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Researcher: Sosvilla Rivero,Simón Javier

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Searching for informed traders in stock markets: The case of Banco Popular Pérez-Rodríguez, Jorge V. ; Sosvilla Rivero,Simón Javier ; Andrada Félix, Julián ; Gómez-Déniz, Emilio Issued date: 2022 DOI: 10.1016/j.najef.2022.101791 Source: North American Journal of Economics and Finance [ISSN 1062-9408], v. 63, 101791, (Noviembre 2022) SJR: 0,809 - Q2 JCR: 3,6 - Q2 SSCI MIAR ICDS: 11,0 Artículo
Analyzing How the Social Security Reserve Fund in Spain Affects the Sustainability of the Pension System Gómez Déniz, Emilio ; Pérez-Rodríguez, Jorge V. ; Sosvilla Rivero,Simón Javier Issued date: 2022 DOI: 10.3390/risks10060120 Source: Risks [ISSN 2227-9091], v. 10 (6), 120, (Junio 2022) SJR: 0,439 - Q2 ESCI MIAR ICDS: 9,4 Artículo
Time connectedness of fear Andrada Félix, Julián ; Fernandez-Perez, A; Fernández Rodríguez, Fernando ; Sosvilla Rivero,Simón Javier Issued date: 2022 DOI: 10.1007/s00181-021-02056-w Source: Empirical Economics [ISSN 0377-7332], n. 62, p. 905–931 SJR: 0,664 - Q1 JCR: 3,2 - Q2 SSCI MIAR ICDS: 11,0 Artículo
Financial market analogies of the COVID-19 pandemic: evidence from the Dow Jones Industrial Average Index Andrada Félix, Julián ; Fernández Rodríguez, Fernando ; Sosvilla Rivero,Simón Javier Issued date: 2022 DOI: 10.1080/13504851.2022.2097172 Source: Applied Economics Letters[ISSN 1350-4851], (Enero 2022) SJR: 0,45 - Q2 JCR: 1,6 - Q3 SSCI MIAR ICDS: 10,9 Artículo
Testing unobserved market heterogeneity in financial markets: the case of Banco Popular Pérez Rodríguez, Jorge Vicente ; Gómez Déniz, Emilio ; Sosvilla Rivero,Simón Javier Issued date: 2021 DOI: 10.1016/j.qref.2020.05.016 Source: Quarterly Review of Economics and Finance[ISSN 1062-9769], n. 79, p. 151-160 SJR: 0,687 - Q2 JCR: 4,324 - Q1 ESCI MIAR ICDS: 11,0 Artículo
Volatility transmission between stock and foreign exchange markets: a connectedness analysis Fernández Rodríguez, Fernando ; Sosvilla Rivero,Simón Javier Issued date: 2020 DOI: 10.1080/00036846.2019.1683143 Source: Applied Economics[ISSN 0003-6846], v. 52(19), p. 2096-2108, (abril 2020) SJR: 0,569 - Q2 JCR: 1,835 - Q3 SSCI Artículo
Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities Andrada-Félix, Julián ; Fernández Pérez,Adrián ; Sosvilla Rivero,Simón Javier Issued date: 2020 DOI: 10.1016/j.intfin.2020.101219 Source: Journal of International Financial Markets, Institutions and Money [ISSN 1042-4431], v. 67, 101219, (Enero 2020) SJR: 1,317 - Q1 JCR: 4,211 - Q1 SSCI ERIH PLUS Artículo
Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities Andrada Félix, Julián ; Fernández Pérez,Adrián ; Sosvilla Rivero,Simón Javier Issued date: 2019 Source: Document de Treball 2019/12 (IREA) Documento de trabajo
Time connectedness of fear Andrada Félix, Julián ; Fernández Pérez,Adrián ; Fernández Rodríguez, Fernando ; Sosvilla Rivero,Simón Javier Issued date: 2018 Source: Documents de Treball ( IREA ), n. 18, p. 1-0 Documento de trabajo
Implicit bands in the yen/dollar exchange rate Ledesma Rodríguez,Francisco ; Navarro Ibáñez,Manuel ; Pérez Rodríguez, Jorge Vicente ; Sosvilla Rivero,Simón Javier Issued date: 2011 DOI: 10.1080/00036840802600384 Source: Applied Economics [ISSN 0003-6846], v. 43 (10), p. 1241-1255 SJR: 0,606 - Q3 JCR: 0,459 - Q3 SSCI Artículo
