Alfonso Novales
Names
| first: |
Alfonso |
| last: |
Novales |
Identifer
Contact
Affiliations
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Universidad Complutense de Madrid
/ Facultad de Ciencias Económicas y Empresariales
/ Instituto Complutense de Analisis Economico (ICAE)
Research profile
author of:
- The Joint Dynamics of Spot and Forward Exchange Rates
Working Papers, Banco de España (1997)
by Francisco de Castro & Alfonso Novales
(ReDIF-paper, bde:wpaper:9715) - A General Test For Univariate Seasonality
Journal of Time Series Analysis, Wiley Blackwell (1997)
by Rafael Flores & Alfonso Novales
(ReDIF-article, bla:jtsera:v:18:y:1997:i:1:p:29-48) - Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?
Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces (2002)
by Alfonso Novales & Javier J. Pérez
(ReDIF-paper, cea:doctra:e2002_15) - Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (1998)
by Alfonso Novales & Emilio Dominguez & Javier J. Perez & Jesus Ruiz
(ReDIF-software, dge:qmrbcd:124) - Excel files for dynamics responses and simple simulations
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (2007)
by Alfonso Novales & Esther Fernandez & Jesus Ruiz
(ReDIF-software, dge:qmrbcd:174) - Excel files and MATLAB programs for neoclassical growth model
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (2007)
by Alfonso Novales & Esther Fernandez & Jesus Ruiz
(ReDIF-software, dge:qmrbcd:175) - Excel files and MATLAB programs for optimal growth
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (2007)
by Alfonso Novales & Esther Fernandez & Jesus Ruiz
(ReDIF-software, dge:qmrbcd:176) - Excel files and MATLAB programs for numerical solution methods
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (2007)
by Alfonso Novales & Esther Fernandez & Jesus Ruiz
(ReDIF-software, dge:qmrbcd:177) - Excel files and MATLAB programs for endogenous growth models
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (2007)
by Alfonso Novales & Esther Fernandez & Jesus Ruiz
(ReDIF-software, dge:qmrbcd:178) - Excel files and MATLAB programs for growth in monetary economies
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (2007)
by Alfonso Novales & Esther Fernandez & Jesus Ruiz
(ReDIF-software, dge:qmrbcd:179) - Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates
Econometrica, Econometric Society (1990)
by Novales, Alfonso
(ReDIF-article, ecm:emetrp:v:58:y:1990:i:1:p:93-111) - Equilibrium interest-rate determination under adjustment costs
Journal of Economic Dynamics and Control, Elsevier (1992)
by Novales, Alfonso
(ReDIF-article, eee:dyncon:v:16:y:1992:i:1:p:1-25) - Dynamic Laffer curves
Journal of Economic Dynamics and Control, Elsevier (2002)
by Novales, Alfonso & Ruiz, Jesus
(ReDIF-article, eee:dyncon:v:27:y:2002:i:2:p:181-206) - Income taxes, public investment and welfare in a growing economy
Journal of Economic Dynamics and Control, Elsevier (2007)
by Marrero, Gustavo A. & Novales, Alfonso
(ReDIF-article, eee:dyncon:v:31:y:2007:i:10:p:3348-3369) - Indeterminacy under non-separability of public consumption and leisure in the utility function
Economic Modelling, Elsevier (2004)
by Fernandez, Esther & Novales, Alfonso & Ruiz, Jesus
(ReDIF-article, eee:ecmode:v:21:y:2004:i:3:p:409-428) - State-uncertainty preferences and the risk premium in the exchange rate market
Economic Modelling, Elsevier (2010)
by Jiménez-Martín, Juan-Ángel & Cinca, Alfonso Novales
(ReDIF-article, eee:ecmode:v:27:y:2010:i:5:p:1043-1053) - Optimal time-consistent fiscal policy under endogenous growth with elastic labor supply
Economic Modelling, Elsevier (2014)
by Novales, Alfonso & Pérez, Rafaela & Ruiz, Jesus
(ReDIF-article, eee:ecmode:v:42:y:2014:i:c:p:398-412) - A term structure model under cyclical fluctuations in interest rates
Economic Modelling, Elsevier (2018)
