Publications (14) ANTONIO RUBIA SERRANO publications

filter_list Econometrics

2024

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

    Current Issues in Tourism, Vol. 27, Núm. 22, pp. 3754-3769

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

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

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

2013

  1. Good for one, bad for all: Determinants of individual versus systemic risk

    Journal of Financial Stability, Vol. 9, Núm. 3, pp. 287-299

2012

  1. Non-linear dynamics in discretionary accruals: an analysis of bank loan-loss provisions

    Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]

  2. Short-term wholesale funding and systemic risk: A global CoVaR approach

    Journal of Banking and Finance, Vol. 36, Núm. 12, pp. 3150-3162

2011

  1. Liquidez del mercado a plazo y volatilidad de precios al contado en el mercado de electricidad en España

    Estudios de economía aplicada, Vol. 29, Núm. 2, pp. 575-596

  2. The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance

    Oxford Bulletin of Economics and Statistics, Vol. 73, Núm. 4, pp. 449-468

2007

  1. On the Finite-Sample Biases in Nonparametric Testing for Variance Constancy

    Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]

  2. Testing for causality in variance under nonstationarity in variance

    Economics Letters, Vol. 97, Núm. 2, pp. 133-137

2004

  1. On the small sample properties of dickey fuller and maximum likelihood unit root tests on discrete-sampled short-term interest rates

    Working papers = Documentos de trabajo: Serie AD

2001

  1. Testing for weekly seasonal unit roots in daily electricity demand: evidence from deregulated markets

    Working papers = Documentos de trabajo: Serie EC - (Instituto Valenciano de Investigaciones Económicas)

1999

  1. Evaluation of the fixing trading system in the spanish market

    Working papers = Documentos de trabajo: Serie EC - (Instituto Valenciano de Investigaciones Económicas)