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Number of items: 37.

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 02, 2005, ]

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 24, 2002, ]

Flores de Frutos, Rafael and Novales Cinca, Alfonso (1995) A general test for univariate seasonality. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 03, 1995, ]

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 [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 07, 2011, ] (Unpublished)

Eransus, Francisco Javier and Novales Cinca, Alfonso (2014) A statistical test for forecast evaluation under a discrete loss function. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 24, 2014, ISSN: 2341-2356 ] (Unpublished)

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 22, 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 25, 2002, ]

García Ferrer, Antonio and Novales Cinca, Alfonso (1995) Cointegration, Error Correction Models and Forecasting: The U.K. Demand for Money. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 01, 1995, ]

Domínguez, Emilio and Novales Cinca, Alfonso (1998) Correlations among term structure slopes in eurocurrency markets. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 07, 1998, ]

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

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 26, 2002, ]

Gómez, Inmaculada and Novales Cinca, Alfonso (1997) Estrategias de inmunización ante posibles desplazamientos en la estructura temporal. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 07, 1997, ]

Novales Cinca, Alfonso and Flores de Frutos, Rafael (1996) Forecasting with periodic models: A comparison with time invariant coefficient models. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 13, 1996, ]

García Ferrer, Antonio and Hoyo Bernat, Juan del and Novales Cinca, Alfonso and Young, Peter C. (1993) Further evidence on forecasting international GNP growth rates using unobserved components transfer function models. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 12, 1993, ] (Unpublished)

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, ]

Marrero, Gustavo A. and Novales Cinca, Alfonso (2003) Growth and welfare: distorting versus non-distorting taxes. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 02, 2003, ]

Nieto, Belén and Novales Cinca, Alfonso and Rubio, Gonzalo (2014) Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 25, 2014, ISSN: 2341-2356 ] (Unpublished)

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 23, 2002, ]

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)

Eransus, Francisco Javier and Novales Cinca, Alfonso (2014) Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 22, 2014, ISSN: 2341-2356 ] (Unpublished)

Flores de Frutos, Rafael and Novales Cinca, Alfonso (1994) Permanent components in seasonal variables. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 06, 1994, ]

Novales Cinca, Alfonso (1993) Price Volatility Under Alternative Monetary Instruments. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 06, 1993, ] (Unpublished)

García Ferrer, Antonio and Hoyo Bernat, Juan del and Young, Peter C. and Novales Cinca, Alfonso (1993) Recursive identification, estimation and forecasting of nonstationary economic time series with applications to GNP international data. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 10, 1993, ] (Unpublished)

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 19, 2002, ]

Novales Cinca, Alfonso and Domínguez, Emilio and Pérez, Javier and Ruiz, Jesús (1998) Solving nonlinear rational expectations models by eigenvalue-eigenvector decompositions. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 08, 1998, ]

Jimenez-Martin, Juan-Angel 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)

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 03, 2003, ]

Domínguez, Emilio and Novales Cinca, Alfonso (1998) Testing the expectations hypothesis in eurodeposits. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 06, 1998, ]

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 21, 2002, ]

Castro, Francisco de and Novales Cinca, Alfonso (1997) The joint dynamic of spot and forward exchange rates. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 06, 1997, ]

Novales Cinca, Alfonso (1986) The role of adjusment costs in interest rate determination. [ Documentos de Trabajo de la Facultad de Ciencias Económicas y Empresariales; nº 04, 1986, ISSN: 2255-5471 ]

Novales Cinca, Alfonso (2002) The role of simulation methods in macroeconomics. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 27, 2002, ]

Domínguez Irastorza, Emilio and Novales Cinca, Alfonso (1996) Time varying risk premia in general equilibrium with production. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 01, 1996, ]

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)

Abad , Pilar and Novales Cinca, Alfonso (2002) Volatility transmission acros the term structure of swap markets: international evidence. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 20, 2002, ]

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)

This list was generated on Mon May 20 17:22:14 2019 CEST.