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Risk forecasting models and optimal portfolio selection

Moreno, David; Marco, Paulina; Olmeda, Ignacio - In: Applied economics 37 (2005) 11, pp. 1267-1281

Persistent link: https://www.econbiz.de/10002993211

Forecasting exchange rates volatilities using artificial neural networks

Bonilla, María; Marco, Paulina; Olmeda, Ignacio - In: Financial modelling : with 74 tables : [a selection of …, (pp. 57-68). 2000

Persistent link: https://www.econbiz.de/10001484957

An application of hybrid models in credit scoring

Bonilla, María; Olmeda, Ignacio; Puertas, Rosa - In: Financial modelling : with 74 tables : [a selection of …, (pp. 69-78). 2000

Persistent link: https://www.econbiz.de/10001484959

Non-linear dynamics and chaos in the Spanish stock market

Olmeda, Ignacio - In: Investigaciones económicas 19 (1995) 2, pp. 217-248

Persistent link: https://www.econbiz.de/10001190374

A computationally intensive comparison of ARCH-type forecasts

Bonilla Musoles, María; Marco, Paulina; Olmeda, Ignacio - In: Financial modelling : proceedings of the 23rd Meeting …, (pp. 361-399). 1999

Persistent link: https://www.econbiz.de/10001739740

Computational aspects of value at risk

Navarro, Germán; Olmeda, Ignacio - In: The VaR implementation handbook, (pp. 167-183). 2009

Persistent link: https://www.econbiz.de/10003826965

Stock market volatility and political risk in Latin America : the case of terrorism in Colombia

Olmeda, Ignacio; Sotelsek Salem, Daniel - In: Stock market volatility, (pp. 587-605). 2009

Persistent link: https://www.econbiz.de/10003830665

Institutional quality and sovereign flows

Moreno, David - 2018

Persistent link: https://www.econbiz.de/10011815330

Debt overhang, rollover risk, and corporate investment: Evidence from the European crisis

Kalemli-Ozcan, Sebnem; Laeven, Luc; Moreno, David - 2019

We quantify the role of financial factors behind the sluggish post-crisis performance of European firms. We use a firm-bank-sovereign matched database to identify separate roles for firm and bank balance sheet weaknesses arising from changes in sovereign risk and aggregate demand conditions. We...

Persistent link: https://www.econbiz.de/10012142085

Macroprudential policy and the inward transmission of monetary policy : The case of Chile, Mexico, and Russia

Bush, Georgia; Gómez, Tomás; Jara, Alejandro; Moreno, … - In: Review of International Economics 29 (2020) 1, pp. 37-60

Persistent link: https://www.econbiz.de/10012410626