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Short-term wholesale funding and systemic risk : a global CoVaR approach
Lopez-Espinosa, German; Moreno, Antonio; Rubia, Antonio; … - 2012
Persistent link: https://www.econbiz.de/10009572535
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Non-linear dynamics in discretionary accruals : an analysis of bank loan-loss provisions
Balboa, Marina; López-Espinosa, Germán; Rubia, Antonio - 2012
Persistent link: https://www.econbiz.de/10010436883
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Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
Ñíguez, Trino-Manuel; Rubia, Antonio - In: Journal of forecasting 25 (2006) 6, pp. 439-458
Persistent link: https://www.econbiz.de/10003378446
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On the finite-sample biases in nonparametric testing for variance constancy
Rodrigues, Paulo M. M. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003436652
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Testing for the general fractional unit root hypothesis in the time domain
Hassler, Uwe; Rodrigues, Paulo M. M.; Rubia, Antonio - 2008
Persistent link: https://www.econbiz.de/10003827435
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Testing for causality in variance under nonstationarity in variance
Rodrigues, Paulo M. M.; Rubia, Antonio - In: Economics letters 97 (2007) 2, pp. 133-137
Persistent link: https://www.econbiz.de/10003575417
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Testing for weekly seasonal unit roots in the Spanish power pool
León Valle, Ángel Manuel; Rubia, Antonio - In: Modelling prices in competitive electricity markets, (pp. [131]-145). 2004
Persistent link: https://www.econbiz.de/10003232761
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Forecasting time-varying covariance matrices in the intradaily spot market of Argentina
León Valle, Ángel Manuel; Rubia, Antonio - In: Modelling prices in competitive electricity markets, (pp. [177]-189). 2004
Persistent link: https://www.econbiz.de/10003232789
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Persistence in the banking industry : fractional integration and breaks in memory
Hassler, Uwe; Rodrigues, Paulo M. M.; Rubia, Antonio - In: Journal of empirical finance 29 (2014), pp. 95-112
Persistent link: https://www.econbiz.de/10011300502
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Forecasting the unconditional and conditional kurtosis of the asset returns distribution
Ñíguez, Trino-Manuel; Perote, Javier; Rubia, Antonio - 2012
Persistent link: https://www.econbiz.de/10009580928