Research
Interests:
Financial Markets, International Finance
Last Updated: March
11, 2020
Ph. D. in Economics,
Universidad Complutense de
Madrid, 1999
B.S. in Economics, Universidad Complutense de Madrid 1992
Research group:
Quantitative
Analysis of Monetary
Policy and Financial Markets
- Link
Selected
Publications
Pricing factors in a multiple-term structure from interbank
rates (with
N. Petit and P. Serrano), Journal of International Money and Finance, 2019,
91, 138-159.
Forecasting multiple-term structures from interbank rates (with
N. Petit and P. Serrano), International Review
of Financial Analysis, 2018,
57, 40-56.
Time
varying inflation targeting after the nineties
(with R.
Pérez and J. Ruiz), International Review of
Economics and
Finance, 2014,
29,
400-408.
The
impact of distressed economies on the EU sovereign
market (with J. Groba and P. Serrano), Journal of Banking and
Finance, 2013, 37(7),
2520-2532.
Liquidity
and hedging effectiveness under futures
mispricing: International evidence (with
A.
Andani and A. Novales), Journal of Futures Markets, 2009,
29(11), 1050-1066.
Optimal hedging under
departures from the cost-of-carry valuation: Evidence from the Spanish
stock index futures market (with A. Novales), Journal
of Banking and Finance,
2003,
27(6), 1052-1078.