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Items where Division is "Fac. de CC. Económicas y Empresariales > Instituto Complutense de Análisis Económico" and Year is [pin missing: value2]

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Number of items at this level: 234.

McAleer, Michael and Hafner, Christian M. (2014) A One Line Derivation of EGARCH. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 15, 2014, ISSN: 2341-2356 ] (Unpublished)

Ferrer Pérez, Alejandro and Casals Carro, José and Sotoca López, Sonia (2014) A new approach to the unconditional measurement of default risk. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 11, 2014, ISSN: 2341-2356 ] (Unpublished)

Hammoudeh, Shawkat and McAleer, Michael (2014) Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 17, 2014, ISSN: 2 ] (Unpublished)

Ferrer Pérez, Alejandro and Casals Carro, José and Sotoca López, Sonia (2014) Conditional coverage and its role in determining and assessing long-term capital requirements. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 12, 2014, ISSN: 2341-2356 ] (Unpublished)

McAleer, Michael (2014) Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 18, 2014, ISSN: 2341-2356 ] (Unpublished)

Jurado-Sánchez, José and Jiménez-Martín, Juan-Ángel (2014) Guns, Economic Growth and Education during the second half of the Twentieth Century: Was Spain different? [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 14, 2014, ISSN: 2341-2356 ] (Unpublished)

Ferrer Pérez, Alejandro and Casals Carro, José and Sotoca López, Sonia (2014) Linking the problems of estimating and allocating unconditional capital. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 13, 2014, ISSN: 2341-2356 ] (Unpublished)

Chang, Chia-Lin and Chen, Wen-Chen and McAleer, Michael (2014) Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 21, 2014, ISSN: 2341-2356 ] (Unpublished)

Allen, David E. and McAleer, Michael and Singh, Abhay K. (2014) Risk Measurement and risk modelling using applications of Vine Copulas. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 09, 2014, ] (Unpublished)

Chang, Chia-Lin and McAleer, Michael (2014) Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 10, 2014, ] (Unpublished)

Asai, Manabu and McAleer, Michael (2014) Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 05, 2014, ] (Unpublished)

Rivas, Javier and Rodríguez Álvarez, Carmelo (2014) Deliberation, Leadership and Information Aggregation. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 04, 2014, ] (Unpublished)

Chang, Chia-Lin and McAleer, Michael (2014) Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 06, 2014, ] (Unpublished)

Chang, Chia-Lin and McAleer, Michael (2014) Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 03, 2014, ] (Unpublished)

Chang, Chia-Lin and Hsu, Hui-Kuang and McAleer, Michael (2014) A Tourism Conditions Index. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 01, 2014, ] (Unpublished)

Allen, David E. and McAleer, Michael and Singh, Abhay K. (2014) Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 02, 2014, ] (Unpublished)

Chang, Chia-Lin and Hsu, Hui-Kuang and McAleer, Michael (2014) A Tourism Financial Conditions Index. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 20, 2014, ] (Unpublished)

Allen, David E. and McAleer, Michael and Scharth, Marcel (2014) Asymmetric Realized Volatility Risk. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 16, 2014, ISSN: 2341-2356 ] (Unpublished)

Lutz, Stefan (2014) Does R&D increase the profit contribution of intangible assets? An exploration of European and American automotive suppliers. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 07, 2014, ] (Unpublished)

Meglio, Gisela Di and Visintin, Stefano (2014) Efficiency of the Services Sector: a Parametric Approach. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 19, 2014, ISSN: 2341-2356 ] (Unpublished)

Abad Romero, Pilar and Benito Muela, Sonia and Sánchez Granero, Miguel Angel and López, Carmen (2013) Evaluating the performance of the skewed distributions to forecast Value at Risk in the Global Financial Crisis. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 40, 2013, ] (Unpublished)

Marrero , Gustavo A. and Puch, Luis A. and Ramos-Real , Francisco J. (2013) Mean-variance portfolio methods for energy policy risk management. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 41, 2013, ] (Unpublished)

Nawata , Kazumitsu and McAleer, Michael (2013) The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 39, 2013, ] (Unpublished)

Nicolò, Antonio and Rodríguez Álvarez, Carmelo (2013) Age based preferences in paired kidney exchange. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 38, 2013, ] (Unpublished)

Allen, David E. and McAleer, Michael and Powell, Robert J. and Singh, Abhay K. (2013) A Capital Adequacy Buffer Model. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 33, 2013, ] (Unpublished)

Díaz, Antonia and Puch, Luis A. (2013) A Theory of Vintage Capital Investment and Energy Use. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 35, 2013, ] (Unpublished)

Fernández Muñoz de Morales, Alberto (2013) Credit spread modeling effects on counterparty risk valuation adjustments: a spanish case study. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 32, 2013, ] (Unpublished)

Caporin, Massimiliano and Jiménez Martín, Juan Ángel and González Serrano, Lydia (2013) Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 36, 2013, ] (Unpublished)

Chang, Chia-Lin and McAleer, Michael (2013) Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 34, 2013, ] (Unpublished)

Jaskowski, Marcin and McAleer, Michael (2013) Volatility Smirk as an Externality of Agency Conict and Growing Debt. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 29, 2013, ] (Unpublished)

García Hiernaux, Alfredo and David E. , Guerrero and McAleer, Michael (2013) Market Integration Dynamics and Asymptotic Price Convergence in Distribution. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 28, 2013, ] (Unpublished)

