All Stories

  1. Has the ECB’s monetary policy prompted companies to invest, or pay dividends?

    Article • Applied Economics, May 2019, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  2. Public debt and economic growth: Further evidence for the euro area

    Article • Acta Oeconomica, June 2018, Akademiai Kiado

    Prof Simon Sosvilla-Rivero

  3. Inflation, real economic growth and unemployment expectations: an empirical analysis based on the ECB survey of professional forecasters

    Article • Applied Economics, April 2018, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  4. Fear connectedness among asset classes

    Article • Applied Economics, February 2018, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  5. Systemic banks, capital composition, and CoCo bonds issuance: The effects on bank risk

    Article • International Journal of Finance & Economics, February 2018, Wiley

    Prof Simon Sosvilla-Rivero

  6. On the time-varying nature of the debt-growth nexus: evidence from the euro area

    Article • Applied Economics Letters, July 2017, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  7. Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion

    Article • Economic Modelling, August 2016, Elsevier

    Prof Simon Sosvilla-Rivero

  8. Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility

    Article • Journal of International Financial Markets Institutions and Money, July 2016, Elsevier

    Prof Simon Sosvilla-Rivero

  9. Bank risk behavior and connectedness in EMU countries

    Article • Journal of International Money and Finance, October 2015, Elsevier

    Prof Simon Sosvilla-Rivero

  10. The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market

    Article • International Review of Economics & Finance, May 2014, Elsevier

    Prof Simon Sosvilla-Rivero

  11. Granger-causality in peripheral EMU public debt markets: A dynamic approach

    Article • Journal of Banking & Finance, November 2013, Elsevier

    Prof Simon Sosvilla-Rivero

  12. On the forecast accuracy and consistency of exchange rate expectations: the Spanish PwC Survey

    Article • Applied Economics Letters, February 2013, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  13. Convergence in car prices among European countries

    Article • Applied Economics, September 2012, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  14. Volatility in EMU sovereign bond yields: permanent and transitory components

    Article • Applied Financial Economics, September 2012, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  15. Historical financial analogies of the current crisis

    Article • Economics Letters, August 2012, Elsevier

    Prof Simon Sosvilla-Rivero

  16. On factors explaining the 2008 financial crisis

    Article • Economics Letters, May 2012, Elsevier

    Prof Simon Sosvilla-Rivero

  17. Exploiting trends in the foreign exchange markets

    Article • Applied Economics Letters, April 2012, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  18. Detecting trends in the foreign exchange markets

    Article • Applied Economics Letters, March 2012, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  19. Estimación de los beneficiarios de prestaciones de dependencia en España y del gasto asociado a su atención para 2007-2045

    Article • Gaceta Sanitaria, December 2011, Elsevier

    Prof Simon Sosvilla-Rivero

  20. The euro and the volatility of exchange rates

    Article • Applied Financial Economics, September 2011, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  21. Implicit bands in the yen/dollar exchange rate

    Article • Applied Economics, April 2011, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  22. Linkages in international stock markets: evidence from a classification procedure

    Article • Applied Economics, June 2010, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  23. Structural breaks in volatility: Evidence for the OECD and non-OECD real exchange rates

    Article • Journal of International Money and Finance, February 2010, Elsevier

    Prof Simon Sosvilla-Rivero

  24. Implicit exchange regimes in Central and Eastern Europe: a first exploration

    Article • International Economics and Economic Policy, May 2009, Springer Science + Business Media

    Prof Simon Sosvilla-Rivero

  25. Macroeconomic instability in the European monetary system?

    Article • Applied Financial Economics, July 2008, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  26. An eclectic approach to currency crises: drawing lessons from the EMS experience

    Article • Applied Financial Economics, April 2008, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  27. Human capital in Spain: an estimate of educational attainment

    Article • Applied Economics, April 2008, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  28. Price convergence in the European car market

    Article • Applied Economics, January 2008, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  29. Implicit bands in the Spanish peseta/Deutschmark exchange rate, 1965–1998