by Moreno, Manuel & Novales, Alfonso & Platania, Federico
(ReDIF-article, eee:ecmode:v:72:y:2018:i:c:p:140-150) - Growth, income taxes and consumption aspirations
Economics Letters, Elsevier (2011)
by Marrero, Gustavo A. & Novales, Alfonso
(ReDIF-article, eee:ecolet:v:113:y:2011:i:3:p:221-224) - Long-term swings and seasonality in energy markets
European Journal of Operational Research, Elsevier (2019)
by Moreno, Manuel & Novales, Alfonso & Platania, Federico
(ReDIF-article, eee:ejores:v:279:y:2019:i:3:p:1011-1023) - An error correction factor model of term structure slopes in international swap markets
Journal of International Financial Markets, Institutions and Money, Elsevier (2005)
by Abad, Pilar & Novales, Alfonso
(ReDIF-article, eee:intfin:v:15:y:2005:i:3:p:229-254) - Looking through systemic credit risk: Determinants, stress testing and market value
Journal of International Financial Markets, Institutions and Money, Elsevier (2020)
by Chamizo, Álvaro & Novales, Alfonso
(ReDIF-article, eee:intfin:v:64:y:2020:i:c:s1042443119300939) - Forecasting with periodic models A comparison with time invariant coefficient models
International Journal of Forecasting, Elsevier (1997)
by Novales, Alfonso & de Fruto, Rafael Flores
(ReDIF-article, eee:intfor:v:13:y:1997:i:3:p:393-405) - Comments on: "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination"
International Journal of Forecasting, Elsevier (2005)
by Novales, Alfonso
(ReDIF-article, eee:intfor:v:21:y:2005:i:4:p:775-780) - Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market
Journal of Banking & Finance, Elsevier (2003)
by Lafuente, Juan A. & Novales, Alfonso
(ReDIF-article, eee:jbfina:v:27:y:2003:i:6:p:1053-1078) - Testing the expectations hypothesis in Eurodeposits
Journal of International Money and Finance, Elsevier (2000)
by Dominguez, Emilio & Novales, Alfonso
(ReDIF-article, eee:jimfin:v:19:y:2000:i:5:p:713-736) - Growth and welfare: Distorting versus non-distorting taxes
Journal of Macroeconomics, Elsevier (2005)
by Marrero, Gustavo A. & Novales, Alfonso
(ReDIF-article, eee:jmacro:v:27:y:2005:i:3:p:403-433) - Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital
Journal of Macroeconomics, Elsevier (2014)
by Novales, Alfonso & Pérez, Rafaela & Ruiz, Jesús
(ReDIF-article, eee:jmacro:v:42:y:2014:i:c:p:104-117) - Variance swaps, non-normality and macroeconomic and financial risks
The Quarterly Review of Economics and Finance, Elsevier (2014)
by Nieto, Belén & Novales, Alfonso & Rubio, Gonzalo
(ReDIF-article, eee:quaeco:v:54:y:2014:i:2:p:257-270) - Evaluation of market risk associated with hedging a credit derivative portfolio
The Quarterly Review of Economics and Finance, Elsevier (2021)
by Chamizo, Álvaro & Novales, Alfonso
(ReDIF-article, eee:quaeco:v:80:y:2021:i:c:p:411-430) - El Plan de Recuperación, Transformación y Resiliencia: un resumen anotado
Studies on the Spanish Economy, FEDEA (2021)
by Angel de la Fuente & María Fernández Pérez & Diego Rodríguez & Francisco Alcalá & Anna Balletbó & Jorge Calero & J. Ignacio Conde-Ruiz & Gonzalo de Cadenas & Alexandra Hernández & Marcel Jansen & Pila
(ReDIF-paper, fda:fdaeee:eee2021-22) - ¿Cómo está la economía española?: Reflexiones en período electoral
Studies on the Spanish Economy, FEDEA (2023)
by Alfonso Novales
(ReDIF-paper, fda:fdaeee:eee2023-24) - La gestión de los fondos europeos: criterios, transparencia, riesgos y reformas
Policy Papers, FEDEA (2021)
by Alfonso Novales
(ReDIF-paper, fda:fdapop:2021-06) - La evaluación de políticas públicas en España: antecedentes, situación actual y propuestas para una reforma
Policy Papers, FEDEA (2021)
by Ángel de la Fuente & Ginés de Rus & María Fernández & Miguel Angel García & Marcel Jansen & Sergi Jiménez & Alfonso Novales & Jorge Onrubia & Jaime Pérez Renovales & Esteban Sastre & Jorge Sicilia
(ReDIF-paper, fda:fdapop:2021-09) - Modernización de la Administración Pública
