Publicaciones en colaboración con investigadores/as de Brunel University London (90)

2024

  1. Exogenous shocks and time-varying price persistence in the EU27

    Journal of Applied Economics, Vol. 27, Núm. 1

  2. Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis

    Computational Economics

  3. Modelling profitability of private equity: A fractional integration approach

    Research in International Business and Finance, Vol. 67

  4. Persistence and long memory in monetary policy spreads

    Applied Economics, Vol. 56, Núm. 20, pp. 2422-2433

  5. Persistence in Tax Revenues: Evidence from Some OECD Countries

    Journal of Quantitative Economics

  6. Persistence in the Realized Betas: Some Evidence from the Stock Market

    Journal of Risk and Financial Management, Vol. 17, Núm. 4

  7. Stock market indices and interest rates in the US and Europe: persistence and long-run linkages

    Studies in Economics and Finance

2023

  1. Gold and silver as safe havens: A fractional integration and cointegration analysis

    PLoS ONE, Vol. 18, Núm. 3 March

  2. Inflation persistence in Europe: the effects of the covid-19 pandemic and of the Russia-Ukraine war

    Economics Bulletin, Vol. 43, Núm. 1, pp. 137-145

  3. Persitence in UK Historical Data on Life Expectancy

    Population Research and Policy Review, Vol. 42, Núm. 4

  4. The impact of containment measures and monetary and fiscal responses on US financial markets during the COVID-19 pandemic

    Heliyon, Vol. 9, Núm. 5

  5. Tourism persistence in the Southeastern European countries: The impact of covid-19

    Cogent Economics and Finance, Vol. 11, Núm. 2

  6. U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks

    International Advances in Economic Research, Vol. 29, Núm. 1-2, pp. 79-90

  7. US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach

    Applied Economics, Vol. 55, Núm. 3, pp. 283-292

2022

  1. Inflation in the G7 countries: persistence and structural breaks

    Journal of Economics and Finance, Vol. 46, Núm. 3, pp. 493-506

  2. Non-linearities and persistence in US long-run interest rates

    Applied Economics Letters, Vol. 29, Núm. 4, pp. 366-370

  3. On the persistence of UK inflation: A long-range dependence approach

    International Journal of Finance and Economics, Vol. 27, Núm. 1, pp. 439-454

  4. Persistence in ESG and conventional stock market indices

    Journal of Economics and Finance, Vol. 46, Núm. 4, pp. 678-703

  5. Persistence in the passion investment market

    Heliyon, Vol. 8, Núm. 12

  6. Stock Market Linkages between the Asean Countries, China and the US: A Fractional Integration/cointegration Approach

    Emerging Markets Finance and Trade, Vol. 58, Núm. 5, pp. 1502-1514