in stock prices: evidence from the Taiwan stock market," Applied Economics Letters, Taylor & Francis Journals, vol. 16(14), pages 1477-1481.
    3. Mariano Matilla-Garcia, 2006. "Are trading rules based on genetic algorithms profitable?," Applied Economics Letters, Taylor & Francis Journals, vol. 13(2), pages 123-126.
    4. Jacinta Chan Phooi M’ng & Ham Yi Jer, 2021. "Do economic statistics contain information to predict stock indexes futures prices and returns? Evidence from Asian equity futures markets," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 1033-1060, October.
    5. Jacinta Chan Phooi M’ng & Mohammadali Mehralizadeh, 2016. "Forecasting East Asian Indices Futures via a Novel Hybrid of Wavelet-PCA Denoising and Artificial Neural Network Models," PLOS ONE, Public Library of Science, vol. 11(6), pages 1-29, June.
    6. Bokhari, Jawaad & Cai, Charlie & Hudson, Robert & Keasey, Kevin, 2005. "The predictive ability and profitability of technical trading rules: does company size matter?," Economics Letters, Elsevier, vol. 86(1), pages 21-27, January.
    7. Bekiros, Stelios D., 2015. "Heuristic learning in intraday trading under uncertainty," Journal of Empirical Finance, Elsevier, vol. 30(C), pages 34-49.
    8. Andrada-Félix Julián & Fernadez-Rodriguez Fernando & Garcia-Artiles Maria-Dolores & Sosvilla-Rivero Simon, 2003. "An Empirical Evaluation of Non-Linear Trading Rules," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(3), pages 1-32, October.
    9. Kizilaslan, Recep & Freund, Steven & Iseri, Ali, 2016. "A data analytic approach to forecasting daily stock returns in an emerging marketAuthor-Name: Oztekin, Asil," European Journal of Operational Research, Elsevier, vol. 253(3), pages 697-710.
    10. Haider, Adnan & Hanif, Muhammad Nadeem, 2007. "Inflation Forecasting in Pakistan using Artificial Neural Networks," MPRA Paper 14645, University Library of Munich, Germany.
    11. Carl Chiarella & Xue-Zhong He & Cars Hommes, 2004. "A Dynamic Analysis of Moving Average Rules," Research Paper Series 133, Quantitative Finance Research Centre, University of Technology, Sydney.
    12. Stephan Schulmeister, 2000. "Technical Analysis and Exchange Rate Dynamics," WIFO Studies, WIFO, number 25857, April.
    13. Mansoor Ahmed & Anirudh Sriram & Sanjay Singh, 2020. "Short Term Firm-Specific Stock Forecasting with BDI Framework," Computational Economics, Springer;Society for Computational Economics, vol. 55(3), pages 745-778, March.
    14. Chen, Rui & Ren, Jinjuan, 2022. "Do AI-powered mutual funds perform better?," Finance Research Letters, Elsevier, vol. 47(PA).
    15. Schulmeister, Stephan, 2009. "Profitability of technical stock trading: Has it moved from daily to intraday data?," Review of Financial Economics, Elsevier, vol. 18(4), pages 190-201, October.
    16. Michael D. McKenzie, 2007. "Technical Trading Rules in Emerging Markets and the 1997 Asian Currency Crises," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 43(4), pages 46-73, August.
    17. He, Xue-Zhong & Zheng, Min, 2010. "Dynamics of moving average rules in a continuous-time financial market model," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 615-634, December.
    18. Jiali Fang & Ben Jacobsen & Yafeng Qin, 2014. "Predictability of the simple technical trading rules: An out‐of‐sample test," Review of Financial Economics, John Wiley & Sons, vol. 23(1), pages 30-45, January.
    19. M. Ali Choudhary, 2011. "Neural Network Models for Inflation Forecasting: An Appraisal," Post-Print hal-00704670, HAL.
    20. Phooi M’ng, Jacinta Chan, 2018. "Dynamically Adjustable Moving Average (AMA’) technical analysis indicator to forecast Asian Tigers’ futures markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 336-345.
    21. Po-Hsuan Hsu & Chung-Ming Kuan, 2004. "Re-Examining the Profitability of Technical Analysis with White’s Reality Check," IEAS Working Paper : academic research 04-A003, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    22. Ka Po Kung, 2022. "Efficiency of the Stock Markets after the 2008 Financial Crisis: Evidence from the Four Asian Dragons," Eurasian Journal of Business and Management, Eurasian Publications, vol. 10(2), pages 101-115.
    23. Rodríguez-Vargas, Adolfo, 2020. "Forecasting Costa Rican inflation with machine learning methods," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
    24. Bill Cai & Charlie Cai & Kevin Keasey, 2005. "Market Efficiency and Returns to Simple Technical Trading Rules: Further Evidence from U.S., U.K., Asian and Chinese Stock Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 12(1), pages 45-60, March.
    25. Erdinc Akyildirim & Aurelio F. Bariviera & Duc Khuong Nguyen & Ahmet Sensoy, 2022. "Forecasting high-frequency stock returns: a comparison of alternative methods," Annals of Operations Research, Springer, vol. 313(2), pages 639-690, June.
    26. Chang, Eui Jung & Lima, Eduardo Jose Araujo & Tabak, Benjamin Miranda, 2004. "Testing for predictability in emerging equity markets," Emerging Markets Review, Elsevier, vol. 5(3), pages 295-316, September.
    27. Stephan Schulmeister, 2007. "The Interaction Between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics," WIFO Working Papers 290, WIFO.
    28. Julián Andrada Félix & Fernando Fernández Rodríguez & María Dolores García Artiles, 2004. "Non-linear trading rules in the New York Stock Exchange," Documentos de trabajo conjunto ULL-ULPGC 2004-05, Facultad de Ciencias Económicas de la ULPGC.
    29. Kerda Varaku, 2019. "Stock Price Forecasting and Hypothesis Testing Using Neural Networks," Papers 1908.11212, arXiv.org.
    30. Kang, Haijun & Zong, Xiangyu & Wang, Jianyong & Chen, Haonan, 2023. "Binary gravity search algorithm and support vector machine for forecasting and trading stock indices," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 507-526.
    31. Thierry Warin & Aleksandar Stojkov, 2021. "Machine Learning in Finance: A Metadata-Based Systematic Review of the Literature," JRFM, MDPI, vol. 14(7), pages 1-31, July.
    32. Bekiros, Stelios D., 2013. "Irrational fads, short-term memory emulation, and asset predictability," Review of Financial Economics, Elsevier, vol. 22(4), pages 213-219.
    33. Hsu, Pao-Peng & Liao, Szu-Lang, 2012. "The portfolio strategy and hedging: A spectrum perspective on mean–variance theory," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 129-140.
    34. S. D. Bekiros & D. A. Georgoutsos, 2008. "Direction-of-change forecasting using a volatility-based recurrent neural network," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(5), pages 407-417.
    35. Mariano Matilla-Garcia & Carlos Arguello, 2005. "A hybrid approach based on neural networks and genetic algorithms to the study of profitability in the Spanish Stock Market," Applied Economics Letters, Taylor & Francis Journals, vol. 12(5), pages 303-308.
    36. Paulo Vitor Campos Souza & Luiz Carlos Bambirra Torres, 2021. "Extreme Wavelet Fast Learning Machine for Evaluation of the Default Profile on Financial Transactions," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1263-1285, April.
    37. Marcos Alvarez Díaz & Lucy Amigo Dobano & Francisco Rodríguez de Prado, "undated". "Taxing on Housing: A Welfare Evaluation of the Spanish Personal Income Tax," Studies on the Spanish Economy 142, FEDEA.
    38. Nam, Kiseok & Washer, Kenneth M. & Chu, Quentin C., 2005. "Asymmetric return dynamics and technical trading strategies," Journal of Banking & Finance, Elsevier, vol. 29(2), pages 391-418, February.
    39. Farias Nazário, Rodolfo Toríbio & e Silva, Jéssica Lima & Sobreiro, Vinicius Amorim & Kimura, Herbert, 2017. "A literature review of technical analysis on stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 115-126.
    40. Lukas Ryll & Sebastian Seidens, 2019. "Evaluating the Performance of Machine Learning Algorithms in Financial Market Forecasting: A Comprehensive Survey," Papers 1906.07786, arXiv.org, revised Jul 2019.
    41. Metghalchi, Massoud & Chen, Chien-Ping & Hayes, Linda A., 2015. "History of share prices and market efficiency of the Madrid general stock index," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 178-184.
    42. Yasemin Deniz Akarım, 2013. "A Comparison of Linear and Nonlinear Models in Forecasting Market Risk: The Evidence from Turkish Derivative Exchange," Journal of Economics and Behavioral Studies, AMH International, vol. 5(3), pages 164-172.
    43. Fabin Shi & Xiao-Qian Sun & Jinhua Gao & Zidong Wang & Hua-Wei Shen & Xue-Qi Cheng, 2021. "The prediction of fluctuation in the order-driven financial market," PLOS ONE, Public Library of Science, vol. 16(11), pages 1-15, November.
    44. Kwang-il Choe & Joshua Krausz & Kiseok Nam, 2011. "Technical trading rules for nonlinear dynamics of stock returns: evidence from the G-7 stock markets," Review of Quantitative Finance and Accounting, Springer, vol. 36(3), pages 323-353, April.
    45. Nakamura, Emi, 2005. "Inflation forecasting using a neural network," Economics Letters, Elsevier, vol. 86(3), pages 373-378, March.
    46. Song, Yu & Akagi, Fumio, 2016. "Application of artificial neural network for the prediction of stock market returns: The case of the Japanese stock marketAuthor-Name: Qiu, Mingyue," Chaos, Solitons & Fractals, Elsevier, vol. 85(C), pages 1-7.
    47. Jacinta Chan Phooi M'ng & Azmin Azliza Aziz, 2016. "Using Neural Networks to Enhance Technical Trading Rule Returns: A Case with KLCI," Athens Journal of Business & Economics, Athens Institute for Education and Research (ATINER), vol. 2(1), pages 63-70, January.
    48. Frey, Ulrich J. & Rusch, Hannes, 2014. "Modeling Ecological Success of Common Pool Resource Systems Using Large Datasets," World Development, Elsevier, vol. 59(C), pages 93-103.
    49. Cheol‐Ho Park & Scott H. Irwin, 2007. "What Do We Know About The Profitability Of Technical Analysis?," Journal of Economic Surveys, Wiley Blackwell, vol. 21(4), pages 786-826, September.
    50. Andreas Krause, 2009. "Evaluating the performance of adapting trading strategies with different memory lengths," Papers 0901.0447, arXiv.org.
    51. Ozgur Ican & Taha Bugra Celik, 2017. "Stock Market Prediction Performance of Neural Networks: A Literature Review," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(11), pages 100-108, November.
    52. Shiyi Chen & Wolfgang K. Härdle & Kiho Jeong, 2010. "Forecasting volatility with support vector machine-based GARCH model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(4), pages 406-433.
    53. Marcos Álvarez-Díaz & Lucy Amigo Dobaño, 2003. "Métodos No-Lineales De Predicción En El Mercado De Valores Tecnológicos En España. Una Verificación De La Hipótesis Débil De Eficiencia," Working Papers 0303, Universidade de Vigo, Departamento de Economía Aplicada.
    54. Bekiros, Stelios D., 2010. "Heterogeneous trading strategies with adaptive fuzzy Actor-Critic reinforcement learning: A behavioral approach," Journal of Economic Dynamics and Control, Elsevier, vol. 34(6), pages 1153-1170, June.
    55. Roy Hayes & Jingwei Wu & Ruijra Chaysiri & Jean Bae & Peter Beling & William Scherer, 2016. "Effects of time horizon and asset condition on the profitability of technical trading rules," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(1), pages 41-59, January.
    56. Shigeo Kamitsuji & Ritei Shibata, 2003. "Effectiveness of Stochastic Neural Network for Prediction of Fall or Rise of TOPIX," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 10(2), pages 187-204, September.
    57. Gradojevic, Nikola & Kukolj, Dragan & Adcock, Robert & Djakovic, Vladimir, 2023. "Forecasting Bitcoin with technical analysis: A not-so-random forest?," International Journal of Forecasting, Elsevier, vol. 39(1), pages 1-17.
    58. Alireza Namdari & Tariq S. Durrani, 2021. "A Multilayer Feedforward Perceptron Model in Neural Networks for Predicting Stock Market Short-term Trends," SN Operations Research Forum, Springer, vol. 2(3), pages 1-30, September.
    59. Stelios Bekiros, 2007. "A neurofuzzy model for stock market trading," Applied Economics Letters, Taylor & Francis Journals, vol. 14(1), pages 53-57.
    60. Shambora, William E. & Rossiter, Rosemary, 2007. "Are there exploitable inefficiencies in the futures market for oil?," Energy Economics, Elsevier, vol. 29(1), pages 18-27, January.
    61. Bekiros, Stelios D., 2010. "Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets," European Journal of Operational Research, Elsevier, vol. 202(1), pages 285-293, April.
    62. Duygu Ider & Stefan Lessmann, 2022. "Forecasting Cryptocurrency Returns from Sentiment Signals: An Analysis of BERT Classifiers and Weak Supervision," Papers 2204.05781, arXiv.org, revised Mar 2023.

  58. Simón Sosvilla-Rivero & Javier Alonso Meseguer, "undated". "Estimación de una función de producción MRW para la Economía Espanola, 1910-1995," Studies on the Spanish Economy 197, FEDEA.

    Cited by:

    1. José Francisco Bellod Redondo, 2011. "La función de producción de Cobb-Douglas y la economía española," Revista de Economía Crítica, Asociación de Economía Crítica, vol. 12, pages 9-38.

  59. José L. Fernández-Serrano & Simón Sosvilla-Rivero, "undated". "Modelling evolving long-run relationships: the linkages between stock markets in asia," Working Papers 2000-11, FEDEA.

    Cited by:

    1. Guidi, Francesco, 2010. "Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets," MPRA Paper 19853, University Library of Munich, Germany.
    2. Kasman Adnan & Vardar Gülin & Okan Berna & Aksoy Gökçe, 2009. "The Turkish Stock Market Integration with Developed and Emerging Countries' Stock Markets: Evidence from Cointegration Tests with and without Regime Shifts," Review of Middle East Economics and Finance, De Gruyter, vol. 5(1), pages 24-49, May.
    3. Richard C. K. Burdekin & Pierre L. Siklos, 2011. "Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010," Working Papers 232011, Hong Kong Institute for Monetary Research.
    4. Tam, Pui Sun, 2014. "A spatial–temporal analysis of East Asian equity market linkages," Journal of Comparative Economics, Elsevier, vol. 42(2), pages 304-327.
    5. Simon Sosvilla-Rivero & Pedro N. Rodríguez, "undated". "Linkages in international stock markets: Evidence from a classification procedure," Working Papers 2004-23, FEDEA.
    6. Apostolakis, George, 2016. "Spreading crisis: Evidence of financial stress spillovers in the Asian financial markets," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 542-551.
    7. Melike E. Bildirici & Mehmet Salman, 2006. "Measuring Default Risk in Turkey: Econometric Approach," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 8(32), pages 11-36.
    8. Majeed, Ayesha & Masih, Mansur, 2016. "A study of long- run theoretical relationship between ASEAN stock market indices and developed stock market indices of US and Japan," MPRA Paper 79724, University Library of Munich, Germany.
    9. Click, Reid W. & Plummer, Michael G., 2005. "Stock market integration in ASEAN after the Asian financial crisis," Journal of Asian Economics, Elsevier, vol. 16(1), pages 5-28, February.
    10. Swee Ling OH & Evan LAU & Chin Hong PUAH & Shazali ABU MANSOR, 2010. "Volatility Co Movement Of Asean 5 Equity Markets," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 1(1), pages 23-30.
    11. Nildag Basak Ceylan, 2006. "The Effects of G-7 Countries’ Stock Markets on the Istanbul Stock Exchange," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 8(32), pages 37-56.
    12. Kim-Leng Goh & Yoke-Chen Wong & Kim-Lian Kok, 2005. "Financial Crisis and Intertemporal Linkages Across the ASEAN-5 Stock Markets," Review of Quantitative Finance and Accounting, Springer, vol. 24(4), pages 359-377, June.
    13. Chong, Terence Tai-Leung & Wong, Ying-Chiu & Yan, Isabel Kit-Ming, 2008. "International linkages of the Japanese stock market," Japan and the World Economy, Elsevier, vol. 20(4), pages 601-621, December.
    14. Narayan, Paresh Kumar & Narayan, Seema & Mishra, Sagarika, 2013. "Has the structural break slowed down growth rates of stock markets?," Economic Modelling, Elsevier, vol. 30(C), pages 595-601.
    15. Saadet Kirbas Kasman, 2006. "The Relationship Between Macroeconomic Volatility and Stock Market Volatility," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 8(32), pages 1-10.
    16. Zheng Yi & Chen Heng & Wing-Keung Wong, 2009. "China’s Stock Market Integration with a Leading Power and a Close Neighbor," JRFM, MDPI, vol. 2(1), pages 1-37, December.
    17. Hüseyin Dağli; & Uğur Sivri & Semra Bank, 2012. "International portfolio diversification opportunities between Turkey and other emerging markets," International Journal of Trade and Global Markets, Inderscience Enterprises Ltd, vol. 5(1), pages 4-23.

  60. Irene Olloqui & Simón Sosvilla-Rivero, "undated". "Convergencia en tasas de inflación en la Unión Europea," Working Papers 99-12, FEDEA.

    Cited by:

    1. António Portugal Duarte, 2005. "Purchasing power parity: an empirical study of three EMU countries," International Trade 0505005, University Library of Munich, Germany.

  61. F. J. Ledesma & M. Navarro & J. V. Pérez & S. Sosvilla-Rivero, "undated". "Paridad del poder adquisitivo: Una reconsideración," Working Papers 97-01, FEDEA.

    Cited by:

    1. Agustin Alonso & Miguel-Angel Galindo, 1997. "The determinants of interest rates in European Union countries," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 3(4), pages 352-363, November.

  62. Julián Andrada-Félix & Fernando Fernández-Rodríguez & María Dolores García-Artiles & Simón Sosvilla-Rivero, "undated". "An Empirical Evaluation of Non-Linear Trading Rules," Working Papers 2001-16, FEDEA.

    Cited by:

    1. Mario Izquierdo & Omar Licandro & Alberto Maydeu, "undated". "Car quality improvements and price indices in Spain," Working Papers 2001-18, FEDEA.
    2. Kian-Ping Lim & Muzafar Shah Habibullah & Melvin J. Hinich, 2009. "The Weak-form Efficiency of Chinese Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(2), pages 133-163, May.
    3. Yan, Isabel K. & Chong, Terence & Lam, Tau-Hing, 2011. "Is the Chinese Stock Market Really Efficient," MPRA Paper 35219, University Library of Munich, Germany.
    4. Terence Tai-Leung Chong & Sheung Tat Chan, 2008. "Structural Change in the Efficiency of the Japanese Stock Market after the Millennium," Economics Bulletin, AccessEcon, vol. 7(7), pages 1-7.
    5. Hanias, M.P. & Tombras, G.S., 2009. "Time series cross prediction in a single transistor chaotic circuit," Chaos, Solitons & Fractals, Elsevier, vol. 41(3), pages 1167-1173.

  63. José A. Herce & Simón Sosvilla-Rivero & Juan J. De Lucio, "undated". "Social protection benefits and growth: Evidence from the European Union," Working Papers 98-01, FEDEA.

    Cited by:

    1. Denis Bouget, 2009. "Trends of Social Welfare Systems : From Convergence to Attractiveness, an Exploratory Approach," Working Papers hal-00441889, HAL.
    2. Jesus Clemente & Carmen Marcuello & Antonio Montañes, 2011. "Government Social Spending And Gdp: Has There Been A Change In Social Policy?," Post-Print hal-00709555, HAL.
    3. Simón Sosvilla-Rivero & José A. Herce & Juan-José. de Lucio, "undated". "Convergence in social protection across EU countries, 1970-1999," Working Papers 2003-01, FEDEA.
    4. Marta Gómez-Puig & Simón Sosvilla-Rivero & Inmaculada Martínez-Zarzoso, 2019. "Re-examining the debt-growth nexus: A grouped fixed-effect approach," Documentos de Trabajo del ICAE 2019-21, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    5. Alessandro Crociata & Massimiliano Agovino & Donatella Furia & Giacomo Osmi & Nicola Mattoscio & Massimiliano Cerciello, 2020. "Impulse and time persistence of disaggregate welfare expenditure on growth in the EU," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 37(1), pages 13-38, April.

  64. Javier Alonso & Miguel Angel Galindo & Simón Sosvilla-Rivero, "undated". "Convergence in social protection benefits across EU countries," Working Papers 97-03, FEDEA.

    Cited by:

    1. Jesus Clemente & Carmen Marcuello & Antonio Montañes, 2011. "Government Social Spending And Gdp: Has There Been A Change In Social Policy?," Post-Print hal-00709555, HAL.
    2. Jon Olaskoaga-Larrauri & Ricardo Aláez-Aller & Pablo Díaz-de-Basurto, 2010. "Measuring is Believing! Improving Conventional Indicators of Welfare State Development," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 96(1), pages 113-131, March.
    3. Simón Sosvilla-Rivero & José A. Herce & Juan-José. de Lucio, "undated". "Convergence in social protection across EU countries, 1970-1999," Working Papers 2003-01, FEDEA.
    4. Athanasios Athanasenas & Xanthippi Chapsa & Athanasios Michailidis, 2015. "Investigating Social Protection Convergence in the EU-15: A Panel Data Analysis," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 79-96.

  65. José A. Herce & Simón Sosvilla-Rivero & Juan J. De Lucio, "undated". "Growth and the Welfare State in the EU: A causality analysis," Working Papers 98-12, FEDEA.

