Institutos Universitarios

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Global Reference List

Publicaciones/Publications

 _______________________________________________________________________________

 2014          2013            2012              2011             2010

 _______________________________________________________________________________

 

 

 

2014

 

  • P01/14 Moreno-Martín, J.M., R. Pérez and J. Ruiz (2014): "A Real Business Cycle model with tradable and non-tradable goods for the Spanish economy", Economic Modelling 36, 204–212 

 

 

2013

 

  • P01/13 Abad, P. y Benito, S., 2013. “A Detail Comparison of Value at Risk estimates”, Mathematics and Computer in Simulation,  94,  258-276. JCR 2012: 0.836

  • P02/13 Abad, P. Benito, S. y López, C. (2013). “Evaluating the performance of parametric approach under skewness distributions”. Investigaciones en Seguros y Gestión del Riesgo: Riesgo 2013. Cuadernos de la Fundación Mapfre

  • P03/13 Abad, P., Benito, S., Sánchez Granero, M.A. y López, C. (2013) “Evaluating the performance of the skewed distributions to forecast Value at Risk in the Global Financial Crisis”. DT ICAE 1340.

  • P04/13 Abad, P. y Robles, M.D. (2013) “¿Reflejan los cambios de rating de la deuda variaciones en el riesgo de los emisores?”, Revista Europea de Dirección y Economía de la Empresa. En prensa. SJR (SCimago) 2012: 0.14

  • P05/13 Abad, P. y Robles, M.D. (2013), Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market”, International Review of Economics and Finance, En prensa.  JCR 2012: 0.855

  • P06/13 Araujo-Santos, P., Jiménez-Martin, J.A, McAleer, M. y Perez, T (2013) "GFC-robust risk management under the Basel Accord using extreme value methodologies", Mathematics and Computer in Simulation, 94, 223-237, DOI: 10.1016/j.najef.2013.02.004. JCR 2012: 0.836.

  • P07/13 Chang, C. Casarin, R., Jiménez-Martin, J.A, McAleer, M. y Perez, T (2013) "Risk Management of Risk under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures", Mathematics and Computer in Simulation, 94, 183-204. JCR 2012: 0.836

  • P08/13 Chang, C., Gonzalez-Serrano, L. y Jiménez-Martin, J.A, (2013) "Currency hedging strategies using dynamic multivariate GARCH", Mathematics and Computer in Simulation, 94, 159-163. JCR 2012: 0.836.

  • P09/13 Chang, C., Jiménez-Martin, J.A, McAleer, M. y Perez, T (2012) "The Rise and Fall of S&P500 Variance Futures", The North American Journal of Economics and Finance, 25, 151-167, DOI: 10.1016/j.najef.2012.06.011. JCR 2012: 0.825.

  • P10/13 Groba, J., J.A. Lafuente, y P. Serrano (2013): The impact of distressed economies on the EU sovereign market (with J. Groba and P. Serrano), Journal of Banking and Finance, 2013, 37(7), 2520-2532. JCR 2012: 1.721

  • P11/13 Jiménez-Martin, J.A, McAleer, M. y Perez, T.(2013)  "Has the Basel Accord improved Risk Management During the Global Financial Crisis", North American Journal of Economics and Finance, DOI:10.1016/j.najef.2013.02.004. JCR  2012:  0.825.  

  • P12/13 Jiménez-Martin, J.A, McAleer, M. y Perez, T (2013) "GFC-robust risk management strategies under the Basel Accord", International Review of Economics and Finance, 27, 97-111, DOI: 10.1016/j.iref.2012.09. JCR 2012: 0.855

  • P13/13 Jiménez-Martin, J.A, McAleer, M. y Perez, T. (2013) "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord", Journal of Forecasting, 32(3),267-288, DOI: 10.1002/for.1269. JCR 2012: 0.679

  • P14/13 Lafuente, J.A., R. Pérez y J. Ruiz (2013):  Time varying inflation targeting after the nineties (with R. Pérez and J. Ruiz), International Review of Economics and Finance, http://dx.doi.org/10.1016/j.iref.2013.07.002, 29, 400-408. JCR 2012: 0.855

  • P15/13 Márquez, E., Martínez-Cañete, A.R., and Pérez-Soba, I. (2013), “Wealth, Credit Conditions and Asymmetric Consumption Response: Empirical Evidence for the UK”, Economic Modelling, JCR 2012: 0.699

  • P16/13 Nieto, B., A. Novales y G. Rubio, 2013, Variance Swaps, Non-normality and Macroeconomic and Financial Risks, aceptado para publicación en The Quarterly Review of Economics and Finance, SJR (SCimago) 2012: 0.484.

