Publicaciones (56) Publicaciones de ANTONIO RUBIA SERRANO

2024

  1. Has COVID-19 changed the factors explaining the occupancy of Airbnb accommodation? Madrid as a case study

    Journal of Destination Marketing and Management, Vol. 31

2023

  1. Evaluating machine learning techniques for predicting tourist occupancy: an experiment with pre- and post-pandemic COVID-19 data

    Current Issues in Tourism

2022

  1. Evaluación continua basada en prácticas individualizadas en el área de contabilidad / finanzas

    Memorias del Programa de Redes de investigación en docencia universitaria: Convocatoria 2021-22 (Instituto de Ciencias de la Educación), pp. 829-875

2021

  1. Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume

    Journal of Applied Econometrics, Vol. 36, Núm. 5, pp. 544-565

2020

  1. Determining factors in the choice of prices of tourist rental accommodation. New evidence using the quantile regression approach

    Tourism Management Perspectives, Vol. 33

  2. The government of Spain and the coronavirus: Rally round the flag and its effects

    RISTI - Revista Iberica de Sistemas e Tecnologias de Informacao, Vol. 2020, Núm. E35, pp. 531-545

2019

  1. Direct Versus Iterated Multiperiod Volatility Forecasts

    Annual Review of Financial Economics, Vol. 11, pp. 173-195

2018

  1. On multicollinearity and the value of the shape parameter in the term structure Nelson-Siegel model

    Aestimatio: The IEB International Journal of Finance, Núm. 16, pp. 8-29

2017

  1. Is the tourism-led growth hypothesis valid after the global economic and financial crisis? The case of Spain 1957–2014

    Tourism Management, Vol. 61, pp. 96-109

  2. Measuring tail-risk cross-country exposures in the banking Industry

    Revista de economía aplicada, Vol. 25, Núm. 74, pp. 27-74

  3. Sovereign tail risk

    Journal of International Money and Finance, Vol. 79, pp. 174-188

2016

  1. Economic crisis and tourism competitiveness in Spain: permanent effects or transitory shocks?

    Current Issues in Tourism, Vol. 19, Núm. 12, pp. 1210-1234

  2. Market frictions and the pricing of sovereign credit default swaps

    Journal of International Money and Finance, Vol. 60, pp. 223-252

  3. Quantile regression for long memory testing: A case of realized volatility

    Journal of Financial Econometrics, Vol. 14, Núm. 4, pp. 693-724

  4. The effects of economic crises on tourism success: An integrated model

    Tourism Economics, Vol. 22, Núm. 2, pp. 417-447

2015

  1. Economic crises and tourism competitiveness: A Markov swtiching regression approach.

    Economics Bulletin, Vol. 35, Núm. 3, pp. 1906-1915

  2. Granger causality and systemic risk

    Finance Research Letters, Vol. 15, pp. 49-58

  3. Measuring Tail-Risk Cross-Country Exposures in the Banking Industry

    Working papers = Documentos de trabajo: Serie AD

  4. Systemic risk and asymmetric responses in the financial industry

    Journal of Banking and Finance, Vol. 58, pp. 471-485

2014

  1. Persistence in the banking industry: Fractional integration and breaks in memory

    Journal of Empirical Finance, Vol. 29, pp. 95-112