foto Laura Ballester Miquel
LAURA BALLESTER MIQUEL
PDI Titular d'Universitat
Secretari/a de Departament
Coordinador/a Curs
Knowledge area: FINANCIAL ECONOMICS AND ACCOUNTANCY
Department: Financial and Actuarial Economics
Office 5B07 Faculty of Economics University of Valencia Avenida de los Naranjos s/n 46022 Valencia
(9616) 25079
Biography

Framed within the field of ​​quantitative finance, my research career has been mainly focused on the analysis and measurement of financial risks, specifically the study of interest rate risk and credit risk. With regard to my research on the management of interest risk, this has focused on determining the incidence of interest rate risk in the Spanish banking sector by measuring the sensitivity of credit institutions to interest rate movements. Regarding the credit risk studies, these have focused on the analysis of the transmission and contagion of this type of risk, measured through the credit default swap (CDS) market, both for the European and American markets. 

In relation to other aspects of my research career, I have participated in several research projects of a competitive nature in the field of finance and I have been a principal researcher in a project of the University of Valencia (2013) and the Ramón Areces Foundation (2014-2016). I have completed two visiting researches at Cass Business School (City University London) and I received the Doctoral Thesis Prize (2010) from the Economic and Social Council of the Valencian Community and the Teaching Excellence Award (2019) from the Social Council of the University of Valencia. I have been a speaker at more than 38 national and international conferences, and I have attended more than 25 courses related to research and teaching.

I have a six-year period of research and accreditation for tenured university professors recognized by ANECA. I have published in prestigious journals such as Emerging Markets Review, Journal of Empirical Finance, International Review of Financial Analysis, International Review of Economics and Finance, Mathematic, Finance Research Letters, Research in International Business and Finance, Spanish Journal of Finance and Accounting and Spanish Review of Financial Economics. Finally, I have been the organizer of the 15th INFINITI Conference on International Finance held at the Faculty of Economics of the University of Valencia in 2017, I have been a member of the academic committee of the Chair in International Finance of Banco Santander from 2014 to 2018 and I am since 2020 associate editor of the journal Finance Research Letters.

Subjects taught and teaching methods
35871 - External internshipsPrácticum
35872 - Degree Final projectWork end of studies
35947 - Fixed-income markets and stocksComputer Classroom, Theory
36119 - FinancePractices, Theory
36130 - Final projectWork end of studies
36165 - External internshipsPrácticum
42209 - Research projectWork end of studies
43794 - External internshipsPractices
43795 - Master's Final ProjectWork end of studies
43797 - Credit rirsk and securitisationPractices, Theory
Tutorials
First semester
Wednesday de 11:00 a 14:00. DESPACHO 5B07
Observations
You participate in the electronic tutoring program of the Universitat de València
Academic training
Journal Publications
Other Tasks
Other publications
Previous Tasks
Stays abroad in Research Centers
Participations in Conferences
Projects
Thesis, minor thesis and research reports