    Cited by:

    1. Marta Simões & Adelaide Duarte & João Sousa Andrade, 2014. "Assessing the Impact of the Welfare State on Economic Growth: A Survey of Recent Developments," GEMF Working Papers 2014-20, GEMF, Faculty of Economics, University of Coimbra.
    2. Andrés Rodríguez-Pose & Vassilis Tselios, 2010. "Inequalities in income and education and regional economic growth in western Europe," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 44(2), pages 349-375, April.
    3. Simón Sosvilla-Rivero & José A. Herce & Juan-José. de Lucio, "undated". "Convergence in social protection across EU countries, 1970-1999," Working Papers 2003-01, FEDEA.
    4. Marta Gómez-Puig & Simón Sosvilla-Rivero & Inmaculada Martínez-Zarzoso, 2019. "Re-examining the debt-growth nexus: A grouped fixed-effect approach," Documentos de Trabajo del ICAE 2019-21, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    5. Pedro Bação & Marta Simões, 2020. "Is the Welfare State Relevant for Economic Growth? Evidence for Portugal," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 62(3), pages 494-520, September.
    6. Beraldo, Sergio & Montolio, Daniel & Turati, Gilberto, 2009. "Healthy, educated and wealthy: A primer on the impact of public and private welfare expenditures on economic growth," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 38(6), pages 946-956, December.
    7. Sergio Beraldo & Daniel Montolio Estivill & Gilberto Turati, 2005. "Healthy, Educated and Wealthy: Is the Welfare State Really Harmful for Growth?," Working Papers in Economics 127, Universitat de Barcelona. Espai de Recerca en Economia.
    8. Gerdie Everaert & Freddy Heylen & Ruben Schoonackers, 2014. "Fiscal policy and TFP in the OECD : Measuring direct and indirect effects," Working Paper Research 274, National Bank of Belgium.
    9. Alfredo Marvão Pereira & Jorge M. Andraz, 2014. "On The Long-Term Macroeconomic Effects Of Social Security Spending:Evidence For 12 Eu Countries," Working Papers 150, Department of Economics, College of William and Mary.
    10. R. Schoonackers & F. Heylen, 2011. "Fiscal Policy and TFP in the OECD: A Non-Stationary Panel Approach," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/701, Ghent University, Faculty of Economics and Business Administration.

  66. Simon Sosvilla-Rivero & Pedro N. Rodríguez, "undated". "Linkages in international stock markets: Evidence from a classification procedure," Working Papers 2004-23, FEDEA.

    Cited by:

    1. Ana Carolina Ortega Masagué, "undated". "La situación laboral de los inmigrantes en España: Un análisis descriptivo," Working Papers 2005-08, FEDEA.
    2. Corinne Mette, "undated". "Wellbeing and dependency among European elderly: The role of social integration," Working Papers 2005-12, FEDEA.
    3. Labeaga, José M. & Martínez Ros, Ester, 2003. "Persistence and ability in the innovation decisions," DEE - Working Papers. Business Economics. WB wb030101, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    4. Maghyereh, Aktham I. & Awartani, Basel & Hilu, Khalil Al, 2015. "Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis," The Quarterly Review of Economics and Finance, Elsevier, vol. 56(C), pages 123-138.
    5. José M. Labeaga & Xisco Oliver & Amedeo Spadaro, "undated". "Measuring Changes in Health Capital," Working Papers 2005-15, FEDEA.
    6. Shahzad, Syed Jawad Hussain & Ferrer, Román & Ballester, Laura & Umar, Zaghum, 2017. "Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 9-26.
    7. Namkee Ahn & Juan Ramón García & José A. Herce, "undated". "Demographic Uncertainty and Health Care Expenditure in Spain," Working Papers 2005-07, FEDEA.
    8. Awartani, Basel & Maghyereh, Aktham I. & Shiab, Mohammad Al, 2013. "Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 224-242.
    9. Maghyereh, Aktham & Awartani, Basel & Abdoh, Hussein, 2022. "Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).

  67. Simón Sosvilla-Rivero, "undated". "Canarias y losFondos Estructurales Europeos," Working Papers 2003-28, FEDEA.

    Cited by:

    1. Cardenete, Manuel Alejandro & Delgado, M. Carmen, 2015. "A simulation of impact of withdrawal European funds on Andalusian economy using a dynamic CGE model: 2014–20," Economic Modelling, Elsevier, vol. 45(C), pages 83-92.

  68. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, "undated". "Testing Chaotic Dynamics via Lyapunov Exponents," Working Papers 2000-07, FEDEA.

    Cited by:

    1. Loretta Mastroeni & Pierluigi Vellucci, 2016. "“Butterfly Effect" vs Chaos in Energy Futures Markets," Departmental Working Papers of Economics - University 'Roma Tre' 0209, Department of Economics - University Roma Tre.
    2. Hartwell, Christopher A., 2019. "Short waves in Hungary, 1923 and 1946: Persistence, chaos, and (lack of) control," Journal of Economic Behavior & Organization, Elsevier, vol. 163(C), pages 532-550.
    3. Park, Joon Y. & Whang, Yoon-Jae, 2012. "Random walk or chaos: A formal test on the Lyapunov exponent," Journal of Econometrics, Elsevier, vol. 169(1), pages 61-74.
    4. Matilla-García, Mariano & Marín, Manuel Ruiz, 2010. "A new test for chaos and determinism based on symbolic dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 600-614, December.
    5. Bask, Mikael & Widerberg, Anna, 2009. "Market structure and the stability and volatility of electricity prices," Energy Economics, Elsevier, vol. 31(2), pages 278-288, March.
    6. Bask, Mikael, 2007. "Measuring potential market risk," Bank of Finland Research Discussion Papers 20/2007, Bank of Finland.
    7. Belaire-Franch, Jorge, 2018. "Exchange rates expectations and chaotic dynamics: A replication study," Economics Discussion Papers 2018-34, Kiel Institute for the World Economy (IfW Kiel).
    8. Bashkirtseva, Irina A. & Ryashko, Lev B. & Pisarchik, Alexander N., 2020. "Ring of map-based neural oscillators: From order to chaos and back," Chaos, Solitons & Fractals, Elsevier, vol. 136(C).
    9. Matilla-Garcia, Mariano, 2007. "A non-parametric test for independence based on symbolic dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 31(12), pages 3889-3903, December.
    10. Mariano Matilla-García & Manuel Ruiz Marín & Mohammed Dore & Rina Ojeda, 2014. "Nonparametric correlation integral–based tests for linear and nonlinear stochastic processes," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(1), pages 181-193, April.
    11. Loretta Mastroeni & Pierluigi Vellucci, 2016. ""Butterfly Effect" vs Chaos in Energy Futures Markets," Papers 1610.05697, arXiv.org.
    12. Demos, Guilherme & Da Silva, Sergio & Matsushita, Raul, 2015. "Some Statistical Properties of the Mini Flash Crashes," MPRA Paper 65473, University Library of Munich, Germany.
    13. Vogl, Markus, 2022. "Controversy in financial chaos research and nonlinear dynamics: A short literature review," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
    14. Resende, Marcelo & Zeidan, Rodrigo M., 2008. "Expectations and chaotic dynamics: Empirical evidence on exchange rates," Economics Letters, Elsevier, vol. 99(1), pages 33-35, April.
    15. Bask, Miia & Bask, Mikael, 2010. "Inequality Generating Processes and Measurement of the Matthew Effect," Working Paper Series 2010:19, Uppsala University, Department of Economics.
    16. Matilla-Garci­a, Mariano & Ruiz Mari­n, Manuel, 2008. "A non-parametric independence test using permutation entropy," Journal of Econometrics, Elsevier, vol. 144(1), pages 139-155, May.

  69. José A. Herce & Simón Sosvilla Rivero, "undated". "EL NO-MAGREB. Implicaciones económicas para (y más allá de) la región," Working Papers 2005-06, FEDEA.

    Cited by:

    1. Ana Carolina Ortega Masagué, "undated". "La situación laboral de los inmigrantes en España: Un análisis descriptivo," Working Papers 2005-08, FEDEA.
    2. Corinne Mette, "undated". "Wellbeing and dependency among European elderly: The role of social integration," Working Papers 2005-12, FEDEA.
    3. Pedro N. Rodríguez, & Simón Sosvilla-Rivero, 2006. "Understanding and Forecasting Stock Price Changes," Working Papers 2006-03, FEDEA.
    4. Namkee Ahn & Juan Ramón García & José A. Herce, "undated". "Demographic Uncertainty and Health Care Expenditure in Spain," Working Papers 2005-07, FEDEA.

  70. Javier Alonso & Simón Sosvilla-Rivero, "undated". "Capital humano en España: Una estimación del nivel de estudios alcanzado," Working Papers 2004-08, FEDEA.

    Cited by:

    1. Simón Sosvilla-Rivero & Javier Alonso Meseguer, 2005. "Estimación de una función de producción MRW para la economía española, 1910-1995," Investigaciones Economicas, Fundación SEPI, vol. 29(3), pages 609-624, September.
    2. Simon Sosvilla-Rivero & Pedro N. Rodríguez, "undated". "Linkages in international stock markets: Evidence from a classification procedure," Working Papers 2004-23, FEDEA.
    3. José A. Herce, "undated". "Could this ever happen in Spain? Economic and policy aspects of a SARS-like episode," Working Papers 2004-09, FEDEA.

  71. Javier Alonso & Simón Sosvilla-Rivero, "undated". "Proyecciones del sistema educativo español ante el boom inmigratorio," Working Papers 2004-14, FEDEA.

    Cited by:

    1. International Monetary Fund, 2005. "Spain: Selected Issues," IMF Staff Country Reports 2005/057, International Monetary Fund.
    2. Simon Sosvilla-Rivero & Pedro N. Rodríguez, "undated". "Linkages in international stock markets: Evidence from a classification procedure," Working Papers 2004-23, FEDEA.
    3. Alonso Fernández, Andrés Modesto & Peña, Daniel & Rodríguez, Julio, 2008. "A methodology for population projections: an application to Spain," DES - Working Papers. Statistics and Econometrics. WS ws084512, Universidad Carlos III de Madrid. Departamento de Estadística.

  72. Reyes Maroto Illera & Francisco Pérez Bermejo & Simón Sosvilla-Rivero, "undated". "An Eclectic Approach to Currency Crises: Drawing Lessons from the EMS Experience," Working Papers 2002-22, FEDEA.

    Cited by:

    1. Francisco Pérez-Bermejo & Simón Sosvilla-Rivero, "undated". "Currency Crises and Political Factors: Drawing Lessons from the EMS Experience," Working Papers 2004-04, FEDEA.
    2. Sébastien Wälti, 2005. "The duration of fixed exchange rate regimes," The Institute for International Integration Studies Discussion Paper Series iiisdp96, IIIS.
    3. Simón Sosvilla-Rivero & Francisco Pérez-Bermejo, "undated". "Credibility and Duration in Target Zones: Evidence from the EMS," Working Papers 2003-19, FEDEA.
    4. Sean Barrett, 2005. "Risk Equalisation and Competition in the Irish Health Insurance Market," Trinity Economics Papers 200058, Trinity College Dublin, Department of Economics.

  73. Simón Sosvilla-Rivero, "undated". "Structural Funds and Spain’s Objective 1 Regions: An Analysis Based on the Hermin Model," Working Papers 2005-24, FEDEA.

    Cited by:

    1. Dumitru BELDIMAN & Alia Gabriela DUȚĂ, 2020. "Possibilities to Quantify the Impact of Accessing Structural Funds and Cohesion Using Econometric Models," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(22), pages 21-33, November.
    2. Julián Pérez & Milagros Dones & Carlos Llano, 2009. "An interregional impact analysis of the EU structural funds in Spain (1995–1999)," Papers in Regional Science, Wiley Blackwell, vol. 88(3), pages 509-529, August.
    3. Juan González-Alegre, 2015. "Does fiscal decentralization affect the effectiveness of intergovernmental grants? European regional policy and Spanish autonomous regions," Papers in Regional Science, Wiley Blackwell, vol. 94(4), pages 817-847, November.

  74. Simón Sosvilla-Rivero & Javier Alonso Meseguer, "undated". "El efecto del capital humano sobre el crecimiento: ¿ Importa el periodo muestral?," Working Papers 2003-22, FEDEA.

    Cited by:

    1. Simón Sosvilla Rivero & Oscar Bajo Rubio & Carmen Díaz Roldán, "undated". "Sobre la efectividad de la política regional comunitaria: El caso de Castilla-la Mancha," Working Papers 2003-25, FEDEA.
    2. Alvarado, Raquel & Ortiz, Cristian, 2018. "El rol del capital humano en el nivel de ingreso de las provincias de Ecuador," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, vol. 4(1), pages 123-132, Enero.
    3. José A. Herce, "undated". "Could this ever happen in Spain? Economic and policy aspects of a SARS-like episode," Working Papers 2004-09, FEDEA.

  75. Simón Sosvilla-Rivero & Miguel Angel Galindo & Javier Alonso, "undated". "Tax-burden convergence in Europe," Working Papers 98-13, FEDEA.

    Cited by:

    1. Kwami Adanu & Lili Sun, 2002. "On the Relationship Between the Tax Burden and Income Convergence: Some Further Results," Econometrics Working Papers 0205, Department of Economics, University of Victoria.
    2. Tiia P¸ss & Mare Viies & Reet Maldre, 2007. "Convergence Analysis of the Structure of Tax Revenue and Tax Burden in EU," Working Papers 166, Tallinn School of Economics and Business Administration, Tallinn University of Technology.

  76. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada, "undated". "Exchange-rate forecasts with simultaneous nearest-neighbour methods: Evidence from the EMS," Working Papers 98-17, FEDEA.

    Cited by:

    1. Golan, Amos & Perloff, Jeffrey M., 2002. "Superior Forecasts of the U.S. Unemployment Rate Using a Nonparametric Method," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt2bw559zk, Department of Agricultural & Resource Economics, UC Berkeley.
    2. Gil Pareja, Salvador & Sosvilla Rivero, Simon, 2004. "Export market integration in the European Union," Journal of Applied Economics, Universidad del CEMA, vol. 7(2), pages 1-31, November.
    3. Angelos Kanas, 2003. "Non-linear forecasts of stock returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(4), pages 299-315.
    4. Lior Cohen & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2019. "“Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?”," IREA Working Papers 201901, University of Barcelona, Research Institute of Applied Economics, revised Jan 2019.
    5. Reyes Maroto Illera & Francisco Pérez Bermejo & Simón Sosvilla-Rivero, "undated". "An Eclectic Approach to Currency Crises: Drawing Lessons from the EMS Experience," Working Papers 2002-22, FEDEA.
    6. Andrada-Félix Julián & Fernadez-Rodriguez Fernando & Garcia-Artiles Maria-Dolores & Sosvilla-Rivero Simon, 2003. "An Empirical Evaluation of Non-Linear Trading Rules," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(3), pages 1-32, October.
    7. Oscar Bajo-Rubio & Simón Sosvilla-Rivero & Fernando Fernández-Rodríguez, "undated". "Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series," Working Papers 2002-01, FEDEA.
    8. Y. Shi & A. N. Gorban & T. Y. Yang, 2013. "Is it possible to predict long-term success with k-NN? Case Study of four market indices (FTSE100, DAX, HANGSENG, NASDAQ)," Papers 1307.8308, arXiv.org.
    9. S. Sosvilla-Rivero & R. Maroto-Illera, 2003. "Regimen changes and duration in the European Monetary System," Applied Economics, Taylor & Francis Journals, vol. 35(18), pages 1923-1933.
    10. Simón Sosvilla-Rivero & Emma García, "undated". "Purchasing Power Parity Revisited," Working Papers 2003-20, FEDEA.
    11. Óscar Bajo Rubio & Simón Sosvilla Rivero & Fernando Fernández Rodríguez, 2000. "Asymmetry In The Ems: New Evidence Based On Non-Linear Forecasts," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0001, Departamento de Economía - Universidad Pública de Navarra.
    12. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, "undated". "Nearest-Neighbour Predictions in Foreign Exchange Markets," Working Papers 2002-05, FEDEA.
    13. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    14. Marta Gómez-Puig & Simón Sosvilla-Rivero & Inmaculada Martínez-Zarzoso, 2019. "Re-examining the debt-growth nexus: A grouped fixed-effect approach," Documentos de Trabajo del ICAE 2019-21, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    15. Rodríguez-Vargas, Adolfo, 2020. "Forecasting Costa Rican inflation with machine learning methods," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
    16. Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "“An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis”," IREA Working Papers 201407, University of Barcelona, Research Institute of Applied Economics, revised Mar 2014.
    17. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, "undated". "Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules," Working Papers on International Economics and Finance 00-02, FEDEA.
    18. Julián Andrada Félix & Fernando Fernández Rodríguez & María Dolores García Artiles, 2004. "Non-linear trading rules in the New York Stock Exchange," Documentos de trabajo conjunto ULL-ULPGC 2004-05, Facultad de Ciencias Económicas de la ULPGC.
    19. Zhang, Ningning & Lin, Aijing & Shang, Pengjian, 2017. "Multidimensional k-nearest neighbor model based on EEMD for financial time series forecasting," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 477(C), pages 161-173.
    20. Klender Cortez & Martha del Pilar Rodríguez-García & Samuel Mongrut, 2020. "Exchange Market Liquidity Prediction with the K-Nearest Neighbor Approach: Crypto vs. Fiat Currencies," Mathematics, MDPI, vol. 9(1), pages 1-15, December.
    21. Simon Sosvilla-Rivero & Julian Andrada-Felix & Fernando Fernandez-Rodriguez, 2002. "Further evidence on technical trade profitability and foreign exchange intervention," Applied Economics Letters, Taylor & Francis Journals, vol. 9(12), pages 827-832.
    22. Jan G. De Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Monash Econometrics and Business Statistics Working Papers 12/05, Monash University, Department of Econometrics and Business Statistics.
    23. Simón Sosvilla-Rivero & Julián Andrada-Félix & Fernando Fernández-Rodríguez, "undated". "Further evidence on technical analysis and profitability of foreign exchange intervention," Working Papers 99-01, FEDEA.
    24. Kenneth W Clements & Yihui Lan, 2006. "A New Approach to Forecasting Exchange Rates," Economics Discussion / Working Papers 06-29, The University of Western Australia, Department of Economics.
    25. Meade, Nigel, 2002. "A comparison of the accuracy of short term foreign exchange forecasting methods," International Journal of Forecasting, Elsevier, vol. 18(1), pages 67-83.
    26. Gómez-Puig, Marta & Sosvilla-Rivero, Simón & Martínez-Zarzoso, Inmaculada, 2022. "On the heterogeneous link between public debt and economic growth," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
    27. Andrada-Félix, Julián & Fernández-Rodríguez, Fernando & Fuertes, Ana-Maria, 2016. "Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay?," International Journal of Forecasting, Elsevier, vol. 32(3), pages 695-715.
    28. Peter Sephton, 2001. "Forecasting recessions: can we do better on MARS?," Review, Federal Reserve Bank of St. Louis, vol. 83(Mar), pages 39-49.
    29. Kück, Mirko & Freitag, Michael, 2021. "Forecasting of customer demands for production planning by local k-nearest neighbor models," International Journal of Production Economics, Elsevier, vol. 231(C).
    30. Pablo Guerróon‐Quintana & Molin Zhong, 2023. "Macroeconomic forecasting in times of crises," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 295-320, April.
    31. Paolo Fornaro & Henri Luomaranta, 2020. "Nowcasting Finnish real economic activity: a machine learning approach," Empirical Economics, Springer, vol. 58(1), pages 55-71, January.
    32. Heinz, Adrian & Jamaloodeen, Mohamed & Saxena, Atul & Pollacia, Lissa, 2021. "Bullish and Bearish Engulfing Japanese Candlestick patterns: A statistical analysis on the S&P 500 index," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 221-244.
    33. Reick, Christian H & Page, Bernd, 2000. "Time series prediction by multivariate next neighbor methods with application to zooplankton forecasts," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 52(3), pages 289-310.
    34. Julián Andrada-Félix & Adrian Fernandez-Perez & Fernando Fernández-Rodríguez, 2015. "Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 6(2), pages 207-245, June.
    35. Arora Siddharth & Little Max A. & McSharry Patrick E., 2013. "Nonlinear and nonparametric modeling approaches for probabilistic forecasting of the US gross national product," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(4), pages 395-420, September.
    36. de Jong, Eelke & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2010. "Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS," Journal of International Money and Finance, Elsevier, vol. 29(8), pages 1652-1669, December.
    37. Arroyo, Javier & Maté, Carlos, 2009. "Forecasting histogram time series with k-nearest neighbours methods," International Journal of Forecasting, Elsevier, vol. 25(1), pages 192-207.

  77. Simón Sosvilla Rivero & Oscar Bajo Rubio & Carmen Díaz Roldán, "undated". "Sobre la efectividad de la política regional comunitaria: El caso de Castilla-la Mancha," Working Papers 2003-25, FEDEA.

    Cited by:

    1. Simón Sosvilla Rivero & Oscar Bajo Rubio & Carmen Díaz Roldán, "undated". "Sobre la efectividad de la política regional comunitaria: El caso de Castilla-la Mancha," Working Papers 2003-25, FEDEA.
    2. M. Carmen Lima & M. Alejandro Cardenete, 2005. "Impact Assessment of European Structural Funds in Andalusia - a CGE Approach," ERSA conference papers ersa05p154, European Regional Science Association.
    3. José A. Herce, "undated". "Could this ever happen in Spain? Economic and policy aspects of a SARS-like episode," Working Papers 2004-09, FEDEA.

  78. Simón Sosvilla-Rivero & Julián Andrada-Félix & Fernando Fernández-Rodríguez, "undated". "Further evidence on technical analysis and profitability of foreign exchange intervention," Working Papers 99-01, FEDEA.

