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Multivariate partial adjustment of financial ratios : a Bayesian hierarchical approach

Gallizo Larraz, José L.; Gargallo, Pilar; Salvador, Manuel - In: Journal of applied econometrics 23 (2008) 1, pp. 43-64

Persistent link: https://www.econbiz.de/10003682833

Application of Bayesian and Graph Tools to a Dynamic Analysis of Leadership Relations Among Mutual Funds

Andreu, Laura; Gargallo, Pilar; Salvador, Manuel; … - 2023

Financial literature has analyzed how previous trading decisions of some portfolio managers influence the subsequent trading of other peers. This paper contributes to the literature by proposing a new methodological approach to capture the time varying evolution of the leader-follower...

Persistent link: https://www.econbiz.de/10014350377

Does socially responsible investment equity indexes in emerging markets pay off? : evidence from Brazil

Ortuas, Eduardo; Moneva, José M.; Salvador, Manuel - In: Emerging markets review 13 (2012) 4, pp. 581-597

Persistent link: https://www.econbiz.de/10010057862

Bank ownership and efficiency in the new EU members

Moreno, Jordi; Gallizo, José Luis; Salvador, Manuel - In: Modern economy 3 (2012) 1, pp. 68-72

Persistent link: https://www.econbiz.de/10010097568

Towards a dynamic analysis of multiple-store shopping : evidence from Spanish panel data

Martínez-Caraballo, Noemí; Salvador, Manuel; Berné, … - In: Journal of business economics and management 14 (2013) 1, pp. 182-199

Persistent link: https://www.econbiz.de/10010118104

Improved beta modeling and forecasting : an unobserved component approach with conditional heteroscedastic disturbances

Ortas, E.; Salvador, Manuel; Moneva, J. M. - In: The North American journal of economics and finance : a … 31 (2015), pp. 27-51

Persistent link: https://www.econbiz.de/10011511029

Dynamic comparison of portfolio risk : clean vs dirty energy

Gargallo, Pilar; Lample, Luis; Miguel, Jesús; … - In: Finance research letters 47 (2022) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10013455537

The impact of digitalisation on remittances : evidence from El Salvador

Gascón, Patricia; Larramona, Gemma; Salvador, Manuel - In: Telecommunications policy : the international journal … 47 (2023) 4, pp. 1-12

Persistent link: https://www.econbiz.de/10014309227