Publications en collaboration avec des chercheurs de Universidad Carlos III de Madrid (13)

2011

  1. Turnout intention and random social networks

    Advances in Complex Systems, Vol. 14, Núm. 1, pp. 31-53

2005

  1. Asset pricing and systematic liquidity risk: An empirical investigation of the Spanish stock market

    International Review of Economics and Finance, Vol. 14, Núm. 1, pp. 81-103

  2. Information transmission around block trades on the Spanish stock exchange

    Applied Financial Economics, Vol. 15, Núm. 3, pp. 173-186

  3. Semiparametric three-step estimation methods for simultaneous equation systems

    Journal of Applied Econometrics, Vol. 20, Núm. 6, pp. 699-721

  4. Trimming and tapering semi-parametric estimates in asymmetric long memory time series

    Journal of Time Series Analysis, Vol. 26, Núm. 4, pp. 581-611

2003

  1. To what extent do fiscal regimes equalize opportunities for income acquisition among citizens?

    Journal of Public Economics, Vol. 87, Núm. 3-4, pp. 539-565

2001

  1. A note on the parametric three step estimator in structural labor supply models

    Economics Letters, Vol. 74, Núm. 1, pp. 31-41

  2. Smiles, bid-ask spreads and option pricing

    European Financial Management, Vol. 7, Núm. 3, pp. 351-374

1998

  1. The liquidity premium in equity pricing under a continuous auction system

    European Journal of Finance, Vol. 4, Núm. 1, pp. 1-28

1991

  1. Doce propuestas en torno a una encuesta

    Revista de economía (Madrid), Núm. 8, pp. 62-76