| Number | Author | Title |
|---|---|---|
| 14/001 | Aitor Fiz |
Pairs Trading: An Empirical Study |
| 14/002 | Alberto Sánchez Martín |
Estimate in variant coverage ratios in the minimum variance time from an Markov-Regime-Switching approach: Analysis with oil, gold and wheat |
| 14/003 | Aritz Armesto Pinillos |
What can metals offer to bond investors? |
| 14/004 | Clàudia Gregori Mallorquín |
Asymmetry effects, kurtosis and copulas in portfolio evaluation measures |
| 14/005 | Daniel Barcaicoa Barber |
Valuation of assets derived about merchandise when the efficiency for convenience converges in a cyclic measure |
| 14/006 | Eduardo García Fernández |
SGIIC ranking based on classic performance measures. |
| 14/007 |
Giovana Muñoz Sagarvinaga |
Can Forward types be used to improve the predictions of future interest rates? |
| 14/008 |
Gorka Koldo González Sáez |
Fourier transform methods for opcion pricing: An application to extended Heston-type models |
| 14/009 |
Iñaki Ramos Ortiz |
Spanish emitters coverage of Credit Defeult Swaps |
| 14/010 |
Luis David González Delgado |
What explains the Tendency behaviour in Commodities prices? |
| 14/011 |
Maite Cubas Díaz |
Why do not Spanish investors like SRI funds? |
| 14/012 |
Marcos de Castro Riesco |
CVA calculation in the presence of correlation among counterparts non-payments |
| 14/013 |
Mikel Picallo Guembe |
Sector analysis of the impact of the electricity price variations in the Spanish equity market. |
| 14/014 |
Rodrigo Ferreras Labra |
Intra-industry Spillover Effects of Debt Rating News: Risks and Returns |
