Author profile: Vides González, José Carlos
Institutional data
Name | Vides González, José Carlos |
Department | Economía Financiera y Dirección de Operaciones |
Knowledge area | Economía Financiera y Contabilidad |
Professional category | Profesor Permanente Laboral - Mod. PCD |
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Statistics
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No. publications
3
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No. visits
264
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No. downloads
451
Publications |
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Article
Financial assets against inflation: Capturing the hedging properties of gold, housing prices, and equities
(American Institute of Mathematical Sciences-AIMS, 2024)
In this study, we employed a developed Fractional Cointegrating Vector Autoregressive (FCVAR) model to analyze the ... |
Article
The Role of Eonia in the Dynamics of Short-Term Interbank Rates
(Public Knowledge Project, 2020)
To signal monetary policies and market expectations, we apply a fractionally cointegrated vector autoregressive (FCVAR) ... |
Article
How did the Sovereign debt crisis affect the Euro financial integration? A fractional cointegration approach
(Springer Nature B.V, 2018)
This paper examines financial integration among stock markets in the Eurozone using the prices from each stock index. ... |