E-Prints Complutense

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 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 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]