Implicit exchange regimes in Central and Eastern Europe: a first exploration Ledesma Rodríguez,Francisco ; Pérez Rodríguez, Jorge Vicente ; Sosvilla Rivero,Simón Javier Issued date: 2009 DOI: 10.1007/s10368-009-0133-4 Source: International Economics and Economic Policy[ISSN 1612-4804],v. 6, p. 179-206 Actas de congresos
The credibility of the european monetary system: a review Ledesma Rodríguez,Francisco ; Navarro Ibáñez,Manuel ; Perez Rodriguez, Jorge ; Sosvilla Rivero,Simón Javier Issued date: 2008 Source: Cuadernos De Economia-Spain[ISSN 0210-0266],v. 31 (86), p. 5-34, (Mayo-Agosto 2008) Sello FECYT ESCI Reseña
Implicit bands in the Spanish peseta/Deutschmark exchange rate, 1965-1998 Ledesma Rodríguez,Francisco ; Navarro Ibáñez,Manuel ; Pérez Rodríguez, Jorge Vicente ; Sosvilla Rivero,Simón Javier Issued date: 2007 DOI: 10.1080/09603100600843916 Source: Applied Financial Economics[ISSN 0960-3107],v. 17, p. 921-932 Artículo
An empirical examination of exchange-rate credibility determinants in the EMS Ledesma Rodríguez,Francisco ; Pérez Rodríguez, Jorge Vicente ; Sosvilla Rivero,Simón Javier Issued date: 2006 DOI: 10.1080/13504850500425311 Source: Applied Economics Letters[ISSN 1350-4851],v. 13, p. 847-850 JCR: 0,327 - Q4 SSCI Artículo
Testing chaotic dynamics via Lyapunov exponents Fernández Rodríguez, Fernando ; Sosvilla Rivero,Simón Javier ; Andrada Félix, Julián Issued date: 2005 DOI: 10.1002/jae.805 Source: Journal of Applied Econometrics[ISSN 0883-7252],v. 20, p. 911-930 JCR: 0,829 - Q2 SSCI ERIH PLUS Artículo
Assessing the credibility of a target zone: evidence from the EMS Ledesma Rodríguez,Francisco ; Navarro Ibáñez,Manuel ; Pérez Rodríguez, Jorge Vicente ; Sosvilla Rivero,Simón Javier Issued date: 2005 DOI: 10.1080/00036840500293722 Source: Applied Economics[ISSN 0003-6846],v. 37, p. 2265-2287 JCR: 0,303 - Q4 SSCI Artículo
Regímenes cambiarios "de Iure y de facto". El caso de la peseta/dólar, 1965-1998 Ledesma Rodríguez, Francisco J.; Navarro Ibáñez,Manuel ; Pérez Rodríguez, Jorge V. ; Sosvilla Rivero,Simón Javier Issued date: 2005 DOI: 10.1017/S0212610900012155 Source: Revista de Historia Economica [ISSN 0212-6109], v. 23 (3), p. 541-561 SSCI ERIH PLUS Artículo
Predicción del tipo de cambio dólar-euro: un enfoque no lineal Sosvilla Rivero,Simón Javier ; Fernández Rodríguez, Fernando ; Andrada Félix, Julián Issued date: 2004 Source: Información Comercial Española, ICE: Revista de economía[ISSN 0019-977X] (814), p. 141-150 Artículo
An empirical evaluation of non-linear trading rules Andrada Félix, Julián ; García Artiles,María Dolores ; Fernández Rodríguez, Fernando ; Sosvilla Rivero,Simón Javier Issued date: 2003 DOI: 10.2202/1558-3708.1160 Source: Studies In Nonlinear Dynamics And Econometrics[ISSN 1081-1826],v. 7 (3), (Octubre 2003) ERIH PLUS Artículo
Technical analysis in foreign exchange markets: evidence from the EMS Fernández Rodríguez, Fernando ; Sosvilla Rivero,Simón Javier ; Andrada Félix, Julián Issued date: 2003 DOI: 10.1080/09603100210100891 Source: Applied Financial Economics[ISSN 0960-3107],v. 13, p. 113-122 Artículo