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ANTONIO RUBIA
ANTONIO RUBIA
Department of Financial Economics, University of Alicante
Verified email at gcloud.ua.es
Title
Cited by
Cited by
Year
Short-term wholesale funding and systemic risk: A global CoVaR approach
G López-Espinosa, A Moreno, A Rubia, L Valderrama
Journal of Banking & Finance 36 (12), 3150-3162, 2012
3512012
Is the tourism-led growth hypothesis valid after the global economic and financial crisis? The case of Spain 1957–2014
JF Perles-Ribes, AB Ramón-Rodríguez, A Rubia, L Moreno-Izquierdo
Tourism Management 61, 96-109, 2017
1612017
Good for one, bad for all: Determinants of individual versus systemic risk
G López-Espinosa, A Rubia, L Valderrama, M Antón
Journal of Financial Stability 9 (3), 287-299, 2013
1012013
Economic crisis and tourism competitiveness in Spain: permanent effects or transitory shocks?
JF Perles-Ribes, AB Ramón-Rodríguez, A Rubia-Serrano, ...
Current Issues in Tourism 19 (12), 1210-1234, 2016
932016
Nonlinear dynamics in discretionary accruals: An analysis of bank loan-loss provisions
M Balboa, G López-Espinosa, A Rubia
Journal of Banking & Finance 37 (12), 5186-5207, 2013
872013
Systemic risk and asymmetric responses in the financial industry
G López-Espinosa, A Moreno, A Rubia, L Valderrama
Journal of Banking & Finance 58, 471-485, 2015
792015
Multi-period forecasts of volatility: Direct, iterated, and mixed-data approaches
E Ghysels, RI Valkanov, AR Serrano
Efa 2009 bergen meetings paper, 2009
772009
On downside risk predictability through liquidity and trading activity: A dynamic quantile approach
A Rubia, L Sanchis-Marco
International Journal of Forecasting 29 (1), 202-219, 2013
662013
The effects of economic crises on tourism success: An integrated model
JF Perles-Ribes, AB Ramón-Rodríguez, M Sevilla-Jiménez, A Rubia
Tourism Economics 22 (2), 417-447, 2016
462016
Determining factors in the choice of prices of tourist rental accommodation. New evidence using the quantile regression approach
L Moreno-Izquierdo, A Rubia-Serrano, JF Perles-Ribes, ...
Tourism Management Perspectives 33, 100632, 2020
352020
Testing for causality in variance under nonstationarity in variance
PMM Rodrigues, A Rubia
Economics Letters 97 (2), 133-137, 2007
352007
Direct versus iterated multiperiod volatility forecasts
E Ghysels, A Plazzi, R Valkanov, A Rubia, A Dossani
Annual Review of Financial Economics 11, 173-195, 2019
332019
Modelos de estimación de la probabilidad de negociación informada: una comparación metodológica en el mercado Español
D Abad, A Rubia
Instituto Valenciano de Investigaciones Económicas, 2005
332005
Testing for general fractional integration in the time domain
U Hassler, PMM Rodrigues, A Rubia
Econometric Theory 25 (6), 1793-1828, 2009
322009
The effects of additive outliers and measurement errors when testing for structural breaks in variance
PMM Rodrigues, A Rubia
Oxford Bulletin of Economics and Statistics 73 (4), 449-468, 2011
282011
Comportamiento del precio y volatilidad en el pool eléctrico español
Á León, A Rubia
Instituto Valenciano de Investigaciones Económicas, 2001
262001
Forecasting the conditional covariance matrix of a portfolio under long‐run temporal dependence
TM Ñíguez, A Rubia
Journal of Forecasting 25 (6), 439-458, 2006
242006
Testing for weekly seasonal unit roots in the Spanish power pool
A León, A Rubia
Modelling Prices in Competitive Electricity Markets. Wiley Series in …, 2004
232004
Persistence in the banking industry: fractional integration and breaks in memory
U Hassler, PMM Rodrigues, A Rubia
Journal of Empirical Finance 29, 95-112, 2014
192014
Market frictions and the pricing of sovereign credit default swaps
A Rubia, L Sanchis-Marco, P Serrano
Journal of International Money and Finance 60, 223-252, 2016
172016
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Articles 1–20