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Simón Sosvilla‐Rivero · Study
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Author
Simón Sosvilla‐Rivero
42 works
· latest 2022
· 5 institutions
cluster: provisional
ORCID 0000-0003-2084-0640
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41
Citations
2,865
Works here
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Most cited in this library
COINTEGRATION AND UNIT ROOTS
1990 · 638 citations
On the profitability of technical trading rules based on artificial neural networks:
2000 · 243 citations
An Econometric Analysis of Foreign Direct Investment in Spain, 1964-89
1994 · 171 citations
Does public capital affect private sector performance?
1993 · 137 citations
Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS
1999 · 99 citations
Works
42 shown
On the heterogeneous link between public debt and economic growth
Journal of International Financial Markets Institutions and Money
·
2022
·
3 authors
·
Open access
70
citations
Quantifying sovereign risk in the euro area
Economic Modelling
·
2020
·
3 authors
·
Open access
25
citations
Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities
Journal of International Financial Markets Institutions and Money
·
2020
·
3 authors
·
Open access
50
citations
Volatility transmission between stock and foreign exchange markets: a connectedness analysis
Applied Economics
·
2019
·
2 authors
·
Open access
25
citations
Public debt and economic growth: Further evidence for the euro area
Acta Oeconomica
·
2018
·
2 authors
·
Open access
70
citations
Volatility spillovers between foreign exchange and stock markets in industrialized countries
The Quarterly Review of Economics and Finance
·
2018
·
2 authors
·
Open access
32
citations
Inflation, real economic growth and unemployment expectations: an empirical analysis based on the ECB survey of professional forecasters
Applied Economics
·
2018
·
2 authors
·
Open access
28
citations
Fear connectedness among asset classes
Applied Economics
·
2018
·
3 authors
·
Open access
39
citations
Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility
Journal of International Financial Markets Institutions and Money
·
2016
·
3 authors
·
Open access
74
citations
Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion
Economic Modelling
·
2016
·
2 authors
·
Open access
55
citations
Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries
Journal of International Money and Finance
·
2016
·
3 authors
·
Open access
28
citations
The causal relationship between debt and growth in EMU countries
Journal of Policy Modeling
·
2015
·
2 authors
·
Open access
70
citations
Volatility spillovers in EMU sovereign bond markets
International Review of Economics & Finance
·
2015
·
3 authors
·
Open access
65
citations
Bank risk behavior and connectedness in EMU countries
Journal of International Money and Finance
·
2015
·
3 authors
28
citations
An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis
The North American Journal of Economics and Finance
·
2014
·
3 authors
·
Open access
57
citations
Causality and contagion in EMU sovereign debt markets
International Review of Economics & Finance
·
2014
·
2 authors
·
Open access
91
citations
El empleo de las personas vulnerables: una inversión social rentable. Evaluación de impacto del Programa Operativo Plurirregional Lucha contra la Discriminación
Americanae (AECID Library)
·
2014
·
4 authors
·
book
0
citations
The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market
International Review of Economics & Finance
·
2013
·
3 authors
·
Open access
37
citations
Granger-causality in peripheral EMU public debt markets: A dynamic approach
Journal of Banking & Finance
·
2013
·
2 authors
·
Open access
50
citations
Volatility in EMU sovereign bond yields: permanent and transitory components
Applied Financial Economics
·
2012
·
2 authors
·
Open access
29
citations
On factors explaining the 2008 financial crisis
Economics Letters
·
2011
·
3 authors
·
Open access
26
citations
Causality and Contagion in Peripheral EMU Public Debt Markets: A Dynamic Approach
SSRN Electronic Journal
·
2011
·
2 authors
·
preprint
·
Open access
24
citations
Price convergence in the European car market
Applied Economics
·
2007
·
2 authors
·
Open access
33
citations
Assessing the credibility of a target zone: evidence from the EMS
Applied Economics
·
2005
·
4 authors
·
Open access
41
citations
Optimization of technical rules by genetic algorithms: evidence from the Madrid stock market
Applied Financial Economics
·
2005
·
3 authors
23
citations
Price convergence in the European Union
Applied Economics Letters
·
2004
·
2 authors
33
citations
Modelling the linkages between US and Latin American stock markets
Applied Economics
·
2003
·
2 authors
·
Open access
75
citations
Technical analysis in foreign exchange markets: evidence from the EMS
Applied Financial Economics
·
2003
·
3 authors
36
citations
Nearest-Neighbour Predictions in Foreign Exchange Markets
SSRN Electronic Journal
·
2002
·
3 authors
·
preprint
·
Open access
37
citations
Modelling evolving long-run relationships: the linkages between stock markets in Asia
Japan and the World Economy
·
2001
·
2 authors
·
Open access
32
citations
Asymmetry in the EMS: New evidence based on non-linear forecasts
European Economic Review
·
2001
·
3 authors
·
Open access
86
citations
Technical Analysis in the Madrid Stock Exchange
SSRN Electronic Journal
·
2001
·
3 authors
·
preprint
·
Open access
33
citations
On the profitability of technical trading rules based on artificial neural networks:
Economics Letters
·
2000
·
3 authors
243
citations
Exchange rate volatility in the EMS before and after the fall
Applied Economics Letters
·
1999
·
3 authors
31
citations
Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS
International Journal of Forecasting
·
1999
·
3 authors
·
Open access
99
citations
Dancing with bulls and bears: Nearest-neighbour forecasts for the Nikkei index
Japan and the World Economy
·
1999
·
3 authors
38
citations
Efectos macroeconómicos del Mercado Único Europeo
Economía industrial
·
1998
·
2 authors
16
citations
An Econometric Analysis of Foreign Direct Investment in Spain, 1964-89
Southern Economic Journal
·
1994
·
2 authors
171
citations
Does public capital affect private sector performance?
Economic Modelling
·
1993
·
2 authors
137
citations
Chaotic behaviour in exchange-rate series
Economics Letters
·
1992
·
3 authors
67
citations
COINTEGRATION AND UNIT ROOTS
Journal of Economic Surveys
·
1990
·
3 authors
·
Open access
638
citations
Cointegration and Unit Roots: A Survey
Oxford University Research Archive (ORA) (University of Oxford)
·
1990
·
3 authors
23
citations