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Jorge V. Pérez-Rodríguez

Personal Details

First Name:Jorge
Middle Name:V.
Last Name:Pérez-Rodríguez
Suffix:
RePEc Short-ID:ppr34

Affiliation

Departamento de Métodos Cuantitativos en la Economía y la Gestión
Facultad de Economía, Empresa y Turismo
Universidad de las Palmas de Gran Canaria

Las Palmas, Spain
http://www.ulpgc.es/index.php?pagina=dmc&ver=inicio

: +34 928 45 1843
+34 928 45 8225
Edif. Dptal. de la Facultad de CC. EE. y EE. (Modulo D), Campus Universitario de Tafira, 35017 - Las Palmas de Gran Canaria
RePEc:edi:dmlpges (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. María Santana Gallego & Jorge Vicente Pérez Rodríguez & Francisco José Ledesma Rodríguez, 2012. "On the impact of the euro on international tourism," DEA Working Papers 50, Universitat de les Illes Balears, Departament d'Economía Aplicada.
  2. Maria Santana-Gallego & Francisco J. Ledesma-Rodríguez & Jorge V. Pérez-Rodríguez, 2010. "Revisiting Rose’s common currency debate," Working Papers 10-02, Asociación Española de Economía y Finanzas Internacionales.
  3. Yolanda Santana-Jiménez & Jorge V. Pérez-Rodríguez, 2007. "Post-EMS exchange risk trends: A comparative perspective between Euro, British Pound and Japanese Yen excess returns against US Dollar," Working Papers 07-06, Asociación Española de Economía y Finanzas Internacionales.
  4. María Santana-Gallego & Francisco J. Ledesma-Rodríguez & Jorge V. Pérez-Rodríguez, 2007. "On the impact of exchange rate regimes on tourism," Working Papers 07-07, Asociación Española de Economía y Finanzas Internacionales.
  5. Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, 2006. "Implicit Bands in the Yen/Dollar Exchange Rate," Working Papers 2006-19, FEDEA.
  6. 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.
  7. Jorge V. Pérez Rodríguez, 2002. "Intensidad de la actividad de negociación. El caso del futuro del IBEX 35," Documentos de trabajo conjunto ULL-ULPGC 2002-07, Facultad de Ciencias Económicas de la ULPGC.
  8. Eduardo Acosta González & Fernando Fernández Rodríguez & Jorge Pérez Rodríguez, 2002. "Volatility bias in the GARCH model: a simulation study," Documentos de trabajo conjunto ULL-ULPGC 2002-02, Facultad de Ciencias Económicas de la ULPGC.
  9. Marc Sáez & Jorge V. Pérez Rodríguez, 1994. "Modelos autorregresivos para la varianza condicionada heteroscedastica (ARCH)," Economics Working Papers 95, Department of Economics and Business, Universitat Pompeu Fabra.
  10. Francisco Ledesma-RodrÌguez & Manuel Navarro-Ib·nez & Jorge PÈrez-RodrÌguez & SimÛn Sosvilla-Rivero, "undated". "The Credibility of the European Monetary System: A Review," Studies on the Spanish Economy 179, FEDEA.
  11. Francisco Ledesma-Rodríguez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, "undated". "An empirical examination of exchange-rate credibility determinants in the EMS," Working Papers on International Economics and Finance 04-01, FEDEA.
  12. 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.
  13. 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.
  14. Francisco J. Ledesma & Manuel Navarro & Jorge V. Pérez-Rodríguez, "undated". "Return to Tourist Destination. Is it Reputation, After All?," Working Papers on International Economics and Finance 03-01, FEDEA.
  15. 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.
  16. Jorge V. PÈrez-RodrÌguez & Salvador Torra Porras, "undated". "Diversas formas de dependencia no lineal y contrastes de selecciÛn de modelos en la predicciÛn de los rendimientos del Ibex35," Studies on the Spanish Economy 94, FEDEA.

