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Cbkp_redit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence
OtherAbstract: We test whether or not different rating announcements contain pricing-relevant information and modifPalabras claves:Autores:Rodrigo MendozaFuentes:googleNon-linear adjustment to purchasing power parity: an analysis using Fourier approximations
OtherAbstract: This paper estimates the dynamics of adjustment to long run purchasing power parity (PPP) using dataPalabras claves:Autores:Rodrigo MendozaFuentes:googleLinear and nonlinear intraday dynamics between the Eurostoxx-50 and its futures contract
OtherAbstract: We set out to analyse the linear and nonlinear dynamic behaviour of intraday returns in the EurostoxPalabras claves:Autores:Rodrigo MendozaFuentes:googleStructural breaks and interest rates forecast: A sequential approach
OtherAbstract: The analysis of the future behaviour of economic variables can be biased if structural breaks are noPalabras claves:Autores:Rodrigo MendozaFuentes:google