Publicaciones en colaboración con investigadoras/es 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