The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market
A. Fernández-Pérez, F. Fernández-Rodríguez, S. Sosvilla-Rivero. International Review of Economics and Finance, 2014, 31, pp. 21 - 33.
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Forecasting Financial Failure of Firms via Genetic Algorithms
E. Acosta-González, F. Fernández-Rodríguez. Computational Economics, 2014, 43 (2), pp. 133 - 157.
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La estructura temporal de los tipos de interés: estrategias de negociación en renta fija
J. Andrada-Félix, A. Fernández- Pérez, F. Fernández-Rodríguez. Cuadernos de Economía, 2014, 37 (105), pp. 131 - 149.
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An empirical examination of the determinants of the shadow economy
E. Acosta-González, F. Fernández-Rodríguez, S. Sosvilla-Rivero. Applied Economics Letters, 2014, 21 (5), pp. 304 - 307.
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Genetic Algorithm for Arbitrage with More than Three Currencies
A. Fernández-Pérez, F. Fernández-Rodríguez, S. Sosvilla-Rivero. Technology and Investment, 2012, 3 (3), pp. 181 - 186.
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