Lean, Hooi Hooi and McAleer, Michael and Wong, Wing-Keung (2013) Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 31, 2013, ] (Unpublished)

Chang, Chia-Lin and Hsu, Hui-Kuang and McAleer, Michael (2013) The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 30, 2013, ] (Unpublished)

McAleer, Michael and Radalj , Kim (2013) Herding, Information Cascades and Volatility Spillovers in Futures Markets. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 25, 2013, ] (Unpublished)

Chang, Chia-Lin and McAleer, Michael and Tang, Ju-Ting (2013) International Technology Diffusion of Joint and Cross-border Patents. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 27, 2013, ] (Unpublished)

Allen, David E. and McAleer, Michael and Scharth, Marcel (2013) Realized volatility risk. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 26, 2013, ] (Unpublished)

Novales Cinca, Alfonso and Pérez Sánchez, Rafaela María and Ruiz Andújar, Jesús (2013) Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 23, 2013, ] (Unpublished)

Novales Cinca, Alfonso and Pérez Sánchez, Rafaela María and Ruiz Andújar, Jesús (2013) Optimal time-consistent fiscal policy under endogenous growth with elastic labour supply. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 24, 2013, ] (Unpublished)

McAleer, Michael and Suen, John and Wong, Wing-Keung (2013) Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 18, 2013, ] (Unpublished)

Chang, Chia-Lin and Allen, David E. and McAleer, Michael and Pérez Amaral, Teodosio (2013) Risk Modelling and Management: An Overview. [ nº 22, 2013, ] (Unpublished)

Caporin, Massimiliano and McAleer, Michael (2013) Ten Things You Should Know About the Dynamic Conditional Correlation Representation. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 20, 2013, ] (Unpublished)

Caporin, Massimiliano and McAleer, Michael (2013) Ten Things You Should Know About the Dynamic Conditional Correlation Representation. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 21, 2013, ] (Unpublished)

Fernandez-Perez, Adrian and Fernández-Rodríguez, Fernando and Sosvilla-Rivero, Simón (2013) The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 19, 2013, ] (Unpublished)

McAleer, Michael and Chan, Felix and Oxley, Les (2013) Modelling and Simulation: An Overview. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 16, 2013, ] (Unpublished)

Allen, David E. and McAleer, Michael and Powell, Robert J. and Singh, Abhay K. (2013) Nonparametric Multiple Change Point Analysis of the Global Financial Crisis. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 17, 2013, ] (Unpublished)

Lutz, Stefan (2013) R&D, IP, and firm profits in the automotive supplier industry. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 15, 2013, ] (Unpublished)

Bujosa Brun, Andrés and Bujosa Brun, Marcos and García-Ferrer, Antonio (2013) Mathematical framework for pseudo-spectra of linear stochastic difference equations. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 13, 2013, ] (Unpublished)

Chang, Chia-Lin and McAleer, Michael and Oxley, Les (2013) Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 10, 2013, ] (Unpublished)

Caporin, Massimiliano and McAleer, Michael (2013) Ten Things You Should Know About DCC. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 12, 2013, ] (Unpublished)

Abad Romero, Pilar and Robles Fernández, María Dolores and Cuervo, Gare (2013) Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 11, 2013, ] (Submitted)

McAleer, Michael (2013) Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay. [ nº 18, 2014, ISSN: 2341-2356 ] (Unpublished)

Chang, Chia-Lin and McAleer, Michael (2013) What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 09, 2013, ] (Unpublished)

Lutz, Stefan (2013) Effects of taxation on European multi-nationals’ financing and profits. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 04, 2013, ] (Unpublished)

Asai, Manabu and McAleer, Michael (2013) A Fractionally Integrated Wishart Stochastic Volatility Model. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 07, 2013, ] (Unpublished)

Allen, David E. and Ashraf, Mohammad.A. and McAleer, Michael and Powell, Robert J. and Singh, Abhay K. (2013) Financial Dependence Analysis: Applications of Vine Copulae. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 05, 2013, ] (Unpublished)

Ramos-Herrera, Maria del Carmen and Sosvilla-Rivero, Simón (2013) Inflation expectations in Spain: The Spanish PwC Survey. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 08, 2013, ] (Unpublished)

Chang, Chia-Lin and Hsu, Hui-Kuang and McAleer, Michael (2013) Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 01, 2013, ] (Unpublished)

Asai, Manabu and McAleer, Michael (2013) Leverage and Feedback Eects on Multifactor Wishart Stochastic Volatility for Option Pricing. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICEI); nº 02, 2013, ] (Unpublished)

Chen, Ping-Yu and Chang, Chia-Lin and Chen, Chi-Chung and McAleer, Michael (2013) Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 06, 2013, ] (Unpublished)

Chang, Chia-Lin and Allen, David E. and McAleer, Michael (2013) Recent Developments in Financial Economics and Econometrics: An Overview. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 03, 2013, ] (Unpublished)

Chang, Chia-Lin and Bruijn, Bert de and Franses, Philip Hans and McAleer, Michael (2013) Analyzing Fixed-event Forecast Revisions. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 14, 2013, ] (Unpublished)

González Saceda, Ignacio (2013) Comportamientos sexuales, masculinidad y ciudadanía en la Atenas clásica: El discurso de Esquines Contra Timarco. [Trabajo Fin de Máster]

