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 | 354 | 2012 |
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 | 165 | 2017 |
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 | 104 | 2013 |
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 | 95 | 2016 |
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 | 88 | 2013 |
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 | 79 | 2015 |
Multi-period forecasts of volatility: Direct, iterated, and mixed-data approaches E Ghysels, RI Valkanov, AR Serrano Efa 2009 bergen meetings paper, 2009 | 79 | 2009 |
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 | 66 | 2013 |
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 | 50 | 2016 |
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 | 37 | 2020 |
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 | 37 | 2019 |
Testing for causality in variance under nonstationarity in variance PMM Rodrigues, A Rubia Economics Letters 97 (2), 133-137, 2007 | 35 | 2007 |
Testing for general fractional integration in the time domain U Hassler, PMM Rodrigues, A Rubia Econometric Theory 25 (6), 1793-1828, 2009 | 33 | 2009 |
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 | 33 | 2005 |
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 | 28 | 2011 |
Comportamiento del precio y volatilidad en el pool eléctrico español Á León, A Rubia Instituto Valenciano de Investigaciones Económicas, 2001 | 26 | 2001 |
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 | 24 | 2006 |
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 | 23 | 2004 |
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 | 19 | 2014 |
Quantile regression for long memory testing: a case of realized volatility U Hassler, PMM Rodrigues, A Rubia Journal of Financial Econometrics 14 (4), 693-724, 2016 | 17 | 2016 |