Fernando Fernández Rodríguez

On the profitability of technical trading rules based on artificial neural networks:

Fernando Fernández Rodríguez, Christian González-Martel, Simón Sosvilla‐Rivero · Economics Letters · 2000 · 243 citations

Computational Economics, Artificial Neural Networks, Algorithmic Trading +8

Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS

Fernando Fernández Rodríguez, Simón Sosvilla‐Rivero, Julián Andrada Félix · International Journal of Forecasting · 1999 · 96 citations · Full text

Forecasting Methodology, Economic Forecasting, International Finance +9

Asymmetry in the EMS: New evidence based on non-linear forecasts

Oscar Bajo‐Rubio, Simón Sosvilla‐Rivero, Fernando Fernández Rodríguez · European Economic Review · 2001 · 90 citations · Full text

Forecasting Methodology, Economics, Economic Forecasting +9

Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility

Fernando Fernández Rodríguez, Marta Gómez‐Puig, Simón Sosvilla‐Rivero · Journal of International Financial Markets Institutions and Money · 2016 · 76 citations

Financial Stress Transmission, Volatility Modeling, International Finance +7

Chaotic behaviour in exchange-rate series

Oscar Bajo‐Rubio, Fernando Fernández Rodríguez, Simón Sosvilla‐Rivero · Economics Letters · 1992 · 68 citations

Exchange-rate Series, International Finance, Chaos Theory +4