Jaskowski, Marcin and McAleer, Michael (2012) Estimating Implied Recovery Rates from the Term Structure of CDS Spreads. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 28, 2012, ] (Unpublished)

Chu, Lan-Fen and McAleer, Michael and Chang, Ching-Chung (2012) Statistical Modelling of Extreme Rainfall in Taiwan. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 27, 2012, ] (Unpublished)

Chu, Lan-Fen and McAleer, Michael and Wang, Szu-Hua (2012) Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 29, 2012, ] (Unpublished)

Allen, David E. and McAleer, Michael and Powell, R. J. and Singh, A. K. (2012) Volatility Spillovers from the US to Australia and China across the GFC. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 30, 2012, ] (Unpublished)

McAleer, Michael and Jiménez-Martín, Juan-Ángel and Pérez-Amaral, Teodosio (2012) Has the Basel Accord Improved Risk Management During the Global Financial Crisis? [ Documentos de Trabajo del Instituto de Análisis Econ´´omico; nº 26, 2012, ] (Unpublished)

Lutz, Stefan (2012) Simultaneous determination of market value and risk premium in the valuation of firms. [ Documentos de Trabajo del Instituto Complutense de Análisis Econónomico (ICAE); nº 25, 2012, ] (Unpublished)

Allen, David E. and Singh, Abhay K. and Powell, Robert J. and McAleer, Michael and Taylor, James (2012) The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 24, 2012, ] (Unpublished)

García-Gallego, Aurora and Georgantzís, Nikolaos and Martín-Montaner, Joan and Pérez-Amaral, Teodosio (2012) (How) Do research and administrative duties affect university professors’ teaching? [ Documentos de Trabajo del Instituto Complutense de Análisis Económico; nº 22, 2012, ] (Unpublished)

López Zorzano, Rafael and Pérez-Amaral, Teodosio and Garín-Muñoz, Teresa and Gijón Tascón, Covadonga (2012) Customer Service Quality and Incomplete Information in Mobile Telecommunications: A Game Theoretical Approach to Consumer Protection. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 23, 2012, ] (Unpublished)

Chu, Lan-Fen and McAleer, Michael (2012) How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 20, 2012, ] (Unpublished)

Gijón Tascón, Covadonga and Garín-Muñoz, Teresa and Pérez Amaral, Teodosio and López Zorzano, Rafael (2012) Satisfaction and protection of individual mobile telecommunications consumers. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 21, 2012, ] (Unpublished)

Abad Romero, Pilar and Robles Fernández, María Dolores (2012) Credit rating agencies and unsystematic risk: Is there a linkage? [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 17, 2012, ] (Submitted)

Bai, Zhidong and Li, Hua and McAleer, Michael and Wong, Wing-Keung (2012) Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 13, 2012, ] (Unpublished)

Franses, Philip Hans and McAleer, Michael and Legerstee, Rianne (2012) Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments. [ Documentos de Trabajo del Instituto Complutense de Anaálisis Económico (ICAE); nº 14, 2012, ] (Unpublished)

Chang, Chia-Lin and Chen, Sung-Po and McAleer, Michael (2012) Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 16, 2012, ] (Unpublished)

Chang, Chia-Lin and McAleer, Michael and Oxley, Les (2012) Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 15, 2012, ] (Unpublished)

Allen, David E. and Kramadibrata, A. and McAleer, Michael and Powell, R. and Singh, A. K. (2012) A non-parametric and entropy based analysis of the relationship between the VIX and S&P500. [ nº 19, 2012, ] (Unpublished)

Chang, Chia-Lin and McAleer, Michael and Tansuchat, Roengchai (2012) Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 10, 2012, ] (Unpublished)

Chang, Chia-Lin and McAleer, Michael (2012) Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 12, 2012, ] (Unpublished)

Chang, Chia-Lin and Chen, Li-Hsueh and Hammoudeh, Shawkat and McAleer, Michael (2012) Asymmetric Adjustments in the Ethanol and Grains Markets. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 11, 2012, ] (Unpublished)

Hammoudeh, Shawkat and McAleer, Michael (2012) Risk Management and Financial Derivatives: An Overview. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 8, 2012, ] (Unpublished)

Bian, Guorui and McAleer, Michael and Wong, Wing-Keung (2012) Robust Estimation and Forecasting of the Capital Asset Pricing Model. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 9, 2012, ] (Unpublished)

Caporin, Massimiliano and McAleer, Michael (2012) Robust Ranking of Multivariate GARCH Models by Problem Dimension. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 06, 2012, ] (Unpublished)

Asai, Manabu and Caporin, Massimiliano and McAleer, Michael (2012) Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 3, 2012, ] (Submitted)

Casals Carro, José and Sotoca López, Sonia and Jerez Méndez, Miguel (2012) Minimally Conditioned Likelihood for a Nonstationary State Space Model. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 4, 2012, ] (Unpublished)

Chang, Chia-Lin and Maasoumi, Esfandiar and McAleer, Michael (2012) Robust Ranking of Journal Quality: An Application to Economics. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 5, 2012, ] (Unpublished)

Chang, Chia-Lin and González Serrano, Lydia and Jiménez Martín, Juan Ángel (2012) Currency Hedging Strategies Using Dynamic Multivariate GARCH. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 07, 2012, ] (Unpublished)

