Concepedia

Alfonso Novales

AN

18

Publications

435

Citations

13

H-Index

1990

Active since

Affiliations

Universidad Complutense de Madrid(Current)

University of Castilla-La Mancha

Universitat Jaume I

Alfonso Novales is an author at Universidad Complutense de Madrid specializing in business, economics, and asset pricing.

Top concepts

BusinessEconomicsFinanceAsset PricingStatisticsEconometricsEconomic AnalysisEmpirical FinanceFinancial EconomicsForecasting

Publications per year

1990–2020

18

Publications

18

Dynamic Laffer curves

Alfonso Novales, Jesús Ruíz · Journal of Economic Dynamics and Control · 2002 · 64 citations

Geometric Interpolation, Curve Fitting, Curve Modeling +2

Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market

Juan Ángel Lafuente, Alfonso Novales · Journal of Banking & Finance · 2003 · 55 citations · Full text

Empirical Finance, Economics, Option Pricing +6

Testing the expectations hypothesis in Eurodeposits

Emilio Domı́nguez, Alfonso Novales · Journal of International Money and Finance · 2000 · 39 citations

Expectation Formation, Economics, Macroeconomics +8

Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates

Alfonso Novales · Econometrica · 1990 · 31 citations

Term Structure Model, Time Series Realizations, Interest Rates +18

Forecasting with periodic models A comparison with time invariant coefficient models

Alfonso Novales, Rafael Flores de Fruto · International Journal of Forecasting · 1997 · 30 citations

Periodic Models, Forecasting Methodology, Economic Forecasting +8

Rows per page

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