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Fuertes, Ana-Maria
20
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10
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9
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4
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3
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Applied financial economics
4
International journal of finance & economics : IJFE
3
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3
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3
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3
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2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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1
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OLC EcoSci
ECONIS (ZBW)
218
RePEc
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Other ZBW resources
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EconStor
4
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1
On the role of volatility for modelling risk exposure
Olmo, Jose
- In:
International journal of monetary economics and finance
1
(
2008
)
2
,
pp. 219-234
Persistent link: https://www.econbiz.de/10009925151
Saved in:
2
Quantile Double AR Time Series Models for Financial Returns
Cai, Yuzhi
;
Montes‐Rojas, Gabriel
;
Olmo, Jose
- In:
Journal of forecasting
32
(
2013
)
6
,
pp. 551-560
Persistent link: https://www.econbiz.de/10010156096
Saved in:
3
Early detection techniques for market risk failure
Olmo, Jose
;
Pouliot, William
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
4
,
pp. 1-53
Persistent link: https://www.econbiz.de/10010008354
Saved in:
4
LONG-RUN RISK DYNAMICS, INSTABILITIES, AND BREAKS ON EUROPEAN CREDIT MARKETS OVER A CRISIS PERIOD
Kapar, Burcu
;
Laborda, Ricardo
;
Olmo, Jose
- In:
The journal of fixed income
22
(
2012
)
2
,
pp. 31-44
Persistent link: https://www.econbiz.de/10010030920
Saved in:
5
A nonlinear threshold model for the dependence of extremes of stationary sequences
Martinez, Oscar
;
Olmo, Jose
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
16
(
2012
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010048910
Saved in:
6
A panel data test for poverty traps
Galvao, Antonio F.
;
Montes-Rojas, Gabriel
;
Olmo, Jose
- In:
Applied economics
45
(
2013
)
14
,
pp. 1943-1952
Persistent link: https://www.econbiz.de/10010053467
Saved in:
7
Inference in Nearly Nonstationary SVAR Models With Long-Run Identifying Restrictions
Escanciano, J Carlos
;
Olmo, Jose
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10008371890
Saved in:
8
Uncovered Interest Parity : Are Empirical Rejections of It Valid?
Olmo, Jose
;
Pilbeam, Keith
- In:
Journal of economic integration
24
(
2009
)
2
,
pp. 369-384
Persistent link: https://www.econbiz.de/10008323766
Saved in:
9
Uncovered interest parity and the efficiency of the foreign exchange market: a re‐examination of the evidence
Olmo, Jose
;
Pilbeam, Keith
- In:
International journal of finance & economics : IJFE
16
(
2011
)
2
,
pp. 189-205
Persistent link: https://www.econbiz.de/10008898250
Saved in:
10
Detecting the presence of insider trading via structural break tests
Olmo, Jose
;
Pilbeam, Keith
;
Pouliot, William
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 2820-2829
Persistent link: https://www.econbiz.de/10009290672
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