Chang, Chia-Lin and Khamkaew, Thanchanok and McAleer, Michael (2012) Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 02, 2012, ] (Submitted)

Chang, Chia-Lin and McAleer, Michael (2012) What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 01, 2012, ] (Submitted)

Guerrero-Lemus, Ricardo and Marrero, Gustavo A. and Puch, Luis A. (2012) Costs for conventional and renewable fuels and electricity in the worldwide transport sector: a mean-variance portfolio approach. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 19, 2012, ] (In Press)

Jaskowski, Marcin and McAleer, Michael (2012) Estimating Implied Recovery Rates from the Term Structure of CDS Spreads. [ nº 28, 2012, ] (Unpublished)

Chang, Chia-Lin and McAleer, Michael (2011) How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 39, 2011, ] (Submitted)

Allen, David E. and Amram, Ron and McAleer, Michael (2011) Volatility Spillovers from the Chinese Stock Market to Economic Neighbours. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 38, 2011, ] (Submitted)

Chang, Chia-Lin and McAleer, Michael and Tansuchat, Roengchai (2011) Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. [ Documentos de trabajo del Instituto Complutense de Análisis Económico; nº 34, 2011, ] (Unpublished)

González-Serrano, Lydia and Jiménez-Martín, Juan-Ángel (2011) Currency Hedging Strategies Using Dynamic Multivariate GARCH. [ Documentos de trabajo del Instituto Complutense de Análisis Económico; nº 33, 2011, ] (Unpublished)

Asai, Manabu and McAleer, Michael and Medeiros, Marcelo C. (2011) Asymmetry and Long Memory in Volatility Modelling. [ Documentos de trabajo del Instituto Complutense de Análisis Económico; nº 29, 2011, ] (Unpublished)

Asai, Manabu and McAleer, Michael (2011) Dynamic Conditional Correlations for Asymmetric Processes. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico; nº 30, 2011, ] (Unpublished)

Chang, Chia-Lin and McAleer, Michael and Lim, Christine (2011) Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico; nº 31, 2011, ] (Unpublished)

Casarin, Roberto and Chang, Chia-Lin and Jiménez Martín, Juan Ángel and McAleer, Michael and Pérez Amaral, Teodosio (2011) Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico; nº 32, 2011, ] (Unpublished)

Chang, Chia-Lin and McAleer, Michael (2011) Citations and Impact of ISI Tourism and Hospitality Journals. [ Documentos de trabajo del Instituto Complutense de Análisis Económico; nº 26, 2011, ] (Unpublished)

Santos, Paulo Araújo and Jiménez Martín, Juan Ángel and McAleer, Michael and Pérez Amaral, Teodosio (2011) GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico; nº 27, 2011, ] (Unpublished)

Chang, Chia-Lin and McAleer, Michael (2011) Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico; nº 13, 2011, ] (Unpublished)

Franses, Philip Hans and Chang, Chia-Lin and McAleer, Michael (2011) Analyzing Fixed-event Forecast Revisions. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico; nº 24, 2011, ] (Unpublished)

García Hiernaux, Alfredo and Guerrero, David (2011) Convergence and Cointegration. [ Documentos de trabajo del Instituto Complutense de Análisis Económico; nº 22, 2011, ] (Unpublished)

Kuo, Hsiao-I and Chen, Chi-Chung and McAleer, Michael (2011) Estimating the Impact of Whaling on Global Whale Watching. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico; nº 23, 2011, ] (Unpublished)

Chu, LanFen and McAleer, Michael and Chen, Chi-Chung (2011) How Volatile is ENSO? [ Documentos de trabajo del Instituto Complutense de Análisis Económico; nº 21, 2011, ] (Unpublished)

Chang, Chia-Lin and McAleer, Michael and Oxley, Les (2011) How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience. [ Documentos de trabajo del Instituto Complutense de Análisis Económico; nº 25, 2011, ] (Unpublished)

Chen, Cathy W. S. and Gerlach, Richard and Hwang, Bruce B. K. and McAleer, Michael (2011) Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico; nº 16, 2011, ] (Unpublished)

Ishida , Isao and McAleer, Michael and Oya, Kosuke (2011) Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 17, 2011, ] (Unpublished)

Chang, Chia-Lin and McAleer, Michael and Oxley, Les (2011) Great Expectatrics: Great Papers, Great Journals, Great Econometrics. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico; nº 14, 2011, ] (Unpublished)

Caporin, Massimiliano and McAleer, Michael (2011) Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico.; nº 20, 2011, ] (Unpublished)

Huang, Jian and Kobayashi, Masahito and McAleer, Michael (2011) Testing the Box-Cox Parameter for an Integrated Process. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 19, 2011, ] (Unpublished)

Hammoudeh, Shawkat and Sarafrazi, Soodabeh and Chang, Chia-Lin and McAleer, Michael (2011) The Dynamics of Energy-Grain Prices with Open Interest. [ Documentos de Trabajo del Instituto Complutense de Análisis Económicos (ICAE); nº 18, 2011, ] (Unpublished)

Eransus, Francisco J. and Novales Cinca, Alfonso (2011) A statistical test for forecast evaluation under a discrete loss function. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 07, 2011, ] (Unpublished)

