Category Archives: PubfieldEconometrics

Testing for linear and nonlinear Granger causality in the real exchange rate – consumption relation

Pavlidis E., Paya I. and D. Peel
Economics Letters – 2015

Wednesday October 14th, 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2015By coralio

Nonlinear causality tests and multivariate conditional heteroskedasticity: A simulation study

Pavlidis E., Paya I. and D. Peel
Studies in Nonlinear Dynamics and Econometrics – 2013

Wednesday October 14th, 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2013By coralio

Nonlinear dynamics in economics and finance and unit root testing

Pavlidis E., Paya I., Peel D. and C. Siriopoulos
European
Journal of Finance – 2013

Wednesday October 14th, 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2013By coralio

Forecasting monetary policy rules in South Africa

Naraidoo R. and I. Paya
International Journal of Forecasting – 2012

Wednesday October 14th, 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2012By coralio

Leverage effect in energy futures revisited

Carnero, M.A. and A. Perez
Energy Economics – 2019

Wednesday October 14th, 2020Pub, PubFac, PubFacCarneroM, PubfacSelected, PubfacSelectedCarneroM, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubSelected, Pubyear2019By coralio

One-sided performance measures under Gram-Charlier distributions

León, A., and M. Moreno
Journal
of Banking and Finance – 2017

Tuesday October 16th, 2018Pub, PubFac, PubfacLeonA, Pubfield, PubfieldEconometrics, Pubyear2017By coralio

A simulation-based algorithm for American executive stock option valuation

León A., and A. Vaello
Finance Research Letters – 2010

Tuesday October 16th, 2018Pub, PubFac, PubfacLeonA, Pubfield, PubfieldEconometrics, Pubyear2010By coralio

Screening rules and portfolio performance

León, A., L. Navarro, and B. Nieto.
The
North American Journal of Economics and Finance, – 2018

Wednesday October 10th, 2018Pub, PubFac, PubfacLeonA, Pubfield, PubfieldEconometrics, Pubyear2018By coralio

Identification of asymmetric conditional heteroscedasticity in the presence of outliers

Carnero, M.A., A. Perez and E. Ruiz
SERIEs: Journal of the Spanish Economic Association – 2016

Thursday November 9th, 2017Pub, PubFac, PubFacCarneroM, PubfacSelected, PubfacSelectedCarneroM, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubSelected, Pubyear2016By coralio

Coverage of infertility treatment and fertility outcomes

Messina, A. and A. Sanz-de-Galdeano
SERIEs – 2015

Thursday November 9th, 2017Pub, PubFac, PubFacSanzA, PubfacSelected, PubfacSelectedSanzA, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubSelected, Pubyear2015By coralio