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11/001 |
Jose Maria Ballester Andreu |
Empirical relationships between the spot, future and forward prices of the Iberian Electricity Market (MIBEL) |
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11/002 |
Fátima Colomina |
Determinants of the market share of the Spanish management firms |
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11/003 |
Ana Casanovas Escoms |
Liquidity in the market of Spanish public debt and the 2008 crisis |
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11/004 |
Gare Cuervo |
Changes in the corporate debt rating and the liquidity of the shares: evidence in the Spanish market |
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11/005 |
Ana María Escribano |
The life cycle of the liquidity of the US Treasury bonds |
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11/006 |
Marco M. García-Alonso |
On the empirical behavior of stochastic volatility models. Do skewness and kurtosis matter? |
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11/007 |
Raquel Gutiérrez López |
Credit, default and economic growth (1995-2010): a comparative analysis for Spain and United States |
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11/008 |
Fernando Palao Sánchez |
Price and size clustering in CO2 |
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11/009 |
Walter Paiva |
Omega performance measure under non-gausian enviroments |
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11/010 |
Josep Pérez |
Effort selection and portfolio for managers with stock options |
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11/011 |
Gracia Romero |
Analysing the dynamics of the refining margin |
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11/012 |
Edurne Villanueva Sánchez |
Investment strategies based on inclusions and exclusions of the IBEX-35 |
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11/013 |
Yi Yang |
Explicit finite difference scheme for Heston model and its application |
