Professor Jose Olmo

Research interests

Financial econometrics

Time series analysis

Financial economics

Accepting applications from PhD students.

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Jose Olmo is part-time professor at ��ɫ��Ƶ. He has published in international journals such as International Economic Review, Journal of Business and Economic Statistics, Journal of Money, Credit and Banking, Journal of Applied Econometrics and Journal of Banking and Finance, among many others. He also served as Associate Editor for Journal of Royal Statistical Society - Series A and Bulleting of Economic Research. Currently, he is in the editorial board of International Journal of Finance and Economics.

Personal website:

Publications

81 publications

Page 3 of 9

Hector Calvo-Pardo, Tullio Mancini & Jose Olmo, 2022, Journal of Risk and Financial Management, 15(2)

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Tullio Mancini, Hector Calvo-Pardo & Jose Olmo, 2021, Neural Networks : the official journal of the International Neural Network Society, 144, 113-128

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Ricardo Laborda & Jose Olmo, 2021, Research in International Business and Finance, 57

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Hector Calvo-Pardo, Jose Olmo & Tullio Mancini, 2021

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Jose Olmo & Marcos Sanso‐navarro, 2021, Papers in Regional Science, 100(5), 1209-1229

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Burcu Kapar & Jose Olmo, 2021, The World Economy, 44(1), 45-63

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Jose Olmo, 2021, Quantitative Finance, 21(9), 1475-1490

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Maria Kyriacou, Jose Olmo & Marius Strittmatter, 2020, Journal of Futures Markets, 1-20

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Hector Calvo-Pardo, Tullio Mancini & Jose Olmo, 2020, International Journal of Forecasting, 37(2), 920-940

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Hector Calvo-Pardo, Jose Olmo & Tullio Mancini, 2020, Journal of Risk and Financial Management, 13(11), 1-22

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Research interests

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