    Cited by:

    1. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, "undated". "Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules," Working Papers on International Economics and Finance 00-02, FEDEA.
    2. Fernando Fernández-Rodríguez & Christian González-Martel* & Simón Sosvilla-Rivero, "undated". "On the profitability of technical trading rules based on arifitial neural networks : evidence from the Madrid stock market," Working Papers 99-07, FEDEA.

  79. Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, "undated". "Regímenes cambiarios de facto y de iure. Una aplicación al tipo de cambio yen/dólar," Working Papers 2004-10, FEDEA.

    Cited by:

    1. Simon Sosvilla-Rivero & Pedro N. Rodríguez, "undated". "Linkages in international stock markets: Evidence from a classification procedure," Working Papers 2004-23, FEDEA.

  80. Simón Sosvilla-Rivero & Sonia Pangusión, "undated". "The real picture: Industry specific exchange rates for the euro area," Working Papers 2005-05, FEDEA.

    Cited by:

    1. Ana Carolina Ortega Masagué, "undated". "La situación laboral de los inmigrantes en España: Un análisis descriptivo," Working Papers 2005-08, FEDEA.
    2. Corinne Mette, "undated". "Wellbeing and dependency among European elderly: The role of social integration," Working Papers 2005-12, FEDEA.
    3. Labeaga, José M. & Martínez Ros, Ester, 2003. "Persistence and ability in the innovation decisions," DEE - Working Papers. Business Economics. WB wb030101, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    4. José M. Labeaga & Xisco Oliver & Amedeo Spadaro, "undated". "Measuring Changes in Health Capital," Working Papers 2005-15, FEDEA.

  81. Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñezr & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, "undated". "Implicit regimes for the Spanish Peseta/Deutschmark exchange rate," Working Papers 2005-21, FEDEA.

    Cited by:

    1. Pedro N. Rodríguez, & Simón Sosvilla-Rivero, 2006. "Understanding and Forecasting Stock Price Changes," Working Papers 2006-03, FEDEA.
    2. Andrés J. Marchante Mera & Bienvenido Ortega Aguaza & José Sánchez Maldonado, 2006. "Las dimensiones del bienestar en las Comunidades Autónomas Españolas. Un análisis de Sigma y Gamma-Convergencia," Working Papers 2006-05, FEDEA.

  82. Simón Sosvilla-Rivero & José A. Herce, "undated". "Efectos de las ayudas europeas sobre la economía madrileña, 1990-2006: Un análisis basado en el modelo Hermin," Working Papers 2003-29, FEDEA.

    Cited by:

    1. Álvarez-Martínez, María, 2014. "The Effects of European Structural Funds in the Spanish Regions Using CGE Models: a review," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 29, pages 129-138.
    2. M. Carmen Lima & M. Alejandro Cardenete, 2005. "Impact Assessment of European Structural Funds in Andalusia - a CGE Approach," ERSA conference papers ersa05p154, European Regional Science Association.
    3. Cardenete, Manuel Alejandro & Delgado, M. Carmen, 2015. "A simulation of impact of withdrawal European funds on Andalusian economy using a dynamic CGE model: 2014–20," Economic Modelling, Elsevier, vol. 45(C), pages 83-92.

  83. Salvador Gil-Pareja & Simón Sosvilla-Rivero, "undated". "Export Market Integration in the European Union," Working Papers 2002-07, FEDEA.

    Cited by:

    1. Gil Pareja, Salvador & Sosvilla Rivero, Simon, 2004. "Export market integration in the European Union," Journal of Applied Economics, Universidad del CEMA, vol. 7(2), pages 1-31, November.
    2. Méjean, Isabelle & Schwellnus, Cyrille, 2009. "Price convergence in the European Union: Within firms or composition of firms?," Journal of International Economics, Elsevier, vol. 78(1), pages 1-10, June.
    3. Hamulczuk, Mariusz & Makarchuk, Oksana & Sica, Edgardo, 2019. "Searching for market integration: Evidence from Ukrainian and European Union rapeseed markets," Land Use Policy, Elsevier, vol. 87(C).
    4. Salvador Gil-Pareja & Simon Sosvilla-Rivero, 2007. "Price convergence in the European car market," Applied Economics, Taylor & Francis Journals, vol. 40(2), pages 241-250.

  84. Francisco Pérez-Bermejo & Simón Sosvilla-Rivero, "undated". "Currency Crises and Political Factors: Drawing Lessons from the EMS Experience," Working Papers 2004-04, FEDEA.

    Cited by:

    1. José A. Herce, "undated". "Could this ever happen in Spain? Economic and policy aspects of a SARS-like episode," Working Papers 2004-09, FEDEA.

  85. Simón Sosvilla-Rivero & Salvador Gil-Pareja, "undated". "Price Convergence in the European Union," Working Papers 2002-12, FEDEA.

    Cited by:

    1. Gil Pareja, Salvador & Sosvilla Rivero, Simon, 2004. "Export market integration in the European Union," Journal of Applied Economics, Universidad del CEMA, vol. 7(2), pages 1-31, November.
    2. Méjean, Isabelle & Schwellnus, Cyrille, 2009. "Price convergence in the European Union: Within firms or composition of firms?," Journal of International Economics, Elsevier, vol. 78(1), pages 1-10, June.
    3. Emma SARNO & Alberto ZAZZARO, 2003. "Structural Convergence of Macroeconomic Time Series: Evidence for Inflation Rates in EU Countries," Working Papers 180, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    4. Pawel GAJEWSKI & Jakub KOWALSKI, 2010. "Price Convergence in the European Union Countries," EcoMod2004 330600057, EcoMod.
    5. Welsch, Heinz & Bonn, Udo, 2008. "Economic convergence and life satisfaction in the European Union," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 37(3), pages 1153-1167, June.
    6. Simón Sosvilla-Rivero & Salvador Gil-Pareja, 2012. "Convergence in car prices among European countries," Applied Economics, Taylor & Francis Journals, vol. 44(25), pages 3247-3254, September.
    7. Joanna Wolszczak-Derlacz & Rembert De Blander, 2009. "Price convergence in the European Union and in the New Member States," Bank i Kredyt, Narodowy Bank Polski, vol. 40(2), pages 37-59.
    8. Allington, Nigel FB & Kattuman, Paul A & Waldmann, Florian A, 2005. "One Market, One Money, One Price?," MPRA Paper 835, University Library of Munich, Germany.
    9. Panos Fousekis, 2007. "Multiple Markets Within the EU? Empirical Evidence From Pork and Poultry Prices in 14 EU Member Countrties," Economics Bulletin, AccessEcon, vol. 3(65), pages 1-12.
    10. Joanna Wolszczak-Derlacz, 2008. "Price convergence in the EU—an aggregate and disaggregate approach," International Economics and Economic Policy, Springer, vol. 5(1), pages 25-47, July.
    11. Nigel F.B. Allington & Paul A. Kattuman & Florian A. Waldmann, 2005. "One Market, One Money, One Price?," International Journal of Central Banking, International Journal of Central Banking, vol. 1(3), December.
    12. Salvador Gil-Pareja & Simon Sosvilla-Rivero, 2007. "Price convergence in the European car market," Applied Economics, Taylor & Francis Journals, vol. 40(2), pages 241-250.
    13. Jan-Egbert Sturm & Ulrich Fritsche & Michael Graff & Michael Lamla & Sarah Lein & Volker Nitsch & David Liechti & Daniel Triet, 2009. "The euro and prices: changeover-related inflation and price convergence in the euro area," European Economy - Economic Papers 2008 - 2015 381, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    14. Fousekis, Panos, 2009. "Are Food Prices in the EU Converging? Empirical Evidence from the Log t Test," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 62(4), pages 407-423.
    15. Csaba Csaki & Attila Jambor, 2019. "Convergence or divergence - Transition in agriculture of Central and Eastern Europe and Commonwealth of Independent States revisited," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 65(4), pages 160-174.
    16. Heinz Welsch & Udo Bonn, 2007. "Cross-national income distribution in the European Union: divergence or convergence?," Applied Economics Letters, Taylor & Francis Journals, vol. 14(3), pages 183-186.
    17. Jong, Winand de & Ihle, Rico & Jongeneel, Roel, 2018. "Structural convergence between the dairy sectors of the EU-27 Member States since the Eastern Enlargement," 162nd Seminar, April 26-27, 2018, Budapest, Hungary 271959, European Association of Agricultural Economists.
    18. Konrad Adler & Christian Grisse, 2017. "Thousands of BEERs: Take your pick," Review of International Economics, Wiley Blackwell, vol. 25(5), pages 1078-1104, November.
    19. Michał Konopczyński, 2013. "Fiscal policy within a common currency area – growth implications in the light of neoclassical theory," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 7(3), September.
    20. Hałka, Aleksandra & Leszczyńska-Paczesna, Agnieszka, 2019. "Price convergence in the European Union – What has changed?," Economic Modelling, Elsevier, vol. 79(C), pages 226-241.
    21. Danijel Nestić, 2005. "Price Level Convergence: Croatia, Transition Countries and the EU," Working Papers 13, The Croatian National Bank, Croatia.

  86. Simón Sosvilla-Rivero & Emma García, "undated". "Purchasing Power Parity Revisited," Working Papers 2003-20, FEDEA.

    Cited by:

    1. Serttas, Fatma Ozgu, 2010. "Essays on infinite-variance stable errors and robust estimation procedures," ISU General Staff Papers 201001010800002742, Iowa State University, Department of Economics.
    2. José A. Herce, "undated". "Could this ever happen in Spain? Economic and policy aspects of a SARS-like episode," Working Papers 2004-09, FEDEA.

  87. Oscar Bajo-Rubio & Simón Sosvilla-Rivero & Fernado Fernández-Rodríguez, "undated". "Asymmetry in the EMS: New evidence based on non-linear forecasts," Working Papers 97-24, FEDEA.

    Cited by:

    1. Angelos Kanas, 2003. "Non-linear forecasts of stock returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(4), pages 299-315.
    2. Marcel Fratzscher & Arnaud Mehl, 2014. "China's Dominance Hypothesis and the Emergence of a Tri‐polar Global Currency System," Economic Journal, Royal Economic Society, vol. 124(581), pages 1343-1370, December.
    3. Bajo-Rubio, Oscar & Montavez-Garces, M. Dolores, 2002. "Was there Monetary Autonomy in Europe on the eve of EMU? The German Dominance Hypothesis Re-Examined," Journal of Applied Economics, Universidad del CEMA, vol. 5(2), pages 1-26, November.
    4. Reyes Maroto Illera & Francisco Pérez Bermejo & Simón Sosvilla-Rivero, "undated". "An Eclectic Approach to Currency Crises: Drawing Lessons from the EMS Experience," Working Papers 2002-22, FEDEA.
    5. Oscar Bajo-Rubio & Simón Sosvilla-Rivero & Fernando Fernández-Rodríguez, "undated". "Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series," Working Papers 2002-01, FEDEA.
    6. Francisco Pérez-Bermejo & Simón Sosvilla-Rivero, "undated". "Currency Crises and Political Factors: Drawing Lessons from the EMS Experience," Working Papers 2004-04, FEDEA.
    7. Byun, Suk Joon & Cho, Hangjun, 2013. "Forecasting carbon futures volatility using GARCH models with energy volatilities," Energy Economics, Elsevier, vol. 40(C), pages 207-221.
    8. Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñezr & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, "undated". "Implicit regimes for the Spanish Peseta/Deutschmark exchange rate," Working Papers 2005-21, FEDEA.
    9. Fiordelisi, Franco & Marques-Ibanez, David & Molyneux, Phil, 2011. "Efficiency and risk in European banking," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1315-1326, May.
    10. Simón Sosvilla-Rivero & Irene Olloqui, "undated". "Instability in cointegration regressions:Evidence from inflation rate convergence in EU countries," Studies on the Spanish Economy 53, FEDEA.
    11. S. Sosvilla-Rivero & R. Maroto-Illera, 2003. "Regimen changes and duration in the European Monetary System," Applied Economics, Taylor & Francis Journals, vol. 35(18), pages 1923-1933.
    12. Óscar Bajo Rubio & Simón Sosvilla Rivero & Fernando Fernández Rodríguez, 2000. "Asymmetry In The Ems: New Evidence Based On Non-Linear Forecasts," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0001, Departamento de Economía - Universidad Pública de Navarra.
    13. Simón Sosvilla-Rivero & José A. Herce & Juan-José. de Lucio, "undated". "Convergence in social protection across EU countries, 1970-1999," Working Papers 2003-01, FEDEA.
    14. Laopodis, Nikiforos T., 2005. "Portfolio diversification benefits within Europe: Implications for a US investor," International Review of Financial Analysis, Elsevier, vol. 14(4), pages 455-476.
    15. Simon Sosvilla-Rivero & Salvador Gil-Pareja, 2004. "Price convergence in the European Union," Applied Economics Letters, Taylor & Francis Journals, vol. 11(1), pages 39-47.
    16. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, "undated". "Nearest-Neighbour Predictions in Foreign Exchange Markets," Working Papers 2002-05, FEDEA.
    17. Tuysuz, Sukriye & Kuhry, Yves, 2007. "Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK," MPRA Paper 5255, University Library of Munich, Germany.
    18. Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Discussion Paper Series 2006_6, Department of Economics, Loughborough University, revised Mar 2006.
    19. Simón Sosvilla‐Rivero & Francisco Pérez‐Bermejo, 2008. "Political and Institutional Factors in Regime Changes in the ERM: An Application of Duration Analysis," The World Economy, Wiley Blackwell, vol. 31(8), pages 1049-1077, August.
    20. Garcia Rocabado, Daniel, 2010. "The road to monetary union in Latin America: An EMS-type fixed exchange rate system as an intermediate step," W.E.P. - Würzburg Economic Papers 85, University of Würzburg, Department of Economics.
    21. Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, "undated". "Assessing the credibility of a target zone: Evidence from the EMS," Working Papers 2001-04, FEDEA.
    22. Laopodis, Nikiforos T., 2004. "Monetary policy implications of comovements among long-term interest rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(2), pages 135-164, April.
    23. Oscar Bajo & Maria Dolores Montavez, 1999. "There Was Monetary Autonomy In Europe On the Eve Of Emu? The German Dominance Hypothesis Re-Examined," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 9906, Departamento de Economía - Universidad Pública de Navarra.
    24. Simón Sosvilla-Rivero & Francisco Pérez-Bermejo, "undated". "Credibility and Duration in Target Zones: Evidence from the EMS," Working Papers 2003-19, FEDEA.
    25. Francisco Ledesma-Rodriguez & Jorge Perez-Rodriguez & Simon Sosvilla-Rivero, 2006. "An empirical examination of exchange-rate credibility determinants in the EMS," Applied Economics Letters, Taylor & Francis Journals, vol. 13(13), pages 847-850.
    26. Anders Bredahl Kock & Timo Teräsvirta, 2010. "Forecasting with nonlinear time series models," CREATES Research Papers 2010-01, Department of Economics and Business Economics, Aarhus University.
    27. Laopodis, Nikiforos T., 2004. "European and international asymmetry in the volatility transmission mechanism: the "German Dominance Hypothesis" revisited," Journal of Economics and Business, Elsevier, vol. 56(2), pages 75-97.
    28. Forssbaeck, Jens & Oxelheim, Lars, 2005. "On the Link between Exchange-Rate Regimes and Monetary-Policy Autonomy: The European Experience," Working Paper Series 637, Research Institute of Industrial Economics.

  88. Fernando Fernández-Rodríguez & Christian González-Martel & Simón Sosvilla-Rivero, "undated". "Optimisation of Technical Rules by Genetic Algorithms: Evidence from the Madrid Stock Market," Working Papers 2001-14, FEDEA.

    Cited by:

    1. Kaucic, Massimiliano, 2010. "Investment using evolutionary learning methods and technical rules," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1717-1727, December.
    2. Schulmeister, Stephan, 2009. "Profitability of technical stock trading: Has it moved from daily to intraday data?," Review of Financial Economics, Elsevier, vol. 18(4), pages 190-201, October.
    3. Stephan Schulmeister, 2007. "The Interaction Between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics," WIFO Working Papers 290, WIFO.

  89. Simón Sosvilla-Rivero & Francisco Pérez-Bermejo, "undated". "Credibility and Duration in Target Zones: Evidence from the EMS," Working Papers 2003-19, FEDEA.

    Cited by:

    1. Francisco Pérez-Bermejo & Simón Sosvilla-Rivero, "undated". "Currency Crises and Political Factors: Drawing Lessons from the EMS Experience," Working Papers 2004-04, FEDEA.
    2. Francisco J. Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge V. Pérez-Rodríguez & Simón Sosvilla-Rivero, "undated". "Regímenes cambiarios de iure y de facto. El caso de la Peseta/Dólar, 1965-1998," Working Papers on International Economics and Finance 05-03, FEDEA.
    3. Simón Sosvilla Rivero & Oscar Bajo Rubio & Carmen Díaz Roldán, "undated". "Sobre la efectividad de la política regional comunitaria: El caso de Castilla-la Mancha," Working Papers 2003-25, FEDEA.
    4. Francisco Ledesma-Rodriguez & Jorge Perez-Rodriguez & Simon Sosvilla-Rivero, 2006. "An empirical examination of exchange-rate credibility determinants in the EMS," Applied Economics Letters, Taylor & Francis Journals, vol. 13(13), pages 847-850.

  90. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & J. Martín-González., "undated". "Credibility in the EMS: New evidence using nonlinear forecastability tests," Working Papers 97-14, FEDEA.

    Cited by:

    1. Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñezr & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, "undated". "Implicit regimes for the Spanish Peseta/Deutschmark exchange rate," Working Papers 2005-21, FEDEA.
    2. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada, "undated". "Exchange-rate forecasts with simultaneous nearest-neighbour methods: Evidence from the EMS," Working Papers 98-17, FEDEA.
    3. S. Sosvilla-Rivero & R. Maroto-Illera, 2003. "Regimen changes and duration in the European Monetary System," Applied Economics, Taylor & Francis Journals, vol. 35(18), pages 1923-1933.
    4. Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, "undated". "Assessing the credibility of a target zone: Evidence from the EMS," Working Papers 2001-04, FEDEA.

  91. José L. Fernández-Serrano & Simón Sosvilla-Rivero, "undated". "Modelling the linkages between US and Latin American stock markets," Working Papers 2002-14, FEDEA.

    Cited by:

    1. Kasman Adnan & Vardar Gülin & Okan Berna & Aksoy Gökçe, 2009. "The Turkish Stock Market Integration with Developed and Emerging Countries' Stock Markets: Evidence from Cointegration Tests with and without Regime Shifts," Review of Middle East Economics and Finance, De Gruyter, vol. 5(1), pages 24-49, May.
    2. Maghyereh, Aktham I. & Awartani, Basel & Hilu, Khalil Al, 2015. "Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis," The Quarterly Review of Economics and Finance, Elsevier, vol. 56(C), pages 123-138.
    3. Chuliá, Helena & Guillén, Montserrat & Uribe, Jorge M., 2017. "Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis," Emerging Markets Review, Elsevier, vol. 31(C), pages 32-46.
    4. Labidi, Chiaz & Rahman, Md Lutfur & Hedström, Axel & Uddin, Gazi Salah & Bekiros, Stelios, 2018. "Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 179-211.
    5. Simon Sosvilla-Rivero & Pedro N. Rodríguez, "undated". "Linkages in international stock markets: Evidence from a classification procedure," Working Papers 2004-23, FEDEA.
    6. Lahrech, Abdelmounaim & Sylwester, Kevin, 2013. "The impact of NAFTA on North American stock market linkages," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 94-108.
    7. Imran Yousaf & Shoaib Ali & Wing-Keung Wong, 2020. "Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications," JRFM, MDPI, vol. 13(7), pages 1-19, July.
    8. Melike E. Bildirici & Mehmet Salman, 2006. "Measuring Default Risk in Turkey: Econometric Approach," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 8(32), pages 11-36.
    9. Chung-Hua Shen & Chien-Fu Chen & Li-Hsueh Chen, 2007. "An empirical study of the asymmetric cointegration relationships among the Chinese stock markets," Applied Economics, Taylor & Francis Journals, vol. 39(11), pages 1433-1445.
    10. Yi Zheng & Heng Chen, 2011. "Who is More Important – a Leading Power or a Close Neighbor?," Chapters, in: Lilai Xu (ed.), China’s Economy in the Post-WTO Environment, chapter 1, Edward Elgar Publishing.
    11. Hsu, Ching-Chi & Chien, FengSheng, 2022. "The study of co-movement risk in the context of the Belt and Road Initiative," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 1130-1152.
    12. Nildag Basak Ceylan, 2006. "The Effects of G-7 Countries’ Stock Markets on the Istanbul Stock Exchange," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 8(32), pages 37-56.
    13. Mr. Srideep D Ganguly & Roberto Benelli, 2007. "Financial Linkages Between the U.S. and Latin America: Evidence from Daily Data," IMF Working Papers 2007/262, International Monetary Fund.
    14. Awartani, Basel & Maghyereh, Aktham I. & Shiab, Mohammad Al, 2013. "Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 224-242.
    15. Zouheir Mighri & Faysal Mansouri, 2016. "Asymmetric price transmission within the Argentinean stock market: an asymmetric threshold cointegration approach," Empirical Economics, Springer, vol. 51(3), pages 1115-1149, November.
    16. Saadet Kirbas Kasman, 2006. "The Relationship Between Macroeconomic Volatility and Stock Market Volatility," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 8(32), pages 1-10.
    17. Ceylan Onay & Gözde Ünal, 2012. "Cointegration and Extreme Value Analyses of Bovespa and the Istanbul Stock Exchange," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(1), pages 66-90, February.
    18. Juan Manuel Candelo-Viafara & Andrés Felipe Oviedo-Gómez, 2020. "Efecto derrame del mercado internacional en las economías latinoamericanas: los casos de Chile, Brasil, Colombia y México," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, vol. 39(70), pages 107-138, July.
    19. Zheng Yi & Chen Heng & Wing-Keung Wong, 2009. "China’s Stock Market Integration with a Leading Power and a Close Neighbor," JRFM, MDPI, vol. 2(1), pages 1-37, December.
    20. Hüseyin Dağli; & Uğur Sivri & Semra Bank, 2012. "International portfolio diversification opportunities between Turkey and other emerging markets," International Journal of Trade and Global Markets, Inderscience Enterprises Ltd, vol. 5(1), pages 4-23.
    21. Maghyereh, Aktham & Awartani, Basel & Abdoh, Hussein, 2022. "Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).

