Authors: Hevia, Constantino Petrella, Ivan Sola, Martin

Citation: Hevia, Constantino et al., Risk premia and seasonality in commodity futures, Journal of applied econometrics , 33(6), 2018, pp. 853-873

Authors: Hevia, Constantino Gonzalez-Rozada, Martin Sola, Martin Spagnolo, Fabio

Citation: Hevia, Constantino et al., Estmating and forecasting the yield curve using a Markov switching dynamic Nelson and Siegel model, Journal of applied econometrics , 30(6), 2015, pp. 987-1009