Publicaciones (18) Publicaciones en las que ha participado algún/a investigador/a

2011

  1. A statistical test for forecast evaluation under a discrete loss function

    Documentos de Trabajo (ICAE)

  2. An impure public good model with lotteries in large groups

    Documentos de Trabajo (ICAE)

  3. Causality and contagion in peripheral EMU public debt markets: a dynamic approach

    Documents de Treball ( IREA )

  4. Causality and contagion in peripheral EMU public debt markets: a dynamic approach

    Documentos de trabajo = Working Papers ( Instituto Complutense de Estudios Internacionales ): Nueva época

  5. Convergence and Cointegration

    Documentos de Trabajo (ICAE)

  6. Credit Rating Announcements, Trading Activity and Yield Spreads:: The Spanish Evidence

    Documentos de Trabajo (ICAE)

  7. Determinants of trading activity after rating actions in the Corporate Debt Market

    Documentos de Trabajo (ICAE)

  8. Foreword

    Research on Economic Inequality

  9. GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies

    Documentos de Trabajo (ICAE)

  10. Historical financial analogies of the current crisis

    Documentos de trabajo = Working Papers ( Instituto Complutense de Estudios Internacionales ): Nueva época

  11. International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord

    Documentos de Trabajo (ICAE)

  12. Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures

    Documentos de Trabajo (ICAE)

  13. Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures

    Documentos de Trabajo (ICAE)

  14. The Rise and Fall of S&P500 Variance Futures

    Documentos de Trabajo (ICAE)

  15. The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis

    Documentos de trabajo = Working Papers ( Instituto Complutense de Estudios Internacionales ): Nueva época

  16. Variance Swaps and Intertemporal Asset Pricing

    Documentos de Trabajo (ICAE)

  17. Volatility in EMU sovereign bond yields: permanent and transitory components

    Documentos de trabajo = Working Papers ( Instituto Complutense de Estudios Internacionales ): Nueva época

  18. Why do variance swaps exist?

    Documentos de Trabajo (ICAE)