![]() | Up a level |
Abad, Pilar and Díaz, Antonio and Robles-Fernandez, M. D. (2011) Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence. [Working Paper or Technical Report]
Abad, Pilar and Diaz, Antonio and Robles-Fernandez, M. Dolores (2011) Determinants of trading activity after rating actions in the Corporate Debt Market. [Working Paper or Technical Report] (Unpublished)
Abad, Pilar and Benito Muela, Sonia (2005) Using The Nelson and Siegel Model of The term Structure in Value at Risk Estimation. [Working Paper or Technical Report]
Abad, Pilar and Benito Muela, Sonia (2006) Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal. [Working Paper or Technical Report]
Abad , Pilar and Novales Cinca, Alfonso (2002) Volatility transmission acros the term structure of swap markets: international evidence. [Working Paper or Technical Report]