Policy Papers, FEDEA (2022)
by Alfonso Novales (Coordinador) & Javier Andrés & Ángel de la Fuente & Ginés de Rus & Luis González Calbet & María Fernández & María José Morán & Jorge Onrubia & Jaime Pérez Renovales & Esteban Sastre &
(ReDIF-paper, fda:fdapop:2022-01) - Notas sobre el Proyecto de Ley de Función Pública
Policy Papers, FEDEA (2023)
by Angel de la Fuente & Miguel Ángel García Díaz & Luis González-Calbet & Alfonso Novales & Jorge Onrubia & Álvaro Sanmartín
(ReDIF-paper, fda:fdapop:2023-02) - Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components
JRFM, MDPI (2019)
by Alfonso Novales & Alvaro Chamizo
(ReDIF-article, gam:jjrfmx:v:12:y:2019:i:3:p:129-:d:255199) - Cross-Hedging Portfolios in Emerging Stock Markets: Evidence for the LATIBEX Index
Mathematics, MDPI (2021)
by Pablo Urtubia & Alfonso Novales & Andrés Mora-Valencia
(ReDIF-article, gam:jmathe:v:9:y:2021:i:21:p:2736-:d:666761) - Empleo, capital humano y participación femenina en España
Investigaciones Economicas, Fundación SEPI (1990)
by Alfonso Novales & Belén Mateos
(ReDIF-article, iec:inveco:v:14:y:1990:i:3:p:457-478) - Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?
Computational Economics, Springer;Society for Computational Economics (2004)
by Alfonso Novales & Javier J. PÈrez
(ReDIF-article, kap:compec:v:23:y:2004:i:4:p:343-377) - Credit Risk Decomposition for Asset Allocation
Journal of Financial Transformation, Capco Institute (2016)
by Chamizo Cana, Álvaro & Novales Cinca, Alfonso
(ReDIF-article, ris:jofitr:1565) - A dominance approach for comparing the performance of VaR forecasting models
Computational Statistics, Springer (2020)
by Laura Garcia-Jorcano & Alfonso Novales
(ReDIF-article, spr:compst:v:35:y:2020:i:3:d:10.1007_s00180-020-00990-4) - The information content in a volatility index for Spain
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association (2011)
by Maria Gonzalez-Perez & Alfonso Novales
(ReDIF-article, spr:series:v:2:y:2011:i:2:p:185-216) - The role of simulation methods in Macroeconomics
Spanish Economic Review, Springer;Spanish Economic Association (2000)
by Alfonso Novales
(ReDIF-article, spr:specre:v:2:y:2000:i:3:p:155-181) - Economic Growth
Springer Books, Springer (2009)
by Alfonso Novales & Esther Fernández & Jesús Ruíz
(ReDIF-book, spr:sprbok:978-3-540-68669-9) - Introduction
Springer Books, Springer (2009)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sprchp:978-3-540-68669-9_1) - Mathematical Appendix
Springer Books, Springer (2009)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sprchp:978-3-540-68669-9_10) - The Neoclassical Growth Model Under a Constant Savings Rate
Springer Books, Springer (2009)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sprchp:978-3-540-68669-9_2) - Optimal Growth. Continuous Time Analysis
Springer Books, Springer (2009)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sprchp:978-3-540-68669-9_3) - Optimal Growth. Discrete Time Analysis
Springer Books, Springer (2009)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sprchp:978-3-540-68669-9_4) - Numerical Solution Methods
Springer Books, Springer (2009)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sprchp:978-3-540-68669-9_5) - Endogenous Growth Models
Springer Books, Springer (2009)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sprchp:978-3-540-68669-9_6) - Additional Endogenous Growth Models
Springer Books, Springer (2009)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sprchp:978-3-540-68669-9_7) - Growth in Monetary Economies: Steady-State Analysis of Monetary Policy
Springer Books, Springer (2009)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sprchp:978-3-540-68669-9_8) - Transitional Dynamics in Monetary Economies: Numerical Solutions
Springer Books, Springer (2009)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sprchp:978-3-540-68669-9_9) - Economic Growth
