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Number of items: 12.

Novales Cinca, Alfonso and Abad Romero, Pilar (2002) An error correction factor model of term structure slopes in international swaps markets. [Working Paper or Technical Report]

Abad Romero, Pilar and Robles Fernández, María Dolores and Cuervo, Gare (2013) Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market. [Working Paper or Technical Report] (Submitted)

Abad Romero, Pilar and Robles Fernández, María Dolores (2003) Contenido informativo de los cambios de rating en el mercado de valores español. [Working Paper or Technical Report]

Abad Romero, 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 Romero, Pilar and Robles Fernández, María Dolores (2012) Credit rating agencies and unsystematic risk: Is there a linkage? [Working Paper or Technical Report] (Submitted)

Abad Romero, 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 [Working Paper or Technical Report] (Unpublished)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 Romero, Pilar and Benito Muela, Sonia and Sánchez Granero, Miguel Angel and López, Carmen (2013) Evaluating the performance of the skewed distributions to forecast Value at Risk in the Global Financial Crisis. [Working Paper or Technical Report] (Unpublished)

Abad Romero, Pilar and Robles Fernández, María Dolores (2005) Risk and returns around bond rating changes: New evidence from the Spanish Stock Market. [Working Paper or Technical Report]

Novales Cinca, Alfonso and Abad Romero, Pilar (2002) Risk premia in the term structure of swaps in pesetas. [Working Paper or Technical Report]

Novales Cinca, Alfonso and Abad Romero, Pilar (2002) The forecasting ability of factor models of the term structure of IRS markets. [Working Paper or Technical Report]

Abad Romero, 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 Romero, 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]

This list was generated on Wed Apr 23 02:30:26 2014 CEST.