Macro, Finance and Accounting
MFA
University of Portsmouth
Portsmouth, Reino UnidoPublicaciones en colaboración con investigadores/as de University of Portsmouth (5)
2023
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Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic
International Review of Economics and Finance, Vol. 83, pp. 114-123
2019
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Revisiting the twin deficits hypothesis: A quantile cointegration analysis over the period 1791-2013
Journal of Applied Economics, Vol. 22, Núm. 1, pp. 116-130
2018
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The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis
Finance Research Letters, Vol. 24, pp. 1-9
2017
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Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area
Journal of International Financial Markets, Institutions and Money, Vol. 49, pp. 129-139
2016
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Is inflation persistence different in reality?
Economics Letters, Vol. 148, pp. 55-58