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Simón Sosvilla-Rivero

Simón Sosvilla-Rivero

D-Index & Metrics

Economics and Finance

D-Index
34
Citations
5649
World Ranking
3090
National Ranking
38

Overview

Simón Sosvilla-Rivero is affiliated with the Complutense University of Madrid in Spain. Their research focuses primarily on the broad field of Economics, Econometrics, and Finance, with a portfolio of 83 publications. Within this area, their work spans subfields including Economics and Econometrics, Finance, General Economics, Econometrics and Finance, and Accounting.

The scientist's research addresses several specific topics, which include:

  • Monetary Policy and Economic Impact
  • Market Dynamics and Volatility
  • Global Financial Crisis and Policies
  • Fiscal Policy and Economic Growth
  • Fiscal Policies and Political Economy
  • Credit Risk and Financial Regulations
  • Banking stability, regulation, efficiency

Key recent publications by Simón Sosvilla-Rivero include:

  • "On the heterogeneous link between public debt and economic growth," 2022, Journal of International Financial Markets Institutions and Money
  • "Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities," 2020, Journal of International Financial Markets Institutions and Money
  • "Quantifying sovereign risk in the euro area," 2020, Economic Modelling
  • "Fiscal Sustainability in Aging Societies: Evidence from Euro Area Countries," 2020, Sustainability
  • "The economic effects of fiscal policy: Further evidence for Spain," 2022, The Quarterly Review of Economics and Finance

The scientist has frequently collaborated with several coauthors, notably Marta Gómez-Puig and Adrián Fernández-Pérez. Other frequent coauthors include Julián Andrada Félix, María del Carmen Ramos-Herrera, and Jorge V. Pérez-Rodríguez.

Publication venues where their research often appears include:

  • SSRN Electronic Journal
  • Applied Economics Letters
  • International Journal of Finance & Economics
  • The North American Journal of Economics and Finance
  • Journal of International Financial Markets Institutions and Money

In addition to journal articles, Simón Sosvilla-Rivero has contributed to academic books. One such publication is Silver Empowerment, published in 2023 by Leuven University Press.

Best Publications

  • COINTEGRATION AND UNIT ROOTS

    Juan J. Dolado;Tim Jenkinson;Simon Sosvilla-Rivero

  • On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market

    Fernando Fernández-Rodrı́guez;Christian González-Martel;Simón Sosvilla-Rivero

  • Does public capital affect private sector performance?: An analysis of the Spanish case, 1964–1988

    Oscar Bajo-Rubio;Simón Sosvilla-Rivero

  • An Econometric Analysis of Foreign Direct Investment in Spain, 1964-89

    Oscar Bajo-Rubio;Simon Sosvilla-Rivero

  • Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS

    Fernando Fernández-Rodrı́guez;Simón Sosvilla-Rivero;Julián Andrada-Félix

  • Modelling the linkages between US and Latin American stock markets

    José Luis Fernández-Serrano;Simón Sosvilla-Rivero

  • Causality and contagion in EMU sovereign debt markets

    Marta Gómez-Puig;Simon Sosvilla-Rivero

  • CAUSALITY AND CONTAGION IN EMU SOVEREIGN DEBT MARKETS

    Marta Gómez-Puig;Simón Sosvilla-Rivero

  • HERMIN: A macroeconometric modelling framework for the EU periphery

    John Bradley;Leonor Modesto;Simón Sosvilla-Rivero

  • The causal relationship between debt and growth in EMU countries

    Marta Gómez-Puig;Simón Sosvilla-Rivero

  • Chaotic behaviour in exchange-rate series: First results for the Peseta—U.S. dollar case

    Oscar Bajo-Rubio;Fernando Fernández-Rodríguez;Simón Sosvilla-Rivero

  • An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis

    Marta Gómez-Puig;Simón Sosvilla-Rivero;María del Carmen Ramos-Herrera

  • Public debt and economic growth: Further evidence for the euro area*

    Marta Gómez-Puig;Simón Sosvilla-Rivero

  • Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility

    Fernando Fernández-Rodríguez;Marta Gómez-Puig;Simón Sosvilla-Rivero

  • On the heterogeneous link between public debt and economic growth

    Unknown

  • Modelling evolving long-run relationships: the linkages between stock markets in Asia

    José L Fernández-Serrano;Simón Sosvilla-Rivero

  • Granger-causality in peripheral EMU public debt markets: A dynamic approach

    Marta Gómez-Puig;Simón Sosvilla-Rivero

  • Volatility spillovers in EMU sovereign bond markets

    Fernando Fernández-Rodríguez;Marta Gómez-Puig;Simon Sosvilla-Rivero

  • Volatility spillovers in EMU sovereign bond markets

    Fernando Fernández-Rodríguez;Marta Gómez-Puig;Simón Sosvilla-Rivero

  • Asymmetry in the EMS: new evidence based on non-linear forecasts

    Oscar Bajo-Rubio;Simón Sosvilla-Rivero;Fernando Fernández-Rodrı́guez

  • Dancing with bulls and bears: Nearest-neighbour forecasts for the Nikkei index

    Fernando Fernández-Rodrı́guez;Simón Sosvilla-Rivero;Marı́a Dolores Garcı́a-Artiles

  • Cointegration and Unit Roots: A Survey

    Juan Dolado;Tim Jenkinson;Simon Sosvilla-Rivero

  • COINTEGRA TION AND UNIT ROOTS

    Juan J. Dolado;Simon Sosvilla-Rivero

Frequent Co-Authors

Juan J. Dolado
Juan J. Dolado European University Institute
Tim Jenkinson
Tim Jenkinson University of Oxford

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