Pilar Abad : Citation Profile


Are you Pilar Abad?

Universidad Rey Juan Carlos

5

H index

2

i10 index

120

Citations

RESEARCH PRODUCTION:

10

Articles

16

Papers

RESEARCH ACTIVITY:

   14 years (2002 - 2016). See details.
   Cites by year: 8
   Journals where Pilar Abad has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 11 (8.4 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pab62
   Updated: 2020-01-18    RAS profile: 2015-06-28    
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Relations with other researchers


Works with:

Chuliá, Helena (4)

Robles Fernandez, M. Dolores (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Pilar Abad.

Is cited by:

Sosvilla-Rivero, Simon (8)

Gómez-Puig, Marta (7)

McAleer, Michael (5)

Allen, David (5)

Chang, Chia-Lin (5)

Georgoutsos, Dimitris (4)

Nguyen, Duc Khuong (4)

Migiakis, Petros (4)

perez-amaral, teodosio (4)

BEN AISSA, Mohamed (3)

Billio, Monica (3)

Cites to:

Robles Fernandez, M. Dolores (13)

Engle, Robert (11)

McAleer, Michael (8)

Gómez-Puig, Marta (8)

Weber, Martin (6)

Christiansen, Charlotte (6)

Campbell, John (6)

Bollerslev, Tim (6)

Pagano, Marco (6)

priestley, richard (5)

von Thadden, Ernst-Ludwig (5)

Main data


Where Pilar Abad has published?


Journals with more than one article published# docs
Hacienda Pblica Espaola2

Working Papers Series with more than one paper published# docs
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Econmicas y Empresariales, Instituto Complutense de Anlisis Econmico12
IREA Working Papers / University of Barcelona, Research Institute of Applied Economics2

Recent works citing Pilar Abad (2018 and 2017)


YearTitle of citing document
2018Return, shock and volatility spillovers between the bond markets of Turkey and developed countries. (2018). Bayraci, Seluk. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:135-144.

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2017Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data. (2017). Ayuso, mercedes ; Nielsen, Jens Perch ; Guillen, Montserrat. In: Working Papers. RePEc:bak:wpaper:201701.

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2018Ageing and health-related quality of life: evidence from Catalonia (Spain). (2018). Sole-Auro, Aida ; Alcaiz, Manuela. In: Working Papers. RePEc:bak:wpaper:201801.

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2017Examining the Developed and Emerging Bond Market Interactions: A VAR Analysis. (2017). Eyuboglu, Kemal . In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:2:p:139-156.

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2017The windowed scalogram difference: A novel wavelet tool for comparing time series. (2017). Bolos, V J ; Jammazi, R ; Ferrer, R ; Benitez, R. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:312:y:2017:i:c:p:49-65.

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2018Combining Value-at-Risk forecasts using penalized quantile regressions. (2018). Bayer, Sebastian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:56-77.

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2017Frontier and emerging government bond markets. (2017). Swinkels, Laurens ; Piljak, Vanja. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:232-255.

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2018Local currency systemic risk. (2018). Borri, Nicola. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:111-123.

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2017The effect of quantitative easing on the variance and covariance of the UK and US equity markets. (2017). Steeley, James ; Shogbuyi, Abiodun . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:281-291.

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2018Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Piljak, Vanja ; Kearney, Fearghal ; Fernandez, Viviana ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; Vu, Anh N ; McGee, Richard J ; Gonzalez-Urteaga, Ana ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:55
2019Informational role of rating revisions after reputational events and regulation reforms. (2019). Robles, M-Dolores ; Ferreras, Rodrigo ; Abad, Pilar. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:91-103.

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2017Which market integration measure?. (2017). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:150-174.

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2017Investor sentiment, flight-to-quality, and corporate bond comovement. (2017). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:112-132.

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2018The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions. (2018). ap Gwilym, Owain ; Alsakka, Rasha ; Abad, Pilar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:40-57.

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2017Volatility and public information flows: Evidence from disclosure and media coverage in the Japanese stock market. (2017). Aman, Hiroyuki ; Moriyasu, Hiroshi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:660-676.

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2018Co-movement between equity and bond markets. (2018). Sakemoto, Ryuta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:25-38.

