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Publications

by members of

Universidad Francisco Marroquín → Escuela de Negocios

Francisco Marroquin University → Business School

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2019

  1. Ayala, Astrid & Blazsek, Szabolcs & Escribano, Álvaro, 2019, "Score-driven time series models with dynamic shape : an application to the Standard & Poor's 500 index," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 28133, Jan.
  2. Ayala, Astrid & Blazsek, Szabolcs & Escribano, Álvaro, 2019, "Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 28638, Jul.

2017

  1. Ayala, Astrid & Blazsek, Szabolcs & Escribano, Álvaro, 2017, "Dynamic conditional score models with time-varying location, scale and shape parameters," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 25043, Jul.

Journal articles

2024

  1. Ayala Astrid & Blazsek Szabolcs & Licht Adrian, 2024, "Volatility Forecasting Using Quasi-Score-Driven Models with an Application to the Coronavirus Pandemic Period," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 5, pages 785-805, DOI: 10.1515/snde-2022-0085.
  2. Astrid Loretta Ayala & Szabolcs Blazsek & Adrian Licht, 2024, "Score function scaling for QAR plus Beta-t-EGARCH: an empirical application to the S&P 500," Applied Economics, Taylor & Francis Journals, volume 56, issue 31, pages 3684-3697, July, DOI: 10.1080/00036846.2023.2208335.

2023

  1. Ayala Astrid & Blazsek Szabolcs & Escribano Alvaro, 2023, "Anticipating extreme losses using score-driven shape filters," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 4, pages 449-484, September, DOI: 10.1515/snde-2021-0102.
  2. Ayala Astrid & Blazsek Szabolcs & Licht Adrian, 2023, "Comparison of Score-Driven Equity-Gold Portfolios During the COVID-19 Pandemic Using Model Confidence Sets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 5, pages 705-731, December, DOI: 10.1515/snde-2022-0107.

2022

  1. Astrid Ayala & Szabolcs Blazsek & Adrian Licht, 2022, "Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of 1999 to 2020," Empirical Economics, Springer, volume 62, issue 5, pages 2179-2203, May, DOI: 10.1007/s00181-021-02103-6.
  2. Per L Bylund & Christopher Lingle & Mark Packard, 2022, "Politicised revisionism: comment on Lopes (2021)," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 46, issue 3, pages 609-612.

2021

  1. Astrid Loretta Ayala & Szabolcs Blazsek, 2021, "Score-driven panel data models of the capital structure of US firms," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 19, pages 1666-1670, November, DOI: 10.1080/13504851.2020.1845293.

2019

  1. Astrid Ayala & Szabolcs Blazsek, 2019, "Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 10, issue 1, pages 65-92, March, DOI: 10.1007/s13209-018-0186-0.
  2. Astrid Ayala & Szabolcs Blazsek, 2019, "Score-driven models of stochastic seasonality in location and scale: an application case study of the Indian rupee to USD exchange rate," Applied Economics, Taylor & Francis Journals, volume 51, issue 37, pages 4083-4103, August, DOI: 10.1080/00036846.2019.1588952.

2018

  1. Astrid Ayala & Szabolcs Blazsek, 2018, "Equity market neutral hedge funds and the stock market: an application of score-driven copula models," Applied Economics, Taylor & Francis Journals, volume 50, issue 37, pages 4005-4023, August, DOI: 10.1080/00036846.2018.1440062.
  2. Astrid Ayala & Szabolcs Blazsek, 2018, "Score-driven copula models for portfolios of two risky assets," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 18, pages 1861-1884, December, DOI: 10.1080/1351847X.2018.1464488.

2016

  1. Astrid Ayala & Szabolcs Blazsek & Juncal Cuñado & Luis Albériko Gil-Alana, 2016, "Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score," Applied Economics, Taylor & Francis Journals, volume 48, issue 29, pages 2675-2696, June, DOI: 10.1080/00036846.2015.1128076.

2013

  1. Ayala, Astrid & Blazsek, Szabolcs, 2013, "Structural breaks in public finances in Central and Eastern European countries," Economic Systems, Elsevier, volume 37, issue 1, pages 45-60, DOI: 10.1016/j.ecosys.2012.06.004.
  2. Astrid Ayala & Juncal Cunado & Luis Alberiko Gil-Alana, 2013, "Real convergence: empirical evidence for Latin America," Applied Economics, Taylor & Francis Journals, volume 45, issue 22, pages 3220-3229, August, DOI: 10.1080/00036846.2012.703317.