  92. Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, "undated". "Assessing the credibility of a target zone: Evidence from the EMS," Working Papers 2001-04, FEDEA.

    Cited by:

    1. Victor Echevarria-Icaza & Simón Sosvilla-Rivero, 2017. "Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach," Working Papers del Instituto Complutense de Estudios Internacionales 1703, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    2. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "On the bi-directional causal relationship between public debt and economic growth in EMU countries," Working Papers 15-06, Asociación Española de Economía y Finanzas Internacionales.
    3. Esteve, Vicente & Navarro-Ibáñez, Manuel & Prats, María A., 2013. "The Spanish term structure of interest rates revisited: Cointegration with multiple structural breaks, 1974–2010," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 24-34.
    4. Francisco Pérez-Bermejo & Simón Sosvilla-Rivero, "undated". "Currency Crises and Political Factors: Drawing Lessons from the EMS Experience," Working Papers 2004-04, FEDEA.
    5. Begović, Selena & Adnett, Nick & Pugh, Geoff, 2016. "An investigation into the credibility of currency board arrangements in Bosnia and Herzegovina and Bulgaria," Journal of Comparative Economics, Elsevier, vol. 44(3), pages 787-799.
    6. Amalia Morales Zumaquero & Simón Sosvilla Rivero, 2006. "Macroeconomic Instability in the European Monetary System?," Economic Working Papers at Centro de Estudios Andaluces E2006/06, Centro de Estudios Andaluces.
    7. Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Volatility spillovers in EMU sovereign bond markets," Working Papers del Instituto Complutense de Estudios Internacionales 1504, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    8. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2017. "Heterogeneity in the debt-growth nexus: Evidence from EMU countries," IREA Working Papers 201706, University of Barcelona, Research Institute of Applied Economics, revised Mar 2017.
    9. S. Sosvilla-Rivero & R. Maroto-Illera, 2003. "Regimen changes and duration in the European Monetary System," Applied Economics, Taylor & Francis Journals, vol. 35(18), pages 1923-1933.
    10. Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2015. "Detection of Implicit Fluctuation Bands in The European Union Countries," Working Papers 15-09, Asociación Española de Economía y Finanzas Internacionales.
    11. Simón Sosvilla-Rivero & Amalia Morales-Zumaquero, 2011. "Volatility in EMU sovereign bond yields: Permanent and transitory components," Working Papers del Instituto Complutense de Estudios Internacionales 1106, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    12. Simón Sosvilla‐Rivero & Francisco Pérez‐Bermejo, 2008. "Political and Institutional Factors in Regime Changes in the ERM: An Application of Duration Analysis," The World Economy, Wiley Blackwell, vol. 31(8), pages 1049-1077, August.
    13. Jesus Rodriguez Lopez & Hugo Rodriguez Mendizabal, 2003. "How tight should one's hands be tied? Fear of floating and credibility of exchange rate regimes," UFAE and IAE Working Papers 593.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    14. Salvador Gil-Pareja & Simon Sosvilla-Rivero, 2007. "Price convergence in the European car market," Applied Economics, Taylor & Francis Journals, vol. 40(2), pages 241-250.
    15. M. Frömmel, 2007. "Volatility Regimes in Central and Eastern European Countries’ Exchange Rates," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 07/487, Ghent University, Faculty of Economics and Business Administration.
    16. Francisco Ledesma-Rodriguez & Jorge Perez-Rodriguez & Simon Sosvilla-Rivero, 2006. "An empirical examination of exchange-rate credibility determinants in the EMS," Applied Economics Letters, Taylor & Francis Journals, vol. 13(13), pages 847-850.
    17. Jesús Rodríguez López & Hugo Rodríguez Mendizábal, 2006. "How tight should one's hands be tied? Fear of floating and credibility of exchange regimes," Working Papers 06.03, Universidad Pablo de Olavide, Department of Economics.
    18. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "“Short-run and long-run effects of public debt on economic performance: Evidence from EMU countries”," IREA Working Papers 201522, University of Barcelona, Research Institute of Applied Economics, revised Sep 2015.
    19. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2015. "The causal relationship between debt and growth in EMU countries," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 974-989.

  93. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, "undated". "Technical analysis in the Madrid stock exchange," Working Papers 99-05, FEDEA.

    Cited by:

    1. Fernando Fernández-Rodríguez & Christian González-Martel & Simón Sosvilla-Rivero, "undated". "Optimisation of Technical Rules by Genetic Algorithms: Evidence from the Madrid Stock Market," Working Papers 2001-14, FEDEA.
    2. Nikolaos Eriotis & Dimitrios Vasiliou & Spyros Papathanasiou, 2006. "Testing Technical Anomalies in Athens Stock Exchange (ASE)," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 75-90.
    3. Dominique Guegan & Bertrand K. Hassani, 2019. "Risk Measurement," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02119256, HAL.
    4. Walid Omrane & Hervé Oppens, 2006. "The performance analysis of chart patterns: Monte Carlo simulation and evidence from the euro/dollar foreign exchange market," Empirical Economics, Springer, vol. 30(4), pages 947-971, January.
    5. BEN OMRANE, Walid & VAN OPPEN, Hervé, 2004. "The predictive success and profitability of chart patterns in the Euro/Dollar foreign exchange market," LIDAM Discussion Papers CORE 2004035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    6. Ahmad, Mashood & Ali, Syed Babar, 2008. "Technical Analysis in the Stock Markets of Pakistan: A Case of Commercial Banks," MPRA Paper 64521, University Library of Munich, Germany.

Articles

  1. Olga Dodd & Adrian Fernández-Pérez & Simon Sosvilla-Rivero, 2024. "Currency and commodity return relationship under extreme geopolitical risks: evidence from the invasion of Ukraine," Applied Economics Letters, Taylor & Francis Journals, vol. 31(1), pages 46-55, January.
    See citations under working paper version above.
  2. Julián Andrada-Félix & Adrian Fernandez-Perez & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2022. "Time connectedness of fear," Empirical Economics, Springer, vol. 62(3), pages 905-931, March.
    • Julián Andrada-Félixa & Adrian Fernandez-Perez & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2018. "“Time connectedness of fear”," IREA Working Papers 201818, University of Barcelona, Research Institute of Applied Economics, revised Sep 2018.
    See citations under working paper version above.
  3. Gómez-Puig, Marta & Sosvilla-Rivero, Simón & Martínez-Zarzoso, Inmaculada, 2022. "On the heterogeneous link between public debt and economic growth," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).

    Cited by:

    1. Doojav, Gan-Ochir & Baatarkhuu, Munkhbayar, 2023. "Public debt and growth in Asian developing economies: evidence of non-linearity and geographical heterogeneity," MPRA Paper 120050, University Library of Munich, Germany.
    2. Daniel Aparicio-Pérez & Jordi Ripollés, 2024. "Disentangling the heterogeneous effect of natural resources on economic growth," Working Papers 2024/02, Economics Department, Universitat Jaume I, Castellón (Spain).
    3. Kazi Musa & Kazi Sohag & Jamaliah Said & Farha Ghapar & Norli Ali, 2023. "Public Debt, Governance, and Growth in Developing Countries: An Application of Quantile via Moments," Mathematics, MDPI, vol. 11(3), pages 1-13, January.
    4. Olumide O. Olaoye & O. J. Omokanmi & Mosab I. Tabash & S. O. Olofinlade & M. O. Ojelade, 2024. "Soaring inflation in sub-Saharan Africa: A fiscal root?," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(1), pages 987-1009, February.
    5. Aso Hiroki & Ueshina Mitsuru, 2023. "Fertility, fiscal deficit and sustainability of public debt in an endogenous growth model," Economics and Business Review, Sciendo, vol. 9(3), pages 224-238, October.
    6. Akeem Rahaman & Scott Mark Romeo Mahadeo, 2024. "Constructing country-specific debt sustainability indices for developing countries," Working Papers in Economics & Finance 2024-01, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.

  4. Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2021. "Quantifying sovereign risk in the euro area," Economic Modelling, Elsevier, vol. 95(C), pages 76-96.
    See citations under working paper version above.
  5. Pérez-Rodríguez, Jorge V. & Gómez-Déniz, Emilio & Sosvilla-Rivero, Simón, 2021. "Testing unobserved market heterogeneity in financial markets: The case of Banco Popular," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 151-160.

    Cited by:

    1. Pérez-Rodríguez, Jorge V. & Sosvilla-Rivero, Simón & Andrada-Felix, Julián & Gómez-Déniz, Emilio, 2022. "Searching for informed traders in stock markets: The case of Banco Popular," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).

  6. Manish K. Singh & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2020. "Bank-sovereign risk spillovers in the Euro Area," Applied Economics Letters, Taylor & Francis Journals, vol. 27(8), pages 642-646, May.

    Cited by:

    1. Vaclav Broz & Evzen Kocenda, 2019. "Mortgage-Related Bank Penalties and Systemic Risk Among U.S. Banks," Working Papers IES 2019/25, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2019.
    2. Bajaj, Vimmy & Kumar, Pawan & Singh, Vipul Kumar, 2022. "Linkage dynamics of sovereign credit risk and financial markets: A bibliometric analysis," Research in International Business and Finance, Elsevier, vol. 59(C).

  7. María del Carmen Ramos-Herrera & Simón Sosvilla-Rivero, 2020. "Fiscal Sustainability in Aging Societies: Evidence from Euro Area Countries," Sustainability, MDPI, vol. 12(24), pages 1-20, December.

    Cited by:

    1. Jianguo Zhao & Lei Zhang, 2023. "Fiscal Expenditure Efficiency Measurement and Its Convergence Analysis on Aging Undertakings in China: Based on a Global Super-Efficiency Slacks-Based Measure Model," Sustainability, MDPI, vol. 15(3), pages 1-21, January.
    2. Zapji Ymélé Aimé Philombe, 2022. "Interest Charges and the “Said†Ageing-related Expenditures: A Study of OECD Countries," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 15(3), pages 7-23, December.
    3. Gonzalo F. de-Córdoba & Benedetto Molinari & José L. Torres, 2021. "Public Debt Frontier: A Python Toolkit for Analyzing Public Debt Sustainability," Sustainability, MDPI, vol. 13(23), pages 1-25, November.
    4. Emilio Gómez-Déniz & Jorge V. Pérez-Rodríguez & Simón Sosvilla-Rivero, 2022. "Analyzing How the Social Security Reserve Fund in Spain Affects the Sustainability of the Pension System," Risks, MDPI, vol. 10(6), pages 1-17, June.
    5. Kateřina GAWTHORPE, 2022. "Population ageing and sustainable fiscal policy in Czechia," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 13, pages 81-105, June.
    6. Gulasekaran Rajaguru & Safdar Ullah Khan & Habib-Ur Rahman, 2021. "Analysis of Australia’s Fiscal Vulnerability to Crisis," JRFM, MDPI, vol. 14(7), pages 1-13, June.

  8. Andrada-Félix, Julián & Fernandez-Perez, Adrian & Sosvilla-Rivero, Simón, 2020. "Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 67(C).
    See citations under working paper version above.
  9. Lior Cohen & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2019. "Has the ECB’s monetary policy prompted companies to invest, or pay dividends?," Applied Economics, Taylor & Francis Journals, vol. 51(45), pages 4920-4938, September.
    See citations under working paper version above.
  10. Gomez-Puig, Marta & Singh, Manish K. & Sosvilla-Rivero, Simon, 2019. "The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 1-26.

    Cited by:

    1. Foglia, Matteo & Angelini, Eliana, 2020. "The diabolical sovereigns/banks risk loop: A VAR quantile design," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
    2. Antonija Buljan & Milan Deskar-Skrbic & Mirna Dumicic, 2020. "What drives banks’ appetite for sovereign debt in CEE countries?," Public Sector Economics, Institute of Public Finance, vol. 44(2), pages 179-201.
    3. Cifarelli, Giulio & Paladino, Giovanna, 2020. "A non-linear analysis of the sovereign bank nexus in the EU," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
    4. Bales, Stephan, 2022. "Sovereign and bank dependence in the eurozone: A multi-scale approach using wavelet-network analysis," International Review of Financial Analysis, Elsevier, vol. 83(C).

  11. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2018. "On the time-varying nature of the debt-growth nexus: evidence from the euro area," Applied Economics Letters, Taylor & Francis Journals, vol. 25(9), pages 597-600, May.

    Cited by:

    1. Abdul Jalil, 2020. "Debt Sustainability: Economic Growth is the Panacea," PIDE Knowledge Brief 2020:19, Pakistan Institute of Development Economics.

  12. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2018. "Public Debt and Economic Growth: Further Evidence for the Euro Area," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 68(2), pages 209-229, June.
    See citations under working paper version above.
  13. Morales-Zumaquero, Amalia & Sosvilla-Rivero, Simón, 2018. "Volatility spillovers between foreign exchange and stock markets in industrialized countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 121-136.

    Cited by:

    1. Tian, Maoxi & El Khoury, Rim & Alshater, Muneer M., 2023. "The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
    2. Wang, Gang-Jin & Wan, Li & Feng, Yusen & Xie, Chi & Uddin, Gazi Salah & Zhu, You, 2023. "Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets," International Review of Financial Analysis, Elsevier, vol. 86(C).
    3. Warshaw, Evan, 2020. "Asymmetric volatility spillover between European equity and foreign exchange markets: Evidence from the frequency domain," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 1-14.
    4. Asadi, Mehrad & Roudari, Soheil & Tiwari, Aviral Kumar & Roubaud, David, 2023. "Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy," Energy Economics, Elsevier, vol. 118(C).
    5. Malik, Farooq, 2021. "Volatility spillover between exchange rate and stock returns under volatility shifts," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 605-613.
    6. Tabak, Benjamin Miranda & Silva, Igor Bettanin Dalla Riva e & Silva, Thiago Christiano, 2022. "Analysis of connectivity between the world’s banking markets: The COVID-19 global pandemic shock," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 324-336.
    7. Fengming Qin & Junru Zhang & Zhaoyong Zhang, 2018. "RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan," Risks, MDPI, vol. 6(4), pages 1-26, October.
    8. Shariq Ahmad Bhat & Qaiser Farooq Dar, 2019. "Behavior of volatility persistence in 10-year sovereign bond yields of India and China: evidence from component-GARCH model of Engle and Lee (1999)," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 46(3), pages 233-237, September.
    9. Dejan Živkov & Marina Gajic-Glamoclija & Jasmina Duraskovic & Mirela Momcilovic, 2022. "Assessing Permanent and Transitory Volatility Spillover Effect from Oil to Stocks in Baltic and Visegrad Countries," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, vol. 70(6), pages 523-542, June.
    10. Su, Zhi & Liu, Peng & Fang, Tong, 2022. "Uncertainty matters in US financial information spillovers: Evidence from a directed acyclic graph approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 229-242.

  14. Julián Andrada-Félix & Adrian Fernandez-Perez & Simón Sosvilla-Rivero, 2018. "Fear connectedness among asset classes," Applied Economics, Taylor & Francis Journals, vol. 50(39), pages 4234-4249, August.
    See citations under working paper version above.
  15. Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2018. "Inflation, real economic growth and unemployment expectations: an empirical analysis based on the ECB survey of professional forecasters," Applied Economics, Taylor & Francis Journals, vol. 50(42), pages 4540-4555, September.
    See citations under working paper version above.
  16. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2018. "Nonfinancial debt and economic growth in euro-area countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 17-37.
    See citations under working paper version above.
  17. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2017. "Heterogeneity in the debt-growth nexus: Evidence from EMU countries," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 470-486.
    See citations under working paper version above.
  18. María del Carmen Ramos-Herrera & Simón Sosvilla-Rivero, 2017. "An empirical characterization of the effects of public debt on economic growth," Applied Economics, Taylor & Francis Journals, vol. 49(35), pages 3495-3508, July.

    Cited by:

    1. Mihaela Onofrei & Ionel Bostan & Bogdan Narcis Firtescu & Angela Roman & Valentina Diana Rusu, 2022. "Public Debt and Economic Growth in EU Countries," Economies, MDPI, vol. 10(10), pages 1-23, October.
    2. Omotor, Douglason G., 2019. "A Thrifty North and An Impecunious South: Nigeria's External Debt and the Tyranny of Political Economy," MPRA Paper 115292, University Library of Munich, Germany, revised 12 Oct 2019.
    3. Mindaugas Butkus & Janina Seputiene, 2018. "Growth Effect of Public Debt: The Role of Government Effectiveness and Trade Balance," Economies, MDPI, vol. 6(4), pages 1-27, November.
    4. Abdul Jalil, 2020. "Debt Sustainability: Economic Growth is the Panacea," PIDE Knowledge Brief 2020:19, Pakistan Institute of Development Economics.

  19. Simon Sosvilla-Rivero & Natalia Fernández-Fernández, 2016. "Unconventional monetary policy and the dollar–euro exchange rate: further evidence from event studies," Applied Economics Letters, Taylor & Francis Journals, vol. 23(12), pages 835-839, August.

    Cited by:

    1. Ouerk, Salima, 2023. "ECB unconventional monetary policy and volatile bank flows: Spillover effects on emerging market economies," International Economics, Elsevier, vol. 173(C), pages 175-211.

  20. Víctor M. Adame & Fernando Fernández-Rodríguez & Simon Sosvilla-Rivero, 2016. "Portfolios in the Ibex 35 before and after the Global Financial Crisis," Applied Economics, Taylor & Francis Journals, vol. 48(40), pages 3826-3847, August.

    Cited by:

    1. Shujian Ma & Jilong Cai & Gang Wang & Xiangxiang Ge & Ying Teng & Hua Jiang, 2024. "Research on Decision Analysis with CVaR for Supply Chain Finance Based on Blockchain Technology," Mathematics, MDPI, vol. 12(3), pages 1-25, January.
    2. Víctor Adame-García & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2017. "“Resolution of optimization problems and construction of efficient portfolios: An application to the Euro Stoxx 50 index"," IREA Working Papers 201702, University of Barcelona, Research Institute of Applied Economics, revised Feb 2017.

  21. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016. "Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion," Economic Modelling, Elsevier, vol. 56(C), pages 133-147.

