Elegir campos a generar del autor Javier

Datos personales Todos / Ninguno
Correo Electrónico
Artículos Todos / Ninguno
Volatility spillovers between oil and financial markets during economic and financial crises: A dynamic approach
A formal analysis of inconsistent decisions in intertemporal choice through subjective time perception
Systemic risk in a macro-multiplex network
The network econometrics of financial concentration
Inflation and systemic risk: A network econometric model
Machine Learning Regularization Methods in High-Dimensional Monetary and Financial VARs
A GARCH approach to model short‐term interest rates: Evidence from Spanish economy
Métricas del autor Todos / Ninguno
Indice H