Browsing by Author Sosvilla-Rivero, Simón

Showing results 1 to 11 of 11
Issue DateTitleAuthor(s)
1992Chaotic behaviour in exchange-rate series. First results for the Peseta-U.S. dollar caseBajo-Rubio, Oscar; Fernández-Rodríguez, Fernando ; Sosvilla-Rivero, Simón
1998Testing nonlinear forecastability in time series: Theory and evidence from the EMSFernández-Rodríguez, Fernando ; Sosvilla-Rivero, Simón
1999Exchange rate volatility in the EMS before and after the fallSosvilla-Rivero, Simón; Fernández-Rodríguez, Fernando ; Bajo-Rubio, Oscar
1999Dancing with bulls and bears: Nearest-neighbour forecasts for the Nikkei indexFernández-Rodríguez, Fernando ; Sosvilla-Rivero, Simón; Dolores García-Artiles, María
2000On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock marketFernández-Rodríguez, Fernando ; González-Martel, Christian ; Sosvilla-Rivero, Simón
2001Asymmetry in the EMS: New evidence based on non-linear forecastsBajo-Rubio, Oscar; Sosvilla-Rivero, Simón; Fernández-Rodríguez, Fernando 
2003Credibility in the EMS: New evidence using nonlinear forecastability testsFernández-Rodríguez, Fernando ; Sosvilla-Rivero, Simón; Martín-González, Juan 
2005Optimatization of technical rules by genetic algorithms: Evidence from the Madrid stock marketFernández-Rodríguez, Fernando ; González-Martel, Christian; Sosvilla-Rivero, Simón
2012Exploiting trends in the foreign exchange marketsFernández-Pérez, Adrián; Fernández-Rodríguez, Fernando ; Sosvilla-Rivero, Simón
2016Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatilityFernández-Rodríguez, Fernando ; Gómez-Puig, Marta; Sosvilla-Rivero, Simón
2018Fear connectedness among asset classesAndrada-Félix, Julián ; Fernandez-Perez, Adrian; Sosvilla-Rivero, Simón