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09/001 |
Julen Alvarez Aramberri |
Valuation of self-cancelling deposits under GARCH volatility models |
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09/002 |
Alejandro Barrachina Monfort |
Multiplicity and indeterminacy of the financial stability: restrictions to the investment and generalised logarithmic utility |
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09/003 |
Fernanda Díaz Rodríguez |
Assessing seasonality in the commodities |
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09/004 |
Idoya Ferrero Ferrero |
Approach to the corporate governance in the Spanish banking system: relations between the compensation of the executives and the results |
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09/005 |
María del Carmen Gisbert Talens |
Term structure of commodity prices with scarce market data |
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09/006 |
María José Huete García |
“Credit Crunch” and the interest rate curve of the interbank lending market: a new paradigm |
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09/007 |
Natacha Leal Guisard |
Time-varying beta in emerging countries: evidence from the brazilian stock market |
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09/008 |
Beatriz Martínez Martínez |
Coverage with futures contracts in European gas markets (Presentation) |
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09/009 |
Vicente Medina Martínez |
Stylised facts in the yields of CO2 |
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09/010 |
Ryan Monkerud Garreta |
Exogenous prepayments and their influence on the value of a mortgage’s refinancing option |
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09/011 |
Álvaro Montealegre Moyano |
Zero-coupond bond estimation and volatilities term-structure: impact on interest rate derivatives |
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09/012 |
Fernando Ruiz García |
Asset allocation in presence of systemic risk |
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09/013 |
Jorge Enrique Ruiz Trujillo |
The measurement of the efficiency with the directional movement business rule in the equity markets of Colombia and Spain |
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09/014 |
Enrique Salvador Aragó |
Models of change of regime in volatility: application for the dynamic coverage of the IBEX-35 |
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09/015 |
Carlos Salvador Muñoz |
Interaction between the macroeconomic activity and the stock market |
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09/016 |
Lidia Sanchis Marco |
The value of liquidity and trading activity in forecasting downside risk |
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09/017 |
Naiara Beaskoetxea Zenarruzabeitia |
Typologies on the Spanish survey of household finances |
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09/018 |
Peio Zuazo Garin |
Foster and Hart risk index: applications in finances |
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09/019 |
Manuel García García |
Valuation models of the financial viability/solvency/sustainability of the pay-as-you-go pension schemes |
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09/020 |
Elsa Sáenz Rodrigo |
Determinants of the evolution of the rates of credit |
