University of Valencia logo Logo del portal

  • Estudiants del màster
Number Author Title
15/001 Ana Barreda Traver Effect on the listing of companies with the announcement of their inclusion in the IBEX35
15/002 David Cataño Eslava Effects of the scenarios proposed by EBA stress tests on traded bank stocks
15/003 Paula Cruz García Competition versus stability on the bank intermediation margins. International comparison
15/004 Miren del Ama Aramburu The cross-border spillover effect of credit rating events on sovereign CDS: evidence on the emerging markets
15/005 Ausias Fuster Dynamic portfolio analysis of minimum variance and lower partial moments
15/006 Catalina Úrsula Gaebler Palou Latency and market quality: The SIBE Smart case in the Spanish Market
15/007 Sebastián Gómez Barrero Relationship between stock and  CDS market: Analysis under a non-linear approach
15/008 Samuel A. Jiménez Jiménez Efficient calculation of the
CVA for real Fixed Income portfolios
15/009 Patricia Lluch Micó Riding and QE (Quantitative Easing) strategies
15/010 Nidia López Alonso Hedge against currency risk in international portfolios
15/011 María Cristina Martos Berbel Analysis on the test stress scenarios proposed by the EBA
15/012 Cristian Camilo Otero Pérez Exposure to exchange rates: Analysis of the emerging risk as an alternative of diversification
15/013 Héctor Pérez Herrero Interrelationships between credit and variable annuity within the sectoral European framework
15/014 Nerys Federico Ramírez Mordan Current state and financial effect of the stock reserves and the worldwide discoveries of oil
15/015 Elena Renedo Sánchez Volatility spillovers among alternative energy, oil and technology global markets
15/016 Angie J. Rodríguez Fermín The synchrony between the price of the stocks and the credit risk: empiric evidence of the USA
15/017 Marta Salvador Mas Products on baskets. Approach to the model risk
15/018 Eva Mª Vela Palomino Unlisted counterparts credit spread estimation of credit default swap
15/019 Fernando Villalba Chaves Correlated default probability in CVA
15/020 Germán A. Zumba Flores Pricing forward contracts in power markets: a comparative study for the Spanish case
15/021 Gladys Verónica Morales Noriega Financial contagion and interdependence in Latin America: analysis of financial shock transmissions of Brazil towards the rest of Latin American countries
15/022 Juari M. Ortiz Mejía Effect of the country factor in the volatility of the performance of the stocks of the European market

 

 
This website uses proprietary and third-party cookies for technical purposes, traffic analysis and to facilitate insertion of content in social networks on user request. If you continue to browse, we consider that you are accepting its use. For more information please consult ourcookies policy