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Outliers and misleading leverage effect in asymmetric GARCH-type models

Carnero, M. A. and A. Perez
Studies in Nonlinear Dynamics and Econometrics – 2021

22 de octubre de 2021Pub, PubFac, PubFacCarneroM, PubfacSelected, PubfacSelectedCarneroM, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubPrometeo, PubSelected, Pubyear2021Por coralio

The Impact of Health Insurance on Stockholding: a Regression Discontinuity Approach

Christelis, D., Georgarakos, D. and A. Sanz-de-Galdeano
Journal of Health Economics – Forthcoming

19 de octubre de 2020Pub, PubFac, PubFacSanzA, PubfacSelected, PubfacSelectedSanzA, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubfieldFeaturedLabor, PubfieldFeaturedMacro, PubfieldLabor, PubfieldMacro, PubPrometeo2019, PubSelected, PubyearForthcomingPor coralio

Flexible Distribution Functions, Higher Order Preferences and Optimal Portfolio Allocations

Ñiguez T.M., Paya, I., Peel, D. and J. Perote
Quantitative Finance – 2019

14 de octubre de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubfieldFeaturedMacro, PubfieldMacro, PubSelected, Pubyear2019Por coralio

Using market expectations to test for speculative bubbles in the crude oil market

Pavlidis E., Paya I. and D. Peel
Journal of Money, Credit and Banking – 2018

14 de octubre de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubfieldFeaturedMacro, PubfieldMacro, PubSelected, Pubyear2018Por coralio

A nonlinear analysis of the real exchange rate-consumption relationship

Pavlidis E., Paya I. and D. Peel
Macroeconomic Dynamics, – 2018

14 de octubre de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubfieldFeaturedMacro, PubfieldMacro, PubSelected, Pubyear2018Por coralio

Testing for speculative bubbles using spot and forward prices

Pavlidis E., Paya I. and D. Peel
International Economic Review – 2017

14 de octubre de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubfieldFeaturedMacro, PubfieldMacro, PubSelected, Pubyear2017Por 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

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

Accessing gains from parallel computation on supercomputers

Maliar, L. and S. Maliar
Economics Bulletin – 2015

09 de noviembre de 2017Pub, PubFac, PubFacMaliarL, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubfieldFeaturedMacro, PubfieldFeaturedMath, PubfieldMacro, PubfieldMath, Pubyear2015Por coralio