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Gabriel Perez Quiros
Macroeconomic Studies Unit
Monetary and Financial Studies Department
DG Economics, Statistics, and Research
- Address: Calle Alcalá 48, 28014 Madrid, España
- e-mail: email@example.com
Fields of Interest
- No Fields of Interest specified
- No JEL Codes specified.
Selected Publications and Working Papers
“Do European business cycles look like one?”
Maximo Camacho, Gabriel Perez Quiros, Lorena Saiz (2008-07)
Journal of Economic Dynamics and Control - 32 (7), pp. 2165-90.
- Supplementary files: Banco de España Working Paper #0518
“Jump and rest effects in the US Business Cycle”
Maximo Camacho, Gabriel Perez Quiros (2007-12)
Studies in Nonlinear Dynamics and Econometrics - Vol. 11, Issue 4, Article 3.
- Supplementary files: Banco de España Working Paper #0507
“Interest rate dispersion and volatility in the market for daily funds”
Vitor Gaspar, Gabriel Perez Quiros, Hugo Rodriguez (2008-04)
European Economic Review - 52 (3), pp. 387-588
JEL codes: E52, E58
“The Daily Market for Funds in Europe. Has Something Changed with the EMU?”
Gabriel Perez Quiros, Hugo Rodriguez
Journal of Money Credit and Banking - 38(1), February 2006, pp. 91-110
- Supplementary files: ECB Working Paper #67
“This is What the Leading Indicators Lead”
Maximo Camacho, Gabriel Perez Quiros
Journal of Applied Econometrics - 17: pp. 61-80. February 2002
“Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities”
Gabriel Perez Quiros and Allan Timmermann (2001-07)
Journal of Econometrics - 103(1-2). July 2001
“Firm Size and Cyclical Variations in Stock Returns”
Gabriel Perez Quiros, Allan Timmermann
The Journal of Finance - 55(3), June 2000.
“Output Fluctuations in the United States: What has Changed since the Early 80s?”
Margaret McConnell, Gabriel Perez Quiros
American Economic Review - 90(5) December 2000.