Alfonso Novales - Publications, H-index & Citations

Alfonso Novales

Complutense University of Madrid

15H指数

168论文数

750被引数

收录论文 14

发表时间

Volatility specifications versus probability distributions in VaR forecasting

JOURNAL OF FORECASTING

IF2.7

2020-07-15

OAAI

Garcia-Jorcano, Laura; Novales, Alfonso

A dominance approach for comparing the performance of VaR forecasting models

COMPUTATIONAL STATISTICS

IF1.4

2020-05-24

PREAI

Garcia-Jorcano, Laura; Novales, Alfonso

Looking through systemic credit risk: Determinants, stress testing and market value

JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY

IF6.1

2020-01-01

OAAI

Chamizo, Alvaro; Novales, Alfonso

Long-term swings and seasonality in energy markets

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2019-12-01

OAAI

Moreno, Manuel; Novales, Alfonso; Platania, Federico

Forward-looking asset correlations in the estimation of economic capital

JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY

IF6.1

2019-07-01

OAAI

Chamizo, Alvaro; Fonollosa, Alexandre; Novales, Alfonso

A term structure model under cyclical fluctuations in interest rates

ECONOMIC MODELLING

IF4.7

2018-06-01

OAAI

Moreno, Manuel; Novales, Alfonso; Platania, Federico

Optimal time-consistent fiscal policy under endogenous growth with elastic labor supply

ECONOMIC MODELLING

IF4.7

2014-10-01

PREAI

Novales, Alfonso; Perez, Rafaela; Ruiz, Jesus

State-uncertainty preferences and the risk premium in the exchange rate market

ECONOMIC MODELLING

IF4.7

2010-09-01

OAAI

Jimenez-Martin, Juan-Angel; Novales Cinca, Alfonso

Comments on: Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2005-10-01

PREAI

Novales, A

Indeterminacy under non-separability of public consumption and leisure in the utility function

ECONOMIC MODELLING

IF4.7

2004-05-01

PREAI

Fernández, E; Novales, A; Ruiz, J

Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market

JOURNAL OF BANKING & FINANCE

IF3.8

2003-06-01

OAAI

Lafuente, JA; Novales, A

Forecasting with money demand functions: The UK case

JOURNAL OF FORECASTING

IF2.7

1998-03-01

PREAI

Garcia-Ferrer, A; Novales, A

Forecasting with periodic models - A comparison with time invariant coefficient models

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

1997-09-01

PREAI

Novales, A; deFruto, RF

SOLVING NONLINEAR RATIONAL-EXPECTATIONS MODELS - A STOCHASTIC EQUILIBRIUM-MODEL OF INTEREST-RATES

ECONOMETRICA

IF7.1

1990-01-01

PREAI

NOVALES, A

研究方向