24/001 |
Torres Cota |
Gonzalo |
Efectos asimétricos de los componentes anticipados del sector bancario global sobre el sector bancario |
24/002 |
Tapia Herrero |
Janire |
Age, time and cohort effects on the asset allocation of European householsds' portfolio |
24/003 |
Rodríguez Ortíz |
Iván |
Realized volatility y Value-at-Rosk: ganancia en precisión de la predicción de modelos GARCH y GAS |
24/004 |
Pérez Díez |
Nerea |
Variability in risk weighted assets. On the relevance of credit risk and macrofinacial variable |
24/005 |
Manero Martínez |
Javier |
A study of the Rough Quadratic Heston applied on the EUROSTOXX 50 index |
24/006 |
Matiz Velandia |
Sergio |
Una mirada alternativa a la estimación de Recovery Rates. Análisis de sensibilidad y aplicación a mercado |
24/007 |
López Fernández |
Jon |
Performance and net subscriptions of investment funds with sustainability atributes: An analysis folowing in introduction of the EU SFDR regulation |
24/008 |
Kelly Fernández |
Sean |
Do EGS scores produce better performance? Evidence from Latin Amárica |
24/009 |
Fengyu |
Lin |
Análisis de la conectividad, causalidad y ratio de cobertura de diversas medidas de incertidumbre con el bono verde |
24/010 |
García Monje |
Eneko |
Deconstructing ESG premiums: An industrial approach |
24/011 |
Gamboa Elizalde |
Javier |
Assessing the diversifying role on real estate across asset classes: perfomance and downside risk analysis |
24/012 |
García |
Sergio |
Causa de la baja rentabilidad de los sectores bancarios europeos frente al estadounidense |
24/013 |
García Belles |
Alba |
Reacción del mercado de CDS europeo a los anuncios de emisión de bonos verdes soberanos |
24/014 |
Cerezo Caballero |
Miguel Ángel |
A shot noise model with stochastic volatility |
24/015 |
Ariza Domingo |
Juan |
Explosiveness in the renewable energy equity sector: international evidence |