Articles

  1. Jorge Pérez-Rodríguez & Julián Andrada-Félix, 2013. "Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples," Computational Statistics, Springer, vol. 28(2), pages 701-734, April.
  2. Jorge V. Pérez-Rodríguez & Beatriz G. L. Valcarcel, 2012. "Do product innovation and news about the R&D process produce large price changes and overreaction? The case of pharmaceutical stock prices," Applied Economics, Taylor & Francis Journals, vol. 44(17), pages 2217-2229, June.
  3. Jorge Perez-Rodriguez, 2011. "Probability of an incoming order signal," Quantitative Finance, Taylor & Francis Journals, vol. 11(6), pages 901-916.
  4. Francisco Ledesma-Rodriguez & Manuel Navarro-Ibanez & Jorge Perez-Rodriguez & Simon Sosvilla-Rivero, 2011. "Implicit bands in the yen/dollar exchange rate," Applied Economics, Taylor & Francis Journals, vol. 43(10), pages 1241-1255.
  5. María Santana-Gallego & Francisco Ledesma-Rodríguez & Jorge Pérez-Rodríguez, 2011. "Tourism and trade in OECD countries. A dynamic heterogeneous panel data analysis," Empirical Economics, Springer, vol. 41(2), pages 533-554, October.
  6. María Santana‐Gallego & Francisco J. Ledesma‐Rodríguez & Jorge V. Pérez‐Rodríguez & Isabel Cortés‐Jiménez, 2010. "Does a Common Currency Promote Countries’ Growth via Trade and Tourism?," The World Economy, Wiley Blackwell, vol. 33(12), pages 1811-1835, December.
  7. 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.
  8. J. V. Perez-Rodriguez & F. Ledesma-Rodriguez & S. Torra-Porras, 2009. "Purchasing power parity and nonlinear adjustment," Applied Economics Letters, Taylor & Francis Journals, vol. 16(1), pages 35-38.
  9. Pascual-Fuster, Bartolome & Perez-Rodriguez, Jorge V., 2007. "Volatility transmission for cross-listed firms and the role of international exposure," Japan and the World Economy, Elsevier, vol. 19(3), pages 303-328, August.
  10. Francisco Ledesma-Rodriguez & Manuel Navarro-Ibanez & Jorge Perez-Rodriguez & Simon Sosvilla-Rivero, 2007. "Implicit bands in the Spanish peseta/Deutschmark exchange rate, 1965-1998," Applied Financial Economics, Taylor & Francis Journals, vol. 17(11), pages 921-932.
  11. Jorge Pérez-Rodríguez, 2006. "The Euro and Other Major Currencies Floating Against the U.S. Dollar," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 34(4), pages 367-384, December.
  12. 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.
  13. Perez-Rodriguez, Jorge V. & Torra, Salvador & Andrada-Felix, Julian, 2005. "STAR and ANN models: forecasting performance on the Spanish "Ibex-35" stock index," Journal of Empirical Finance, Elsevier, vol. 12(3), pages 490-509, June.
  14. Jorge Perez-Rodriguez & Salvador Torra & Julian Andrada-Felix, 2005. "Are Spanish Ibex35 stock future index returns forecasted with non-linear models?," Applied Financial Economics, Taylor & Francis Journals, vol. 15(14), pages 963-975.
  15. 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.
  16. Santana Jiménez, Yolanda & Pérez Rodríguez, Jorge Vicente, 2005. "El precio del riesgo tras la entrada del euro/Risk Price after Euro’s Introduction," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 23, pages 187-206, Abril.
  17. Francisco Ledesma & Manuel Navarro & Jorge Perez-Rodriguez, 2005. "Return to tourist destination. Is it reputation, after all?," Applied Economics, Taylor & Francis Journals, vol. 37(18), pages 2055-2065.
  18. Ledesma Rodríguez, Francisco J. & Ibáñez, Manuel Navarro & Pérez Rodríguez, Jorge V. & Rivero, Simón Sosvilla, 2005. "Regímenes cambiarios de iure y de facto. El caso de la peseta/dólar, 1965–1998," Revista de Historia Económica, Cambridge University Press, vol. 23(03), pages 541-561, December.
  19. Jorge V. Pérez Rodríguez & Francisco J. Ledesma Rodríguez & Manuel Navarro Ibáñez & Simón Sosvilla-Rivero, 2001. "Expectativas, Aprendizaje Y Credibilidad De La Política Monetaria En España," Hacienda Pública Española, IEF, vol. 158(3), September.
  20. 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.
  21. Ledesma Rodríguez, F. J. & Navarro Ibáñez, Manuel & Pérez Rodríguez, J.V. & Sosvilla Rivero, S., 1999. "A study of the credibility of the Spanish peseta," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 11, pages 85-100, Febrero.
  22. ACOSTA GONZÁLEZ, E. & PÉREZ RODRÍGUEZ, Jorge V., 1999. "Volumen de negociación y cambios en los precios: causalidad y distribuciones mixtas1," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 11, pages 5-21, Febrero.
  23. Pérez Rodríguez, Jorge V. & Murillo Fort, Carlos, 1997. "Contrastes de especificación para los modelos de varianza Heterocedástica condicionada," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 7, pages 101-129, Junio.
  24. Marc Saez Zafra & Jorge V. Pérez Rodríguez, 1994. "Modelos autorregresivos para la varianza condicionada heteroscedastica (ARCH)," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 2, pages 71-106, Diciembre.

