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Jorge V. Pérez-Rodríguez
(Jorge V. Perez-Rodriguez)

Personal Details

First Name:Jorge
Middle Name:V.
Last Name:Perez-Rodriguez
Suffix:
RePEc Short-ID:ppr34
https://dmc.ulpgc.es/jv-perez-rodriguez.html

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
RePEc:edi:dmlpges (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Jorge Pérez-Rodríguez & Emilio Gómez-Déniza & Simón Sosvilla-Rivero, 2019. "“Testing for private information using trade duration models with unobserved market heterogeneity: The case of Banco Popular”," IREA Working Papers 201907, University of Barcelona, Research Institute of Applied Economics, revised Apr 2019.
  2. Sauveur Giannoni & Juan M. Hernández & Jorge Pérez-Rodriguez, 2017. "Market-segment targeting and long-term growth in a tourism-based economy," Working Papers 003, Laboratoire Lieux, Identités, eSpaces et Activités (LISA).
  3. 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.
  4. Jorge Pérez-Rodríguez & Beatriz G Valcarcel, 2011. "Do product innovation and news about the R&D process produce large price changes and overreaction? The case of pharmaceutical stock prices," Post-Print hal-00687812, HAL.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  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. F. J. Ledesma-Rodríguez & M. Navarro-Ibánez & J. V. Pérez-Rodríguez, "undated". "Panel data and tourism demand. The case of Tenerife," Working Papers 99-17, FEDEA.
  16. Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, "undated". "Assensing the Credibility of the Irish Pound in the European Monetary System," Working Papers 2000-14, FEDEA.
  17. 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.
  18. 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.
  19. Jorge V. Pérez-Rodríguez & Francisco J. Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Simón Sosvilla-Rivero, "undated". "Expectations, Learning and Credibility: Monetary Policy in Spain," Working Papers 2000-22, FEDEA.
  20. 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.
  21. 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.
  22. Jorge V. Pérez-Rodríguez & Salvador Torra Porras, "undated". "Diversas formas de dependencia no lineal y contrastes de selección de modelos en la predicción de los rendimientos del Ibex35," Studies on the Spanish Economy 94, FEDEA.
  23. 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.

Articles

  1. Pérez-Rodríguez, Jorge V. & Andrada-Félix, Julián & Rachinger, Heiko, 2021. "Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
  2. 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.
  3. Sauveur Giannoni & Juan M. Hernández & Jorge V. Pérez-Rodríguez, 2020. "Economic growth and market segment choice in tourism-based economies," Empirical Economics, Springer, vol. 59(3), pages 1435-1452, September.
  4. Zhou, Xinmiao & Qian, Huanhuan & Pérez-Rodríguez, Jorge. V. & González López-Valcárcel, Beatriz, 2020. "Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
  5. Jorge V. Pérez-Rodríguez, 2020. "Another look at the implied and realised volatility relation: a copula-based approach," Risk Management, Palgrave Macmillan, vol. 22(1), pages 38-64, March.
  6. Santana-Gallego, Maria & Pérez-Rodríguez, Jorge V., 2019. "International trade, exchange rate regimes, and financial crises," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 85-95.
  7. Gómez–Déniz, E. & Pérez–Rodríguez, J.V., 2019. "Modelling distribution of aggregate expenditure on tourism," Economic Modelling, Elsevier, vol. 78(C), pages 293-308.
  8. Gómez-Déniz, E. & Pérez-Rodríguez, J.V., 2019. "Modelling bimodality of length of tourist stay," Annals of Tourism Research, Elsevier, vol. 75(C), pages 131-151.
  9. Emilio Gómez–Déniz & Jorge V. Pérez–Rodríguez, 2017. "Mixture inverse Gaussian for unobserved heterogeneity in the autoregressive conditional duration model," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(18), pages 9007-9025, September.
  10. Gómez-Déniz, Emilio & Pérez-Rodríguez, Jorge V., 2017. "Stochastic Frontier Models with Dependent Errors based on Normal and Exponential Margins || Modelos de frontera estocástica con errores dependientes basados en márgenes normal y exponencial," 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. 23(1), pages 3-23, Junio.
  11. 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.
  12. Emilio Gómez-Déniz & Jorge Pérez-Rodríguez, 2015. "Closed-form solution for a bivariate distribution in stochastic frontier models with dependent errors," Journal of Productivity Analysis, Springer, vol. 43(2), pages 215-223, April.
  13. 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.
  14. Jorge V. P�rez-Rodr�guez & Emilio G�mez-D�niz, 2015. "Spread component costs and stock trading characteristics in the Spanish Stock Exchange. Two flexible fractional response models," Quantitative Finance, Taylor & Francis Journals, vol. 15(12), pages 1943-1962, December.
  15. 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.
  16. Jorge V. P鲥z-Rodr z & 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.
  17. 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.
  18. 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.
  19. Jorge Perez-Rodriguez, 2011. "Probability of an incoming order signal," Quantitative Finance, Taylor & Francis Journals, vol. 11(6), pages 901-916.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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 / Journal of Iberian and Latin American Economic History, Cambridge University Press, vol. 23(3), pages 541-561, December.
  30. 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.
  31. 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 / Review of Public Economics, IEF, vol. 158(3), September.
  32. 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.
    RePEc:taf:apfiec:v:15:y:2005:i:14:p:963-975 is not listed on IDEAS
    RePEc:lrk:eeaart:23_1_10 is not listed on IDEAS
    RePEc:lrk:eeaart:7_2_6 is not listed on IDEAS
    RePEc:lrk:eeaart:2_3_4 is not listed on IDEAS
    RePEc:lrk:eeaart:11_1_4 is not listed on IDEAS
    RePEc:taf:apfiec:v:17:y:2007:i:11:p:921-932 is not listed on IDEAS
    RePEc:lrk:eeaart:11_1_8 is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 17 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-CBA: Central Banking (5) 2001-12-04 2005-04-03 2006-07-09 2008-01-19 2008-03-01. Author is listed
  2. NEP-EEC: European Economics (5) 2000-08-02 2001-12-04 2003-09-24 2008-01-19 2012-12-10. Author is listed
  3. NEP-FMK: Financial Markets (5) 2005-04-03 2005-04-03 2005-11-19 2006-07-09 2008-01-19. Author is listed
  4. NEP-MON: Monetary Economics (5) 2001-01-21 2004-06-07 2005-04-03 2006-07-09 2010-05-29. Author is listed
  5. NEP-IFN: International Finance (4) 2003-09-24 2005-11-19 2006-07-09 2008-01-19
  6. NEP-TUR: Tourism Economics (4) 2008-03-01 2010-05-29 2012-12-10 2017-04-23
  7. NEP-FIN: Finance (2) 2004-06-07 2005-11-19
  8. NEP-HIS: Business, Economic and Financial History (2) 2000-08-02 2005-04-03
  9. NEP-ECM: Econometrics (1) 2002-05-14
  10. NEP-ETS: Econometric Time Series (1) 2002-05-14
  11. NEP-EUR: Microeconomic European Issues (1) 2012-12-10
  12. NEP-IND: Industrial Organization (1) 1999-12-14
  13. NEP-INT: International Trade (1) 2010-05-29
  14. NEP-MST: Market Microstructure (1) 2019-05-06
  15. NEP-ORE: Operations Research (1) 2019-05-06
  16. NEP-RMG: Risk Management (1) 2008-01-19

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