| Refereed
journals: |
| “The
ECB Monetary Policy Strategy and the Money Markets” (with Vitor
Gaspar and Jorge Sicilia). Forthcoming,
International Journal of Finance and Economics.
ECB Working Paper 69. |
| “This
is What the Leading Indicators Lead” (with Maximo Camacho).
Forthcoming Journal of
Applied Econometrics and
ECB Working Paper Num 27. |
| “Business
Cycle Asymmetries in Stock Returns: Evidence from Higher Order
Moments and Conditional Densities” (with Allan Timmermann). Journal of Econometrics, Vol. 103 1-2. July 2001 and ECB
Working Paper Num 58. |
| “Output
Fluctuations in the United States: What has Changed since the Early
80s?” (with Margaret M. McConnell). American
Economic Review Vol
90, Num 5 December 2000. |
| “Firm
Size and Cyclical Variations in Stock Returns”(with Allan
Timmermann). The Journal of Finance, Vol 55, Number 3. June 2000. |
| “Decomposing
the Increased Stability of GDP Growth” (joint with Patricia Mosser
and Margaret McConnell). Current
Issues in Economics and Finance, September 1999. |
| “What
do the Leading Indicators Lead?”
(with James D. Hamilton) Journal
of Business. Vol 69, Number 1. January 1996. |
| “Intertemporal
Consumption and Current Account Balance in Spanish Economy.” (with
Arielle Beyaert and Jose Garcia). Revista
Espaňola de Economia. Vol 11. Number 1, 1994. (in
Spanish with English abstract). |
| Other
publications: |
| “Variations
in Stock Returns Around Turning Points of the Business Cycle” (with
Allan Timmermann). Forecasting
Volatility in the Financial Markets edited by John
Knight and Stephen Satchell. Butterworth Heinemann. Oxford. 1998 |
| |