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. Maria Santana-Gallego & Francisco J. Ledesma-Rodríguez & Jorge V. Pérez-Rodríguez, 2010. "Revisiting Rose’s common currency debate," Working Papers 10-02, Asociación Española de Economía y Finanzas Internacionales.

    Mentioned in:

    1. Christmas shopping and currency unions
      by Johan Fourie in Johan Fourie's Blog on 2012-12-15 14:38:42
  2. María Santana Gallego & Jorge Vicente Pérez Rodríguez & Francisco José Ledesma Rodríguez, 2012. "On the impact of the euro on international tourism," DEA Working Papers 50, Universitat de les Illes Balears, Departament d'Economía Aplicada.

    Mentioned in:

    1. European tourism and the Euro
      by Economic Logician in Economic Logic on 2012-12-27 21:05:00

Working papers

  1. Maria Santana-Gallego & Francisco J. Ledesma-Rodríguez & Jorge V. Pérez-Rodríguez, 2010. "Revisiting Rose’s common currency debate," Working Papers 10-02, Asociación Española de Economía y Finanzas Internacionales.

    Cited by:

    1. Santana-Gallego, María & Ledesma-Rodríguez, Francisco J. & Pérez-Rodríguez, Jorge V., 2016. "International trade and tourism flows: An extension of the gravity model," Economic Modelling, Elsevier, vol. 52(PB), pages 1026-1033.

  2. 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.

  3. Francisco Ledesma-RodrÌguez & Manuel Navarro-Ib·nez & Jorge PÈrez-RodrÌguez & SimÛn 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.

  4. 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.

  5. 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.

  6. Francisco J. Ledesma & Manuel Navarro & Jorge V. Pérez-Rodríguez, "undated". "Return to Tourist Destination. Is it Reputation, After All?," Working Papers on International Economics and Finance 03-01, FEDEA.

    Cited by:

    1. Carlos Barros & Vera Barros & Peter Dieke, 2012. "Tourism and Human Development in Mozambique: an analysis for Inhambane province," CEsA Working Papers 100, CEsA - Center for African, Asian and Latin American Studies.
    2. Jorge Moll-de-Alba & Lluís Prats & Lluís Coromina, 2016. "The need to adapt to travel expenditure patterns. A study comparing business and leisure tourists in Barcelona," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 6(2), pages 253-267, August.
    3. Yang, Zhenshan & Cai, Jianming, 2016. "Do regional factors matter? Determinants of hotel industry performance in China," Tourism Management, Elsevier, vol. 52(C), pages 242-253.
    4. Jarvis, Diane & Stoeckl, Natalie & Liu, Hong-Bo, 2016. "The impact of economic, social and environmental factors on trip satisfaction and the likelihood of visitors returning," Tourism Management, Elsevier, vol. 52(C), pages 1-18.

Articles

  1. María Santana-Gallego & Francisco Ledesma-Rodríguez & Jorge Pérez-Rodríguez, 2011. "Tourism and trade in OECD countries. A dynamic heterogeneous panel data analysis," Empirical Economics, Springer, vol. 41(2), pages 533-554, October.

