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  • Estudiants del màster
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


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