Results overview: Found 8 records in 0.02 seconds.
Research literature, 7 records found
Course materials, 1 records found
Research literature 7 records found  
1.
132 p, 1.1 MB Essays on financial markets / Brychcy, Dawid ; Pérez Quirós, Gabriel, dir. ; Macho-Stadler, Inés, tutora (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica) ; Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica
1. En el primer capítulo "Impact of oil prices on international financial markets" se analiza el impacto de cambios en el precio de petróleo (barril WTI) y su volatilidad en los principales mercados de renta variable: DJIA, S&P500, FTSE100, DAX y NIKKEI225. [...]
Chapter 1, Impact of oil prices on international financial markets, analyzes the relation between oil price returns, volatility of oil price return and returns of stock indices. We consider daily prices of WTI crude and daily quotations of five main world stock indices - DJIA, S&P500, FTSE100, DAX and NIKKEI225. [...]

[Barcelona] : Universitat Autònoma de Barcelona, 2013  
2.
29 p, 295.3 KB Asymmetric standing facilities : an unexploited monetary policy tool / Pérez Quirós, Gabriel ; Rodríguez Mendizábal, Hugo ; Universitat Autònoma de Barcelona. Unitat de Fonaments de l'Anàlisi Econòmica ; Universitat Autònoma de Barcelona. Institut d'Anàlisi Econòmica
This paper analyzes the role of standing facilities in the determination of the demand for reserves in the overnight money market. In particular, we study how the asymmetric nature of the deposit and lending facilities could be used as a powerful policy tool for the simultaneous control of prices and quantities in the market for daily funds.
2010 (Working papers ; 795.09)  
3.
37 p, 261.7 KB Are the high-growth recovery periods over? / Rodríguez Mendizábal, Hugo ; Camacho, Máximo ; Pérez Quirós, Gabriel ; Universitat Autònoma de Barcelona. Unitat de Fonaments de l'Anàlisi Econòmica ; Universitat Autònoma de Barcelona. Institut d'Anàlisi Econòmica
We present evidence about the loss of the so-called "plucking effect", that is, a high-growth phase of the cycle typically observed at the end of recessions. This result matches the popular belief, presented informally by different authors, that the current recession will have permanent effects, or that the current recession will have an L shape versus the old-time recessions that have always had a V shape. [...]
2009 (Working papers ; 772.09)  
4.
36 p, 301.5 KB The daily market for funds in Europe : what has changed with the EMU? / Pérez Quirós, Gabriel ; Rodríguez Mendizábal, Hugo ; Universitat Autònoma de Barcelona. Unitat de Fonaments de l'Anàlisi Econòmica ; Universitat Autònoma de Barcelona. Institut d'Anàlisi Econòmica
This paper presents evidence that the existence of deposit and lending facilities combined with an averaging provision for the reserve requirement are powerful tools to stabilize the overnight rate. We reach this conclusion by comparing the behavior of this rate in Germany before and after the start of the EMU. [...]
2006 (Working papers ; 559.03)  
5.
33 p, 317.1 KB Interest rate determination in the interbank market / Gaspar, Vitor ; Pérez Quirós, Gabriel ; Rodríguez Mendizábal, Hugo ; Universitat Autònoma de Barcelona. Unitat de Fonaments de l'Anàlisi Econòmica ; Universitat Autònoma de Barcelona. Institut d'Anàlisi Econòmica
The purpose of this paper is to study the determinants of equilibrium in the market for daily funds. We use the EONIA panel database which includes daily information on the lending rates applied by contributing commercial banks. [...]
2006 (Working papers ; 603.04)  
6.
146 p, 1.0 MB Essays on the transmission mechanism of monetary policy / Moschitz, Julius ; Rodríguez Mendizábal, Hugo, dir. (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica) ; Pérez Quirós, Gabriel, dir
Esta tesis estudia los efectos y la eficacia de la política monetaria. A grandes rasgos, el banco central cambia los tipos de interés a corto plazo y, a través de la estructura temporal, también se ven afectados los tipos de interés a largo plazo. [...]
This thesis studies the effects and effectiveness of monetary policy. In a stylized way, the central bank changes the short-term interest rate and, via the term structure, long-term interest rates are affected. [...]

Bellaterra : Universitat Autònoma de Barcelona, 2005  
7.
14 p, 105.0 KB Three essays in non-linear macroeconometrics / Camacho Alonso, Máximo Cosme ; Pérez Quirós, Gabriel, dir.
Esta tesis trata de ser una contribución a la literatura en predicción con modelos no lineales en diversas vías. En el primer capítulo, se extienden a un contexto multivariante los modelos STAR para investigar las relaciones no lineales que aparecen entre la producción de la economía americana y el Composite index of Leading Indicators (CLI). [...]
This dissertation, is an attempt to contribute to the literature on nonlinear forecasting in several ways. In the first chapter, I extend to a multiple equation framework the STAR models in order to investigate the nonlinear interactions between US output (GDP) and the Composite index of Leading Indicators (CLI). [...]

Bellaterra : Universitat Autònoma de Barcelona, 2002
5 documents

Course materials 1 records found  
1.
1 p, 243.7 KB Mètodes Economètrics [22287] / Perez Quiros, Gabriel ; Universitat Autònoma de Barcelona. Facultat de Ciències Econòmiques i Empresarials
1997-98
Llicenciat en Economia [188]
Llicenciat en Administració i Direcció d'Empreses [191]  

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