    Cited by:

    1. Francioni, Barbara & Vissak, Tiia & Musso, Fabio, 2017. "Small Italian wine producers’ internationalization: The role of network relationships in the emergence of late starters," International Business Review, Elsevier, vol. 26(1), pages 12-22.
    2. Zahid Ahmad* & Anam Tariq**, 2013. "Impact of International Trade on departed tourists : A case of the South and South-East Asian region," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 23(1), pages 1-12.
    3. K Jackson & W Zang, 2015. "Evaluating Methodological Issues in the Tourism Literature: UK outgoing tourism and trade links," Economic Issues Journal Articles, Economic Issues, vol. 20(1), pages 1-42, March.
    4. Seetaram, Neelu & Petit, Sylvain, 2012. "Panel data analysis in Tourism Research," MPRA Paper 75086, University Library of Munich, Germany.

  2. María Santana‐Gallego & Francisco J. Ledesma‐Rodríguez & Jorge V. Pérez‐Rodríguez & Isabel Cortés‐Jiménez, 2010. "Does a Common Currency Promote Countries’ Growth via Trade and Tourism?," The World Economy, Wiley Blackwell, vol. 33(12), pages 1811-1835, December.

    Cited by:

    1. R. Brau & AM. Pinna, 2011. "Movements of People for Movements of Goods?," Working Paper CRENoS 201123, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    2. Morley, Clive & Rosselló, Jaume & Santana-Gallego, Maria, 2014. "Gravity models for tourism demand: theory and use," Annals of Tourism Research, Elsevier, vol. 48(C), pages 1-10.
    3. Jaume Roselló Nadal & María Santana Gallego, 2012. "Climate change and global international tourism: An evaluation for different scenarios," DEA Working Papers 52, Universitat de les Illes Balears, Departament d'Economía Aplicada.
    4. Pérez-Rodríguez, Jorge V. & Ledesma-Rodríguez, Francisco & Santana-Gallego, María, 2015. "Testing dependence between GDP and tourism's growth rates," Tourism Management, Elsevier, vol. 48(C), pages 268-282.
    5. Santana-Gallego, María & Ledesma-Rodríguez, Francisco J. & Pérez-Rodríguez, Jorge V., 2016. "International trade and tourism flows: An extension of the gravity model," Economic Modelling, Elsevier, vol. 52(PB), pages 1026-1033.
    6. Shahzad, Syed Jawad Hussain & Shahbaz, Muhammad & Ferrer, Román & Kumar, Ronald Ravinesh, 2016. "Tourism-led Growth Hypothesis in the Top Ten Tourist Destinations: New Evidence Using the Quantile-on-Quantile Approach," MPRA Paper 75540, University Library of Munich, Germany, revised 10 Dec 2016.
    7. Mashkoor, Asim & Ahmed, Ovais & Herani, Dr. Gobin, 2015. "The relationship between Foreign Currency trading and Economic Development: A case Study of Pakistan," MPRA Paper 64482, University Library of Munich, Germany.

  3. J. V. Perez-Rodriguez & F. Ledesma-Rodriguez & S. Torra-Porras, 2009. "Purchasing power parity and nonlinear adjustment," Applied Economics Letters, Taylor & Francis Journals, vol. 16(1), pages 35-38.

    Cited by:

    1. Oscar Claveria & Enric Monte & Salvador Torra, 2015. "“Self-organizing map analysis of agents’ expectations. Different patterns of anticipation of the 2008 financial crisis”," AQR Working Papers 201508, University of Barcelona, Regional Quantitative Analysis Group, revised Mar 2015.
    2. Frederick Wallace, 2011. "Purchasing power parity in Mexico: a historical note," Applied Economics Letters, Taylor & Francis Journals, vol. 18(4), pages 349-352.

  4. Pascual-Fuster, Bartolome & Perez-Rodriguez, Jorge V., 2007. "Volatility transmission for cross-listed firms and the role of international exposure," Japan and the World Economy, Elsevier, vol. 19(3), pages 303-328, August.

    Cited by:

    1. Lee, Chien-Chiang & Chen, Mei-Ping & Chang, Chi-Hung, 2014. "Industry co-movement and cross-listing: Do home country factors matter?," Japan and the World Economy, Elsevier, vol. 32(C), pages 96-110.
    2. Fowowe, Babajide & Shuaibu, Mohammed, 2016. "Dynamic spillovers between Nigerian, South African and international equity markets," International Economics, Elsevier, vol. 148(C), pages 59-80.

