Publicaciones en colaboración con investigadores/as de Universidad de Jaén (9)

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

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

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

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