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Autor Sosvilla-Rivero, Simón |
Documentos disponibles escritos por este autor (77)
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This paper attempts to identify implicit exchange-rate regimes for currencies of candidate countries vis-à-vis the euro. To that end, we apply three sequential procedures that consider the dynamics of exchange rates to data covering the period f[...]texto impreso
Rubio-Guerrero, Juan José ; Sosvilla-Rivero, Simón ; Méndez-Picazo, María Teresa | Asociación Española de Fundaciones | 2014La Asociación Española de Fundaciones (AEF), a través del Instituto de Análisis Estratégico de Fundaciones (INAEF), ha publicado un nuevo informe sobre el Sector Fundacional español en el período 2008-2011 con algunas proyecciones hasta el 2012.[...]texto impreso
Gómez-Puig, Marta ; Sosvilla-Rivero, Simón | Asociación Española de Economía y Finanzas Internacionales | 2014-05We empirically investigate whether the transmission of the recent crisis in euro area sovereign debt markets was due to fundamentals-based or pure contagion. To do so, we examine the behaviour of EMU sovereign bond yield spreads with respect to [...]texto impreso
Objetivos: Ofrecer una estimación de las personas dependientes por grado y nivel para el periodo 2007-2045 y del coste asociado a su atención en el Sistema para la Autonomía y Atención a la Dependencia (SAAD). Métodos: A partir de la Encuesta de[...]texto impreso
Based on a dataset of 123 economies, this paper empirically investigates the relation between exchange-rate regimes and economic growth. We find that growth performance is best under intermediate exchange rate regimes, while the smallest growth [...]texto impreso
Sosvilla-Rivero, Simón ; Ramos-Herrera, María del Carmen | Asociación Española de Economía y Finanzas Internacionales | 2014-02Based on a dataset of 123 economies, both developed and developing countries, this paper investigates the relation between exchange-rate regimes and inflation performance. Our results suggest that those countries with flexible exchange-rate regi[...]texto impreso
Examinamos la capacidad predictiva, las propiedades de consistencia de las expectativas de inflación y sus posibles determinantes usando una encuesta a un panel de expertos y empresarios realizada en España por PwC. Al analizar la tasa de inflac[...]texto impreso
Fernandez-Perez, Adrian ; Fernández-Rodríguez, Fernando ; Sosvilla-Rivero, Simón | Taylor & Francis | 2012We offer further evidence on the relevance of technical trading in exchangerate markets using daily data for 95 currencies against the US dollar. To that end, we investigate the profitability of a simple technical trading rule based on Taylor’s [...]texto impreso
Sosvilla-Rivero, Simón ; Ramos-Herrera, María del Carmen | Instituto Complutense de Estudios Internacionales | 2015This paper attempts to identify implicit exchange rate regimes for currencies of new European Union (EU) countries vis-à-vis the euro. To that end, we apply three sequential procedures that consider the dynamics of exchange rates to data coverin[...]texto impreso
This study investigates the interconnection between five implied volatility indices representative of different financial markets during the period 1 August 2008–29 December 2017. To this end, we first perform a static and dynamic analysis to me[...]texto impreso
Fernández-Rodríguez, Fernando ; Gómez-Puig, Marta ; Sosvilla-Rivero, Simón | Instituto Complutense de Estudios Internacionales ICEI | 2015This paper measures the connectedness in EMU sovereign market volatility between April 1999 and January 2014, in order to monitor stress transmission and to identify episodes of intensive spillovers from one country to the others. To this end, w[...]texto impreso
Fernández-Rodríguez, Fernando ; Gómez-Puig, Marta ; Sosvilla-Rivero, Simón | Asociación Española de Economía y Finanzas Internacionales | 2015-02This paper measures the connectedness in EMU sovereign market volatility between April 1999 and January 2014, in order to monitor stress transmission and to identify episodes of intensive spillovers from one country to the others. To this end, w[...]texto impreso
Singh, Manish K. ; Gómez-Puig, Marta ; Sosvilla-Rivero, Simón | Asociación Española de Economía y Finanzas Internacionales | 2014-09Based on contingent claims analysis(CCA), this paper tries to estimate the systemic risk build-up in the European Economic and Monetary Union (EMU) countries using a market based measure "distance-to-default"(DtD). It analyzes the individual and[...]texto impreso
In this paper we reexamine the evidence on the forward rate unbiasedness hypothesis for the main currencies vis-à-vis the U.S. Dollar exchange rate using the Phillips and Hansen (1990) estimation and inference procedure.texto impreso
Fernandez-Perez, Adrian ; Fernández-Rodríguez, Fernando ; Sosvilla-Rivero, Simón | Scientific Research Publishing | 2012We develop a genetic algorithm that is able to find the optimal sequence of exchange rates that maximizes arbitrage profits with more than three currencies, being both the triangular arbitrage and the direct exchange rate two special cases of th[...]