Publicaciones en colaboración con investigadores/as de Universitat d'Alacant (15)

2017

  1. Sovereign tail risk

    Journal of International Money and Finance, Vol. 79, pp. 174-188

2016

  1. Non-Contributory Pensions Number-Gender: Effects on Poverty and Household Decisions

    Working papers = Documentos de trabajo: Serie AD

2015

  1. Granger causality and systemic risk

    Finance Research Letters, Vol. 15, pp. 49-58

  2. Systemic risk and asymmetric responses in the financial industry

    Journal of Banking and Finance, Vol. 58, pp. 471-485

2013

  1. Good for one, bad for all: Determinants of individual versus systemic risk

    Journal of Financial Stability, Vol. 9, Núm. 3, pp. 287-299

  2. Nonlinear dynamics in discretionary accruals: An analysis of bank loan-loss provisions

    Journal of Banking and Finance, Vol. 37, Núm. 12, pp. 5186-5207

2012

  1. Short-term wholesale funding and systemic risk: A global CoVaR approach

    Journal of Banking and Finance, Vol. 36, Núm. 12, pp. 3150-3162

2011

  1. Endogenous problems in cross-sectional valuation models based on accounting information

    Review of Quantitative Finance and Accounting, Vol. 37, Núm. 2, pp. 245-265

2010

  1. Fundamentals and the origin of Fama-French factors: The case of the Spanish market*

    Finance a Uver - Czech Journal of Economics and Finance, Vol. 60, Núm. 5, pp. 426-446

2009

  1. The value of adjusting the bias in recommendations: International evidence

    European Financial Management, Vol. 15, Núm. 1, pp. 208-230

2008

  1. Does the value of recommendations depend on the level of optimism? A country-based analysis

    Journal of Multinational Financial Management, Vol. 18, Núm. 4, pp. 405-426

2004

  1. Using a point system in the management of waiting lists: The case of cataracts

    Social Science and Medicine, Vol. 59, Núm. 3, pp. 585-594

2002

  1. A proposal to solve the comparability problem in cost-utility analysis

    Journal of Health Economics, Vol. 21, Núm. 3, pp. 397-403

2001

  1. Un análisis histórico de las acciones bancarias

    Alquibla: Revista de investigación del Bajo Segura, Núm. 7, pp. 331-356

1998

  1. Comparision and evaluation of states of health

    Working papers = Documentos de trabajo: Serie AD