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Oscar Martinez

Personal Details

First Name:Oscar
Middle Name:
Last Name:Martinez
Suffix:
RePEc Short-ID:pma834
Terminal Degree: Departamento de Economía; Universidad Carlos III de Madrid (from RePEc Genealogy)

Affiliation

Departament d'Economia
Facultat de Ciències Econòmiques i Empresarials
Universitat Rovira I Virgili Tarragona

Reus, Spain
http://gandalf.fcee.urv.es/departaments/economia/

: 977 75 98 00
977 75 98 10
Avda. de la Universitat,1 - 43204 Reus (Tarragona)
RePEc:edi:deurves (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Gonzalo, Jesus & Martinez, Oscar, 2006. "Large shocks vs. small shocks. (Or does size matter? May be so.)," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 311-347.

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.

Articles

  1. Gonzalo, Jesus & Martinez, Oscar, 2006. "Large shocks vs. small shocks. (Or does size matter? May be so.)," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 311-347.

    Cited by:

    1. Chen, Haiqiang & Choi, Paul Moon Sub & Hong, Yongmiao, 2013. "How smooth is price discovery? Evidence from cross-listed stock trading," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 668-699.
    2. Taştan, Hüseyin, 2011. "Simulation based estimation of threshold moving average models with contemporaneous shock asymmetry," MPRA Paper 34302, University Library of Munich, Germany.
    3. Martinez, O. & Olmo, J., 2008. "A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences," Working Papers 08/08, Department of Economics, City University London.
    4. Evgenidis, Anastasios & Tsagkanos, Athanasios, 2017. "Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach," International Review of Financial Analysis, Elsevier, vol. 51(C), pages 69-81.
    5. Gloria González-Rivera & Tae-Hwy Lee, 2007. "Nonlinear Time Series in Financial Forecasting," Working Papers 200803, University of California at Riverside, Department of Economics, revised Feb 2008.

More information

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Statistics

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Co-authorship network on CollEc

Featured entries

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  1. Universidad Carlos III de Madrid Economics PhD Alumni

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