Carlos Poza

Universidad Francisco de Vitoria

Madrid

Spain

SCHOLARLY PAPERS

5

DOWNLOADS

92

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

The COVID-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields

CESifo Working Paper No. 8976
Number of pages: 18 Posted: 05 Apr 2021
Brunel University London, University of Navarra - Department of Economics and Universidad Francisco de Vitoria
Downloads 23 (601,848)

Abstract:

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2.

Cycles and Long-Range Behaviour in the European Stock Market

CESifo Working Paper No. 7943
Number of pages: 17 Posted: 27 Nov 2019
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics and Universidad Francisco de Vitoria
Downloads 19 (628,998)

Abstract:

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European stock markets, long run behavior, cycles, persistence

3.

Persistence, Non-Linearities and Structural Breaks in European Stock Market Indices

CESifo Working Paper No. 7667
Number of pages: 29 Posted: 25 Jul 2019
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics and Universidad Francisco de Vitoria
Downloads 17 (642,980)

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European stock markets, nonstationarity, unit roots, fractional integration, persistence, non-linearities

4.

High and Low Prices and the Range in the European Stock Markets: A Long-Memory Approach

CESifo Working Paper No. 7652
Number of pages: 24 Posted: 24 Jul 2019
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics and Universidad Francisco de Vitoria
Downloads 17 (642,980)

Abstract:

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high and low prices, range, fractional integration

5.

Inflation in the G7 Countries: Persistence and Structural Breaks

CESifo Working Paper No. 8349
Number of pages: 21 Posted: 10 Jun 2020
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics and Universidad Francisco de Vitoria
Downloads 16 (650,072)

Abstract:

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