Publications en collaboration avec des chercheurs de Universidad Internacional de Andalucía (2)

2020

  1. The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach

    International Review of Economics and Finance, Vol. 69, pp. 124-137

2018

  1. The term structure under non-linearity assumptions: New methods in time series

    Contributions to Management Science (Springer), pp. 117-136