Sari, Ramazan and Hammoudeh, Shawkat and Chang, Chia-Lin and McAleer, Michael (2011) Causality Between Market Liquidity and Depth for Energy and Grains. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 10, 2011, ] (Unpublished)

Chang, Chia-Lin and Franses, Philip Hans and McAleer, Michael (2011) Evaluating Individual and Mean Non-Replicable Forecasts. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 15, 2011, ] (Unpublished)

Franses, Philip Hans and McAleer, Michael and Legerstee, Rianne (2011) Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 11, 2011, ] (Unpublished)

Asai, Manabu and McAleer, Michael and Medeiros, Marcelo C. (2011) Modelling and Forecasting Noisy Realized Volatility. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 09, 2011, ] (Submitted)

Hammoudeh, Shawkat and Liu, Tengdong and Chang, Chia-Lin and McAleer, Michael (2011) Risk Spillovers in Oil-Related CDS, Stock and Credit Markets. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 12, 2011, ] (Unpublished)

Nieto, Belén and Novales Cinca, Alfonso and Rubio, Gonzalo (2011) Variance Swaps and Intertemporal Asset Pricing. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 08, 2011, ] (Unpublished)

Nieto, Belén and Novales Cinca, Alfonso and Rubio, Gonzalo (2011) Why do variance swaps exist? [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 06, 2011, ] (Unpublished)

Cabrales, Antonio and Lugo, Haydée (2011) An impure public good model with lotteries in large groups. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 5, 2011, ] (Unpublished)

Chang, Chia-Lin and Franses, Philip Hans and McAleer, Michael (2011) Are Forecast Updates Progressive? [ Documentos de trabajo del Instituto Complutense de Análisis Económico; nº 3, 2011, ] (Unpublished)

Hammoudeh, Shawkat and Malik, Farooq and McAleer, Michael (2011) Risk Management of Precious Metals. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 4, 2011, ] (Unpublished)

Chang , Chia-Lin and Jiménez Martín, Juan Ángel and McAleer, Michael and Pérez Amaral, Teodosio (2011) Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 2, 2011, ] (Unpublished)

McAleer, Michael and Jiménez Martín, Juan Ángel and Pérez Amaral, Teodosio (2011) International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico; nº 01, 2011, ] (Unpublished)

Abad Romero, Pilar and Díaz, Antonio and Robles-Fernandez, M. D. (2011) Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico; nº 36, 2011, ]

Abad Romero, Pilar and Diaz, Antonio and Robles-Fernandez, M. Dolores (2011) Determinants of trading activity after rating actions in the Corporate Debt Market. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico; nº 37, 2011, ] (Unpublished)

Chang, Chia-Lin and McAleer, Michael and Lim, Christine (2011) Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 28, 2011, ] (Unpublished)

Chang, Chia-Lin and Jiménez Martín, Juan Ángel and McAleer, Michael and Pérez Amaral, Teodosio (2011) The Rise and Fall of S&P500 Variance Futures. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 35, 2011, ] (Submitted)

Chang, Chia-Lin and Jiménez Martín, Juan Ángel and McAleer, Michael and Pérez Amaral, Teodosio (2011) The Rise and Fall of S&P500 Variance Futures. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 35, 2011, ] (Submitted)

Camiña Centeno, Ester (2010) Some results on stability concepts for matching models. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 04, 2010, ] (Unpublished)

Casals Carro, José and García Hiernaux, Alfredo and Jerez Méndez, Miguel (2010) From general State-Space to VARMAX models. [ Documentos de trabajo del Instituto Complutense de Análisis Económico; nº 1002, ] (Unpublished)

McAleer, Michael and Jiménez Martín, Juan Ángel and Pérez Amaral, Teodosio (2010) GFC-Robust Risk Management Strategies under the Basel Accord. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 1001, ] (Unpublished)

Cosculluela Martínez, Carolina and Flores de Frutos, Rafael (2010) Housing investment in Spain: has it been the main engine of growth? [ Documentos de trabajo del Instituto Complutense de Análisis Económico; nº 1003, ] (Unpublished)

McAleer, Michael and Jiménez Martín, Juan Ángel and Pérez Amaral, Teodosio (2009) Optimal Risk Management Before, During and After the 2008-09 Financial Crisis. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 20, 2009, ] (Unpublished)

Jiménez Martín, Juan Ángel and McAleer, Michael and Pérez Amaral, Teodosio (2009) What Happened to Risk Management During the 2008-09 Financial Crisis? [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 19, 2009, ] (Unpublished)

McAleer, Michael and Jiménez Martín, Juan Ángel and Pérez Amaral, Teodosio (2009) Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 18, 2009, ] (Unpublished)

Jiménez Martín, Juan Ángel and Novales Cinca, Alfonso (2009) State-Uncertainty preferences and the Risk Premium in the Exchange rate market. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 17, 2009, ] (Unpublished)

Wiphatthanananthakul, Chatayan and McAleer, Michael (2009) A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 16, 2009, ] (Unpublished)

Divino, Jose Angelo and McAleer, Michael (2009) Modelling Sustainable International Tourism Demand to the Brazilian Amazon. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 13, 2009, ] (Unpublished)

Chang, Chia-Lin and Huang, Biing-Wen and Chen, Meng-Gu and McAleer, Michael (2009) Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 14, 2009, ] (Unpublished)