    Article • Applied Financial Economics, July 2007, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  30. An empirical examination of exchange-rate credibility determinants in the EMS

    Article • Applied Economics Letters, October 2006, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  31. Assessing the effectiveness of the EU's regional policies on real convergence: An analysis based on the HERMIN model

    Article • European Planning Studies, April 2006, Taylor & Francis

    Prof Simon Sosvilla-Rivero, oscar bajo-rubio

  32. Further Evidence on Implicit Bands in the Yen/Dollar Exchange Rate

    Article • SSRN Electronic Journal, January 2006, Elsevier

    Prof Simon Sosvilla-Rivero

  33. Regímenes cambiarios de iure y de facto. El caso de la peseta/dólar, 1965–1998

    Article • Revista de Historia Económica / Journal of Iberian and Latin American Economic History, December 2005, Cambridge University Press

    Prof Simon Sosvilla-Rivero

  34. Assessing the credibility of a target zone: evidence from the EMS

    Article • Applied Economics, October 2005, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  35. Optimization of technical rules by genetic algorithms: evidence from the Madrid stock market

    Article • Applied Financial Economics, July 2005, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  36. Forecasting the dollar/euro exchange rate: are international parities useful?

    Article • Journal of Forecasting, January 2005, Wiley

    Prof Simon Sosvilla-Rivero

  37. Testing chaotic dynamics via Lyapunov exponents

    Article • Journal of Applied Econometrics, January 2005, Wiley

    Prof Simon Sosvilla-Rivero

  38. Implicit Regimes for the Spanish Peseta/Deutschmark Exchange Rate

    Article • SSRN Electronic Journal, January 2005, Elsevier

    Prof Simon Sosvilla-Rivero

  39. Price convergence in the European Union

    Article • Applied Economics Letters, January 2004, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  40. Nearest-Neighbour Predictions in Foreign Exchange Markets

    Article • January 2004, Springer Science + Business Media

    Prof Simon Sosvilla-Rivero

  41. Implicit Bands in the Yen/Dollar Exchange Rate

    Article • SSRN Electronic Journal, January 2004, Elsevier

    Prof Simon Sosvilla-Rivero

  42. Regimen changes and duration in the European Monetary System

    Article • Applied Economics, December 2003, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  43. Modelling the linkages between US and Latin American stock markets

    Article • Applied Economics, August 2003, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  44. Technical analysis in foreign exchange markets: evidence from the EMS

    Article • Applied Financial Economics, January 2003, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  45. Further evidence on technical trade profitability and foreign exchange intervention

    Article • Applied Economics Letters, October 2002, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  46. A QUANTITATIVE ANALYSIS OF THE EFFECTS OF CAPITAL CONTROLS: SPAIN, 1986–1990 *

    Article • International Economic Journal, October 2001, Taylor & Francis

    Prof Simon Sosvilla-Rivero, oscar bajo-rubio

  47. A Quantitative Analysis of the Effects of Capital Controls: Spain, 1986–1990*

    Article • International Economic Journal, September 2001, Taylor & Francis

    Prof Simon Sosvilla-Rivero, oscar bajo-rubio

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

    Article • Japan and the World Economy, April 2001, Elsevier

    Prof Simon Sosvilla-Rivero

  49. Asymmetry in the EMS: New evidence based on non-linear forecasts

    Article • European Economic Review, March 2001, Elsevier

    Prof Simon Sosvilla-Rivero, oscar bajo-rubio

  50. On the profitability of technical trading rules based on artificial neural networks:

    Article • Economics Letters, October 2000, Elsevier

    Prof Simon Sosvilla-Rivero

  51. Social protection benefits and growth: evidence from the European Union

    Article • Applied Economics Letters, June 2000, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  52. Convergence in fiscal pressure across EU countries

    Article • Applied Economics Letters, February 2000, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  53. Environmental Consequences of the Community Support Framework 1994–99 in Spain

