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Multivariate approximations to portfolio return distribution

Mora-Valencia, Andrés; Ñíguez, Trino-Manuel; Perote, … - In: Computational and mathematical organization theory 23 (2017) 3, pp. 347-361

Persistent link: https://www.econbiz.de/10011741979

Further evidence on PPP adjustment speeds : the case of effective real exchange rates and the EMS

Paya, Ivan; Venetis, Ioannis A.; Peel, David - In: Oxford bulletin of economics and statistics 65 (2003) 4, pp. 421-437

Persistent link: https://www.econbiz.de/10001776806

Further Evidence on PPP Adjustment Speeds : The Case of Effective Real Exchange Rates and the EMS

Paya, Ivan; Venetis, Ioannis A.; Peel, David - 2003

Two different approaches intend to resolve the 'puzzling' slow convergence to purchasing power parity (PPP) reported in the literature [see Rogoff (1996), Journal of Economic Literature, Vol. 34.] On the one hand, there are models that consider a non-linear adjustment of real exchange rate to...

Persistent link: https://www.econbiz.de/10014076338

Volatility and VAR forecasting for the IBEX-35 stock-return index using FIGARCH-type processes and different evaluation criteria

Ñíguez, Trino-Manuel (contributor) - 2003 - 1. ed. [Elektronische Ressource]

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Evaluating monthly volatility forecasts using proxies at different frequencies

Ñíguez, Trino-Manuel - In: Finance research letters 17 (2016), pp. 41-47

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Testing densities with financial data : an empirical comparison of the Edgeworth-Sargan density to the student's t

Mauleón Torres, Ignacio; Perote, Javier - In: The European journal of finance 6 (2000) 2, pp. 225-239

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Monetary policy and corporate investment : a panel-data analysis of transmission mechanisms in contexts of high uncertainty

Horra, Luis P. de la; Perote, Javier; Fuente, Gabriel de - In: International review of economics & finance : IREF 75 (2021), pp. 609-624

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The demand for Divisia money in the United States : evidence from the CFS Divisia M3 aggregate

Fuente, Gabriel de; Horra, Luis P. de la; Perote, Javier - In: Applied economics letters 27 (2020) 1, pp. 41-45

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Beneath the surface : the asymmetric effects of unconventional monetary policy on corporate investment

Horra, Luis P. de la; Perote, Javier; Fuente, Gabriel de - In: Finance research letters 61 (2024), pp. 1-7

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On public investment, the real exchange rate and growth : some empirical evidence from the UK and the USA

Ghosh, Sugata; Mourmouras, Iannis A.; Pal, Sarmistha; … - In: The Manchester School 71 (2003) 3, pp. 242-264

Persistent link: https://www.econbiz.de/10001769929