Divino, Jose Angelo and McAleer, Michael (2009) Modelling the Growth and Volatility in Daily International Mass Tourism to Peru. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 15, 2009, ] (Unpublished)

McAleer, Michael and Jiménez Martín, Juan Ángel and Pérez Amaral, Teodosio (2009) A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. [ Documentos de trabajo del Instituto Complutense de Análisis Económico. ; nº 07, 2009, ] (Unpublished)

Jiménez Martín, Juan Ángel and McAleer, Michael and Pérez Amaral, Teodosio (2009) The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord. [ Documentos de trabajo del Instituto Complutense de Análisis Económico.; nº 12, 2009, ]

Caporin, Massimiliano and McAleer, Michael (2009) Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 11, 2009, ] (Unpublished)

Caporin, Massimiliano and McAleer, Michael (2009) A Scientific Classification of Volatility Models. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0905, 2009, ] (Unpublished)

García Hiernaux, Alfredo (2009) Diagnostic checking using subspace methods. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0901, 2009, ] (Unpublished)

Caporin, Massimiliano and McAleer, Michael (2009) Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0904, 2009, ] (Unpublished)

Chang, Chia-Lin and McAleer, Michael and Slottje, Dan (2009) Modelling International Tourist Arrivals and Volatility: An Application to Taiwan. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0906, 2009, ] (Unpublished)

McAleer, Michael (2009) The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0910, 2009, ] (Unpublished)

García Hiernaux, Alfredo (2009) Forecasting linear dynamical systems using subspace methods. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0902, 2009, ] (Unpublished)

McAleer, Michael and Jiménez Martín, Juan Ángel and Pérez Amaral, Teodosio (2009) What Happened to Risk Management During the 2008-09 Financial Crisis? [ UCM. Instituto Complutense de Análisis Económico. Documentos de trabajo; nº 19, 2009, ] (Unpublished)

Casals Carro, José and Jerez Méndez, Miguel and Sotoca López, Sonia (2006) Decomposition of state-space Model with inputs: The theory and an application to estimate the ROI of advertising. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0602, 2006, ]

Cerno, Leonel and Pérez Amaral, Teodosio (2006) Medición y determinantes de la brecha tecnológica en España. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0601, 2006, ]

Casals Carro, José and Jerez Méndez, Miguel and Sotoca López, Sonia (2006) Modelling an forecasting time series sampled at different frequencies. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0603, 2006, ]

Abad Romero, Pilar and Benito Muela, Sonia (2006) Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0604, 2006, ]

Benito, Sonia and Novales Cinca, Alfonso (2005) A factor analysis of volatility across the term structure: the Spanish case. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0502, 2005, ]

Marinucci, Massimiliano and Pérez Amaral, Teodosio (2005) Econometric modeling of business Telecommunications demand using Retina and Finite Mixtues. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0501, 2005, ]

Cerno, Leonel and Pérez Amaral, Teodosio (2005) Demand for Internet access and use in Spain. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0506, 2005, ]

García Hiernaux, Alfredo and Jerez Méndez, Miguel and Casals Carro, José (2005) Detección de raíces unitarias y cointegración mediante métodos de subespacios. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0503, 2005, ]

Benito Muela, Sonia (2005) Factores comunes en la ETTI española: un análisis de corto y largo plazo. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0510, 2005, ]

Hiernaux, Alfredo G. and Casals Carro, José and Jerez Méndez, Miguel (2005) Fast estimation methods for time series models in state-space form. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0504, 2005, ]

Portier, Franck and Puch González, Luis A. (2005) It’s a small small welfare cost of fluctuations. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0513, 2005, ]

Jiménez Martín, Juan Ángel and Robles Fernández, María Dolores (2005) Non-linear adjustment to purchasing power parity: an analysis using Fourier approximations. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0508, 2005, ]

Marrero, Gustavo A. (2005) Revisiting the optimal stationary public investment policy in endogenous growth economies. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0509, 2005, ]

Abad Romero, Pilar and Robles Fernández, María Dolores (2005) Risk and returns around bond rating changes: New evidence from the Spanish Stock Market. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0505, 2005, ]

García Marco , Teresa and Robles Fernández, María Dolores (2005) Risk tasking behaviour and ownership in the banking industry: the Spanish evidence. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0507, 2005, ]

Hiernaux, Alfredo G. and Jerez Méndez, Miguel and Casals Carro, José (2005) Unit roots and cointegrating matrix estimation using subspace methods. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0512, 2005, ]

Abad Romero, Pilar and Benito Muela, Sonia (2005) Using The Nelson and Siegel Model of The term Structure in Value at Risk Estimation. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0511, 2005, ]

Álvarez, Francisco and Marrero, Gustavo A. and Puch, Luis A. (2004) Air pollution convergente and economic growth across european countries. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0406, 2004, ]

Pérez Sánchez, Rafaela María (2004) Characterizing the optimal composition of government expenditures. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0409, 2004, ]

Marrero, Gustavo A. (2004) Component versus tradicional models to forecast quarterly national account aggregates: a Monte Carlo experiment. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0410, 2004, ]

Dobado González, Rafael and Marrero, Gustavo A. (2004) Corn market integration in porfirian Mexico. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0402, 2004, ]

