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Modelling evolving long-run relationships : the linkages between stock markets in Asia

Fernández-Serrano, José Luis; Sosvilla-Rivero, Simón - In: Japan and the world economy : international journal of … 13 (2001) 2, pp. 145-160

Persistent link: https://www.econbiz.de/10001573597

Modelling evolving long-run relationships : the linkages between stock markets in Asia

Fernández-Serrano, José Luis; Sosvilla-Rivero, Simón - 2000

Persistent link: https://www.econbiz.de/10001472500

Modelling the linkages between US and Latin American stock markets

Fernández-Serrano, José Luis; Sosvilla-Rivero, Simón - 2002

Persistent link: https://www.econbiz.de/10001682139

On the profitability of technical trading rules based on artificial neural networks : evidence from the Madrid stock market

Fernández Rodríguez, Fernando; González-Martel, Christian - In: Economics letters 69 (2000) 1, pp. 89-94

Persistent link: https://www.econbiz.de/10001512747

On the profitability of technical trading rules based on artifitial neural networks : evidence from the Madrid stock market

Fernández Rodríguez, Fernando; González-Martel, Christian - 1999

Persistent link: https://www.econbiz.de/10001399118

Using nearest-neighbour predictors to forecast the Spanish stock market

Fernández Rodríguez, Fernando - In: Investigaciones económicas 21 (1997) 1, pp. 75-91

Persistent link: https://www.econbiz.de/10001226342

Searching for informed traders in stock markets : the case of Banco Popular

Pérez Rodríguez, Jorge V.; Sosvilla-Rivero, Simón; … - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10014225744

Volatility Transmission between Stock and Exchange-Rate Markets : A Connectedness Analysis

Fernández Rodríguez, Fernando - 2016

This paper empirically investigates volatility transmission among stock and foreign exchange markets in seven major world economies during the period July 1988 to January 2015. To this end, we first perform a static and dynamic analysis to measure the total volatility connectedness in the entire...

Persistent link: https://www.econbiz.de/10012981339

Technical rules based on nearest-neighbour predictions optimised by genetic algorithms : evidence from the Madrid stock market

González-Martel, Christian; Fernández Rodríguez, Fernando - In: Progress in financial markets research, (pp. 137-165). 2012

Persistent link: https://www.econbiz.de/10009678550

Temporary ban on short positions and financial market volatility : evidence from the Madrid Stock Market

Morales Zumaquero, Amalia; Sosvilla-Rivero, Simón - In: Applied economics letters 22 (2015) 10/12, pp. 854-859

Persistent link: https://www.econbiz.de/10011286053