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  • Search: person:"Navarro-Ibáñez, Manuel"
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Year of publication
Subject
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Exchange rate 13 Wechselkurs 13 Cointegration 9 Spain 8 Spanien 8 Credibility 7 European Monetary System 7 Europäisches Währungssystem 6 Glaubwürdigkeit 6 US dollar 6 US-Dollar 6 Yen 6 Multiple Structural Breaks 5 Deutschland 4 Dividends 4 Exchange rate policy 4 Germany 4 Japan 4 Present value model 4 Tenerife 4 Teneriffa 4 Term structure of interest rates 4 USA 4 United States 4 Wechselkurspolitik 4 1965-1998 3 EU countries 3 EU-Staaten 3 Exchange rate regime 3 Kointegration 3 Multiple structural breaks 3 Stock prices 3 Structural break 3 Strukturbruch 3 Wechselkurssystem 3 Aktienmarkt 2 Börsenkurs 2 Demand 2 Dividend 2 Dividende 2
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Online availability
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Free 24 Undetermined 6
Type of publication
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Book / Working Paper 29 Article 28
Type of publication (narrower categories)
All
Article in journal 15 Aufsatz in Zeitschrift 15 Working Paper 8 Arbeitspapier 7 Graue Literatur 6 Non-commercial literature 6
Language
All
Undetermined 25 English 22 Spanish 10
Author
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Sosvilla-Rivero, Simón 31 Navarro Ibáñez, Manuel 30 Ledesma-Rodríguez, Francisco José 21 Pérez Rodríguez, Jorge V. 21 Navarro-Ibáñez, Manuel 20 Ledesma-Rodríguez, Francisco 9 Prats, María A. 9 Pérez-Rodríguez, Jorge 9 Sosvilla-Rivero, Simon 9 Esteve, Vicente 7 Ledesma-Rodriguez, Francisco 6 Navarro-Ibanez, Manuel 5 Perez-Rodriguez, Jorge 5 Esteve García, Vicente 4 Ledesma-Rodríguez, Francisco J. 3 Pérez-Rodríguez, Jorge V. 3 Ledesma Rodríguez, Francisco 2 Martínez-Budría, Eduardo 2 Pérez Rodríguez, Jorge 2 Coto-Millán, Pablo 1 Gutiérrez Hernández, Pedro 1 LEDESMA RODRÍGUEZ, F. J. 1 López Martín, Luis J. 1 Martínez Budría, Martínez Budría , Eduardo 1 NAVARRO IBÁÑEZ, MANUEL 1 Navarro-IbaÑez, Manuel 1 Prats Albentosa, María Asuncíon 1 Prats, Maria A. 1 PÉREZ RODRÍGUEZ, J.V. 1 Pérez-Rodriguez, Jorge 1 SOSVILLA RIVERO, S. 1
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Institution
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FEDEA 7 Asociación Española de Economía y Finanzas Internacionales - AEEFI 3 Departament d'Estructura Econòmica, Facultad de Economía 2 Aeropuertos Españoles y Navegación Aérea 1 Centro de Estudios Andaluces, Government of Andalusia 1 Instituto Universitario de Análisis Económico y Social (IAES), Universidad de Alcalá de Henares 1
Published in...
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Documento de trabajo / FEDEA 6 Applied economics 5 Working Papers / FEDEA 5 Applied financial economics 3 Working Papers / Asociación Española de Economía y Finanzas Internacionales - AEEFI 3 Applied Economics 2 Hacienda pública española : review of public economics 2 International review of economics & finance : IREF 2 Moneda y crédito : revista de economía 2 The economic and social review 2 Working Papers / Departament d'Estructura Econòmica, Facultad de Economía 2 Applied Financial Economics 1 Biblioteca Civitas economía y empresa / Colección economía 1 Economic Working Papers at Centro de Estudios Andaluces 1 Economics : the open-access, open-assessment e-journal 1 Economics Discussion Papers 1 Estudios de Economía Aplicada 1 INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH 1 International Review of Economics & Finance 1 International journal of transport economics 1 Journal of regional research 1 Revista de historia económica 1 Studies on the Spanish Economy 1 The Economic and Social Review 1 The North American journal of economics and finance : a journal of financial economics studies 1 Tourism economics : the business and finance of tourism and recreation 1 Working Papers / Instituto Universitario de Análisis Económico y Social (IAES), Universidad de Alcalá de Henares 1 Working Papers on International Economics and Finance 1
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Source
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ECONIS (ZBW) 29 RePEc 21 OLC EcoSci 6 EconStor 1
Showing 1 - 10 of 57
Cover Image
The present value model of U.S. stock prices revisited : long-run evidence with structural breaks, 1871-2012
Esteve García, Vicente; Navarro Ibáñez, Manuel; … - 2017
According to several empirical studies, the Present Value model fails to explain the behaviour of stock prices in the long-run. In this paper, the authors consider the possibility that a linear cointegrated regression model with multiple structural changes would provide a better empirical...