    Cited by:

    1. Martin, Franck & Zhang, Jiangxingyun, 2017. "Modelling European sovereign bond yields with international portfolio effects," Economic Modelling, Elsevier, vol. 64(C), pages 178-200.
    2. Jens Klose, 2019. "Measuring Redenomination Risks in the Euro Area - New Evidence from Survey Data," MAGKS Papers on Economics 201903, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    3. Wafa Miled & Zied Ftiti & Jean-Michel Sahut, 2022. "Spatial contagion between financial markets: new evidence of asymmetric measures," Annals of Operations Research, Springer, vol. 313(2), pages 1183-1220, June.
    4. Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier, 2017. "The kidnapping of Europe: High-order moments' transmission between developed and emerging markets," Emerging Markets Review, Elsevier, vol. 31(C), pages 96-115.
    5. Alberto Bagnai & Brigitte Granville & Christian Alexander Mongeau Ospina, 2017. "Withdrawal of Italy from the Eurozone: stochastic simulations of a structural macroeconometric model," a/ Working Papers Series 1702, Italian Association for the Study of Economic Asymmetries, Rome (Italy).
    6. Xu, Hao & Li, Songsong, 2023. "What impacts foreign capital flows to China's stock markets? Evidence from financial risk spillover networks," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 559-577.
    7. Franck Martin & Jiangxingyun Zhang, 2017. "Impact of QE on European sovereign bond market," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 2017-04, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
    8. Ghulam, Yaseen & Derber, Julian, 2018. "Determinants of sovereign defaults," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 43-55.
    9. Julien Chevallier, 2021. "Covid-19 Outbreak and CO2 Emissions: Macro-Financial Linkages," Working Papers 2021-004, Department of Research, Ipag Business School.
    10. Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Shin, Yongcheol, 2023. "What is mine is yours: Sovereign risk transmission during the European debt crisis," Journal of Financial Stability, Elsevier, vol. 65(C).
    11. Yizhuo Zhang & Rui Chen & Ding Ma, 2020. "A Weighted and Directed Perspective of Global Stock Market Connectedness: A Variance Decomposition and GERGM Framework," Sustainability, MDPI, vol. 12(11), pages 1-23, June.
    12. Gül Huyugüzel Kışla & Y. Gülnur Muradoğlu & A. Özlem Önder, 2022. "Spillovers from one country’s sovereign debt to CDS (credit default swap) spreads of others during the European crisis: a spatial approach," Journal of Asset Management, Palgrave Macmillan, vol. 23(4), pages 277-296, July.
    13. Hazar Altınbaş & Vincenzo Pacelli & Edgardo Sica, 2022. "An Empirical Assessment of the Contagion Determinants in the Euro Area in a Period of Sovereign Debt Risk," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 8(2), pages 339-371, July.
    14. Wang, Haiying & Yuan, Ying & Li, Yiou & Wang, Xunhong, 2021. "Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory," Economic Modelling, Elsevier, vol. 94(C), pages 401-414.
    15. Meier, Samira & Rodriguez Gonzalez, Miguel & Kunze, Frederik, 2021. "The global financial crisis, the EMU sovereign debt crisis and international financial regulation: lessons from a systematic literature review," International Review of Law and Economics, Elsevier, vol. 65(C).
    16. Neha Seth & Monica Sighania, 2017. "Financial market contagion: selective review of reviews," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 9(4), pages 391-408, November.
    17. Balduzzi, Pierluigi & Brancati, Emanuele & Brianti, Marco & Schiantarelli, Fabio, 2020. "Populism, Political Risk and the Economy: Lessons from Italy," IZA Discussion Papers 12929, Institute of Labor Economics (IZA).
    18. Ahmed, Walid M.A., 2020. "Stock market reactions to domestic sentiment: Panel CS-ARDL evidence," Research in International Business and Finance, Elsevier, vol. 54(C).
    19. Bagnai, Alberto & Granville, Brigitte & Mongeau Ospina, Christian A., 2017. "Withdrawal of Italy from the euro area: Stochastic simulations of a structural macroeconometric model," Economic Modelling, Elsevier, vol. 64(C), pages 524-538.
    20. Alamá-Sabater, Luisa & Heid, Benedikt & Jiménez-Fernández, Eduardo & Márquez-Ramos, Laura, 2016. "What drives interdependence of FDI among host countries? The role of geographic proximity and similarity in public debt," Economic Modelling, Elsevier, vol. 58(C), pages 466-474.
    21. Domingo Rodríguez Benavides & Ignacio Perrotini Hernández, 2019. "Las correlaciones dinámicas de contagio financiero:Estados Unidos y América Latina," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(2), pages 151-168, Abril-Jun.
    22. Bajaj, Vimmy & Kumar, Pawan & Singh, Vipul Kumar, 2022. "Linkage dynamics of sovereign credit risk and financial markets: A bibliometric analysis," Research in International Business and Finance, Elsevier, vol. 59(C).
    23. Kliber, Agata & Płuciennik, Piotr, 2017. "Euro or not? Vulnerability of Czech and Slovak economies to regional and international turmoil," Economic Modelling, Elsevier, vol. 60(C), pages 313-323.
    24. Hazar Altinbas & Vincenzo Pacelli & Edgardo Sica, 2018. "The Determinants of Sovereign Bond Yields in the EMU: New Empirical Evidence," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(5), pages 41-56, May.
    25. Fiala, Tomas & Havranek, Tomas, 2017. "The sources of contagion risk in a banking sector with foreign ownership," Economic Modelling, Elsevier, vol. 60(C), pages 108-121.
    26. Aristeidis, Samitas & Elias, Kampouris, 2018. "Empirical analysis of market reactions to the UK’s referendum results – How strong will Brexit be?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 263-286.
    27. Panayotis Michaelides & Mike Tsionas & Panos Xidonas, 2020. "A Bayesian Signals Approach for the Detection of Crises," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(3), pages 551-585, September.
    28. Kocsis, Zalan & Monostori, Zoltan, 2016. "The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences," Emerging Markets Review, Elsevier, vol. 27(C), pages 140-168.

  22. Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016. "Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries," Journal of International Money and Finance, Elsevier, vol. 63(C), pages 137-164.

    Cited by:

    1. Böhm, Hannes & Eichler, Stefan, 2020. "Avoiding the fall into the loop: Isolating the transmission of bank-to-sovereign distress in the Euro Area," Journal of Financial Stability, Elsevier, vol. 51(C).
    2. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2017. "Nonfinancial debt and economic growth in euro-area countries," Working Papers del Instituto Complutense de Estudios Internacionales 1708, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    3. Foglia, Matteo & Angelini, Eliana, 2020. "The diabolical sovereigns/banks risk loop: A VAR quantile design," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
    4. Evzen Kocenda & Ichiro Iwasaki, 2020. "Bank Survival in Central and Eastern Europe," KIER Working Papers 1022, Kyoto University, Institute of Economic Research.
    5. Fiordelisi, Franco & Girardone, Claudia & Minnucci, Federica & Ricci, Ornella, 2020. "On the nexus between sovereign risk and banking crises," Journal of Corporate Finance, Elsevier, vol. 65(C).
    6. Covi, Giovanni & Eydam, Ulrich, 2016. "End of the sovereign-bank doom loop in the European Union? The bank recovery and resolution directive," Kiel Advanced Studies Working Papers 468, Kiel Institute for the World Economy (IfW Kiel).
    7. Hazar Altınbaş & Vincenzo Pacelli & Edgardo Sica, 2022. "An Empirical Assessment of the Contagion Determinants in the Euro Area in a Period of Sovereign Debt Risk," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 8(2), pages 339-371, July.
    8. Montes, Gabriel Caldas & Valladares, Matheus & de Moraes, Claudio Oliveira, 2021. "Impacts of the sovereign risk perception on financial stability: Evidence from Brazil," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 358-369.
    9. Böhm, Hannes & Eichler, Stefan, 2018. "Avoiding the fall into the loop: Isolating the transmission of bank-to-sovereign distress in the euro area and its drivers," IWH Discussion Papers 19/2018, Halle Institute for Economic Research (IWH).
    10. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016. "Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion," Economic Modelling, Elsevier, vol. 56(C), pages 133-147.
    11. Victor Echevarria-Icaza & Simón Sosvilla-Rivero, 2017. "Systemic banks, capital composition and CoCo bonds issuance: The effects on bank risk," IREA Working Papers 201707, University of Barcelona, Research Institute of Applied Economics, revised Apr 2017.
    12. Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2018. "“The robustness of the sovereign-bank interconnection: Evidence from contingent claims analysis”," IREA Working Papers 201804, University of Barcelona, Research Institute of Applied Economics, revised Feb 2018.
    13. Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2018. "“Incorporating creditors' seniority into contingent claim models:Application to peripheral euro area countries”," IREA Working Papers 201803, University of Barcelona, Research Institute of Applied Economics, revised Feb 2018.
    14. Hu, Haoshen & Prokop, Jörg & Shi, Yukun & Trautwein, Hans-Michael, 2020. "The rating spillover from banks to sovereigns: An empirical investigation across the European Union," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 64(C).
    15. Ribeiro, Pedro Pires & Cermeño, Rodolfo & Curto, José Dias, 2017. "Sovereign bond markets and financial volatility dynamics: Panel-GARCH evidence for six euro area countries," Finance Research Letters, Elsevier, vol. 21(C), pages 107-114.
    16. Paniagua, Jordi & Sapena, Juan & Tamarit, Cecilio, 2017. "Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust," Journal of Financial Stability, Elsevier, vol. 33(C), pages 187-206.
    17. Jan Kolesnik, 2021. "The Contagion Effect and its Mitigation in the Modern Banking System," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 1009-1024.
    18. Böhm, Hannes & Eichler, Stefan, 2019. "Avoiding the Fall into the Loop: Isolating the Transmission of Bank-to-Sovereign Distress in the Euro Area and its Drivers," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203515, Verein für Socialpolitik / German Economic Association.
    19. Gomez-Puig, Marta & Singh, Manish K. & Sosvilla-Rivero, Simon, 2019. "The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 1-26.

  23. Fernández-Rodríguez, Fernando & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016. "Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 126-145.

    Cited by:

    1. Ioannis Chatziantoniou & David Gabauer, 2019. "EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness," Working Papers in Economics & Finance 2019-07, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
    2. Ki-Hong Choi & Ron P. McIver & Salvatore Ferraro & Lei Xu & Sang Hoon Kang, 2021. "Dynamic volatility spillover and network connectedness across ASX sector markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(4), pages 677-691, October.
    3. Wang, Fanyi & Ma, Wanying & Mirza, Nawazish & Altuntaş, Mehmet, 2023. "Green financing, financial uncertainty, geopolitical risk, and oil prices volatility," Resources Policy, Elsevier, vol. 83(C).
    4. Gómez-Puig, Marta & Pieterse-Bloem, Mary & Sosvilla-Rivero, Simón, 2023. "Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets," Journal of Multinational Financial Management, Elsevier, vol. 68(C).
    5. Huthaifa Sameeh Alqaralleh & Ahmad Al-Saraireh & Alessandra Canepa, 2021. "Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 11(5), pages 130-137.
    6. Liow, Kim Hiang & Huang, Yuting, 2018. "The dynamics of volatility connectedness in international real estate investment trusts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 55(C), pages 195-210.
    7. Cui, Jinxin & Maghyereh, Aktham, 2023. "Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective," Journal of Commodity Markets, Elsevier, vol. 30(C).
    8. Aharon, David Y. & Umar, Zaghum & Aziz, Mukhriz Izraf Azman & Vo, Xuan vinh, 2022. "COVID-19 related media sentiment and the yield curve of G-7 economies," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
    9. Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2019. "Crisis transmission: visualizing vulnerability," Working Papers 2019-07, University of Tasmania, Tasmanian School of Business and Economics.
    10. Carlos Alberto Piscarreta Pinto Ferreira, 2022. "Investor Base Dynamics and Sovereign Bond Yield Volatility," Working Papers REM 2022/0234, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    11. Yizhuo Zhang & Rui Chen & Ding Ma, 2020. "A Weighted and Directed Perspective of Global Stock Market Connectedness: A Variance Decomposition and GERGM Framework," Sustainability, MDPI, vol. 12(11), pages 1-23, June.
    12. Xiaoyong Xiao & Jing Huang, 2018. "Dynamic Connectedness of International Crude Oil Prices: The Diebold–Yilmaz Approach," Sustainability, MDPI, vol. 10(9), pages 1-16, September.
    13. Marta Gómez-Puig & Mary Pieterse-Bloem & Simón Sosvilla-Rivero, 2022. ""Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets"," IREA Working Papers 202217, University of Barcelona, Research Institute of Applied Economics, revised Oct 2022.
    14. Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017. "Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains," Working Papers 201780, University of Pretoria, Department of Economics.
    15. Riadh El Abed & Sahar Boukadida & Warda Jaidane, 2019. "Financial Stress Transmission from Sovereign Credit Market to Financial Market: A Multivariate FIGARCH-DCC Approach," Global Business Review, International Management Institute, vol. 20(5), pages 1122-1140, October.
    16. Hamill, Philip A. & Li, Youwei & Pantelous, Athanasios A. & Vigne, Samuel A. & Waterworth, James, 2021. "Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
    17. Zhang, Dayong, 2017. "Oil shocks and stock markets revisited: Measuring connectedness from a global perspective," Energy Economics, Elsevier, vol. 62(C), pages 323-333.
    18. Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2022. "Temporal networks in the analysis of financial contagion," Working Paper Series 2667, European Central Bank.
    19. Zaghum Umar & Saqib Aziz & Dima Tawil, 2021. "The impact of COVID-19 induced panic on the return and volatility of precious metals," Post-Print hal-03330197, HAL.
    20. Carlos Alberto Piscarreta Pinto Ferreira, 2022. "Revisiting The Determinants Of Sovereign Bond Yield Volatility," Working Papers REM 2022/0241, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    21. Raisul Islam & Vladimir Volkov, 2022. "Contagion or interdependence? Comparing spillover indices," Empirical Economics, Springer, vol. 63(3), pages 1403-1455, September.
    22. Su, Xianfang, 2020. "Dynamic behaviors and contributing factors of volatility spillovers across G7 stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 53(C).
    23. Yang, Lu & Hamori, Shigeyuki, 2021. "Systemic risk and economic policy uncertainty: International evidence from the crude oil market," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 142-158.
    24. Cronin, David & Dunne, Peter & McQuinn, Kieran, 2019. "Have Irish sovereign bonds decoupled from the euro area periphery, and why?," Papers WP625, Economic and Social Research Institute (ESRI).
    25. Chiang, Shu-hen & Chen, Chien-Fu, 2022. "From systematic to systemic risk among G7 members: Do the stock or real estate markets matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
    26. Liow, Kim Hiang & Song, Jeongseop, 2020. "Dynamic interdependence of ASEAN5 with G5 stock markets," Emerging Markets Review, Elsevier, vol. 45(C).
    27. Cipollini, Andrea & Mikaliunaite, Ieva, 2020. "Macro-uncertainty and financial stress spillovers in the Eurozone," Economic Modelling, Elsevier, vol. 89(C), pages 546-558.
    28. Luciano Campos & Jesús Ruiz Andújar, 2022. "Common and idiosyncratic components of Latin American business cycles connectedness," Journal of Applied Economics, Taylor & Francis Journals, vol. 25(1), pages 691-722, December.
    29. Yoon, Seong-Min & Al Mamun, Md & Uddin, Gazi Salah & Kang, Sang Hoon, 2019. "Network connectedness and net spillover between financial and commodity markets," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 801-818.
    30. Wasim Ahmad & Sanjay Sehgal, 2018. "Business Cycle and Financial Cycle Interdependence and the Rising Role of China in SAARC," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 337-362, June.
    31. Wang, Kai-Hua & Kan, Jia-Min & Qiu, Lianhong & Xu, Shulin, 2023. "Climate policy uncertainty, oil price and agricultural commodity: From quantile and time perspective," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 256-272.
    32. Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin J., 2018. "Financial connectedness of BRICS and global sovereign bond markets," Emerging Markets Review, Elsevier, vol. 37(C), pages 1-16.
    33. Jiang, Junhua & Piljak, Vanja & Tiwari, Aviral Kumar & Äijö, Janne, 2020. "Frequency volatility connectedness across different industries in China," Finance Research Letters, Elsevier, vol. 37(C).
    34. Ying-Ying Shen & Zhi-Qiang Jiang & Jun-Chao Ma & Gang-Jin Wang & Wei-Xing Zhou, 2022. "Sector connectedness in the Chinese stock markets," Empirical Economics, Springer, vol. 62(2), pages 825-852, February.
    35. Cipollini, Andrea & Lo Cascio, Iolanda & Muzzioli, Silvia, 2018. "Risk aversion connectedness in five European countries," Economic Modelling, Elsevier, vol. 71(C), pages 68-79.
    36. Chen, Yanhua & Li, Youwei & Pantelous, Athanasios & Stanley, Eugene, 2020. "Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach," MPRA Paper 101700, University Library of Munich, Germany.
    37. Martin Feldkircher & Karin Klieber, 2023. "Integration or fragmentation? A closer look at euro area financial markets," Papers 2310.07790, arXiv.org.
    38. Ferhat Camlica & Didem Gunes & Etkin Ozen, 2017. "A Financial Connectedness Analysis for Turkey," Working Papers 1719, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    39. Kim Hiang LIOW & Jeongseop SONG, 2019. "Market Integration Among the US and Asian Real Estate Investment Trusts in Crisis Times," International Real Estate Review, Global Social Science Institute, vol. 22(4), pages 463-512.
    40. Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2018. "“Incorporating creditors' seniority into contingent claim models:Application to peripheral euro area countries”," IREA Working Papers 201803, University of Barcelona, Research Institute of Applied Economics, revised Feb 2018.
    41. Restrepo, Natalia & Uribe, Jorge M. & Manotas, Diego, 2018. "Financial risk network architecture of energy firms," Applied Energy, Elsevier, vol. 215(C), pages 630-642.
    42. Bajaj, Vimmy & Kumar, Pawan & Singh, Vipul Kumar, 2022. "Linkage dynamics of sovereign credit risk and financial markets: A bibliometric analysis," Research in International Business and Finance, Elsevier, vol. 59(C).
    43. Goodell, John W. & Oriani, Marco Ercole & Paltrinieri, Andrea & Patel, Ritesh, 2023. "The importance of ABS 2 journals in finance scholarship: Evidence from a bibliometric case study," Finance Research Letters, Elsevier, vol. 55(PA).
    44. Sanjay Kumar Rout & Hrushikesh Mallick, 2022. "Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(4), pages 697-734, December.
    45. Gabauer, David, 2021. "Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system," Journal of Multinational Financial Management, Elsevier, vol. 60(C).
    46. Gillaizeau, Marc & Jayasekera, Ranadeva & Maaitah, Ahmad & Mishra, Tapas & Parhi, Mamata & Volokitina, Evgeniia, 2019. "Giver and the receiver: Understanding spillover effects and predictive power in cross-market Bitcoin prices," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 86-104.
    47. Corbet, Shaen & Meegan, Andrew & Larkin, Charles & Lucey, Brian & Yarovaya, Larisa, 2018. "Exploring the dynamic relationships between cryptocurrencies and other financial assets," Economics Letters, Elsevier, vol. 165(C), pages 28-34.
    48. Bouri, Elie & Saeed, Tareq & Vo, Xuan Vinh & Roubaud, David, 2021. "Quantile connectedness in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
    49. Zhang, Weiping & Zhuang, Xintian & Lu, Yang & Wang, Jian, 2020. "Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework," International Review of Financial Analysis, Elsevier, vol. 71(C).
    50. Umar, Zaghum & Aziz, Saqib & Tawil, Dima, 2021. "The impact of COVID-19 induced panic on the return and volatility of precious metals," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
    51. Kang, Sang Hoon & Uddin, Gazi Salah & Troster, Victor & Yoon, Seong-Min, 2019. "Directional spillover effects between ASEAN and world stock markets," Journal of Multinational Financial Management, Elsevier, vol. 52.
    52. Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017. "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, vol. 28(C), pages 91-114.

  24. Amalia Morales-Zumaquero & Simón Sosvilla-Rivero, 2016. "A contribution to the empirics of convergence in real GDP growth: the role of financial crises and exchange-rate regimes," Applied Economics, Taylor & Francis Journals, vol. 48(23), pages 2156-2169, May.
    See citations under working paper version above.
  25. Simón Sosvilla-Rivero & Natalia Fernández-Fernández, 2016. "Unconventional monetary policy and the dollar–euro exchange rate: first results from time-series analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 23(10), pages 732-735, July.

    Cited by:

    1. Ouerk, Salima, 2023. "ECB unconventional monetary policy and volatile bank flows: Spillover effects on emerging market economies," International Economics, Elsevier, vol. 173(C), pages 175-211.

  26. Din 祲 Afat & Marta G -Puig & Sim osvilla-Rivero, 2015. "The failure of the monetary model of exchange rate determination," Applied Economics, Taylor & Francis Journals, vol. 47(43), pages 4607-4629, September.
    See citations under working paper version above.
  27. Amalia Morales-Zumaquero & Sim�n Sosvilla-Rivero, 2015. "Growth dynamics, financial crises and exchange rate regimes," Applied Economics Letters, Taylor & Francis Journals, vol. 22(10), pages 767-771, July.

    Cited by:

    1. Ovidiu Stoica & Iulian Ihnatov, 2016. "Exchange Rate Regimes And External Financial Stability," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 61(209), pages 27-44, April - J.

  28. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2015. "The causal relationship between debt and growth in EMU countries," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 974-989.

