Items
| Acceso | Vista previa | Fecha de publicación | Título | Autor/es |
 |  | 2021 | Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors | González-Urteaga, Ana; Nieto, Belén; Rubio Irigoyen, Gonzalo |
|  | sep-2020 | Modeling asset returns under time-varying semi-nonparametric distributions | León Valle, Ángel M.; Ñíguez, Trino-Manuel |
|  | mar-2020 | Estimating the expected shortfall of cryptocurrencies: An evaluation based on backtesting | Acereda Serrano, Beatriz; León Valle, Ángel M.; Mora-López, Juan |
|  | 2020 | Economic stress in non-poor Spanish households during the Great Recession | Ródenas, Carmen; Martí, Mónica; León Valle, Ángel M. |
 |  | dic-2019 | Direct Versus Iterated Multiperiod Volatility Forecasts | Ghysels, Eric; Plazzi, Alberto; Valkanov, Rossen, et al |
|  | ene-2020 | Determining factors in the choice of prices of tourist rental accommodation. New evidence using the quantile regression approach | Moreno-Izquierdo, Luis; Rubia, Antonio; Perles Ribes, José Francisco, et al |
 |  | nov-2019 | A forecasting analysis of risk‐neutral equity and Treasury volatilities | González-Urteaga, Ana; Nieto, Belén; Rubio Irigoyen, Gonzalo |
|  | 2018 | On multicollinearity and the value of the shape parameter in the term structure Nelson-Siegel model | León Valle, Ángel M.; Rubia, Antonio; Sanchis-Marco, Lidia |
|  | abr-2019 | Screening rules and portfolio performance | León Valle, Ángel M.; Navarro, Lluís; Nieto, Belén |
|  | dic-2017 | Sovereign tail risk | López Espinosa, Germán; Moreno, Antonio; Rubia, Antonio, et al |
|  | 1-sep-2016 | Quantile Regression for Long Memory Testing: A Case of Realized Volatility | Hassler, Uwe; Rodrigues, Paulo M.M.; Rubia, Antonio |
|  | sep-2015 | Systemic risk and asymmetric responses in the financial industry | López Espinosa, Germán; Moreno, Antonio; Rubia, Antonio, et al |
|  | ene-2017 | One-sided performance measures under Gram-Charlier distributions | León Valle, Ángel M.; Moreno, Manuel |
|  | sep-2018 | Bid–ask spread estimator from high and low daily prices: Practical implementation for corporate bonds | Nieto, Belén |
|  | 2017 | Measuring tail-risk cross-country exposures in the banking industry | Rubia, Antonio; Sanchís Marco, Lidia |
|  | 2018 | Real Earnings Management and Information Asymmetry in the Equity Market | Abad, David; Cutillas-Gomariz, M. Fuensanta; Sánchez-Ballesta, Juan P., et al |
|  | mar-2018 | Does IFRS Mandatory Adoption Affect Information Asymmetry in the Stock Market? | Abad, David; Cutillas-Gomariz, M. Fuensanta; Sánchez-Ballesta, Juan P., et al |
|  | ago-2017 | The short-term debt choice under asymmetric information | Abad, David; Sánchez-Ballesta, Juan P.; Yagüe, José |
|  | ene-2018 | Evaluating VPIN as a trigger for single-stock circuit breakers | Abad, David; Massot, Magdalena; Pascual, Roberto |
|  | jul-2017 | Does gender diversity on corporate boards reduce information asymmetry in equity markets? | Abad, David; Lucas-Pérez, María Encarnación; Minguez-Vera, Antonio, et al |
