Stock-bond decoupling before and after the 2008 crisis
E. Acosta-González, J. Andrada-Félix, F. Fernández-Rodríguez. Applied Economics Letters, 2016, 23 (7), pp. 465 - 470.
Fulltext
Abstract
Volatility spillovers in EMU sovereign bond markets
F. Fernández-Rodríguez, M. Gómez-Puig, S. Sosvilla-Rivero. International Review of Economics & Finance, 2015, 39, pp. 337 - 352.
Fulltext
Abstract
On the index tracking and the statistical arbitrage choosing the stocks by means of cointegration: the role of stock picking
E. Acosta-González, R. Armas-Herrera, F. Fernández-Rodríguez. Quantitative Finance, 2015, 15 (6), pp. 1075 - 1091.
Fulltext
Abstract
Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market
J. Andrada-Félix, A. Fernández Pérez, F. Fernández-Rodríguez. SERIEs, 2015, 6 (2), pp. 207 - 245.
Fulltext
Abstract
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.
Fulltext
Abstract