  5. Francisco Ledesma-Rodriguez & Manuel Navarro-Ibanez & Jorge Perez-Rodriguez & Simon Sosvilla-Rivero, 2007. "Implicit bands in the Spanish peseta/Deutschmark exchange rate, 1965-1998," Applied Financial Economics, Taylor & Francis Journals, vol. 17(11), pages 921-932.

    Cited by:

    1. 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.

  6. Jorge Pérez-Rodríguez, 2006. "The Euro and Other Major Currencies Floating Against the U.S. Dollar," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 34(4), pages 367-384, December.

    Cited by:

    1. Dimitriou, Dimitrios & Kenourgios, Dimitris, 2013. "Financial crises and dynamic linkages among international currencies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 319-332.
    2. Roberto Casarin & Marco Tronzano & Domenico Sartore, 2013. "Bayesian Markov Switching Stochastic Correlation Models," Working Papers 2013:11, Department of Economics, University of Venice "Ca' Foscari".
    3. Antonakakis, Nikolaos, 2012. "Exchange return co-movements and volatility spillovers before and after the introduction of euro," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1091-1109.
    4. El Abed, Riadh & Zardoub, Amna, 2017. "Time varying and asymmetric effect between sovereign credit market and financial market: The asymmetric DCC model," Economics Discussion Papers 2017-97, Kiel Institute for the World Economy (IfW).
    5. Kühl, Michael, 2009. "Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates," Center for European, Governance and Economic Development Research Discussion Papers 89, University of Goettingen, Department of Economics.
    6. Tamakoshi, Go & Hamori, Shigeyuki, 2014. "Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach," International Review of Economics & Finance, Elsevier, vol. 31(C), pages 105-113.
    7. Yang, Lu & Cai, Xiao Jing & Zhang, Huimin & Hamori, Shigeyuki, 2016. "Interdependence of foreign exchange markets: A wavelet coherence analysis," Economic Modelling, Elsevier, vol. 55(C), pages 6-14.
    8. Kenourgios, Dimitris & Papadamou, Stephanos & Dimitriou, Dimitrios, 2015. "On quantitative easing and high frequency exchange rate dynamics," Research in International Business and Finance, Elsevier, vol. 34(C), pages 110-125.

  7. Perez-Rodriguez, Jorge V. & Torra, Salvador & Andrada-Felix, Julian, 2005. "STAR and ANN models: forecasting performance on the Spanish "Ibex-35" stock index," Journal of Empirical Finance, Elsevier, vol. 12(3), pages 490-509, June.

    Cited by:

    1. 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.
    2. Yan, Isabel K. & Chong, Terence & Lam, Tau-Hing, 2011. "Is the Chinese Stock Market Really Efficient," MPRA Paper 35219, University Library of Munich, Germany.
    3. Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2005. "On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models," Keele Economics Research Papers KERP 2005/13, Centre for Economic Research, Keele University.
    4. Oscar Claveria & Enric Monte & Salvador Torra, 2015. "“Self-organizing map analysis of agents’ expectations. Different patterns of anticipation of the 2008 financial crisis”," AQR Working Papers 201508, University of Barcelona, Regional Quantitative Analysis Group, revised Mar 2015.
    5. Lawrence Xaba & Ntebogang Moroke & Johnson Arkaah & Charlemagne Pooe, 2015. "A Comparative Study of Stock Price Forecasting using nonlinear models," Proceedings of International Academic Conferences 2704207, International Institute of Social and Economic Sciences.
    6. Christos Avdoulas & Stelios Bekiros & Sabri Boubaker, 2018. "Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets," Annals of Operations Research, Springer, vol. 262(2), pages 307-333, March.
    7. Juan Reboredo & José Matías & Raquel Garcia-Rubio, 2012. "Nonlinearity in Forecasting of High-Frequency Stock Returns," Computational Economics, Springer;Society for Computational Economics, vol. 40(3), pages 245-264, October.
    8. Elsy Gómez-Ramos & Francisco Venegas-Martínez, 2013. "A Review of Artificial Neural Networks: How Well Do They Perform in Forecasting Time Series?," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, vol. 6(2), pages 7-15, Diciembre.
    9. Jaydip Sen & Tamal Datta Chaudhuri, 2017. "A Time Series Analysis-Based Forecasting Framework for the Indian Healthcare Sector," Papers 1705.01144, arXiv.org.
    10. Duan, Wen-Qi & Stanley, H. Eugene, 2011. "Cross-correlation and the predictability of financial return series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(2), pages 290-296.
    11. Leoni Eleni Oikonomikou, 2016. "Forecasting the Market Risk Premium with Artificial Neural Networks," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 202, Courant Research Centre PEG.
    12. Rico Belda, Paz, 2013. "No linealidad y asimetría en el proceso generador del Índice Ibex35/Nonlinearity and Asymmetry in the Generator Process of Ibex35 Index," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 31, pages 555-576, Septiembr.