  • P17/13 Novales, A. (2013): “Experiencias y enseñanzas de las crisis económicas: Europa y América Latina”. FRAGMENTOS, Revista de la Fundación Ramón Areces.

 

 

2012

 

  • P01/12 Abad, P. Díaz, A. y Robles, M. D.  (2012): “Credit rating announcements, trading activity and yield spreads: the Spanish evidence”, International Journal of Monetary Economics and Finance 5(1), 38-63. ISSN: 1752-0479

  • P02/12 Dominguez, E., M. Ullibarri e I. Zabaleta (2012) “Effects of reduction in working hours on a model with job creation and job destruction”. Applied Economics, 44, 917-932  Índice de impacto JCR (2011): 0.459, SJR (SCImago) 2011: 0.543

  • P03/12 Fernández, E.,  R. Pérez and J. Ruiz (2012): "Análisis dinámico del impacto de los shocks en el precio del petróleo sobre el empleo por sectores productivos", Economía industrial, vol. 384, (2nd quarter 2012), 85-98. ISSN: 0422-2784. IN-RECS: 0.206. 19/76

  • P04/12 Fernández, E., R. Pérez and J. Ruiz (2012): "The environmental Kuznets curve and equilibrium indeterminacy", Journal of Economic Dynamics and Control, 36 (11), 1700-1717. JCR: 1.223

  • P05/12 González-Marrero, R.M. and G.A. Marrero (2012). “The effect of dieselization in road transport emissions: the case of Spanish regions between 1998 and 2006”. Energy Policy 51, 213–222. (JCR- Energy and Fuels, 1er Q)

  • P06/12 Guerrero-Lemus, R., Marrero, G.A. and Puch, L.A. (2012). “Costs for conventional and renewable fuels and electricity in the transport sector: a mean-variance portfolio approach”. Energy, 44(1), 178-188. JCR (Energy and Fuel, 1er Q)

  • P07/12 Jiménez-Martin, J.A y Gonzalez-Serrano, Lydia, (2012), “Gestión del Riesgo, Tipos de Cambio y crisis financiera”, Perspectivas del Sistema Financiero, 104, 25-34. ISSN: 1132-9564. IN-RECS: 0.021. 61/76

  • P08/12 Jiménez-Martín, J. A, C. Chang, M. McAleer y T. Perez-Amaral, (2012), “The Rise and Fall of S&P500 Variance Futures”, North American Journal of Economics and Finance. DOI: 10.1016/j.najef.2012.06. JCR = 0.757.

  • P09/12 Jimenez-Martin, J.A., C. Chang y L. González-Serrano, L. (2012), “Currency Hedging Strategies Using Dynamic Multivariate GARCH, Mathematics and Computers in Simulation, forthcoming DOI: 10.1016/j.matcom.2012.02.008, JCR = 0.738.

  • P10/12 Jiménez-Martin, J.A. R. Casarin, C. Chang, T. Perez-Amaral y M. McAleer (2012),   (2012) "Risk Management of Risk under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures", Mathematics and Computer in Simulation, DOI: 10.1016/j.matcom.2012.06.013, JCR = 0.738.

  • P11/12 Marrero, G.A. and J.G. Rodríguez (2012). “Inequality of Opportunity in Europe”, Review of Income and Wealth, 58 (4), 597-621. (JCR-Economics, 2do Q)

  • P12/12 Martín-Moreno, J.M., R. Pérez and J. Ruiz (2012). "Private consumption and sector price behaviour in the Spanish economy: a business cycle approach", Applied Economics Letters, 19, 863-868. ISSN: 1350-4851 JCR: 0.245

 

 

2011

 

  • P01/11 Abad, P. Díaz, A. y Robles, M. D.  (2011): “Determinants of trading activity after rating actions in the Corporate Debt Market”, International Review of Applied Financial Issues and Economics, 3(2), 449-466. ISSN: 9210-1737

  • P02/11 Dobado, R. and G.A. Marrero (2011). “The Role of the Spanish Imperial State in the Mining-Led Growth of Bourbon Mexico’s Economy”, The Economic History Review,  64 (3), 855-884. ISSN: 1468-0289 JCR : 0.843

  • P03/11 Dominguez, E. ,Ullíbarri, M. and Zabaleta, I.(2011) “Reduction of working hours as a policy of work sharing in the face of an economic crisis”, Applied Economics Letters, 18: 7, 683-686. ISSN: 1350-4851. JCR :0.245

  • P04/11 Fernández, E., R. Pérez y J. Ruiz (2011). “Optimal green tax reforms yielding double dividend”, Energy Policy 39, 4253-4263. ISSN: 0301-4215. JCR: 2.629

  • P05/11 Marrero, G.A. and J.G. Rodríguez (2011). “Inequality of Opportunity in the U.S.: trends and decomposition”, Research on Economic Inequality, 19, 217-46. ISSN: 1049-2585.

