Financial market analogies of the COVID-19 pandemic: Evidence from the Dow Jones Industrial Average Index
J. Andrada-Félix, F. Fernández-Rodríguez, S. Sosvilla-Rivero. Applied Economics Letters, 2022 (Accepted).
Journal article

On the evolution of the COVID-19 epidemiological parameters using only the series of deceased. A study of the Spanish outbreak using genetic algorithms
E. Acosta-González, J. Andrada-Félix, F. Fernández-Rodríguez. Mathematics and Computers in Simulation, 2022, 197, pp. 91 - 104.   Fulltext   Abstract
Journal article


Time connectedness of fear
J. Andrada-Félix, A. Fernández-Pérez, F. Fernández-Rodríguez, S. Sosvilla-Rivero. Empirical Economics, 2021 (Accepted).
Journal article


Predicting corporate financial failure using macroeconomic variables and accounting data
E. Acosta-González, F. Fernández-Rodríguez, H. Ganga . Computational Economics, 2019, 53 (1), pp. 227 - 257.   Fulltext   Abstract
Journal article


Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility
F. Fernández-Rodríguez, M. Gómez-Puig, S. Sosvilla-Rivero. Journal of International Financial Markets, Institutions & Money, 2016, 43, pp. 126 - 145.   Fulltext   Abstract
Journal article

Portfolios in the Ibex 35 before and after the Global Financial Crisis
V.M. Adame, F. Fernández-Rodríguez, S. Sosvilla-Rivero. Applied Economics, 2016, 48 (40), pp. 3826 - 3847.   Fulltext   Abstract
Journal article

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
Journal article

Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay?
J. Andrada-Félix, F. Fernández-Rodríguez, A.M. Fuertes. International Journal of Forecasting, 2016, 32 (3), pp. 695 - 715.   Fulltext   Abstract
Journal article


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
Journal article

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
Journal article

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
Journal article


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
Journal article

Forecasting Financial Failure of Firms via Genetic Algorithms
E. Acosta-González, F. Fernández-Rodríguez. Computational Economics, 2014, 43 (2), pp. 133 - 157.   Fulltext   Abstract
Journal article

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.   Fulltext   Abstract
Journal article

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.   Fulltext   Abstract
Journal article






Portfolios in the Ibex 35 before and after the Global Financial Crisis
Ponente/Speaker: F. Fernández-Rodríguez (Dpto. Métodos Cuantitativos (ULPGC)).
Email:  
Web:  http://www.dmc.ulpgc.es/en/fernando-fernandez-2.html
Fecha/Date: 20-01-2017.
Lugar/Venue: Aula de Informática D3.03.
Hora/Time: 12:00.
  Abstract
Trabajo completo/FullText:   Descargar
Seminar


On the Index Tracking and the Statistical Arbitrage Choosing the Stocks by Means of Cointegration. The Role of Stock Picking
Autores: E. Acosta-González, F. Fernández-Rodríguez.
Nombre del Seminario, Congreso o Workshop: V Workshop de Economía Internacional Comercio y Finanzas..
Fecha de inicio: 10-11-2014.
Fecha de finalización: 11-11-2014.
Lugar: Tenerife
  Abstract

Participation in Seminar/Workshop/Congress

On the Index Tracking and the Statistical Arbitrage Choosing the Stocks by Means of Cointegration. The Role of Stock Picking
Autores: E. Acosta-González, F. Fernández-Rodríguez,R. Armas Herrera.
Nombre del Seminario, Congreso o Workshop: The 12th INFINITI Conference on International Finance.
Fecha de inicio: 09-06-2014.
Fecha de finalización: 10-06-2014.
Lugar: Italia
  Abstract

Participation in Seminar/Workshop/Congress