    Cited by:

    1. Mhlaba, Ncebakazi & Phiri, Andrew, 2017. "Is public debt harmful towards economic growth? New evidence from South Africa," MPRA Paper 83157, University Library of Munich, Germany.
    2. Lawal Isola Adedoyin & Bibire Mabel Babalola & Adegbola O. Otekunri & Lawal Isola Adedoyin, 2016. "External Debt and Economic Growth: Evidence from Nigeria," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 12(6), pages 179-194, DECEMBER.
    3. Vicente Esteve & Cecilio Tamarit, 2018. "Public debt and economic growth in Spain, 1851–2013," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 12(2), pages 219-249, May.
    4. Simón Sosvilla-Rivero & Marta Gómez-Puig, 2016. "“Debt-growth linkages in EMU across countries and time horizons”," IREA Working Papers 201610, University of Barcelona, Research Institute of Applied Economics, revised Apr 2016.
    5. Panagiotis Pegkas & Christos Staikouras & Constantinos Tsamadias, 2020. "On the determinants of economic growth: Empirical evidence from the Eurozone countries," International Area Studies Review, Center for International Area Studies, Hankuk University of Foreign Studies, vol. 23(2), pages 210-229, June.
    6. Maitra, Biswajit, 2019. "Macroeconomic impact of public debt and foreign aid in Sri Lanka," Journal of Policy Modeling, Elsevier, vol. 41(2), pages 372-394.
    7. Maryjane Chigbo & Oluwatosin Adeniyi & Samuel Orekoya, 2020. "Econometric analysis of the deficit financing options-growth inclusiveness nexus in India and Nigeria," Indian Economic Review, Springer, vol. 55(2), pages 313-338, December.
    8. María del Carmen Ramos-Herrera & Simón Sosvilla-Rivero, 2017. "An empirical characterization of the effects of public debt on economic growth," Applied Economics, Taylor & Francis Journals, vol. 49(35), pages 3495-3508, July.
    9. Alloza, Mario & Andrés, Javier & Pérez, Javier J. & Rojas, Juan A., 2020. "Implicit public debt thresholds: An operational proposal," Journal of Policy Modeling, Elsevier, vol. 42(6), pages 1408-1424.
    10. Kummer-Noormamode, Sabina, 2018. "The Relationship between Public Debt and Economic Growth: Nonlinearity and Country-Specificity," MPRA Paper 98075, University Library of Munich, Germany.
    11. Siddique, Abu & Selvanathan, E.A. & Selvanathan, Saroja, 2016. "The impact of external debt on growth: Evidence from highly indebted poor countries," Journal of Policy Modeling, Elsevier, vol. 38(5), pages 874-894.
    12. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2017. "Heterogeneity in the debt-growth nexus: Evidence from EMU countries," IREA Working Papers 201706, University of Barcelona, Research Institute of Applied Economics, revised Mar 2017.
    13. Maureen Were & Lorah Madete, 2022. "The link between public debt and public investment in Tanzania," WIDER Working Paper Series wp-2022-155, World Institute for Development Economic Research (UNU-WIDER).
    14. Nermin Yasar, 2021. "The Causal Relationship Between Foreign Debt and Economic Growth: Evidence from Commonwealth Independent States," Foreign Trade Review, , vol. 56(4), pages 415-429, November.
    15. Budsaratragoon, Pornanong & Jitmaneeroj, Boonlert, 2021. "Reform priorities for prosperity of nations: The Legatum Index," Journal of Policy Modeling, Elsevier, vol. 43(3), pages 657-672.
    16. Ehigiamusoe, Kizito Uyi & Lean, Hooi Hooi, 2020. "The role of deficit and debt in financing growth in West Africa," Journal of Policy Modeling, Elsevier, vol. 42(1), pages 216-234.
    17. Markus Ahlborn & Rainer Schweickert, 2018. "Public debt and economic growth – economic systems matter," International Economics and Economic Policy, Springer, vol. 15(2), pages 373-403, April.
    18. Toyofuku, Kenta, 2021. "Unit of account, sovereign debt, and optimal currency area," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
    19. María del Carmen Ramos-Herrera & Simón Sosvilla-Rivero, 2016. "Public debt and economic growth: An empirical evaluation," Working Papers 16-06, Asociación Española de Economía y Finanzas Internacionales.
    20. Panagiotis Pegkas, 2018. "The Effect of Government Debt and Other Determinants on Economic Growth: The Greek Experience," Economies, MDPI, vol. 6(1), pages 1-19, February.
    21. António Afonso & Sérgio Gadelha & Agatha Silva, 2020. "Public Debt And Economic Growth In Brazil," Working Papers REM 2020/0148, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    22. Karim Bouchrara & Houssem Rachdi & Khaled Guesmi, 2020. "The Non-Linear Relationship Between Economic Growth and Public Debt," Economics Bulletin, AccessEcon, vol. 40(3), pages 2336-2343.
    23. Saungweme Talknice & Odhiambo Nicholas M., 2020. "Causality Between Public Debt, Public Debt Service and Economic Growth in an Emerging Economy," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 65(1), pages 1-19, April.
    24. Ahlborn, Markus & Schweickert, Rainer, 2018. "Public Debt and Economic Growth – Economic Systems Matter," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 15(2), pages 373-403.
    25. Inès ABDELKAFI, 2018. "The Relationship Between Public Debt, Economic Growth, and Monetary Policy: Empirical Evidence from Tunisia," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 9(4), pages 1154-1167, December.
    26. De Vita, Glauco & Trachanas, Emmanouil & Luo, Yun, 2018. "Revisiting the bi-directional causality between debt and growth: Evidence from linear and nonlinear tests," Journal of International Money and Finance, Elsevier, vol. 83(C), pages 55-74.
    27. Irina BILAN, 2015. "Economic Consequences Of Public Debt. The Case Of Central And Eastern European Countries," EURINT, Centre for European Studies, Alexandru Ioan Cuza University, vol. 2, pages 36-51.
    28. Saungweme, Talknice & Odhiambo, Nicholas M, 2019. "Causality between public debt, public debt service and economic growth: Evidence from South Africa," Working Papers 25745, University of South Africa, Department of Economics.
    29. Qaiser Munir & Sook Ching Kok & Winnie Abdulnasir, 2016. "Public debt sustainability and economic growth in Malaysia: Threshold and causality analysis," Proceedings of International Academic Conferences 5306868, International Institute of Social and Economic Sciences.
    30. Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Lau, Evan, 2017. "Fiscal sustainability in an emerging market economy: When does public debt turn bad?," Journal of Policy Modeling, Elsevier, vol. 39(1), pages 99-113.
    31. Nikolaos Filippakis & Theodoros V. Stamatopoulos, 2021. "Public Debt and Economic Growth: A Review of Contemporary Literature," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 19(1), pages 33-50.
    32. Puonti, Päivi, 2022. "Public Debt and Economic Growth," ETLA Reports 127, The Research Institute of the Finnish Economy.
    33. Attard, Juergen, 2019. "Public Debt and Economic Growth nexus: A Dynamic Panel ARDL approach," MPRA Paper 96023, University Library of Munich, Germany.

  29. Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2015. "Bank risk behavior and connectedness in EMU countries," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 161-184.
    See citations under working paper version above.
  30. Amalia Morales-Zumaquero & Sim�n Sosvilla-Rivero, 2015. "Temporary ban on short positions and financial market volatility: evidence from the Madrid Stock Market," Applied Economics Letters, Taylor & Francis Journals, vol. 22(11), pages 854-859, July.

    Cited by:

    1. Li, Shouwei & Zhuang, Yangyang & He, Jianmin, 2016. "Stock market stability: Diffusion entropy analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 462-465.
    2. Baklaci, Hasan F. & Suer, Omur & Yelkenci, Tezer, 2016. "A closer insight into the causality between short selling trades and volatility," Finance Research Letters, Elsevier, vol. 17(C), pages 48-54.

  31. Fernández-Rodríguez, Fernando & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2015. "Volatility spillovers in EMU sovereign bond markets," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 337-352.
    See citations under working paper version above.
  32. Eduardo Acosta-Gonz�lez & Fernando Fern�ndez-Rodr�guez & Sim�n Sosvilla-Rivero, 2014. "An empirical examination of the determinants of the shadow economy," Applied Economics Letters, Taylor & Francis Journals, vol. 21(5), pages 304-307, March.

    Cited by:

    1. Aysel Amir & Korhan Gökmenoğlu, 2023. "Analyzing the Drivers of the Shadow Economy for the Case of the CESEE Region," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, vol. 71(2), pages 155-181, February.
    2. Thi Hong Hanh Pham, 2022. "Shadow Economy and Poverty: What Causes What?," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 20(4), pages 861-891, December.
    3. Gennady Vasilievich Osipov & Vladimir Ivanovich Glotov & Svetlana Gennadievna Karepova, 2018. "Population in the shadow market: petty corruption and unpaid taxes," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 6(2), pages 692-710, December.
    4. Rajeev K. Goel & James W. Saunoris, 2017. "The nexus of white collar crimes: shadow economy, corruption and uninsured motorists," Applied Economics, Taylor & Francis Journals, vol. 49(31), pages 3032-3044, July.
    5. Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”," IREA Working Papers 201801, University of Barcelona, Research Institute of Applied Economics, revised Jan 2018.
    6. Oscar Claveria & Enric Monte & Salvador Torra, 2019. "Evolutionary Computation for Macroeconomic Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 53(2), pages 833-849, February.

  33. Gómez-Puig, Marta & Sosvilla-Rivero, Simón & Ramos-Herrera, María del Carmen, 2014. "An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis," The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 133-153.
    See citations under working paper version above.
  34. Sim�n Sosvilla-Rivero & Mar�a del Carmen Ramos-Herrera, 2014. "Exchange-rate regimes and economic growth: an empirical evaluation," Applied Economics Letters, Taylor & Francis Journals, vol. 21(12), pages 870-873, August.
    See citations under working paper version above.
  35. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2014. "Causality and contagion in EMU sovereign debt markets," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 12-27.
    See citations under working paper version above.
  36. Amalia Morales-Zumaquero & Sim osvilla-Rivero, 2014. "Real exchange rate volatility, financial crises and exchange rate regimes," Applied Economics, Taylor & Francis Journals, vol. 46(8), pages 826-847, March.

    Cited by:

    1. Grossmann, Axel & Orlov, Alexei G., 2022. "Exchange rate misalignments, capital flows and volatility," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
    2. Tanin, Tauhidul Islam & Sarker, Ashutosh & Brooks, Robert, 2021. "Do currency exchange rates impact gold prices? New evidence from the ongoing COVID-19 period," International Review of Financial Analysis, Elsevier, vol. 77(C).
    3. An, Jiyoun & Park, Bokyeong, 2016. "External adjustment and trading partners’ exchange rate regimes," Japan and the World Economy, Elsevier, vol. 37, pages 47-54.

  37. Fernandez-Perez, Adrian & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón, 2014. "The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market," International Review of Economics & Finance, Elsevier, vol. 31(C), pages 21-33.
    See citations under working paper version above.
  38. Simon Sosvilla-Rivero & Mar�a del Carmen Ramos-Herrera, 2013. "On the forecast accuracy and consistency of exchange rate expectations: the Spanish PwC Survey," Applied Economics Letters, Taylor & Francis Journals, vol. 20(2), pages 107-110, February.
    See citations under working paper version above.
  39. María del Carmen Ramos-Herrera & Simón Sosvilla-Rivero, 2013. "Inflation expectations in Spain: The Spanish PwC Survey," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 36(101), pages 109-115, Agosto.
    See citations under working paper version above.
  40. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2013. "Granger-causality in peripheral EMU public debt markets: A dynamic approach," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4627-4649.

    Cited by:

    1. Tola, Albi & Wälti, Sébastien, 2012. "Deciphering financial contagion in the euro area during the crisis," MPRA Paper 49251, University Library of Munich, Germany.
    2. Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis," Working Papers del Instituto Complutense de Estudios Internacionales 1501, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    3. Eichler, Stefan, 2014. "The political determinants of sovereign bond yield spreads," Journal of International Money and Finance, Elsevier, vol. 46(C), pages 82-103.
    4. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "“Causality and Contagion in EMU Sovereign Debt Markets”," IREA Working Papers 201403, University of Barcelona, Research Institute of Applied Economics, revised Feb 2014.
    5. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2017. "Nonfinancial debt and economic growth in euro-area countries," Working Papers del Instituto Complutense de Estudios Internacionales 1708, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    6. Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015. "Sovereigns and banks in the euro area: A tale of two crises," Working Papers 15-01, Asociación Española de Economía y Finanzas Internacionales.
    7. Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Volatility spillovers in EMU sovereign bond markets," Working Papers del Instituto Complutense de Estudios Internacionales 1504, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    8. Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier, 2017. "The kidnapping of Europe: High-order moments' transmission between developed and emerging markets," Emerging Markets Review, Elsevier, vol. 31(C), pages 96-115.
    9. Julián Andrada-Félix & Adrian Fernandez-Perez & Simón Sosvilla-Rivero, 2018. "Fear connectedness among asset classes," Applied Economics, Taylor & Francis Journals, vol. 50(39), pages 4234-4249, August.
    10. Zheng, Xinwei & Su, Dan, 2017. "Impacts of oil price shocks on Chinese stock market liquidity," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 136-174.
    11. Benbouzid, Nadia & Mallick, Sushanta K. & Sousa, Ricardo M., 2017. "An international forensic perspective of the determinants of bank CDS spreads," Journal of Financial Stability, Elsevier, vol. 33(C), pages 60-70.
    12. Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "“An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis”," IREA Working Papers 201407, University of Barcelona, Research Institute of Applied Economics, revised Mar 2014.
    13. Fernández-Rodríguez, Fernando & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016. "Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 126-145.
    14. Michalis-Panayiotis Papafilis & Maria Psillaki & Dimitris Margaritis, 2019. "The Effect of the PSI in the Relationship Between Sovereign and Bank Credit Risk: Evidence from the Euro Area," Multinational Finance Journal, Multinational Finance Journal, vol. 23(3-4), pages 211-272, September.
    15. Unver, Mustafa & Dogru, Bulent, 2015. "The Determinants of Economic Fragility: Case of the Fragile Five Countries," MPRA Paper 68734, University Library of Munich, Germany, revised 2015.
    16. Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2021. "Quantifying sovereign risk in the euro area," Economic Modelling, Elsevier, vol. 95(C), pages 76-96.
    17. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016. "Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion," Economic Modelling, Elsevier, vol. 56(C), pages 133-147.
    18. Marinela Adriana Finta & Bart Frijns & Alireza Tourani-Rad, 2019. "Time-varying contemporaneous spillovers during the European Debt Crisis," Empirical Economics, Springer, vol. 57(2), pages 423-448, August.
    19. Badarau, Cristina & Huart, Florence & Sangaré, Ibrahima, 2021. "Macroeconomic and policy implications of eurobonds," International Review of Law and Economics, Elsevier, vol. 65(C).
    20. Theodoros V. Stamatopoulos & Stavros E. Arvanitis & Dimitris M. Terzakis, 2017. "The risk of the sovereign debt default: the Eurozone crisis 2008–2013," Applied Economics, Taylor & Francis Journals, vol. 49(38), pages 3782-3796, August.
    21. Papafilis, Michalis-Panayiotis & Psillaki, Maria & Margaritis, Dimitris, 2015. "Interdependence between Sovereign and Bank CDS Spreads in Eurozone during the European Debt Crisis - The PSI Effect," MPRA Paper 68037, University Library of Munich, Germany.
    22. Fuertes, Ana-Maria & Kalotychou, Elena & Saka, Orkun, 2014. "ECB Policy and Eurozone Fragility: Was De Grauwe Right?," CEPS Papers 9414, Centre for European Policy Studies.
    23. Buis, Boyd & Pieterse-Bloem, Mary & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2020. "Expected issuance fees and market liquidity," Journal of Financial Markets, Elsevier, vol. 48(C).
    24. Eichler, Stefan, 2015. "How Do Political Factors Shape the Bank Risk-Sovereign Risk Nexus in Emerging Markets?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112877, Verein für Socialpolitik / German Economic Association.
    25. Yang, Lu & Hamori, Shigeyuki, 2015. "Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis," The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 124-138.
    26. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2015. "The causal relationship between debt and growth in EMU countries," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 974-989.

  41. Andrada-Félix, Julián & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón, 2012. "Historical financial analogies of the current crisis," Economics Letters, Elsevier, vol. 116(2), pages 190-192.
    See citations under working paper version above.
  42. Adrián Fernández-P�rez & Fernando Fernández-Rodr�guez & Simón Sosvilla-Rivero, 2012. "Exploiting trends in the foreign exchange markets," Applied Economics Letters, Taylor & Francis Journals, vol. 19(6), pages 591-597, April.

    Cited by:

    1. Wang, Lijun & An, Haizhong & Liu, Xiaojia & Huang, Xuan, 2016. "Selecting dynamic moving average trading rules in the crude oil futures market using a genetic approach," Applied Energy, Elsevier, vol. 162(C), pages 1608-1618.
    2. Muhammad Arif & Muddasar Hasan & Abu Bakr & Muhammad Ziaullah & Muhammad Ali Tarer, 2018. "Profitability Of The Moving Averages Technical Trading Rules In An Emerging Stock Market-A Study Of Individual Stocks Listed On Pakistan Stock Exchange," IBT Journal of Business Studies (JBS), Ilma University, Faculty of Management Science, vol. 14(2), pages 67-76.

  43. Acosta-González, Eduardo & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón, 2012. "On factors explaining the 2008 financial crisis," Economics Letters, Elsevier, vol. 115(2), pages 215-217.

    Cited by:

    1. Nicoletta Batini, 2019. "Macroeconomic Gains from Reforming the Agri-Food Sector: The Case of France," IMF Working Papers 2019/041, International Monetary Fund.
    2. Oscar Claveria & Enric Monte & Salvador Torra, 2018. "A Data-Driven Approach to Construct Survey-Based Indicators by Means of Evolutionary Algorithms," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 135(1), pages 1-14, January.
    3. Oscar Claveria & Enric Monte & Salvador Torra, 2017. "“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”," AQR Working Papers 201706, University of Barcelona, Regional Quantitative Analysis Group, revised May 2017.
    4. Oscar Claveria & Enric Monte & Salvador Torra, 2019. "Empirical modelling of survey-based expectations for the design of economic indicators in five European regions," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 46(2), pages 205-227, May.
    5. Priyadarshi Dash, 2017. "Predicting Financial Crises: A Study of Asian Economies," Global Business Review, International Management Institute, vol. 18(5), pages 1262-1277, October.
    6. Inès Abdelkafi & Manel Zribi & Rochdi Feki, 2018. "New Classification of Developed and Emerging Countries Based on the Effects of Subprime Crises: Kohonen Map Method," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 9(3), pages 908-927, September.
    7. Oscar Claveria & Enric Monte & Salvador Torra, 2017. "A new approach for the quantification of qualitative measures of economic expectations," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(6), pages 2685-2706, November.
    8. Mustafa Okur & Ali Köse & Özgür Akpinar, 2021. "The Soundness of Financial Institutions In The Fragile Five Countries," International Journal of Business Research and Management (IJBRM), Computer Science Journals (CSC Journals), vol. 12(3), pages 89-102, June.
    9. Paccagnini, Alessia, 2019. "Did financial factors matter during the Great Recession?," Economics Letters, Elsevier, vol. 174(C), pages 26-30.
    10. Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”," IREA Working Papers 201801, University of Barcelona, Research Institute of Applied Economics, revised Jan 2018.
    11. Kauko, Karlo, 2014. "How to foresee banking crises? A survey of the empirical literature," Economic Systems, Elsevier, vol. 38(3), pages 289-308.
    12. Oscar Claveria & Enric Monte & Salvador Torra, 2019. "Evolutionary Computation for Macroeconomic Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 53(2), pages 833-849, February.

  44. Simón Sosvilla-Rivero & Salvador Gil-Pareja, 2012. "Convergence in car prices among European countries," Applied Economics, Taylor & Francis Journals, vol. 44(25), pages 3247-3254, September.
    See citations under working paper version above.
  45. Simon Sosvilla-Rivero & Pedro Rodriguez, 2010. "Linkages in international stock markets: evidence from a classification procedure," Applied Economics, Taylor & Francis Journals, vol. 42(16), pages 2081-2089.
    See citations under working paper version above.
  46. Morales-Zumaquero, Amalia & Sosvilla-Rivero, Simon, 2010. "Structural breaks in volatility: Evidence for the OECD and non-OECD real exchange rates," Journal of International Money and Finance, Elsevier, vol. 29(1), pages 139-168, February.

    Cited by:

    1. Liming Chen & Zhi Zhang & Ziqing Du & Lingling Deng, 2021. "Heterogeneous determinants of the exchange rate market in China with structural breaks," Applied Economics, Taylor & Francis Journals, vol. 53(59), pages 6839-6854, December.
    2. Serhan Cevik & Richard D. F. Harris & Fatih Yilmaz, 2017. "Soft power and exchange rate volatility," International Finance, Wiley Blackwell, vol. 20(3), pages 271-288, December.
    3. Shailesh Rastogi & Chaitaly Athaley, 2019. "Volatility Integration in Spot, Futures and Options Markets: A Regulatory Perspective," JRFM, MDPI, vol. 12(2), pages 1-15, June.
    4. Alberto Fuertes, 2019. "Exchange rate regime and external adjustment: An empirical investigation for the US," The World Economy, Wiley Blackwell, vol. 42(5), pages 1373-1399, May.
    5. Alberto Fuertes, 2019. "External adjustment with a common currency: the case of the euro area," Working Papers 1936, Banco de España.
    6. Grossmann, Axel & Love, Inessa & Orlov, Alexei G., 2014. "The dynamics of exchange rate volatility: A panel VAR approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 1-27.
    7. Cizek, P., 2010. "Modelling Conditional Heteroscedasticity in Nonstationary Series," Other publications TiSEM a5a7b05f-5f1f-46ed-8ce8-5, Tilburg University, School of Economics and Management.
    8. Chen, Wei-Peng & Choudhry, Taufiq & Wu, Chih-Chiang, 2013. "The extreme value in crude oil and US dollar markets," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 191-210.

  47. Francisco Ledesma-Rodríguez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, 2009. "Implicit exchange regimes in Central and Eastern Europe: a first exploration," International Economics and Economic Policy, Springer, vol. 6(2), pages 179-206, July.

    Cited by:

    1. Amalia Morales-Zumaquero & Simón Sosvilla-Rivero, 2010. "The euro and the volatility of exchange rates," Working Papers 10-01, Asociación Española de Economía y Finanzas Internacionales.

  48. Sosvilla-Rivero, Simón & Herce, José A., 2008. "European cohesion policy and the Spanish economy: A policy discussion case," Journal of Policy Modeling, Elsevier, vol. 30(3), pages 559-570.

    Cited by:

    1. Claudiu-Tiberiu ALBULESCU & Daniel GOYEAU, 2013. "EU Funds Absorption Rate and the Economic Growth," Timisoara Journal of Economics and Business, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 6(20), pages 153-170.
    2. Halkos, George E. & Tzeremes, Nickolaos G., 2009. "Economic efficiency and growth in the EU enlargement," Journal of Policy Modeling, Elsevier, vol. 31(6), pages 847-862, November.
    3. Karanassou, Marika & Sala, Hector, 2008. "The Rise and Fall of Spanish Unemployment: A Chain Reaction Theory Perspective," IZA Discussion Papers 3712, Institute of Labor Economics (IZA).
    4. Barrios, Salvador & Mas, Matilde & Navajas, Elena & Quesada, Javier, 2008. "Mapping the ICT in EU Regions: Location, Employment, Factors of Attractiveness and Economic Impact," MPRA Paper 6998, University Library of Munich, Germany.
    5. Romero, Isidoro & Fernández-Serrano, José, 2014. "The European Cohesion policy and the promotion of entrepreneurship. The case of Andalusia," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 29, pages 215-236.
    6. Farhadi, Minoo, 2015. "Transport infrastructure and long-run economic growth in OECD countries," Transportation Research Part A: Policy and Practice, Elsevier, vol. 74(C), pages 73-90.
    7. M. Karagoz, 2016. "Comparative performances of EU-15 and Turkey: a PIN analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 23(1), pages 19-22, January.
    8. Arbolino, Roberta & Caro, Paolo Di, 2021. "Can the EU funds promote regional resilience at time of Covid-19? Insights from the Great Recession11We thank the Editors and the four anonymous referees for helpful comments. We also thank Emanuele C," Journal of Policy Modeling, Elsevier, vol. 43(1), pages 109-126.

