Narrow search
Showing 1 - 10 of 115
Cover Image
Comments on "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series : a re-examination
Novales, Alfonso - In: International journal of forecasting 21 (2005) 4, pp. 775-780
Persistent link: https://www.econbiz.de/10003150708
Cover Image
Equilibrium interest-rate determination under adjustment costs
Novales, Alfonso - In: Journal of economic dynamics & control 16 (1992) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10001115991
Cover Image
The role of simulation methods in macroeconomics
Novales, Alfonso - In: Spanish economic review : SER 2 (2000) 3, pp. 155-181
Persistent link: https://www.econbiz.de/10001564795
Cover Image
Transitional dynamics and welfare effects of the public investment/output ratio
Marrero, Gustavo A.; Novales, Alfonso - In: Economic dynamics : theory, games and empirical studies, (pp. 1-30). 2009
Persistent link: https://www.econbiz.de/10003867855
Cover Image
Liquidity and hedging effectiveness under futures mispricing : international evidence
Andani, A.; Lafuente, J. A.; Novales, Alfonso - In: The journal of futures markets 29 (2009) 11, pp. 1050-1066
Persistent link: https://www.econbiz.de/10003900969
Cover Image
State-uncertainty preferences and the risk premium in the exchange rate market
Jiménez-Martín, Juan-Ángel; Novales, Alfonso - In: Economic modelling 27 (2010) 5, pp. 1043-1053
Persistent link: https://www.econbiz.de/10008824915
Cover Image
Economic growth : theory and numerical solution methods
Novales, Alfonso; Fernández, Esther; Ruíz, Jesús - 2009
Persistent link: https://www.econbiz.de/10003707256
Cover Image
Income taxes, public investment and welfare in a growing economy
Marrero, Gustavo A.; Novales, Alfonso - In: Journal of economic dynamics & control 31 (2007) 10, pp. 3348-3369
Persistent link: https://www.econbiz.de/10003569406
Cover Image
Transitional dynamics and welfare effects of the public investment/output ratio
Marrero, Gustavo A.; Novales, Alfonso - 2012
Persistent link: https://www.econbiz.de/10009579946
Cover Image
The information content in a volatility index for Spain
Gonzalez-Perez, Maria T.; Novales, Alfonso - In: SERIEs : Journal of the Spanish Economic Association 2 (2011) 2, pp. 185-216
A model-free methodology is used for the first time to estimate a daily volatility index (VIBEX-NEW) for the Spanish financial market.We use a public data set of daily option prices to compute this index and showthat daily changes in VIBEXNEW display a negative, tight contemporaneous...
Persistent link: https://www.econbiz.de/10009355558