Álvarez, Francisco and Contestabile, M. and Gómez, C. and Marrero, Gustavo A. and Puch, Luis A. (2004) EU polluting emissions: an empirical analysis. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0405, 2004, ]

Muñoz Hernández, Israel J. and Huergo Orejas, Elena (2004) Entrada y competencia en los servicios de telecomunicaciones. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE) ; nº 0404, 2004, ]

Pérez Sánchez, Rafaela María and Ruiz Andújar, Jesús (2004) Global and local indeterminacy and optimal environmental public policies in an economy with public abatement activities. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0408, 2004, ]

Jiménez Martín, Juan Ángel and Peruga Urrea, Rodrigo (2004) Macroeconomic and policy uncertainty and exchange rate risk premium. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0412, 2004, ]

Jiménez Martín, Juan Ángel and Flores de Frutos, Rafael (2004) Seasonal fluctuations and dynamic equilibrium models of exchange rate. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0413, 2004, ]

Jiménez Martín, Juan Ángel and Flores de Frutos, Rafael (2004) The fit of dynamic equilibrium models of exchange rate. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0411, 2004, ]

Portier, Franck and Puch González, Luis Antonio (2004) The welfare cost of business cycles in an economy with nonclearing markets. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0403, 2004, ]

Pérez Amaral, Teodosio and Gallo, Giampiero M. and White, Halbert (2003) A flexible tool for model building: the relevant transformation of the imputs network approach. [ UCM. Instituto Complutense de Análisis Económico. Documentos de trabajo; nº 0309, 2003, ]

Delgado Rodríguez, María Jesús and Álvarez Ayuso, Inmaculada (2003) Comparación de la eficiencia técnica de los sectores productivos regionales: 1980-1995. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0305, 2003, ]

Abad Romero, Pilar and Robles Fernández, María Dolores (2003) Contenido informativo de los cambios de rating en el mercado de valores español. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0304, 2003, ]

Fernández Casillas, Mª Esther and Pérez Sánchez, Rafaela María and Ruiz Andújar, Jesús (2003) Environmental fiscal polices might be ineffective to control pollution. [ Documentos de trabajo de Instituto Complutense de Análisis Económico (ICAE); nº 0307, 2003, ]

Marrero, Gustavo A. and Novales Cinca, Alfonso (2003) Growth and welfare: distorting versus non-distorting taxes. [ UCM. Instituto Complutense de Análisis Económico. Documentos de trabajo; nº 0302, 2003, ]

Jiménez Martín, Juan Ángel and Peruga Urrea, Rodrigo (2003) La transición al euro y la prima de riesgo en el mercado de divisas. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0306, 2003, ]

Marrero, Gustavo A. and Novales Cinca, Alfonso (2003) Taxing or subsidizing factors' rents in a simple endogenous growth model with public capital. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0303, 2003, ]

Marrero, Gustavo A. (2003) The public investment rule in a simple endogenous endogenous growth model with public capital: active or pasive? [ UCM. Instituto Complutense de Análisis Económico. Documentos de trabajo; nº 0401, 2004, ]

Marrero, Gustavo A. (2003) The public investment rule in a simple endogenous endogenous growth model with public capital: active or pasive? [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0401, 2003, ]

Collard, Fabrice and Licandro, Omar and Puch, Luis A. (2003) The short-run dynamics of optimal growyh models with delays. [ Documentos de trabajo. Instituto Complutense de Análisis Económico (ICAE); nº 0311, 2003, ]

Sáez, Francisco J. and Puch, Luis A. (2003) Trade shoks and aggregate fluctuations in an oil-exporting economy. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0301, 2003, ] (Unpublished)

Boucekkine, Raouf and Licandro, Omar and Puch, Luis A. and Rio, Fernando del (2003) Vintage capital and the dynamics of the AK model. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0310, 2003, ]

Caballero Fernández, Rafael and Cerdá Tena, Emilio and Muñoz Martos, María del Mar and Rey, Lourdes (2002) Analysis and comparisons of some solution concepts for stochastic programming problems. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0218, 2002, ]

Fernández Casillas, Mª Esther and Pérez Sánchez, Rafaela María and Ruiz Andújar, Jesús (2002) Dynamic laffer curve in an endogenous growth model with pollution. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0216, 2002, ]

Caballero Fernández, Rafael and Cerdá Tena, Emilio and Muñoz Martos, María del Mar and Rey, Lourdes (2002) Stochastic approach versus multiobjective approach for obtaining efficient solutions in stochastic multiobjective programming problems. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0217, 2002, ]

Lafuente Luengo, Juan Ángel and Ruiz Andújar, Jesús (2002) The New Market effect on return and volatility of Spanish sector indexes. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0213, 2002, ]

Aguilar Barceló, José G. (2002) A dynamic model of final service competition in fixed electronic communications under a capacity interconnection regime. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0202, 2002, ]

Bujosa Brun, Andrés and Bujosa Brun, Marcos and García Ferrer , Antonio (2002) A note on the pseudo-spectra and the pseudo-covariance generating functions of ARMA processes. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0203, 2002, ]

Stancu-Minasian, I.M. and Caballero, R. and Cerdá Tena, Emilio and Muñoz, María del Mar (2002) Duality in fractional programming involving locally arcwise connected and related functions. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0205, 2002, ]