Springer Texts in Business and Economics, Springer (2014)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-book, spr:sptbec:978-3-642-54950-2) - Economic Growth
Springer Texts in Business and Economics, Springer (2022)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-book, spr:sptbec:978-3-662-63982-5) - Introduction
Springer Texts in Business and Economics, Springer (2014)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sptchp:978-3-642-54950-2_1) - Mathematical Appendix
Springer Texts in Business and Economics, Springer (2014)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sptchp:978-3-642-54950-2_10) - The Neoclassical Growth Model Under a Constant Savings Rate
Springer Texts in Business and Economics, Springer (2014)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sptchp:978-3-642-54950-2_2) - Optimal Growth: Continuous Time Analysis
Springer Texts in Business and Economics, Springer (2014)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sptchp:978-3-642-54950-2_3) - Optimal Growth: Discrete Time Analysis
Springer Texts in Business and Economics, Springer (2014)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sptchp:978-3-642-54950-2_4) - Numerical Solution Methods
Springer Texts in Business and Economics, Springer (2014)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sptchp:978-3-642-54950-2_5) - Endogenous Growth Models
Springer Texts in Business and Economics, Springer (2014)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sptchp:978-3-642-54950-2_6) - Additional Endogenous Growth Models
Springer Texts in Business and Economics, Springer (2014)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sptchp:978-3-642-54950-2_7) - Growth in Monetary Economies: Steady-State Analysis of Monetary Policy
Springer Texts in Business and Economics, Springer (2014)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sptchp:978-3-642-54950-2_8) - Transitional Dynamics in Monetary Economies: Numerical Solutions
Springer Texts in Business and Economics, Springer (2014)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sptchp:978-3-642-54950-2_9) - Introduction
Springer Texts in Business and Economics, Springer (2022)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sptchp:978-3-662-63982-5_1) - Empirical Methods: Frequentist Estimation
Springer Texts in Business and Economics, Springer (2022)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sptchp:978-3-662-63982-5_10) - Empirical Methods: Bayesian Estimation
Springer Texts in Business and Economics, Springer (2022)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sptchp:978-3-662-63982-5_11) - Mathematical Appendix
Springer Texts in Business and Economics, Springer (2022)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sptchp:978-3-662-63982-5_12) - The Neoclassical Growth Model Under a Constant Savings Rate
Springer Texts in Business and Economics, Springer (2022)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sptchp:978-3-662-63982-5_2) - Optimal Growth: Continuous Time Analysis
Springer Texts in Business and Economics, Springer (2022)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sptchp:978-3-662-63982-5_3) - Optimal Growth: Discrete Time Analysis
Springer Texts in Business and Economics, Springer (2022)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sptchp:978-3-662-63982-5_4) - Numerical Solution Methods
Springer Texts in Business and Economics, Springer (2022)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sptchp:978-3-662-63982-5_5) - Endogenous Growth Models
Springer Texts in Business and Economics, Springer (2022)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sptchp:978-3-662-63982-5_6) - Additional Endogenous Growth Models
