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Fernández-Rodríguez, Fernando ; Gómez-Puig, Marta ; Sosvilla-Rivero, Simón | Instituto Complutense de Estudios Internacionales (ICEI) | 2015We analyse volatility spillovers in EMU sovereign bond markets. First, we examine the unconditional patterns during the full sample (April 1999-January 2014) using a measure recently proposed by Diebold and Y?lmaz (2012). Second, we make use of [...]texto impreso
Fernández-Rodríguez, Fernando ; Sosvilla-Rivero, Simón | Instituto Complutense de Estudios Internacionales (ICEI) | 2016This paper empirically investigates volatility transmission among stock and foreign exchange markets in seven major world economies during the period July 1988 to January 2015. To this end, we first perform a static and dynamic analysis to measu[...]texto impreso
Luque, Víctor Antonio ; Luque, Miguel Angel | Instituto Complutense de Estudios Internacionales (ICEI) | 2014Las Sociedades de Inversión de Capital Variable (SICAV) son un tipo de sociedad de inversión colectiva que viene recibiendo una "singular atención mediática” debido a que, al menos en apariencia, constituyen un instrumento para canalizar la inve[...]texto impreso
Echevarria-Icaza, Victor ; Sosvilla-Rivero, Simón | Instituto Complutense de Estudios Internacionales (ICEI) | 2017The divergence in sovereign yields has been presented as a reason for the lack of traction of monetary policy. We use a GVAR framework to assess the transmission of monetary policy in the period 2005-2016. We identify sovereign yield divergence [...]