  49. Simón Sosvilla‐Rivero & Francisco Pérez‐Bermejo, 2008. "Political and Institutional Factors in Regime Changes in the ERM: An Application of Duration Analysis," The World Economy, Wiley Blackwell, vol. 31(8), pages 1049-1077, August.
    See citations under working paper version above.
  50. Francisco Ledesma Rodríguez & Manuel Navarro Ibáñez & Jorge Pérez Rodríguez & Simón Sosvilla Rivero, 2008. "The Credibility of the European monetary System:A Review," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 31(86), pages 005-034, Mayo-Agos.
    See citations under working paper version above.
  51. Salvador Gil-Pareja & Simon Sosvilla-Rivero, 2007. "Price convergence in the European car market," Applied Economics, Taylor & Francis Journals, vol. 40(2), pages 241-250.
    See citations under working paper version above.
  52. Simón Sosvilla-Rivero & Oscar Bajo-Rubio & Carmen Díaz-Roldán, 2006. "Assessing the effectiveness of the EU's regional policies on real convergence: An analysis based on the HERMIN model," European Planning Studies, Taylor & Francis Journals, vol. 14(3), pages 383-396, April.
    See citations under working paper version above.
  53. Simón Sosvilla-Rivero & Fernando Fernández-Rodriguez & Julián Andrada-Félix, 2005. "Testing chaotic dynamics via Lyapunov exponents," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(7), pages 911-930.
    See citations under working paper version above.
  54. Francisco Ledesma-Rodriguez & Manuel Navarro-Ibanez & Jorge Perez-Rodriguez & Simon Sosvilla-Rivero, 2005. "Assessing the credibility of a target zone: evidence from the EMS," Applied Economics, Taylor & Francis Journals, vol. 37(19), pages 2265-2287.
    See citations under working paper version above.
  55. Simón Sosvilla-Rivero & Javier Alonso Meseguer, 2005. "Estimación de una función de producción MRW para la economía española, 1910-1995," Investigaciones Economicas, Fundación SEPI, vol. 29(3), pages 609-624, September.
    See citations under working paper version above.
  56. Emma Garcia & Simón Sosvilla-rivero, 2005. "Forecasting the dollar|euro exchange rate: are international parities useful?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(5), pages 369-377.

    Cited by:

    1. Alberto Fuertes & Simón Sosvilla-Rivero, 2019. "“Forecasting emerging market currencies: Are inflation expectations useful?”," IREA Working Papers 201918, University of Barcelona, Research Institute of Applied Economics, revised Oct 2019.
    2. Yu Hsing & Bruno S. Sergi, 2009. "The dollar/euro exchange rate and a comparison of major models," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 10(3), pages 199-205, April.
    3. Bergmeir, Christoph & Costantini, Mauro & Benítez, José M., 2014. "On the usefulness of cross-validation for directional forecast evaluation," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 132-143.

  57. Simon Sosvilla-Rivero & Salvador Gil-Pareja, 2004. "Price convergence in the European Union," Applied Economics Letters, Taylor & Francis Journals, vol. 11(1), pages 39-47.
    See citations under working paper version above.
  58. Gil Pareja, Salvador & Sosvilla Rivero, Simon, 2004. "Export market integration in the European Union," Journal of Applied Economics, Universidad del CEMA, vol. 7(2), pages 1-31, November.
    See citations under working paper version above.
  59. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Juan Martín-González, 2003. "Credibility in the EMS: new evidence using nonlinear forecastability tests," The European Journal of Finance, Taylor & Francis Journals, vol. 9(2), pages 146-168.
    See citations under working paper version above.
  60. S. Sosvilla-Rivero & R. Maroto-Illera, 2003. "Regimen changes and duration in the European Monetary System," Applied Economics, Taylor & Francis Journals, vol. 35(18), pages 1923-1933.
    See citations under working paper version above.
  61. Jose Fernandez-Serrano & Simon Sosvilla-Rivero, 2003. "Modelling the linkages between US and Latin American stock markets," Applied Economics, Taylor & Francis Journals, vol. 35(12), pages 1423-1434.
    See citations under working paper version above.
  62. Andrada-Félix Julián & Fernadez-Rodriguez Fernando & Garcia-Artiles Maria-Dolores & Sosvilla-Rivero Simon, 2003. "An Empirical Evaluation of Non-Linear Trading Rules," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(3), pages 1-32, October.
    See citations under working paper version above.
  63. Simon Sosvilla-Rivero & Julian Andrada-Felix & Fernando Fernandez-Rodriguez, 2002. "Further evidence on technical trade profitability and foreign exchange intervention," Applied Economics Letters, Taylor & Francis Journals, vol. 9(12), pages 827-832.

    Cited by:

    1. Michael D. McKenzie, 2007. "Technical Trading Rules in Emerging Markets and the 1997 Asian Currency Crises," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 43(4), pages 46-73, August.
    2. Manahov, Viktor & Hudson, Robert & Gebka, Bartosz, 2014. "Does high frequency trading affect technical analysis and market efficiency? And if so, how?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 131-157.
    3. Ślepaczuk Robert & Sakowski Paweł & Zakrzewski Grzegorz, 2018. "Investment Strategies that Beat the Market. What Can We Squeeze from the Market?," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 14(4), pages 36-55, December.
    4. Cheol‐Ho Park & Scott H. Irwin, 2007. "What Do We Know About The Profitability Of Technical Analysis?," Journal of Economic Surveys, Wiley Blackwell, vol. 21(4), pages 786-826, September.
    5. Robert Ślepaczuk & Grzegorz Zakrzewski & Paweł Sakowski, 2012. "Investment strategies beating the market. What can we squeeze from the market?," Working Papers 2012-04, Faculty of Economic Sciences, University of Warsaw.

  64. Fernandez-Serrano, Jose L. & Sosvilla-Rivero, Simon, 2001. "Modelling evolving long-run relationships: the linkages between stock markets in Asia," Japan and the World Economy, Elsevier, vol. 13(2), pages 145-160, April.
    See citations under working paper version above.
  65. Carlos de Miguel Palacios & Simón Sosvilla-Rivero, 2001. "Efectos De Políticas Macroeconómicas En Una Unión Monetaria Con Distintos Grados De Rigidez Salarial," Hacienda Pública Española / Review of Public Economics, IEF, vol. 156(1), march.

    Cited by:

    1. Carmen Díaz - Roldan, 2003. "Supply-policy coordination in a monetary union," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 18(2), pages 163-179.
    2. Mª Carmen Díaz Roldán, 2002. "On the Desirability of Supply-Side Intervention in a Monetary Union," Economic Working Papers at Centro de Estudios Andaluces E2002/21, Centro de Estudios Andaluces.

  66. Oscar Bajo-Rubio & Sosvilla-Rivero Simon, 2001. "A Quantitative Analysis of the Effects of Capital Controls: Spain, 1986-1990," International Economic Journal, Taylor & Francis Journals, vol. 15(3), pages 129-146.
    See citations under working paper version above.
  67. Bajo-Rubio, Oscar & Sosvilla-Rivero, Simon & Fernandez-Rodriguez, Fernando, 2001. "Asymmetry in the EMS: New evidence based on non-linear forecasts," European Economic Review, Elsevier, vol. 45(3), pages 451-473, March.
    See citations under working paper version above.
  68. Herce, Jose A & Sosvilla-Rivero, Simon & de Lucio, Juan Jose, 2001. "Growth and the Welfare State in the EU: A Causality Analysis," Public Choice, Springer, vol. 109(1-2), pages 55-68, October.
    See citations under working paper version above.
  69. Fernandez-Rodriguez, Fernando & Gonzalez-Martel, Christian & Sosvilla-Rivero, Simon, 2000. "On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market," Economics Letters, Elsevier, vol. 69(1), pages 89-94, October.
    See citations under working paper version above.
  70. Jose Herce & Simon Sosvilla-Rivero & Juan Jose de Lucio, 2000. "Social protection benefits and growth: evidence from the European Union," Applied Economics Letters, Taylor & Francis Journals, vol. 7(4), pages 255-258.
    See citations under working paper version above.
  71. Francisco Ledesma-Rodriguez & Manuel Navarro-Ibanez & Jorge Perez-Rodriguez & Simon Sosvilla-Rivero, 2000. "On the Credibility of the Irish Pound in the EMS," The Economic and Social Review, Economic and Social Studies, vol. 31(2), pages 151-172.

    Cited by:

    1. Viktors Ajevskis & Armands Pogulis, 2005. "Repegging of the Lats to the Euro: Implications for the Financial Sector," Working Papers 2005/01, Latvijas Banka.
    2. Laurence Fung & Ip-wing Yu, 2007. "Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar," Working Papers 0719, Hong Kong Monetary Authority.
    3. Jesús Rodríguez López & Hugo Rodríguez Mendizábal, 2003. "How Tight Should Central Bank’s Hands be Tied? Credibility, Volatility and the Optimal Band Width of a Target Zone," Economic Working Papers at Centro de Estudios Andaluces E2003/24, Centro de Estudios Andaluces.
    4. Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2015. "Detection of Implicit Fluctuation Bands in The European Union Countries," Working Papers 15-09, Asociación Española de Economía y Finanzas Internacionales.
    5. Jesus Rodriguez Lopez & Hugo Rodriguez Mendizabal, 2003. "How tight should one's hands be tied? Fear of floating and credibility of exchange rate regimes," UFAE and IAE Working Papers 593.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    6. Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, "undated". "Assessing the credibility of a target zone: Evidence from the EMS," Working Papers 2001-04, FEDEA.
    7. Jesús Rodríguez López & Hugo Rodríguez Mendizábal, 2006. "How tight should one's hands be tied? Fear of floating and credibility of exchange regimes," Working Papers 06.03, Universidad Pablo de Olavide, Department of Economics.

  72. Vicente Esteve & Simon Sosvilla-Rivero & Cecilio Tamarit, 2000. "Convergence in fiscal pressure across EU countries," Applied Economics Letters, Taylor & Francis Journals, vol. 7(2), pages 117-123.

    Cited by:

    1. Delgado, Francisco J. & Presno, Maria J. & Blanco , Francisco A., 2019. "Local taxation in the EU: A convergence study," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 45, pages 263-271.
    2. Elena Villar-Rubio & Mar?a Dolores Huete Morales, 2016. "Energy, transport, pollution and natural resources: Key elements in ecological taxation," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, vol. 2016(1), pages 111-122.
    3. Ioana-Laura Tibulca, 2014. "Fiscal Convergence in the European Union in the Context of the Global Financial Crisis," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 4(2), pages 152-158, April.
    4. Gheorghe Hurduzeu & Maria-Isadora Lazar, 2014. "Fiscal Revenues in the European Union. A Comparative Analysis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 17(54), pages 61-72, December.
    5. Francisco J. Delgado Rivero (*), "undated". "Are The Tax Mix And The Fiscal Pressure Converging In The European Union?," Working Papers 11-06 Classification-JEL , Instituto de Estudios Fiscales.
    6. Maria-Isadora Lazar, 2014. "Romania’S Fiscal Structure In View Of Euro Adoption. A Multidimensional Analysis," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 6(1), pages 97-109, March.
    7. Francisco A. Blanco & Francisco J. Delgado & Maria J. Presno, 2018. "Fiscal decentralization in the EU: Common patterns through a club convergence analysis," Working Papers. Collection A: Public economics, governance and decentralization 1812, Universidade de Vigo, GEN - Governance and Economics research Network.
    8. Elena Villar Rubio & Quesada Rubio & José Manuel & Valentín Molina Moreno, 2015. "Convergence Analysis of Environmental Fiscal Pressure across EU-15 Countries," Energy & Environment, , vol. 26(5), pages 789-802, September.
    9. Kwami Adanu & Lili Sun, 2002. "On the Relationship Between the Tax Burden and Income Convergence: Some Further Results," Econometrics Working Papers 0205, Department of Economics, University of Victoria.
    10. Alina-Georgiana Solomon & Sorinel Capusneanu, 2015. "Analysis of Budgetary and Fiscal Convergence Scenarios for Romania and Bulgaria in the Period 2007-2016," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 5(2), pages 93-99, April.
    11. Pui Sun Tam, 2018. "Economic Transition and Growth Dynamics in Asia: Harmony or Discord?," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(3), pages 361-387, September.
    12. Apergis, Nicholas & Cooray, Arusha, 2014. "Tax revenues convergence across ASEAN, Pacific and Oceania countries: Evidence from club convergence," Journal of Multinational Financial Management, Elsevier, vol. 27(C), pages 11-21.
    13. Wang, David Han-Min, 2007. "Convergence tests on tax burden and economic growth among China, Taiwan and the OECD countries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 380(C), pages 278-286.
    14. Francisco Delgado & Maria Jose Presno, 2011. "Convergence of fiscal pressure in the EU: a time series approach," Applied Economics, Taylor & Francis Journals, vol. 43(28), pages 4257-4267.
    15. HURDUZEU Gheorghe & LAZAR Isadora, 2014. "Euro Area Fiscal Structures. A Multivariate Analysis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 136-142, July.
    16. Francisco J. Delgado & Maria J. Presno, 2023. "Evolution of Fiscal Decentralisation in OECD Countries: A Club Convergence Analysis," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 25(63), pages 558-558, April.
    17. Delgado, Francisco J. & Fernández-Rodríguez, Elena & Martínez-Arias, Antonio & Presno, Maria J., 2019. "Club convergence in the corporate income tax: The case of European effective rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 942-953.

  73. Fernandez-Rodriguez, Fernando & Sosvilla-Rivero, Simon & Andrada-Felix, Julian, 1999. "Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS," International Journal of Forecasting, Elsevier, vol. 15(4), pages 383-392, October.
    See citations under working paper version above.
  74. Anton, Vicente & de Bustos, Andres & Herce, Jose A. & Sosvilla-Rivero, Simon, 1999. "Environmental Consequences of the Community Support Framework 1994-99 in Spain," Journal of Policy Modeling, Elsevier, vol. 21(7), pages 831-850, December.

    Cited by:

    1. Sosvilla-Rivero, Simón & Herce, José A., 2008. "European cohesion policy and the Spanish economy: A policy discussion case," Journal of Policy Modeling, Elsevier, vol. 30(3), pages 559-570.
    2. Climent, Francisco & Pardo, Angel, 2007. "Decoupling factors on the energy-output linkage: The Spanish case," Energy Policy, Elsevier, vol. 35(1), pages 522-528, January.
    3. Llop Llop, Maria & Pié Dols, Laia, 2007. "Economic impact of alternative policy measures implemented on the energy activities of the Catalan production system: an input-output analysis," Working Papers 2072/5319, Universitat Rovira i Virgili, Department of Economics.

  75. Simon Sosvilla-Rivero & Fernando Fernandez-Rodriguez & Oscar Bajo-Rubio, 1999. "Exchange rate volatility in the EMS before and after the fall," Applied Economics Letters, Taylor & Francis Journals, vol. 6(11), pages 717-722.

    Cited by:

    1. Gil Pareja, Salvador & Sosvilla Rivero, Simon, 2004. "Export market integration in the European Union," Journal of Applied Economics, Universidad del CEMA, vol. 7(2), pages 1-31, November.
    2. Viktors Ajevskis & Armands Pogulis, 2005. "Repegging of the Lats to the Euro: Implications for the Financial Sector," Working Papers 2005/01, Latvijas Banka.
    3. Reyes Maroto Illera & Francisco Pérez Bermejo & Simón Sosvilla-Rivero, "undated". "An Eclectic Approach to Currency Crises: Drawing Lessons from the EMS Experience," Working Papers 2002-22, FEDEA.
    4. Oscar Bajo-Rubio & Simón Sosvilla-Rivero & Fernando Fernández-Rodríguez, "undated". "Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series," Working Papers 2002-01, FEDEA.
    5. Amalia Morales Zumaquero & Simón Sosvilla Rivero, 2006. "Macroeconomic Instability in the European Monetary System?," Economic Working Papers at Centro de Estudios Andaluces E2006/06, Centro de Estudios Andaluces.
    6. Akbulut Nesrin & Ari Yakup, 2023. "TVP-VAR Frequency Connectedness Between the Foreign Exchange Rates of Non-Euro Area Member Countries," Folia Oeconomica Stetinensia, Sciendo, vol. 23(2), pages 1-23, December.
    7. Francisco Ledesma-Rodriguez & Manuel Navarro-Ibanez & Jorge Perez-Rodriguez & Simon Sosvilla-Rivero, 2000. "On the Credibility of the Irish Pound in the EMS," The Economic and Social Review, Economic and Social Studies, vol. 31(2), pages 151-172.
    8. Francisco Ledesma Rodríguez & Manuel Navarro Ibáñez & Jorge Pérez Rodríguez & Simón Sosvilla Rivero, 2008. "The Credibility of the European monetary System:A Review," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 31(86), pages 005-034, Mayo-Agos.
    9. S. Sosvilla-Rivero & R. Maroto-Illera, 2003. "Regimen changes and duration in the European Monetary System," Applied Economics, Taylor & Francis Journals, vol. 35(18), pages 1923-1933.
    10. Simon Sosvilla-Rivero & Salvador Gil-Pareja, 2004. "Price convergence in the European Union," Applied Economics Letters, Taylor & Francis Journals, vol. 11(1), pages 39-47.
    11. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, "undated". "Nearest-Neighbour Predictions in Foreign Exchange Markets," Working Papers 2002-05, FEDEA.
    12. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, "undated". "Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules," Working Papers on International Economics and Finance 00-02, FEDEA.
    13. Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, "undated". "Assessing the credibility of a target zone: Evidence from the EMS," Working Papers 2001-04, FEDEA.
    14. Simón Sosvilla-Rivero & Francisco Pérez-Bermejo, "undated". "Credibility and Duration in Target Zones: Evidence from the EMS," Working Papers 2003-19, FEDEA.
    15. Bajo-Rubio, Oscar & Berke, Burcu & McMillan, David, 2017. "The behaviour of asset return and volatility spillovers in Turkey: A tale of two crises," Research in International Business and Finance, Elsevier, vol. 41(C), pages 577-589.

  76. Fernandez-Rodriguez, Fernando & Sosvilla-Rivero, Simon, 1998. "Testing nonlinear forecastability in time series: Theory and evidence from the EMS," Economics Letters, Elsevier, vol. 59(1), pages 49-63, April.

    Cited by:

    1. Golan, Amos & Perloff, Jeffrey M., 2002. "Superior Forecasts of the U.S. Unemployment Rate Using a Nonparametric Method," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt2bw559zk, Department of Agricultural & Resource Economics, UC Berkeley.
    2. Marcos Álvarez-Díaz & Alberto Álvarez, 2002. "Predicción No-Lineal De Tipos De Cambio: Algoritmos Genéticos, Redes Neuronales Y Fusión De Datos," Working Papers 0205, Universidade de Vigo, Departamento de Economía Aplicada.
    3. Agnon, Yehuda & Golan, Amos & Shearer, Matthew, 1999. "Nonparametric, nonlinear, short-term forecasting: theory and evidence for nonlinearities in the commodity markets," Economics Letters, Elsevier, vol. 65(3), pages 293-299, December.
    4. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada, "undated". "Exchange-rate forecasts with simultaneous nearest-neighbour methods: Evidence from the EMS," Working Papers 98-17, FEDEA.
    5. Theodore Panagiotidis, 2010. "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Computational Economics, Springer;Society for Computational Economics, vol. 36(2), pages 121-132, August.
    6. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, "undated". "Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules," Working Papers on International Economics and Finance 00-02, FEDEA.
    7. Simon Sosvilla-Rivero & Julian Andrada-Felix & Fernando Fernandez-Rodriguez, 2002. "Further evidence on technical trade profitability and foreign exchange intervention," Applied Economics Letters, Taylor & Francis Journals, vol. 9(12), pages 827-832.
    8. Simón Sosvilla-Rivero & Julián Andrada-Félix & Fernando Fernández-Rodríguez, "undated". "Further evidence on technical analysis and profitability of foreign exchange intervention," Working Papers 99-01, FEDEA.
    9. Pablo Guerróon‐Quintana & Molin Zhong, 2023. "Macroeconomic forecasting in times of crises," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 295-320, April.
    10. Marcos Álvarez-Díaz & Alberto Álvarez, 2003. "Predicción No-Lineal De Tipos De Cambio: Algoritmos Genéticos, Redes Neuronales Y Fusión De Datos," Working Papers 0301, Universidade de Vigo, Departamento de Economía Aplicada.
    11. Marcos Álvarez-Díaz & Lucy Amigo Dobaño, 2003. "Métodos No-Lineales De Predicción En El Mercado De Valores Tecnológicos En España. Una Verificación De La Hipótesis Débil De Eficiencia," Working Papers 0303, Universidade de Vigo, Departamento de Economía Aplicada.
    12. Catherine Kyrtsou & Walter C. Labys & Michel Terraza, 2004. "Noisy chaotic dynamics in commodity markets," Empirical Economics, Springer, vol. 29(3), pages 489-502, September.

  77. Javier Alonso & Miguel-Angel Galindo & Simon Sosvilla-Rivero, 1998. "Convergence in social protection benefits across EU countries," Applied Economics Letters, Taylor & Francis Journals, vol. 5(3), pages 153-155.
    See citations under working paper version above.
  78. Gabriel Quiros-Romero & Simon Sosvilla-Rivero, 1997. "Do short-term interest rates influence long-term interest rates? Empirical evidence from some EMS countries," Applied Economics Letters, Taylor & Francis Journals, vol. 4(7), pages 449-451.

    Cited by:

    1. Camarero, Mariam & Tamarit, Cecilio, 2002. "Instability tests in cointegration relationships. An application to the term structure of interest rates," Economic Modelling, Elsevier, vol. 19(5), pages 783-799, November.

  79. Fernando Fernandez-Rodriguez & Simon Sosvilla-Rivero & Maria Dolores Garcia-Artiles, 1997. "Using nearest neighbour predictors to forecast the Spanish stock market," Investigaciones Economicas, Fundación SEPI, vol. 21(1), pages 75-91, January.