Springer Texts in Business and Economics, Springer (2022)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sptchp:978-3-662-63982-5_7) - Growth in Monetary Economies: Steady-State Analysis of Monetary Policy
Springer Texts in Business and Economics, Springer (2022)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sptchp:978-3-662-63982-5_8) - Transitional Dynamics in Monetary Economies: Numerical Solutions
Springer Texts in Business and Economics, Springer (2022)
by Alfonso Novales & Esther Fernández & Jesús Ruiz
(ReDIF-chapter, spr:sptchp:978-3-662-63982-5_9) - A factor model of term structure slopes in Eurocurrency markets
Applied Economics Letters, Taylor & Francis Journals (2002)
by Emilio Dominguez & Alfonso Novales
(ReDIF-article, taf:apeclt:v:9:y:2002:i:9:p:585-593) - Unknown item RePEc:taf:apfiec:v:12:y:2002:i:7:p:493-504 (article)
- Unknown item RePEc:taf:apfiec:v:14:y:2004:i:14:p:1045-1058 (article)
- The role of adjusment costs in interest rate determination
Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales (1986)
by Alfonso Novales Cinca
(ReDIF-paper, ucm:doctra:86-04) - Growth and welfare: Distorting versus non-distorting taxes
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2001)
by Gustavo A. Marrero & Alfonso Novales
(ReDIF-paper, ucm:doicae:0105) - Dynamic Laffer Curves
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2001)
by Alfonso Novales & Jesús Ruiz
(ReDIF-paper, ucm:doicae:0106) - Risk Premia in the Term Structure of Swaps in Pesetas
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2002)
by Alfonso Novales & Pilar Abad
(ReDIF-paper, ucm:doicae:0219) - Volatility Transmission acros the Term Structure of Swap Markets: International Evidence
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2002)
by Pilar Abad & Alfonso Novales
(ReDIF-paper, ucm:doicae:0220) - The Forecasting Ability of Factor Models of the Term Structure of IRS Markets
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2002)
by Pilar Abad & Alfonso Novales
(ReDIF-paper, ucm:doicae:0221) - An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2002)
by Pilar Abad & Alfonso Novales
(ReDIF-paper, ucm:doicae:0222) - Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2002)
by Alfonso Novales & J.A. Lafuente
(ReDIF-paper, ucm:doicae:0223) - A factor model of term structure slopes in eurocurrency markets
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2002)
by Alfonso Novales & Emilio Domínguez
(ReDIF-paper, ucm:doicae:0224) - Can forward rates be used to improve interest rate forecasts?"
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2002)
by Alfonso Novales & Emilio Domínguez
(ReDIF-paper, ucm:doicae:0225) - Dynamic correlations and forecasting of term structure slopes in eurocurrency market
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2002)
by Alfonso Novales & Emilio Domínguez
(ReDIF-paper, ucm:doicae:0226) - The Role of Simulation Methods in Macroeconomics
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2002)
by Alfonso Novales
(ReDIF-paper, ucm:doicae:0227) - Growth and Welfare: Distorting versus Non-Distorting Taxes
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2003)
by Gustavo A. Marrero & Alfonso Novales
(ReDIF-paper, ucm:doicae:0302) - Taxing or subsidizing Factors' rents in a simple endogenous growth model with public capital
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2003)
by Gustavo A. Marrero & Alfonso Novales
(ReDIF-paper, ucm:doicae:0303) - A factor analysis of volatility across the term structure: the Spanish case
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2005)
by Sonia Benito & Alfonso Novales Cinca
(ReDIF-paper, ucm:doicae:0502) - State-Uncertainty preferences and the Risk Premium in the Exchange rate market
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009)
by Juan-Ángel Jiménez-Martín & Alfonso Novales Cinca
(ReDIF-paper, ucm:doicae:0917) - Why do variance swaps exist?
