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Alfonso Novales · Study

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Alfonso Novales

7 works· latest 2018· 1 institutionscluster: provisionalORCID 0000-0002-2137-1789

h-index7

i107

Citations251

Works here7

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Most cited in this library

Dynamic Laffer curves2002 · 70 citations
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market2003 · 53 citations
Testing the expectations hypothesis in Eurodeposits2000 · 39 citations
Forecasting with periodic models A comparison with time invariant coefficient models1997 · 30 citations
Backtesting extreme value theory models of expected shortfall2018 · 27 citations

Works

7 shown

Backtesting extreme value theory models of expected shortfall

Quantitative Finance·2018·2 authors·Open access

27citations

Long-Term Swings and Seasonality in Energy Markets

SSRN Electronic Journal·2016·3 authors·preprint·Open access

22citations

Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market

Journal of Banking & Finance·2003·2 authors·Open access

53citations

Dynamic Laffer curves

Journal of Economic Dynamics and Control·2002·2 authors

70citations

Testing the expectations hypothesis in Eurodeposits

Journal of International Money and Finance·2000·2 authors

39citations

Forecasting with periodic models A comparison with time invariant coefficient models

International Journal of Forecasting·1997·2 authors

30citations

Recursive Identification, Estimation, and Forecasting of Nonstationary Economic Time Series with Applications to GNP International Data

RePEc: Research Papers in Economics·1993·4 authors·preprint

10citations