| 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 |