Nieto, Luisa and Robles Fernández, María Dolores and Fernández, Angeles (2002) Linear and nonlinear intraday dynamics between the Eurostoxx-50 and its futures contract. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0208, 2002, ]

Fernández Casillas, Mª Esther (2002) Política monetaria óptima en un modelo con intermediación financiera. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0206, 2002, ]

Fernández Casillas, Mª Esther (2002) ¿Es óptimo pagar intereses por los activos de caja? [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0207, 2002, ]

Novales Cinca, Alfonso and Abad Romero, Pilar (2002) The forecasting ability of factor models of the term structure of IRS markets. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0221, 2002, ]

Fernández Serrano , José Luis and Robles Fernández, María Dolores (2002) Política monetaria y cambios de régimen en los tipos de interés del mercado interbancario. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0209, 2002, ]

Bujosa Brun, Marcos and García Ferrer , Antonio and Young, Peter (2002) An ARMA representation of unobserved component models under generalized random walk specifications: new algorithms and examples. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0204, 2002, ]

Novales Cinca, Alfonso and Abad Romero, Pilar (2002) An error correction factor model of term structure slopes in international swaps markets. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0222, 2002, ]

Novales Cinca, Alfonso and Abad Romero, Pilar (2002) Risk premia in the term structure of swaps in pesetas. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0219, 2002, ]

Novales Cinca, Alfonso and Domínguez, Emilio (2002) A factor model of term structure slopes in eurocurrency markets. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0224, 2002, ]

Pérez Amaral, Teodosio and Gallo, Giampiero M. and White, Halbert (2002) A flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 01, 2002, ]

Domínguez, Emilio and Novales Cinca, Alfonso (2002) Can forward rates be used to improve interest rate forecasts? [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0225, 2002, ]

Domínguez, Emilio and Novales Cinca, Alfonso (2002) Dynamic correlations and forecasting of term structure slopes in eurocurrency market. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0226, 2002, ]

Ruiz Andújar, Jesús (2002) Experimentos de política fiscal por el lado de la oferta en un modelo monetario de crecimiento endógeno. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0211, 2002, ]

Delgado Rodríguez , María Jesús and Álvarez Ayuso, Inmaculada (2002) Medición de la eficiencia técnica para los Países de la UE-15. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0210, 2002, ]

Novales Cinca, Alfonso and Lafuente Luengo, Juan Ángel (2002) Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0223, 2002, ]

Manzano, Baltasar and Ruiz Andújar, Jesús (2002) Política fiscal óptima: el estado de la cuestión. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0212, 2002, ]

Novales Cinca, Alfonso (2002) The role of simulation methods in macroeconomics. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0227, 2002, ]

Lafuente Luengo, Juan Ángel and Ruiz Andújar, Jesús (2002) Time-Varying forward bias and the volatility of risk premium: a monetary explanation. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0214, 2002, ]

Álvarez González, Francisco and Mazón Calpena, Cristina (2002) Treasury Auctions: The Spanish format. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 28, 2002, ] (Unpublished)

Pérez Sánchez, Rafaela María (2002) Un modelo de Uso Eficiente de las Infraestructuras Públicas. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0215, 2002, ]

Mazón Calpena, Cristina and Pereira, Pedro (2001) Electronic commerce, consumer search and retailing cost reduction. [ UCM. Instituto Complutense de Análisis Económico. Documentos de trabajo; nº 02, 2001, ]

Delgado Rodríguez, María Jesús and Álvarez Ayuso, Inmaculada (2001) The effect of public infrastructure on private activity : evidence from the Spanish regions. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 03, 2001, ]

Álvarez González, Francisco and Deissenberg, Christophe (2001) Cheating for the common good in a macroeconomic policy game. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 04, 2001, ]

Marrero, Gustavo A. (2001) Coordinating short-and long-run public investment rules. [ Documentos de trabajo. Instituto Complutense de Análisis Económico (ICAE); nº 09, 2001, ]

Díaz, Antonia and Puch, Luis A. and Guilló, María D. (2001) Costly capital reallocation and energy use. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 11, 2001, ]

Novales Cinca, Alfonso and Ruiz Andújar, Jesús (2001) Dynamic Laffer curves. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 06, 2001, ]

Marrero, Gustavo A. and Novales Cinca, Alfonso (2001) Growth and welfare : distorting or non-distorting taxes. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 05, 2001, ]

Ruiz Andújar, Jesús and Fernández Casillas, María Esther (2001) Indeterminación y función de utilidad no separable en consumo público y ocio. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 08, 2001, ]

Licandro, Omar and Puch, Luis A. and Ruiz Tamarit, J. Ramón (2001) Optimal growth under endogenous depreciation, capital utilization and maintenance costs. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 01, 2001, ] (Unpublished)

Fernández Serrano , José Luis and Robles Fernández, María Dolores (2001) Structural breaks and interest rates forecast : a sequential approach. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 10, 2001, ]

Fernández Casillas, María Esther and Ruiz Andújar, Jesús (2001) Time-to-build, growth and welfare. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 07, 2001, ]

Chang, Chia-Lin and Jiménez-Martín, Juan-Ángel and Maasoumi, Esfandiar and Pérez-Amaral, Teodosio A Stochastic Dominance Approach to Financial Risk Management Strategies. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 08, 2014, ] (Unpublished)

This list was generated on Mon Jul 28 02:56:50 2014 CEST.