    Article • Journal of Policy Modeling, December 1999, Elsevier

    Prof Simon Sosvilla-Rivero

  54. Exchange rate volatility in the EMS before and after the fall

    Article • Applied Economics Letters, November 1999, Taylor & Francis

    Prof Simon Sosvilla-Rivero, oscar bajo-rubio

  55. Dancing with bulls and bears: Nearest-neighbour forecasts for the Nikkei index

    Article • Japan and the World Economy, October 1999, Elsevier

    Prof Simon Sosvilla-Rivero

  56. Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS

    Article • International Journal of Forecasting, October 1999, Elsevier

    Prof Simon Sosvilla-Rivero

  57. Purchasing power parity and uncovered interest parity: The Spanish case

    Article • International Advances in Economic Research, November 1998, Springer Science + Business Media

    Prof Simon Sosvilla-Rivero

  58. Testing nonlinear forecastability in time series: Theory and evidence from the EMS

    Article • Economics Letters, April 1998, Elsevier

    Prof Simon Sosvilla-Rivero

  59. Convergence in social protection benefits across EU countries

    Article • Applied Economics Letters, March 1998, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  60. Combining information in exchange rate forecasting: evidence from the EMS

    Article • Applied Economics Letters, July 1997, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  61. Do short-term interest rates influence long-term interest rates? Empirical evidence from some EMS countries

    Article • Applied Economics Letters, July 1997, Taylor & Francis

    Prof Simon Sosvilla-Rivero

  62. Similarity and diversity in the EU periphery

    Article • Economic Modelling, July 1995, Elsevier

    Prof Simon Sosvilla-Rivero

  63. An Econometric Analysis of Foreign Direct Investment in Spain, 1964-89

    Article • Southern Economic Journal, July 1994, JSTOR

    Prof Simon Sosvilla-Rivero, oscar bajo-rubio

  64. Does public capital affect private sector performance?

    Article • Economic Modelling, July 1993, Elsevier

    Prof Simon Sosvilla-Rivero, oscar bajo-rubio

  65. Further tests on the forward exchange rate unbiasedness hypothesis

    Article • Economics Letters, November 1992, Elsevier

    Prof Simon Sosvilla-Rivero

  66. Chaotic behaviour in exchange-rate series

    Article • Economics Letters, June 1992, Elsevier

    Prof Simon Sosvilla-Rivero, oscar bajo-rubio

  67. COINTEGRATION AND UNIT ROOTS

    Article • Journal of Economic Surveys, September 1990, Wiley

    Prof Simon Sosvilla-Rivero

  68. EU Structural Funds and Spain's Objective 1 Regions: An Analysis Based on the Hermin Model

    Article • SSRN Electronic Journal, Elsevier

    Prof Simon Sosvilla-Rivero

  69. Inflation Expectations in Spain: The Spanish PwC Survey

    Article • SSRN Electronic Journal, Elsevier

    Prof Simon Sosvilla-Rivero

  70. Real Exchange Rate Volatility, Financial Crises and Nominal Exchange Regimes

    Article • SSRN Electronic Journal, Elsevier

    Prof Simon Sosvilla-Rivero

  71. Structural Breaks in Volatility: Evidence from the OECD Real Exchange Rates

    Article • SSRN Electronic Journal, Elsevier

    Prof Simon Sosvilla-Rivero

  72. The Term Structure of Interest Rates as Predictor of Stock Returns: Evidence for the IBEX 35 During a Bear Market

    Article • SSRN Electronic Journal, Elsevier

    Prof Simon Sosvilla-Rivero

  73. The US Dollar-Euro Exchange Rate and US-EMU Bond Yield Differentials: A Causality Analysis

    Article • SSRN Electronic Journal, Elsevier

    Prof Simon Sosvilla-Rivero

  74. Using Machine Learning Algorithms to Find Patterns in Stock Prices

    Article • SSRN Electronic Journal, Elsevier

    Prof Simon Sosvilla-Rivero