+ notícias


Victor Troster:
“The Impact of Financial and Economic Factors on Islamic Mutual Fund Performance: Evidence from Multiple Fund Categories”, Journal of Multinational Financial Management, 52-53, 100607, 2019, (con G. S. Uddin, J. A. Hernández, C. Labidi, y S-M. Yoon)

Victor Troster:
“Directional Spillover Effects between ASEAN and World Stock Markets”, Journal of Multinational Financial Management, 52-53, 100592, 2019, (con S. H. Kang, G. S. Uddin y S-M. Yoon)

Dolores Tirado y William Nilsson:
“Implementation of Water-Saving Measures in Hotels in Mallorca”, Sustainability, 11(23), 6880, 2019, (con B. Deyà-Tortella y C. García)

Heiko Rachinger:
“A kinked Meta-Regression model for publication bias correction”, Research Synthesis Methods, forthcoming, (con P. R. D. Bom)

Heiko Rachinger:
“Approximate Maximum Likelihood Estimation of a Threshold Diffusion Process”, Computational Statistics and Data Analysis, forthcoming, (con Y. Ting-Hung y T. Henghsiu)

Victor Troster:
“Bitcoin Returns and Risk: A General GARCH and GAS Analysis”, Finance Research Letters, 30, 187-193, 2019, (con A. K. Tiwari, M. Shahbaz y D. N. Macedo)

Marc Escrihuela-Villar:
“Mergers in a Dynamic Cournot market: Solving the Free.Riding Issue without Efficiency Gains”, The B.E. Journal of Economic Analysis & Policy, forthcoming, (con W. Ferrarese)

José Pérez-Montiel y Carles Manera:
“Investment Sustained by Consumption: A Linear and Nonlinear Time Series Analysis”, Sustainability, 11(16), 4381, 2019

William Nilsson y Dolores Tirado:
“Hotel Water Demand: The Impact of Changing from Linear to Increasing Block Rates”, Water, 11(8), 1604, 2019, (con B. Deyà-Tortella y C. García)

José Pérez-Montiel and Carles Manera:
“Autonomous demand and induced investment: a panel test of the Sraffian Supermultiplier model in European countries”, Review of Keynesian Economics, forthcoming.

Ferran Portella-Carbó:
“Beyond the euro: limits to economic policy in the EU”, Revista de Economía Crítica, 27, 47-58, 2019, (con R. Boixadera Bosch) 

Ferran Portella-Carbó:
“Trade imbalances and fiscal policy in the Eurozone: An analysis of economic interrelations with a global supermultiplier input-output model”, Cambridge Journal of Economics, 43(2), 311-334, 2019, (con Ó. Dejuán)

Victor Troster:
“A Quantile Regression Analysis of Flights-to-Safety with Implied Volatilities”, Resources Policy, 62, 482-495, 2019, (con E. Bouri, y D. Roubaud) 

Carles Manera, Javier Franconetti, y José Pérez-Montiel:
“Crisi, desigualtat i anàlisi econòmica, 1910-2015: alguns instruments de l’economia clàssica”, Scripta Nova-Revista Electrónica de Geografía y Ciencias Sociales, vol. XXIII, núm. 610, 2019, (con F. Navinés)

Carles Manera y Javier Franconetti:
“Going out of the Great Recession? Contrast between the United States and Europe: proposed work from economic history, 1960-2014”, Journal of Postkeynesian Economics, forthcoming, (con F. Navinés)

Jenny De Freitas:
“Imperfect certification in a Bertrand duopoly”, Economics Letters, 178, 33-36 (con L. Bottega)

Tomás del Barrio Castro:
“Temporal Aggregation of Seasonally Near-Integrated Processes“, Journal of Time Series Analysis, special issue, 1-15, (con P.M.M. Rodrigues y A.M.R. Taylor)

María Santana-Gallego y Jaume Roselló:
“The effect of safety and security issues on international tourism”, Annals of Tourism Research, forthcoming, (con J. Fourie)

María Santana-Gallego:
“Modelling tourism receipts and associated risks, using long-range dependence models”, Tourism Economics, forthcoming, (con J. V. Pérez-Rodríguez)

William Nilsson:
“Estimating nonlinear intergenerational income mobility with correlation curves”, Economics: The Open-Access, Open-Assessment E-Journal 13, (2019-7), 2019

María Santana-Gallego y Jaume Roselló
“Fatal attraction: How security threats hurt tourism”, Journal of Travel Research, forthcoming, (con J. Fourie)

María Santana-Gallego:
“International trade, exchange rate regimes, and financial crises”, The North American Journal of Economics and Finance, 47, 85-95, 2019, (con J. V. Pérez-Rodríguez)

+ publicaciones

Documentos de trabajo

"Sequential Stock Return Prediction Through Copulas"
Audrone Virbickaite, Christoph Frey and Demian N. Macedo
DEA Working Paper No. 91, October 2019

"Environmental policy instruments and strategic restraint: caps versus taxes"
Daniel Cardona, Jenny De Freitas and Antoni Rubí-Barceló
DEA Working Paper No. 90, May 2019