| Number | Author | Title |
|---|---|---|
|
12/001 |
Iker Usobiaga | Pricing intra-day options |
|
12/002 |
Alejandro Tortosa | Stock indexes reply in poor liquid markets |
| 12/003 | Carlos Sánchez-Palencia |
Identification of sovereign CDS primes determinant factors: An international analysis |
|
12/004 |
Rubén Sánchez | Is VPIN useful in European Markets? |
|
12/005 |
Miguel A. Rodríguez | Risk premium of the sovereign bonds |
| Ana Mª Rivera | Temporary evolution of the half variance frontier and its relation with the real economy | |
|
12/007 |
Andrés Rivera | Stochastic Volatility - Heston Model |
| María Planas | Testing for predictive accurary under different error structures | |
| Paula Pardo | The conditional evaluation of the Colombian Mutual Funds | |
| David Martínez | Volatility dynamics in presence of seasonality | |
|
12/011 |
Itziar Garrote | Analysis of the risk primes movements of the Eurozone countries |
|
12/012 |
Aitor García | Empirical relations between spot prices in the electricity markets from France, Italy and Austria |
|
12/013 |
Javier García | An Analysis of the Bilateral Counterparty Value Adjustment for Interest Rate Swaps |
| Laura García | Value-at-risk estimator in probability | |
| Tania Fuertes | BFC: An efficient methodology in the solution of stochastic optimization models in two phases | |
|
12/016 |
Daniel Fuentes | Application of an asset allocation dynamic model to the European market |
| Sergio de Diego | The calculation of Malliavin: Application to the Greek count for European options within the Black-Scholes environment | |
|
12/018 |
Pedro Antonio da Silva | Intertemporal optimal demands for bonds and industry portfolios |
|
12/019 |
Teresa Collado | The effects of the crisis in the capital buffer |
|
12/020 |
Boris Castro | Empirical application of the mental measures and efficient portfolios |
| Patricia Canal | Selection of model regressions with changing coefficients based on the predictive capacity | |
| Antonio Arguedas | Callable Bonds: empirical study of its emission causes | |
| Aladin Wassim | Islamic and conventional bank margin's determinants: an evidence fron de GCC Region | |
| Verónica Calle | Analysis of the nature changes in the management commission of the Spanish investment funds | |
| José Antonio Chavarria | Prediction of the volatility through quantile regressions | |
| David E. Garzón | Asset allocation in hedge fund strategies under higher moments: non parametric and parametric model | |
| 12/027 | Ignacio Martín | Analysis of the relationship between volatility implicit coefficients, asymmetry and kurtosis in the market price of the options about the IBEX-35 and the macro economical variables |