Persistent link: https://www.econbiz.de/10011745419
Saved in:
Cover Image
Stock prices, dividends, and structural changes in the long-term : the case of U.S.
Esteve García, Vicente; Navarro Ibáñez, Manuel; … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012656930
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Cover Image
The present value model of US stock prices revisited: long-run evidence with structural breaks, 1871-2010
Esteve, Vicente; Navarro-Ibáñez, Manuel; Prats, María A. - Instituto Universitario de Análisis Económico y … - 2013
According to several empirical studies, the Present Value model fails to explain the behavior of stock prices in the long-run. In this paper we consider the possibility that a linear cointegrated regression model with multiple structural changes would provide a better empirical description of...
Persistent link: https://www.econbiz.de/10010855119
Saved in:
Cover Image
The present value model of U.S. stock prices revisited: long-run evidence with structural breaks, 1871-2010
Esteve, Vicente; Navarro-Ibáñez, Manuel; Prats, María A. - Asociación Española de Economía y Finanzas … - 2013
According to several empirical studies, the Present Value model fails to explain the behaviour of stock prices in the long-run. In this paper we consider the possibility that a linear cointegrated regression model with multiple structural changes would provide a better empirical description of...
Persistent link: https://www.econbiz.de/10010856699
Saved in:
Cover Image
The present value model of U.S. stock prices revisited: long-run evidence with structural breaks, 1871-2010
Esteve, Vicente; Navarro-Ibáñez, Manuel; Prats, María A. - Departament d'Estructura Econòmica, Facultad de Economía - 2013
According to several empirical studies, the Present Value model fails to explain the behaviour of stock prices in the long-run. In this paper we consider the possibility that a linear cointegrated regression model with multiple structural changes would provide a better empirical description of...
Persistent link: https://www.econbiz.de/10010604097
Saved in:
Cover Image
The present value model of U.S. stock prices revisited: Long-run evidence with structural breaks, 1871-2012
Esteve García, Vicente; Navarro Ibáñez, Manuel; … - 2017
According to several empirical studies, the Present Value model fails to explain the behaviour of stock prices in the long-run. In this paper, the authors consider the possibility that a linear cointegrated regression model with multiple structural changes would provide a better empirical...
Persistent link: https://www.econbiz.de/10011745804
Saved in:
Cover Image
Implicit bands in the Yen-Dollar exchange rate
Ledesma-Rodríguez, Francisco José; Navarro Ibáñez, … - 2006
Persistent link: https://www.econbiz.de/10003348979
Saved in:
Cover Image
The Spanish term structure of interest rates revisited : cointegration with multiple structural breaks, 1974 - 2010
Esteve García, Vicente; Navarro Ibáñez, Manuel; … - In: International review of economics & finance : IREF 25 (2013), pp. 24-34
Persistent link: https://www.econbiz.de/10009693341
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Cover Image
The Spanish term structure of interest rates revisited: cointegration with multiple structural breaks, 1974-2010
Esteve, Vicente; Navarro-Ibáñez, Manuel; Prats, María A. - Asociación Española de Economía y Finanzas … - 2010
In this paper we consider the possibility that a linear cointegrated regression model with multiples structural changes would provide a better empirical description of the term structure model of interest rates. Our methodology is based on instability tests recently proposed in Kejriwal and...
Persistent link: https://www.econbiz.de/10008727203
Saved in:
Cover Image
The Spanish term structure of interest rates revisited: cointegration with multiple structural breaks, 1974-2010
Esteve, Vicente; Navarro-Ibáñez, Manuel; Prats, Maria A. - Departament d'Estructura Econòmica, Facultad de Economía - 2010
In this paper we consider the possibility that a linear cointegrated regression model with multiples structural changes would provide a better empirical description of the term structure model of interest rates. Our methodology is based on instability tests recently proposed in Kejriwal and...
Persistent link: https://www.econbiz.de/10010616551
Saved in:
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