2012

  1. Astrid Ayala & Juncal Cuñado & Luis Albériko Gil-Alana, 2012, "Unemployment hysteresis: empirical evidence for Latin America," Journal of Applied Economics, Universidad del CEMA, volume 15, pages 213-233, November.
  2. Astrid Ayala & Szabolcs Blazsek, 2012, "How has the financial crisis affected the fiscal convergence of Central and Eastern Europe to the Eurozone?," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 5, pages 471-476, March, DOI: 10.1080/13504851.2011.583212.
  3. Astrid Ayala & Juncal Cuñado & Luis Alb�riko Gil-Alana, 2012, "Real convergence in Latin America: a fractionally integrated approach," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 20, pages 1713-1717, October, DOI: 10.1080/09603107.2012.674204.

2004

  1. Kurt Wickman & Christopher Lingle, 2004, "Rethinking Tax Policies: New Ideas From A Dead Economist," Economic Affairs, Wiley Blackwell, volume 24, issue 3, pages 53-57, September, DOI: 10.1111/j.1468-0270.2004.t01-1-0049.

1995

  1. Lingle, Christopher, 1995, "Banking, finance and monetary policy in Singapore : Dudley G. Luckett, David L. Schulze and Raymond W.Y. Wong. Singapore: McGraw-Hill, 1994. xiii + 180 pp," International Review of Economics & Finance, Elsevier, volume 4, issue 4, pages 429-431.
  2. Christopher Lingle, 1995, "Asian Market Economies: Challenges of a Changing International Environment," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 37, issue 3, pages 100-102, September.

1994

  1. Lingle Christopher, 1994, "THE ILLUSION OF CHOICE: HOW THE MARKET ECONOMY SHAPES OUR DESTINY: Andrew Bard Schmookler," Journal des Economistes et des Etudes Humaines, De Gruyter, volume 5, issue 2-3, pages 423-428, June, DOI: 10.1515/jeeh-1994-2-311.
  2. Christopher Lingle, 1994, "Understanding China's Socialist Market Economy," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 36, issue 2, pages 85-88, July.

1992

  1. Hartmut Kliemt & Bernd Lahno & Christopher Lingle & D. Reisman & Robert Bish & Dean Lueck & Donald Boudreaux, 1992, "Reviews," Constitutional Political Economy, Springer, volume 3, issue 2, pages 267-287, March, DOI: 10.1007/BF02393123.

1991

  1. Christopher Lingle, 1991, "Interest Groups and Cultural Protectionism: Apartheid and Public Arts Policies," International Journal of Social Economics, Emerald Group Publishing Limited, volume 18, issue 4, pages 4-13, April, DOI: 10.1108/03068299110001299.

1990

  1. Christopher Lingle, 1990, "Apartheid as Racial Socialism," Kyklos, Wiley Blackwell, volume 43, issue 2, pages 229-247, May, DOI: 10.1111/j.1467-6435.1990.tb00209.x.
  2. Lingle, Christopher, 1990, "American enterprise in South Africa. Historical dimensions of engagement and disengagement : Richard W. Hull, (New York University Press, New York, 1990) pp. xviii + 419, ISBN 0-8147-3462-6, $56.50," European Journal of Political Economy, Elsevier, volume 6, issue 4, pages 589-591.

1989

  1. C. Lingle, 1989, "On the Real Costs of Military Conscription," South African Journal of Economics, Economic Society of South Africa, volume 57, issue 3, pages 178-183, September, DOI: 10.1111/j.1813-6982.1989.tb00197.x.
  2. Wickstrom, Beng-Arne & Lingle, Christopher & van Winden, Frans, 1989, "Press release," European Journal of Political Economy, Elsevier, volume 5, issue 1, pages 145-146.

1978

  1. Lingle, R Christopher & Jones, Ethel B, 1978, "Women's Increasing Unemployment: A Cross-Sectional Analysis," American Economic Review, American Economic Association, volume 68, issue 2, pages 84-89, May.

Chapters

2015

  1. Astrid Ayala & Szabolcs Blazsek & Raúl B. González Paz, 2015, "Default Risk of Sovereign Debt in Central America," Palgrave Macmillan Books, Palgrave Macmillan, chapter 2, in: Nigel Finch, "Emerging Markets and Sovereign Risk", DOI: 10.1057/9781137450661_2.

2008

  1. Robert W. McGee & Christopher Lingle, 2008, "The Ethics of Tax Evasion: A Survey of Guatemalan Opinion," Springer Books, Springer, chapter 25, in: Robert W. McGee, "Taxation and Public Finance in Transition and Developing Economies", DOI: 10.1007/978-0-387-25712-9_25.

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