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Forecasting market crashes : does density specification matter?
Brio, Esther B. del
;
Perote, Javier
- In:
Applied econometrics and international development
8
(
2008
)
1
,
pp. 53-58
Persistent link: https://www.econbiz.de/10008660207
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2
Testing densities with financial data : an empirical comparison of the Edgeworth-Sargan density to the student's t
Mauleón Torres, Ignacio
;
Perote, Javier
- In:
The European journal of finance
6
(
2000
)
2
,
pp. 225-239
Persistent link: https://www.econbiz.de/10001519395
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Monetary policy and corporate investment : a panel-data analysis of transmission mechanisms in contexts of high uncertainty
Horra, Luis P. de la
;
Perote, Javier
;
Fuente, Gabriel de
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 609-624
Persistent link: https://www.econbiz.de/10012692804
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4
The demand for Divisia money in the United States : evidence from the CFS Divisia M3 aggregate
Fuente, Gabriel de
;
Horra, Luis P. de la
;
Perote, Javier
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 41-45
Persistent link: https://www.econbiz.de/10012205370
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5
Beneath the surface : the asymmetric effects of unconventional monetary policy on corporate investment
Horra, Luis P. de la
;
Perote, Javier
;
Fuente, Gabriel de
- In:
Finance research letters
61
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014491034
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6
Testing expected shortfall : an application to emerging market stock indices
Cardona, Emilio
;
Mora-Valencia, Andrés
; …
- In:
Risk management : a journal of risk, crisis and disaster
21
(
2019
)
3
,
pp. 153-182
Persistent link: https://www.econbiz.de/10012063260
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