  • P06/11 Marrero, G.A. y Novales, A. (2011). “Growth, income taxes and consumption aspirations”, Economics Letters, 2011, 113 , 221-224 ISSN: 0165-1765. JCR:0.449

  • P07/11 Novales, A., B. Nieto y G. Rubio (2011), “Variance Swaps and Intertemporal Asset Pricing”, Spanish Review of Financial Economics, 9, 1, 20-30. ISSN: 2173-1268

  • P08/11 Novales, A., M.T. González (2011), “The information content in a volatility index for Spain” , SERIEs (Antigua Revista Española de Economía), 2, 2, 185-216. ISSN: 1869-4187

 

 

2010

  

  • P01/10 Abad, P. y Benito, S., (2010). "Variance Reduction Technique for Calculating Value at Risk in Fixed Income Portfolios", Statistics and Operations Research Transactions (SORT), 34(1), 21-44. JCR: 0.368.

  • P02/10 Domínguez, E., M. Ullíbarri e I. Zabaleta (2010) “Un Modelo VAR aplicado al empleo y las horas de trabajo”  Estadística Española, 52(173), 5-29.

  • P03/10 Fernández, E., R. Pérez and J. Ruiz (2010) "Double Dividend, Dynamic Laffer Effects and Public Abatement", Economic Modelling, 27, 656-665. Índice de impacto JCR: 0.588.

  • P04/10 Gutiérrez, L.F., Marrero G.A., and Luis A. Puch (2010). “Los efectos medioambientales del boom y el parón inmobiliario”, Economía Industrial, 379, 145-158.

  • P05/10 Jiménez-Martin,  J. A. y M.D. Robles Fernández. (2010), “PPP: Delusion or Reality? Evidence from a Nonlinear Analysis, Open Economics Review, 21, 209-247. Índice de impacto JCR en 2009: 0.284.

  • P06/10 Jiménez-Martin, J. A. y A. Novales (2010), “State-uncertainty preferences and the exchange rate premium”, Economic Modelling, 27(5), 1043-1053. Índice de impacto JCR en 2011: 0.701 (151/243 ECONOMÍA).

  • P07/10 Jiménez-Martin, J.A., T. Perez-Amaral y M. McAleer (2010) “What Happened to Risk Management during the 2008-09 Financial Crisis? Lessons from the Financial Crisis: Causes, Consequences, and Our Economic Future, edited by Robert W. Kolb, Hoboken, NJ: John Wiley & Sons, Inc., April 2010, 307-316.

  • P08/10 Marrero, G.A. (2010). “Tax-mix, public spending composition and growth”, Journal of Economics, 99 (1), 29-51. Índice de impacto JCR en 2009: 0.592.

  • P09/10 Marrero, G.A. (2010). “Greenhouse gases emissions, growth and the energy mix in Europe”, Energy Economics, 32 (6), 1356-1363. Índice de impacto JCR en 2009: 2.333.

  • P10/10 Marrero, G.A., Puch, L.A. and Ramos-Real, F. (2010). “Costes y riesgos en la generación de electricidad. Diversificación e implicaciones de política energética”, Estudios de Política Exterior. 139, 136‐149.

  • P11/10 Marrero, G.A. and F.J. Ramos-Real (2010). “Electricity generation cost in isolated system: the complementarities of natural gas and renewables in the Canary Islands”, Sustained and Renewable Energy Review 14, 2808-2818. Índice de impacto JCR en 2009: 4.842.

  • P12/10 Novales, A. (2010) “Datos y modelos en el análisis de Política Macroeconómica”, Anales de la Real Academia de Ciencias Morales y Políticas, LXII, 87, 689-704

  • P13/10 Perez, R. and J. Ruiz (2010), "Implementation of tax cuts through efficient recompositions of government spending in a neoclassical growth model" in Taxation, Tax Policies and Income Taxes, editores Berube and Camron N. Pinto, Nova Science, 171-199.

  • P13/10 Robles, M. D.; Gonzalez, L. y Laguna, P. (2010) “Patterns in domestic vs international cooperative agreements: the Spanish case”, Creando Clientes en Mercados Globales: Building Client Relationships in Global Markets, Ed. Escuela Superior de Gestión Comercial y Marketing, ESIC, Santiago de Compostela.

  • P14/10 Robles, M.D., Gonzalez, L. y Laguna, P. (2010) Cooperation Agreements by Spanish Companies: Domestic vs. International, International Journal of Management and Business, forthcoming.