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
by Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio
(ReDIF-paper, ucm:doicae:1106) - A statistical test for forecast evaluation under a discrete loss function
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
by Francisco J. Eransus & Alfonso Novales Cinca
(ReDIF-paper, ucm:doicae:1107) - Variance Swaps and Intertemporal Asset Pricing
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
by Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio
(ReDIF-paper, ucm:doicae:1108) - Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
by Alfonso Novales Cinca & Rafaela María Pérez Sánchez & Jesús Rúiz Andújar
(ReDIF-paper, ucm:doicae:1323) - Optimal time-consistent fiscal policy under endogenous growth with elastic labour supply
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
by Alfonso Novales Cinca & Rafaela Pérez Sánchez & Jesús Rúiz Andújar
(ReDIF-paper, ucm:doicae:1324) - Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
by Francisco Javier Eransus & Alfonso Novales Cinca
(ReDIF-paper, ucm:doicae:1422) - A statistical test for forecast evaluation under a discrete loss function
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
by Francisco Javier Eransus & Alfonso Novales Cinca
(ReDIF-paper, ucm:doicae:1424) - Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
by Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio
(ReDIF-paper, ucm:doicae:1425) - A dominance approach for comparing the performance of VaR forecasting models
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
by Laura Garcia-Jorcano & Alfonso Novales
(ReDIF-paper, ucm:doicae:1923) - Backtesting Extreme Value Theory models of expected shortfall
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
by Alfonso Novales & Laura Garcia-Jorcano
(ReDIF-paper, ucm:doicae:1924) - Forward-looking asset correlations in the estimation of economic capital
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
by Álvaro Chamizo & Alexandre Fonollosa & Alfonso Novales
(ReDIF-paper, ucm:doicae:1925) - Volatility specifications versus probability distributions in VaR forecasting
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
by Laura Garcia-Jorcano & Alfonso Novales
(ReDIF-paper, ucm:doicae:1926) - Looking through systemic credit risk: determinants, stress testing and market value
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
by Álvaro Chamizo & Alfonso Novales
(ReDIF-paper, ucm:doicae:1927) - Market risk when hedging a global credit portfolio
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
by Álvaro Chamizo & Alfonso Novales
(ReDIF-paper, ucm:doicae:1928) - Long-term swings and seasonality in energy markets
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
by Manuel Moreno & Alfonso Novales & Federico Platania
(ReDIF-paper, ucm:doicae:1929) - Splitting credit risk into systemic, sectorial and idiosyncratic components
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
by Álvaro Chamizo & Alfonso Novales
(ReDIF-paper, ucm:doicae:1930) - A term structure model under cyclical fluctuations in interest rates
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
by Manuel Moreno & Alfonso Novales & Federico Platania
(ReDIF-paper, ucm:doicae:1931) - Desigualdad: una revisión actualizada
[Inequality: Un updated review]
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2022)
by Alfonso Novales Cinca
(ReDIF-paper, ucm:doicae:2202) - El sector público que necesitamos tras la pandemia
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2023)
by Alfonso Santiago Novales Cinca
(ReDIF-paper, ucm:doicae:2304) - The Evaluation of Public Policies in Spain: Misconceptions and Noncompliance
[La evaluación de políticas públicas en España: equívocos e incumplimientos]
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2023)
by Alfonso Santiago Novales Cinca
(ReDIF-paper, ucm:doicae:2305) - La economía política del Plan de Recuperación, Transformación y Resiliencia
[The Political Economy of the Recovery, Transformation, and Resilience Plan]
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2023)
by Alfonso Santiago Novales Cinca
(ReDIF-paper, ucm:doicae:2306) - How Is the Spanish Economy Doing? Thoughts in Electoral Time
[¿Cómo está la economía española?: Reflexiones en período electoral]
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2023)
by Alfonso Santiago Novales Cinca
(ReDIF-paper, ucm:doicae:2307) - Price Volatility Under Alternative Monetary Instruments
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (1993)
by Alfonso Novales Cinca
(ReDIF-paper, ucm:doicae:9306) - Recursive identification, estimation and forecasting of nonstationary economic time series with applications to GNP international data
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (1993)
by Antonio García Ferrer & Juan del Hoyo Bernat & Peter C. Young & Alfonso Novales Cinca
(ReDIF-paper, ucm:doicae:9310) - Further evidence on forecasting international GNP growth rates using unobserved components transfer function models
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (1993)
by Antonio García Ferrer & Juan del Hoyo Bernat & Peter C. Young & Alfonso Novales Cinca
(ReDIF-paper, ucm:doicae:9312) - Volatility specifications versus probability distributions in VaR forecasting
Journal of Forecasting, John Wiley & Sons, Ltd. (2021)
by Laura Garcia‐Jorcano & Alfonso Novales
(ReDIF-article, wly:jforec:v:40:y:2021:i:2:p:189-212) - Liquidity and hedging effectiveness under futures mispricing: International evidence
Journal of Futures Markets, John Wiley & Sons, Ltd. (2009)
by A. Andani & J. A. Lafuente & A. Novales
(ReDIF-article, wly:jfutmk:v:29:y:2009:i:11:p:1050-1066) - Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns
Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd. (2015)
by Belén Nieto & Alfonso Novales & Gonzalo Rubio
(ReDIF-article, wsi:qjfxxx:v:05:y:2015:i:04:n:s2010139215500214)