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Simon Sosvilla-Rivero

Global rank #5854 93%

Institution: Universidad Complutense de Madrid

Primary Field: International (weighted toward more recent publications)

Homepage: https://www.ucm.es/fundamentos-analisis-economico2/sosvilla-rivero,-simon

First Publication: 1990

Most Recent: 2025

RePEc ID: pso34 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.84
Last 10 Years 0.00 0.00 0.67 0.00 4.52
All Time 0.00 0.00 5.36 0.00 17.93

Publication Statistics

Raw Publications 37
Coauthorship-Adjusted Count 30.63

Publications (37)

Year Article Journal Tier Authors
2025 Assessing heterogeneous time-varying impacts in the debt-growth nexus Applied Economics C 2
2021 Quantifying sovereign risk in the euro area Economic Modeling C 3
2019 Has the ECB’s monetary policy prompted companies to invest, or pay dividends? Applied Economics C 3
2018 Inflation, real economic growth and unemployment expectations: an empirical analysis based on the ECB survey of professional forecasters Applied Economics C 2
2018 Fear connectedness among asset classes Applied Economics C 3
2017 An empirical characterization of the effects of public debt on economic growth Applied Economics C 2
2016 Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion Economic Modeling C 2
2016 Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries Journal of International Money and Finance B 3
2016 A contribution to the empirics of convergence in real GDP growth: the role of financial crises and exchange-rate regimes Applied Economics C 2
2016 Portfolios in the Ibex 35 before and after the Global Financial Crisis Applied Economics C 3
2015 Bank risk behavior and connectedness in EMU countries Journal of International Money and Finance B 3
2015 The failure of the monetary model of exchange rate determination Applied Economics C 3
2014 Real exchange rate volatility, financial crises and exchange rate regimes Applied Economics C 2
2013 Granger-causality in peripheral EMU public debt markets: A dynamic approach Journal of Banking & Finance B 2
2012 Convergence in car prices among European countries Applied Economics C 2
2012 On factors explaining the 2008 financial crisis Economics Letters C 3
2012 Historical financial analogies of the current crisis Economics Letters C 3
2011 Implicit bands in the yen/dollar exchange rate Applied Economics C 4
2010 Structural breaks in volatility: Evidence for the OECD and non-OECD real exchange rates Journal of International Money and Finance B 2
2010 Linkages in international stock markets: evidence from a classification procedure Applied Economics C 2
2008 Human capital in Spain: an estimate of educational attainment Applied Economics C 2
2007 Price convergence in the European car market Applied Economics C 2
2005 Assessing the credibility of a target zone: evidence from the EMS Applied Economics C 4
2003 Regimen changes and duration in the European Monetary System Applied Economics C 2
2003 Modelling the linkages between US and Latin American stock markets Applied Economics C 2
2001 Asymmetry in the EMS: New evidence based on non-linear forecasts European Economic Review B 3
2001 Growth and the Welfare State in the EU: A Causality Analysis. Public Choice B 3
2000 On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market Economics Letters C 3
1999 Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS International Journal of Forecasting B 3
1998 Testing nonlinear forecastability in time series: Theory and evidence from the EMS Economics Letters C 2
1995 HERMIN : A macroeconometric modelling framework for the EU periphery Economic Modeling C 3
1995 Similarity and diversity in the EU periphery : A HERMIN-based investigation Economic Modeling C 3
1995 HERMIN Spain Economic Modeling C 2
1993 Does public capital affect private sector performance? : An analysis of the Spanish case, 1964-1988 Economic Modeling C 2
1992 Chaotic behaviour in exchange-rate series : First results for the Peseta--U.S. dollar case Economics Letters C 3
1992 Further tests on the forward exchange rate unbiasedness hypothesis Economics Letters C 2
1990 Cointegration and Unit Roots. Journal of Economic Surveys C 3