Publicaciones en colaboración con investigadores/as de Universidad de Jaén (13)

2024

  1. Hybrid ARMA-GARCH-Neural Networks for intraday strategy exploration in high-frequency trading

    Pattern Recognition, Vol. 148

  2. Risk contribution to deposit insurance: Evidence from commercial and cooperative banks in the Eurozone

    Economic Analysis and Policy, Vol. 81, pp. 341-355

2023

  1. Forecasting for regulatory credit loss derived from the COVID-19 pandemic: A machine learning approach

    Research in International Business and Finance, Vol. 64

2022

  1. Evaluation of European Deposit Insurance Scheme funding based on risk analysis

    International Review of Economics and Finance, Vol. 78, pp. 234-247

  2. Using the Z-score to analyze the financial soundness of insurance firms

    European journal of management and business economics, Vol. 31, Núm. 1, pp. 22-39

2020

  1. Economic crisis and determinants of solvency in the insurance sector: new evidence from Spain

    Accounting and Finance, Vol. 60, Núm. 3, pp. 2965-2994

2019

  1. Factors influencing the European bank's probability of default: An application of SYMBOL methodology

    Journal of International Financial Markets, Institutions and Money, Vol. 61, pp. 223-240

2018

  1. Risk profile indicators and Spanish Banks' probability of default from a regulatory approach

    Sustainability (Switzerland), Vol. 10, Núm. 4

2017

  1. Classification of the risk in the new financing framework of the Deposit Guarantee Systems in Europe: K-Means Cluster Analysis and Soft Computing

    International Journal of Computational Intelligence Systems, Vol. 10, Núm. 1, pp. 78-89

2016

  1. Banking Soundness Indicators and Sovereign Risk in Time of Crisis: The Case of the European Union

    World Economy, Vol. 39, Núm. 8, pp. 1172-1193

  2. Determinants of bank CDS spreads in Europe

    Journal of Economics and Business, Vol. 86, pp. 1-15

2014

  1. Impact of financial crisis on soundness of european banking systems according to the level of financial development

    Actual Problems of Economics, Vol. 161, Núm. 11, pp. 314-326

  2. Moving toward risk-based deposit insurance premiums in the European Union: the case of Spain

    Applied Economics, Vol. 46, Núm. 13, pp. 1547-1564