  8. Jorge Perez-Rodriguez & Salvador Torra & Julian Andrada-Felix, 2005. "Are Spanish Ibex35 stock future index returns forecasted with non-linear models?," Applied Financial Economics, Taylor & Francis Journals, vol. 15(14), pages 963-975.

    Cited by:

    1. Christos Avdoulas & Stelios Bekiros & Sabri Boubaker, 2018. "Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets," Annals of Operations Research, Springer, vol. 262(2), pages 307-333, March.
    2. Olmedo,E. & Velasco, F. & Valderas, J.M., 2007. "Caracterización no lineal y predicción no paramétrica en el IBEX35/Nonlinear Characterization and Predictions of IBEX 35," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 25, pages 815-842, Diciembre.
    3. Stavros Degiannakis & Evdokia Xekalaki, 2007. "Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models," Applied Financial Economics, Taylor & Francis Journals, vol. 17(2), pages 149-171.
    4. Rico Belda, Paz, 2013. "No linealidad y asimetría en el proceso generador del Índice Ibex35/Nonlinearity and Asymmetry in the Generator Process of Ibex35 Index," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 31, pages 555-576, Septiembr.

  9. 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.

    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. 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.
    4. 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.
    5. Francisco Pérez-Bermejo & Simón Sosvilla-Rivero, "undated". "Currency Crises and Political Factors: Drawing Lessons from the EMS Experience," Working Papers 2004-04, FEDEA.
    6. 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.
    7. 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.
    8. 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.
    9. 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.
    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 & 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.
    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. 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.
    14. 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.
    15. 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.
    16. 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.

  10. Francisco Ledesma & Manuel Navarro & Jorge Perez-Rodriguez, 2005. "Return to tourist destination. Is it reputation, after all?," Applied Economics, Taylor & Francis Journals, vol. 37(18), pages 2055-2065.
    See citations under working paper version above.
  11. 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.

  12. Ledesma Rodríguez, F. J. & Navarro Ibáñez, Manuel & Pérez Rodríguez, J.V. & Sosvilla Rivero, S., 1999. "A study of the credibility of the Spanish peseta," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 11, pages 85-100, Febrero.

    Cited by:

    1. Hallerbach, Winfried G.., 2005. "Holding Period Return-Risk Modeling :The Importance of Dividends," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 23, pages 45-65, Abril.
    2. 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, ELSEVIER, vol. 31(86), pages 005-034, Mayo-Agos.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (5) 2005-04-03 2005-04-03 2005-11-19 2006-07-09 2008-01-19. Author is listed
  2. NEP-CBA: Central Banking (4) 2005-04-03 2006-07-09 2008-01-19 2008-03-01
  3. NEP-IFN: International Finance (4) 2003-09-24 2005-11-19 2006-07-09 2008-01-19
  4. NEP-MON: Monetary Economics (4) 2004-06-07 2005-04-03 2006-07-09 2010-05-29
  5. NEP-EEC: European Economics (3) 2003-09-24 2008-01-19 2012-12-10
  6. NEP-TUR: Tourism Economics (3) 2008-03-01 2010-05-29 2012-12-10
  7. NEP-FIN: Finance (2) 2004-06-07 2005-11-19
  8. NEP-ECM: Econometrics (1) 2002-05-14
  9. NEP-ETS: Econometric Time Series (1) 2002-05-14
  10. NEP-EUR: Microeconomic European Issues (1) 2012-12-10
  11. NEP-HIS: Business, Economic & Financial History (1) 2005-04-03
  12. NEP-INT: International Trade (1) 2010-05-29
  13. NEP-RMG: Risk Management (1) 2008-01-19

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