    Cited by:

    1. Mariano Matilla-Garcia, 2006. "Are trading rules based on genetic algorithms profitable?," Applied Economics Letters, Taylor & Francis Journals, vol. 13(2), pages 123-126.
    2. Perlin, M., 2007. "M of a kind: A Multivariate Approach at Pairs Trading," MPRA Paper 8309, University Library of Munich, Germany.
    3. Andrada-Félix Julián & Fernadez-Rodriguez Fernando & Garcia-Artiles Maria-Dolores & Sosvilla-Rivero Simon, 2003. "An Empirical Evaluation of Non-Linear Trading Rules," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(3), pages 1-32, October.
    4. Oscar Bajo-Rubio & Simón Sosvilla-Rivero & Fernando Fernández-Rodríguez, "undated". "Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series," Working Papers 2002-01, FEDEA.
    5. Nikolaos Eriotis & Dimitrios Vasiliou & Spyros Papathanasiou, 2006. "Testing Technical Anomalies in Athens Stock Exchange (ASE)," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 75-90.
    6. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, "undated". "Nearest-Neighbour Predictions in Foreign Exchange Markets," Working Papers 2002-05, FEDEA.
    7. Julián Andrada Félix & Fernando Fernández Rodríguez & María Dolores García Artiles, 2004. "Non-linear trading rules in the New York Stock Exchange," Documentos de trabajo conjunto ULL-ULPGC 2004-05, Facultad de Ciencias Económicas de la ULPGC.
    8. Fernando Fernández-Rodríguez & Christian González-Martel* & Simón Sosvilla-Rivero, "undated". "On the profitability of technical trading rules based on arifitial neural networks : evidence from the Madrid stock market," Working Papers 99-07, FEDEA.
    9. Marcos Alvarez Díaz & Lucy Amigo Dobano & Francisco Rodríguez de Prado, "undated". "Taxing on Housing: A Welfare Evaluation of the Spanish Personal Income Tax," Studies on the Spanish Economy 142, FEDEA.
    10. Perlin, M., 2007. "Evaluation of pairs trading strategy at the Brazilian financial market," MPRA Paper 8308, University Library of Munich, Germany.
    11. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, "undated". "Technical analysis in the Madrid stock exchange," Working Papers 99-05, FEDEA.

  80. Fernando Fernandez-Rodriguez & Simon Sosvilla-Rivero Julian, 1997. "Combining information in exchange rate forecasting: evidence from the EMS," Applied Economics Letters, Taylor & Francis Journals, vol. 4(7), pages 441-444.

    Cited by:

    1. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada, "undated". "Exchange-rate forecasts with simultaneous nearest-neighbour methods: Evidence from the EMS," Working Papers 98-17, FEDEA.
    2. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, "undated". "Nearest-Neighbour Predictions in Foreign Exchange Markets," Working Papers 2002-05, FEDEA.
    3. Fernandez-Rodriguez, Fernando & Sosvilla-Rivero, Simon, 1998. "Testing nonlinear forecastability in time series: Theory and evidence from the EMS," Economics Letters, Elsevier, vol. 59(1), pages 49-63, April.
    4. Fernando Fernandez-Rodriguez & Simon Sosvilla-Rivero & Maria Dolores Garcia-Artiles, 1997. "Using nearest neighbour predictors to forecast the Spanish stock market," Investigaciones Economicas, Fundación SEPI, vol. 21(1), pages 75-91, January.

  81. Bradley, John & Modesto, Leonor & Sosvilla-Rivero, Simon, 1995. "Similarity and diversity in the EU periphery : A HERMIN-based investigation," Economic Modelling, Elsevier, vol. 12(3), pages 313-322, July.

    Cited by:

    1. Sosvilla-Rivero, Simón & Herce, José A., 2008. "European cohesion policy and the Spanish economy: A policy discussion case," Journal of Policy Modeling, Elsevier, vol. 30(3), pages 559-570.
    2. Simón Sosvilla Rivero & Oscar Bajo Rubio & Carmen Díaz Roldán, "undated". "Sobre la efectividad de la política regional comunitaria: El caso de Castilla-la Mancha," Working Papers 2003-25, FEDEA.

  82. Herce, Jose-Antonio & Sosvilla-Rivero, Simon, 1995. "HERMIN Spain," Economic Modelling, Elsevier, vol. 12(3), pages 295-311, July.

    Cited by:

    1. Christodoulakis, Nicos M. & Kalyvitis, Sarantis C., 1998. "A four-sector macroeconometric model for Greece and the evaluation of the community support framework 1994-1999," Economic Modelling, Elsevier, vol. 15(4), pages 575-620, October.
    2. Sosvilla-Rivero, Simón & Herce, José A., 2008. "European cohesion policy and the Spanish economy: A policy discussion case," Journal of Policy Modeling, Elsevier, vol. 30(3), pages 559-570.
    3. Christodoulakis, Nicos M. & Kalyvitis, Sarantis C., 1997. "The demand for energy in Greece: assessing the effects of the Community Support Framework 1994-1999," Energy Economics, Elsevier, vol. 19(4), pages 393-416, October.
    4. Simón Sosvilla Rivero & Oscar Bajo Rubio & Carmen Díaz Roldán, "undated". "Sobre la efectividad de la política regional comunitaria: El caso de Castilla-la Mancha," Working Papers 2003-25, FEDEA.
    5. Moretti, Luigi, 2004. "I modelli macroeconomici per la valutazione dell'impatto dei Fondi strutturali nelle economie a Obiettivo 1 [Macroeconomic Models Used for the Impact Evaluation of the Structural Funds in Objective," MPRA Paper 18868, University Library of Munich, Germany.
    6. de la Fuente, Angel, 2002. "The Effect of Structural Fund Spending on the Spanish Regions: An Assessment of the 1994-99 Objective 1 CSF," CEPR Discussion Papers 3673, C.E.P.R. Discussion Papers.
    7. Oscar Bajo-Rubio & Carmen Díaz-Roldán & Simón Sosvilla-Rivero, 2004. "Assessing the effectiveness of EU’s regional policies: a new approach," ERSA conference papers ersa04p152, European Regional Science Association.
    8. Begona Eguía & Cruz Angel Echevarría, "undated". "Estructura de la edad poblacional e inversión residencial en Espana," Studies on the Spanish Economy 119, FEDEA.
    9. Anton, Vicente & de Bustos, Andres & Herce, Jose A. & Sosvilla-Rivero, Simon, 1999. "Environmental Consequences of the Community Support Framework 1994-99 in Spain," Journal of Policy Modeling, Elsevier, vol. 21(7), pages 831-850, December.
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  83. Bradley, John & Modesto, Leonor & Sosvilla-Rivero, Simon, 1995. "HERMIN : A macroeconometric modelling framework for the EU periphery," Economic Modelling, Elsevier, vol. 12(3), pages 221-247, July.

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    1. Christodoulakis, Nicos M. & Kalyvitis, Sarantis C., 1998. "A four-sector macroeconometric model for Greece and the evaluation of the community support framework 1994-1999," Economic Modelling, Elsevier, vol. 15(4), pages 575-620, October.
    2. Sosvilla-Rivero, Simón & Herce, José A., 2008. "European cohesion policy and the Spanish economy: A policy discussion case," Journal of Policy Modeling, Elsevier, vol. 30(3), pages 559-570.
    3. Matei, Lucica & Matei, Ani, 2010. "Local employment policies in the context of the economic crisis:Influences of the European Community structural instruments," MPRA Paper 23086, University Library of Munich, Germany, revised 15 May 2010.
    4. John Fitz Gerald, 2006. "Lessons from 20 Years of Cohesion," Chapters, in: Susanne Mundschenk & Michael H. Stierle & Ulrike Stierle-von Schütz & Iulia Traistaru-Siedschlag (ed.), Competitiveness and Growth in Europe, chapter 4, Edward Elgar Publishing.
    5. Matei, Lucica & Matei, Ani, 2010. "The Economic and Social Impact of Public Administration Europeanization," MPRA Paper 24267, University Library of Munich, Germany.
    6. Moretti, Luigi, 2004. "I modelli macroeconomici per la valutazione dell'impatto dei Fondi strutturali nelle economie a Obiettivo 1 [Macroeconomic Models Used for the Impact Evaluation of the Structural Funds in Objective," MPRA Paper 18868, University Library of Munich, Germany.
    7. Carmela Martín & Ismael Sanz, 2003. "Consequences of enlargement for European Regional Policy: the spanish viewpoint," European Economy Group Working Papers 27, European Economy Group.
    8. John Bradley & Timo Mitze & Edgar Morgenroth & Gerhard Untiedt, 2005. "An Integrated Micro-Macro (IMM) Approach to the Evaluation of Large-scale Public Investment Programmes: The Case of EU Structural Funds," Papers WP167, Economic and Social Research Institute (ESRI).
    9. Marek RADVANSKÝ & Tomas DOMONKOS, 2010. "Regional Disparities under Different Types of Cohesion Policy," EcoMod2010 259600138, EcoMod.
    10. Gács, János & Hárs, Ágnes & Hüttl, Antónia, 2001. "Bérkonvergencia az EU-csatlakozás előtt és után: gazdasági összefüggések, tapasztalatok és lehetséges fejlődési pályák [Wage convergence before and after EU accession: Theory, empirical experience ," MPRA Paper 60162, University Library of Munich, Germany, revised 2001.
    11. Ionica Oncioiu & Diana Andreea Mândricel & Anca Gabriela Petrescu & Florentina Raluca Bîlcan, 2017. "The Effects of the Structural Funds on the Romanian Economic Growth," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 13(2), pages 91-101, April.
    12. Dobrescu, Emilian, 1998. "Macromodels of the Romanian transition economy, Second edition," MPRA Paper 35825, University Library of Munich, Germany.
    13. Marco PERCOCO, 2005. "The Impact Of Structural Funds On The Italian Mezzogiorno, 1994-1999," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 21, pages 141-153.
    14. Carmela Martín & Ismael Sanz, 2003. "Real Convergence and European Integration: The Experience of the Less Developed EU Members," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 30(3), pages 205-236, September.
    15. Mario Fortuna & Francisco Silva & Ana Medeiros, 2016. "A CGE approach to measuring the impacts of EU structural funds in a small open economy," Papers in Regional Science, Wiley Blackwell, vol. 95(3), pages 507-538, August.

  84. Bajo-Rubio, Oscar & Sosvilla-Rivero, Simon, 1993. "Does public capital affect private sector performance? : An analysis of the Spanish case, 1964-1988," Economic Modelling, Elsevier, vol. 10(3), pages 179-185, July.

    Cited by:

    1. Duarte Bom, P.R. & Ligthart, J.E., 2008. "How Productive is Public Capital? A Meta-Analysis," Other publications TiSEM e841076c-c1df-4617-a1bd-9, Tilburg University, School of Economics and Management.
    2. Peter Nijkamp & Jacques Poot, Victoria, 2002. "Meta-Analysis of the Impact of Fiscal Policies on Long-Run Growth," Tinbergen Institute Discussion Papers 02-028/3, Tinbergen Institute, revised 23 Apr 2003.
    3. Jérôme Creel & Francesco Saraceno & Paola Veroni, 2007. "Has the Golden Rule of Public Finance Made a difference in the UK," Sciences Po publications 2007-13, Sciences Po.
    4. Antonio Estache & Jean-François Perrault & Luc Savard, 2009. "Impact of Infrastructure Spending in Mali: A CGE Modeling Approach," Working Papers ECARES 2009_009, ULB -- Universite Libre de Bruxelles.
    5. Antonis Rovolis & Nigel Spence, 2002. "Promoting Regional Economic Growth in Greece by Investing in Public Infrastructure," Environment and Planning C, , vol. 20(3), pages 393-419, June.
    6. Miguel Gomez-Antonio & Bernard Fingleton, 2011. "Regional productivity variation and the impact of public capital stock: an analysis with spatial interaction, with reference to Spain," Post-Print hal-00712377, HAL.
    7. Bradley, John & Herce, Jose-Antonio & Modesto, Leonor, 1995. "The macroeconomic effects of the CSF 1994-1999 in the EU periphery : An analysis based on the HERMIN model," Economic Modelling, Elsevier, vol. 12(3), pages 323-333, July.
    8. Okey Mawussé Komlagan Nézan, 2016. "Public Expenditure and Private Sector Investment in WAEMU Countries," Working Papers 328, African Economic Research Consortium, Research Department.
    9. Jérôme Creel & Paola Monperrus-Veroni & Francesco Saraceno, 2006. "Estimating the Impact of Public Investment for the United Kingdom: Has the Golden Rule of Public Finance Made a Difference?," Post-Print hal-03462186, HAL.
    10. Hurlin, Christophe & Minea, Alexandru, 2013. "Is public capital really productive? A methodological reappraisal," European Journal of Operational Research, Elsevier, vol. 228(1), pages 122-130.
    11. Bernard Fingleton & Miguel Gómez-Antonio, 2009. "Analysing the Impact of Public Capital Stock Using the NEG Wage Equation: A Panel Data Approach," SERC Discussion Papers 0024, Centre for Economic Performance, LSE.
    12. Jean-Paul Fitoussi & Hélène Baudchon & Jérôme Creel & Jean-Luc Gaffard & Eloi Laurent & Jacques Le Cacheux & Patrick Musso & Michel Aglietta & Vladimir Borgy & Jean Chateau & Michel Juillard & Gilles , 2005. "Potential Growth in the EU : Prospects from Technical Progress and Eastern Enlargment," Working Papers hal-03458887, HAL.
    13. Attila Varga, 2007. "GMR-Hungary: A Complex Macro-Regional Model for the Analysis of Development Policy Impacts on the Hungarian Economy," UPFBE Working Paper Series 2007/4, Faculty of Business and Economics, University Pécs.
    14. Perrault, Jean-François & Savard, Luc & Estache, Antonio, 2010. "The impact of infrastructure spending in Sub-Saharan Africa : a CGE modeling approach," Policy Research Working Paper Series 5386, The World Bank.
    15. Ambe Njoh, 2009. "The Development Theory of Transportation Infrastructure Examined in the Context of Central and West Africa," The Review of Black Political Economy, Springer;National Economic Association, vol. 36(3), pages 227-243, December.
    16. Jérôme Creel & Francesco Saraceno & Paola Veroni, 2006. "Estimating the impact of public investment in the united Kingdom : Has the Golden Rule of Public Finance Made a Difference ?," Sciences Po publications info:hdl:2441/2681, Sciences Po.
    17. Attila Varga, 2007. "From the Geography of Innovation to Development Policy Analysis: The GMR-approach," UPFBE Working Paper Series 2007/1, Faculty of Business and Economics, University Pécs, revised Jun 2007.
    18. Pereira, Alfredo Marvao & Roca-Sagales, Oriol, 2003. "Spillover effects of public capital formation: evidence from the Spanish regions," Journal of Urban Economics, Elsevier, vol. 53(2), pages 238-256, March.
    19. Everaert, Gerdie & Heylen, Freddy, 2001. "Public capital and productivity growth: evidence for Belgium, 1953-1996," Economic Modelling, Elsevier, vol. 18(1), pages 97-116, January.
    20. Colin J Hunt, 2011. "The Interaction of Public and Private Capital," Post-Print hal-00675397, HAL.
    21. Christodoulakis, Nicos M. & Kalyvitis, Sarantis, 2000. "The Effects of the Second Community Support Framework 1994-99 on the Greek Economy," Journal of Policy Modeling, Elsevier, vol. 22(5), pages 611-624, September.
    22. Valter Di Giacinto & Giacinto Micucci & Pasqualino Montanaro, 2012. "The Macroeconomic Impact of Infrastructures: A Literature Review and Empirical Analysis on the Case of Italy," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 1, March.
    23. Pedro R.D. Bom & Jenny E. Ligthart, 2009. "How Productive is Public Capital? A Meta-Regression Analysis," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0912, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
    24. Emmanuel Apergis & Nicholas Apergis, 2019. "“Sakura” has not grown in a day: infrastructure investment and economic growth in Japan under different tax regimes," Empirical Economics, Springer, vol. 57(2), pages 541-567, August.
    25. Magazzino, Cosimo & Giolli, Lorenzo, 2021. "The relationship among railway networks, energy consumption, and real added value in Italy. Evidence form ARDL and Wavelet analysis," Research in Transportation Economics, Elsevier, vol. 90(C).
    26. Nijkamp, Peter & Poot, Jacques, 2004. "Meta-analysis of the effect of fiscal policies on long-run growth," European Journal of Political Economy, Elsevier, vol. 20(1), pages 91-124, March.
    27. John Bradley & Gerhard Untiedt, 2012. "Assessing the impact of EU Cohesion Policy: What can economic models tell us?," HERMIN Economic Papers 2-2012, HERMIN.
    28. Sturm, Jan Egbert & de Haan, Jakob, 1995. "Is public expenditure really productive?: New evidence for the USA and The Netherlands," Economic Modelling, Elsevier, vol. 12(1), pages 60-72, January.
    29. Pedro R.D. Bom & Jenny E. Ligthart, 2014. "What Have We Learned From Three Decades Of Research On The Productivity Of Public Capital?," Journal of Economic Surveys, Wiley Blackwell, vol. 28(5), pages 889-916, December.
    30. Jolanta Zemguliene, 2012. "Public Expenditure on Capital Formation and Private Sector Productivity Growth: Evidence from Lithuania and the Euro Area," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, vol. 3(1).
    31. Chi, Junwook & Baek, Jungho, 2016. "Modeling the Transport Infrastructure-Growth Nexus in the United States," Journal of the Transportation Research Forum, Transportation Research Forum, vol. 55(3), December.
    32. Mr. Frederick L Joutz & Mr. Yasser Abdih, 2008. "The Impact of Public Capital, Human Capital, and Knowledge on Aggregate Output," IMF Working Papers 2008/218, International Monetary Fund.
    33. Holmgren, Johan & Merkel, Axel, 2017. "Much ado about nothing? – A meta-analysis of the relationship between infrastructure and economic growth," Research in Transportation Economics, Elsevier, vol. 63(C), pages 13-26.
    34. Thomas M. Fullerton Jr & Azucena González Monzón & Adam G. Walke, 2013. "Physical Infrastructure and Economic Growth in El Paso," Economic Development Quarterly, , vol. 27(4), pages 363-373, November.
    35. Ratbek Dzhumashev & Emin Gahramanov, 2010. "A Growth Model with Income Tax Evasion: Some Implications for Australia," The Economic Record, The Economic Society of Australia, vol. 86(275), pages 620-636, December.
    36. Musisi, A.A., 2006. "Physical public infrastructure and private sector output/productivity in Uganda: a firm level analysis," ISS Working Papers - General Series 19182, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.

  85. Bajo-Rubio, Oscar & Fernandez-Rodriguez, Fernando & Sosvilla-Rivero, Simon, 1992. "Chaotic behaviour in exchange-rate series : First results for the Peseta--U.S. dollar case," Economics Letters, Elsevier, vol. 39(2), pages 207-211, June.

    Cited by:

    1. Marcos Álvarez-Díaz & Alberto Álvarez, 2002. "Predicción No-Lineal De Tipos De Cambio: Algoritmos Genéticos, Redes Neuronales Y Fusión De Datos," Working Papers 0205, Universidade de Vigo, Departamento de Economía Aplicada.
    2. Matilla-García, Mariano & Marín, Manuel Ruiz, 2010. "A new test for chaos and determinism based on symbolic dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 600-614, December.
    3. Oscar Bajo-Rubio & Simón Sosvilla-Rivero & Fernando Fernández-Rodríguez, "undated". "Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series," Working Papers 2002-01, FEDEA.
    4. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada, "undated". "Exchange-rate forecasts with simultaneous nearest-neighbour methods: Evidence from the EMS," Working Papers 98-17, FEDEA.
    5. Daniela Federici & Giancarlo Gandolfo, 2011. "The Euro/Dollar Exchange Rate: Chaotic or Non-Chaotic?," DEGIT Conference Papers c016_035, DEGIT, Dynamics, Economic Growth, and International Trade.
    6. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, "undated". "Testing Chaotic Dynamics via Lyapunov Exponents," Working Papers 2000-07, FEDEA.
    7. Óscar Bajo Rubio & Simón Sosvilla Rivero & Fernando Fernández Rodríguez, 2000. "Asymmetry In The Ems: New Evidence Based On Non-Linear Forecasts," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0001, Departamento de Economía - Universidad Pública de Navarra.
    8. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, "undated". "Nearest-Neighbour Predictions in Foreign Exchange Markets," Working Papers 2002-05, FEDEA.
    9. Marisa Faggini, 2011. "Chaotic Time Series Analysis in Economics: Balance and Perspectives," Working papers 25, Former Department of Economics and Public Finance "G. Prato", University of Torino.
    10. Baillie, Richard T. & Cecen, Aydin A. & Erkal, Cahit & Han, Young-Wook, 2004. "Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(5), pages 401-418, December.
    11. Fernandez-Rodriguez, Fernando & Sosvilla-Rivero, Simon, 1998. "Testing nonlinear forecastability in time series: Theory and evidence from the EMS," Economics Letters, Elsevier, vol. 59(1), pages 49-63, April.
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    15. Marcos Álvarez-Díaz & Alberto Álvarez, 2003. "Predicción No-Lineal De Tipos De Cambio: Algoritmos Genéticos, Redes Neuronales Y Fusión De Datos," Working Papers 0301, Universidade de Vigo, Departamento de Economía Aplicada.
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  86. Sosvilla-Rivero, Simon & Park, Young B., 1992. "Further tests on the forward exchange rate unbiasedness hypothesis," Economics Letters, Elsevier, vol. 40(3), pages 325-331, November.
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    4. Bharat Barot, 2004. "Growth and Business Cycles for the Swedish Economy 1963-1999," Macroeconomics 0409017, University Library of Munich, Germany.
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    10. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "On the bi-directional causal relationship between public debt and economic growth in EMU countries," Working Papers 15-06, Asociación Española de Economía y Finanzas Internacionales.
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