Description
Analysis of efficiency in financial markets. Identification of arbitrage opportunities through the use of high frequency databases. Estimation of the risk premium in both equities and loans. Analysis of volatility transmission between markets.
Keywords
efficiency, markets, arbitrage, risk premium, volatility
Manager UV
- Pardo Tornero, Angel
- PDI-Catedratic/a d'Universitat
- Coordinador/a de Programa de Doctorat
Frascati classification
