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Stochastic volatility in the Spanish stock market : a long memory model with a structural break

Gil-Alaña, Luis A.; Cuñado Eizaguirre, Juncal; Perez … - In: The European journal of finance 14 (2008) 1/2, pp. 23-31

Persistent link: https://www.econbiz.de/10003744669

Modelling international monthly tourist in Spain

Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Estudios de economía aplicada : revista promovida por … 29 (2011) 3, pp. 723-736

Persistent link: https://www.econbiz.de/10009713619

Does media consumption make us happy? : evidence for Spain

Cuñado Eizaguirre, Juncal; Perez de Gracia, Fernando - In: The journal of media economics 25 (2012) 1, pp. 8-34

Persistent link: https://www.econbiz.de/10009561496

Seasonal fractional integration in the Spanish tourism quarterly time series

Gil-Alaña, Luis A.; Perez de Gracia, Fernando; Cuñado … - In: Journal of travel research : a quarterly publication of … 42 (2004) 4, pp. 408-414

Persistent link: https://www.econbiz.de/10002084366

The nature of seasonality in Spanish tourism time series

Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Tourism economics : the business and finance of tourism … 11 (2005) 4, pp. 483-499

Persistent link: https://www.econbiz.de/10003274054

Exchange rate behavior and exchange rate puzzles : why the 18th century might help

Torres Sánchez, Rafael; Gómez Biscarri, Javier; Perez … - In: Revista de historia económica 23 (2005) 1, pp. 143-174

Persistent link: https://www.econbiz.de/10003318674

Stock market cycles and stock market development in Spain

Gómez Biscarri, Javier; Perez de Gracia, Fernando - In: Spanish economic review : SER 6 (2004) 2, pp. 127-151

Persistent link: https://www.econbiz.de/10002098694

Structural changes in volatility and stock market development : evidence for Spain

Eizaguirre, Juncal Cunñado; Gómez Biscarri, Javier; … - In: Journal of banking & finance 28 (2004) 7, pp. 1745-1773

Persistent link: https://www.econbiz.de/10002100553

Stochastic volatility in the Spanish stock market: a long memory model with a structural break

Gil-Alana, Luis; Cunado, Juncal; Gracia, Fernando Perez De - In: The European Journal of Finance 14 (2008) 1, pp. 23-31

In this paper, we examine the stochastic volatility behaviour in the Spanish stock market returns over the time period 2 January 2001 - 12 May 2006. We use a long memory model that takes into account the existence of an endogenous structural break. When no breaks are taken into account the...

Persistent link: https://www.econbiz.de/10005471937

Perturbaciones asimétricas y Unión Monetaria Europea : las regiones españolas

Sánchez-Robles Rute, Blanca; Cuñado, Juncal - In: Papeles de economía española (1999) 80, pp. 152-170

Persistent link: https://www.econbiz.de/10001396232