| Name | Author | Title |
|---|---|---|
| 16/001 |
Adrián Maizonada Benigno |
Relationships between interest rate changes and stock returns: International evidence using a quantile-on-quantile approach
|
| 16/002 |
Aitor Muguruza Gonzalez
|
Rough volatility: empirical evidence and extension to pricing |
| 16/003 |
Ana Maite Sesma
|
Models of practical application and BackTesting methods under FRTB |
| 16/004 |
Anna Gorris Costa
|
Banking Integration Evolution in the Eurozone: an analysis of the impact of the financial crisis |
| 16/005 |
Carlos Esparcia Sanchís |
Time-varying risk aversion. An application to European optimal portfolios
|
| 16/006 |
David Maldonado Sánchez |
Modelling of second moments in the actual scenario of currencies: Traditionals-Bitcoin |
| 16/007 |
Garazi Elorza |
Higher moments risk and the cross-section of stock returns
|
| 16/008 |
Guillermo Serna Calderón |
Riesgo de modelo en swaptions Bermuda: Reversion a la media del Hull & White |
| 16/009 |
Jagoba Carrasco Arjona
|
Solvencia II: Theoretical and practical analyisis |
|
Javier Garcia Rodríguez
|
Active and Passive stock market strategies in times of crisis
|
|
| Javier Ojea Ferreiro |
Modelling Default Risk Charge (DRC): Internal Model Approach
|
|
| Johan Alexander Ortega |
The oil and the gold. Good allies of variable income? |
|
| Jonathan Salgado Nieto |
Valuation of the IMVA through Longstaff-Schwartz regressors. |
|
|
Jone Ascorbebitia Bilbatua
|
The joint distribution of domestic indexes. An approach using conditional copulas
|
|
| Josu Iturrizaga Aranberri |
Comparison between active and passive management in the Spanish investments funds, 2006-2015 |
|
|
Luis Javier González Martín
|
ECB Monetary Policy against the risk of deflation
|
|
|
Maria Elena Monserrat Tolós
|
Smart beta ETF'S Performance: a europe- domiciled sample
|
|
| Maria Victoria Granero Amoraga |
Fundamental review of the trading book: Comparison between the current standard model and the standard model under FRTB |
|
|
Vanesa García Seligrat
|
German Natural Gas Seasonal effects on Futures Hedging
|
