Publicaciones en colaboración con investigadores/as de Universidad del País Vasco/Euskal Herriko Unibertsitatea (33)

2022

  1. Author Correction: Loss of structural balance in stock markets (Scientific Reports, (2021), 11, 1, (12230), 10.1038/s41598-021-91266-4)

    Scientific Reports

  2. Correction to: Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness (TEST, (2022), 31, 4, (931-949), 10.1007/s11749-022-00806-1)

    Test

  3. Gender implicit bias and glass ceiling effects

    Journal of Applied Economics, Vol. 25, Núm. 1, pp. 37-57

  4. Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness

    Test, Vol. 31, Núm. 4, pp. 931-949

  5. The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach

    Journal of Business and Economic Statistics, Vol. 40, Núm. 2, pp. 913-923

2021

  1. Loss of structural balance in stock markets

    Scientific Reports, Vol. 11, Núm. 1

  2. Time-varying coefficient estimation in SURE models. Application to portfolio management∗

    Journal of Financial Econometrics, Vol. 19, Núm. 4, pp. 707-745

2018

  1. Importance sampling applied to greeks for jump–diffusion models with stochastic volatility

    Journal of Computational Finance, Vol. 22, Núm. 1, pp. 79-105

  2. Why are there time-varying comovements in the European stock market?

    European Journal of Finance, Vol. 24, Núm. 10, pp. 828-848

2017

  1. Hierarchical organizations and glass ceiling effects

    From Statistics to Mathematical Finance: Festschrift in Honour of Winfried Stute (Springer International Publishing), pp. 429-440

2016

  1. Discrimination, binomials and glass ceiling effects

    Springer Proceedings in Mathematics and Statistics

  2. Dynamic binomials with an application to gender bias analysis

    Journal of Applied Probability, Vol. 53, Núm. 1, pp. 82-90

  3. Optimal dynamic resource allocation to prevent defaults

    Operations Research Letters, Vol. 44, Núm. 4, pp. 451-456

2015

  1. Nonparametric methods for estimating and testing for constant betas in asset pricing models

    Applied Economics, Vol. 47, Núm. 25, pp. 2577-2607

2011

  1. Conditional beta pricing models: A nonparametric approach

    Journal of Banking and Finance, Vol. 35, Núm. 12, pp. 3362-3382

2009

  1. Testing for differences in predictive accuracy

    Pakistan Journal of Statistics, Vol. 25, Núm. 4, pp. 403-417

2008

  1. Economic sentiment and yield spreads in Europe

    European Financial Management, Vol. 14, Núm. 2, pp. 206-221

2006

  1. On the estimation and testing of time varying constraints in econometric models

    Statistica Sinica, Vol. 16, Núm. 4, pp. 1313-1333

2005

  1. Nonparametric estimation of time varying parameters under shape restrictions

    Journal of Econometrics, Vol. 126, Núm. 1, pp. 53-77

2004

  1. Testing for differences between conditional means in a time series context

    Journal of the American Statistical Association, Vol. 99, Núm. 465, pp. 169-174