Categoría (s) Mostrar Portafolio

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

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

14 de octubre de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2015Por 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

14 de octubre de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2013Por 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

14 de octubre de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2013Por coralio

Forecasting monetary policy rules in South Africa

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

14 de octubre de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2012Por coralio

Leverage effect in energy futures revisited

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

14 de octubre de 2020Pub, PubFac, PubFacCarneroM, PubfacSelected, PubfacSelectedCarneroM, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubSelected, Pubyear2019Por coralio

One-sided performance measures under Gram-Charlier distributions

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

16 de octubre de 2018Pub, PubFac, PubfacLeonA, Pubfield, PubfieldEconometrics, Pubyear2017Por coralio

A simulation-based algorithm for American executive stock option valuation

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

16 de octubre de 2018Pub, PubFac, PubfacLeonA, Pubfield, PubfieldEconometrics, Pubyear2010Por coralio

Screening rules and portfolio performance

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

10 de octubre de 2018Pub, PubFac, PubfacLeonA, Pubfield, PubfieldEconometrics, Pubyear2018Por 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

09 de noviembre de 2017Pub, PubFac, PubFacCarneroM, PubfacSelected, PubfacSelectedCarneroM, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubSelected, Pubyear2016Por coralio

Coverage of infertility treatment and fertility outcomes

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

09 de noviembre de 2017Pub, PubFac, PubFacSanzA, PubfacSelected, PubfacSelectedSanzA, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubSelected, Pubyear2015Por coralio