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2017An integrated macro-financial risk-based approach to the stressed capital requirement. (2017). Liu, Xiaochun. In: Review of Financial Economics. RePEc:eee:revfin:v:34:y:2017:i:c:p:86-98.

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2019What Wavelet-Based Quantiles Can Suggest about the Stocks-Bond Interaction in the Emerging East Asian Economies?. (2019). Živkov, Dejan ; Stankovic, Milica ; Njegic, Jovan. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:69:y:2019:i:1:p:95-119.

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2019An Exposure of Commercial Banks in the Terms of an Impact of Government Bondholding with the Context of Its Risks and Implications. (2019). Ashiqur, Rahman ; Rozsa, Zoltan ; Gvozdiak, Vladimir ; Chovancova, Bozena. In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:15:y:2019:i:1:173-188.

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2017Is there a Long-Term Relationship among European Sovereign Bond Yields?. (2017). Ramirez, Miguel ; Schaeffer, Ian . In: Business and Economic Research. RePEc:mth:ber888:v:7:y:2017:i:1:p:68-86.

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2019Comparison of Country Ratings of Credit Rating Agencies with MOORA Method. (2019). Basar, Ozlem Deniz ; Genc, Elif Guneren. In: Business and Economics Research Journal. RePEc:ris:buecrj:0397.

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2019Dynamic integration and network structure of the EMU sovereign bond markets. (2019). Sensoy, Ahmet ; Hacihasanoglu, Erk ; Rostom, Ahmed ; Nguyen, Duc Khuong. In: Annals of Operations Research. RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2831-1.

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2019Forecasting government bond spreads with heuristic models: evidence from the Eurozone periphery. (2019). Zekaite, Zivile ; Stasinakis, Charalampos ; Fernandes, Filipa . In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2808-0.

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2018Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region. (2018). Deisting, Florent ; Pandey, Piyush ; Sehgal, Sanjay. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:2:d:10.1007_s40953-017-0090-7.

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2017Is there a Long-Term Relationship among European Sovereign Bond Yields?. (2017). Ramirez, Miguel ; Schaeffer, Ian . In: Working Papers. RePEc:tri:wpaper:1701.

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Works by Pilar Abad:


YearTitleTypeCited
2014European government bond market integration in turbulent times In: Working Papers.
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paper5
2014“European government bond market integration in turbulent times”.(2014) In: IREA Working Papers.
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This paper has another version. Agregated cites: 5
paper
2006Risk and Return Around Bond Rating Changes: New Evidence From the Spanish Stock Market In: Journal of Business Finance & Accounting.
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article11
2009EMU and European government bond market integration In: Working Paper Series.
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paper69
2010EMU and European government bond market integration.(2010) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 69
article
2005An error correction factor model of term structure slopes in international swap markets In: Journal of International Financial Markets, Institutions and Money.
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article2
2002An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets.(2002) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 2
paper
2013A detailed comparison of value at risk estimates In: Mathematics and Computers in Simulation (MATCOM).
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article8
2014Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market In: International Review of Economics & Finance.
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article5
2016European Government Bond Market Contagion in Turbulent Times In: Czech Journal of Economics and Finance (Finance a uver).
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article2
2002Características socioeconómicas y estructura de los hogares de las personas mayores en España In: Hacienda Pública Española.
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article0
2006Social preferences measures and the quality of the job match for persons with disabilities. In: Hacienda Pública Española.
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article0
2013“European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration” In: IREA Working Papers.
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paper3
2007Bond rating changes and stock returns: evidence from the Spanish stock market In: Spanish Economic Review.
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article6
2004Volatility transmission across the term structure of swap markets: international evidence In: Applied Financial Economics.
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article5
2002Volatility Transmission acros the Term Structure of Swap Markets: International Evidence.(2002) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 5
paper
2002Risk Premia in the Term Structure of Swaps in Pesetas In: Documentos de Trabajo del ICAE.
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paper2
2002The Forecasting Ability of Factor Models of the Term Structure of IRS Markets In: Documentos de Trabajo del ICAE.
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paper0
2003Contenido informativo de los cambios de Rating en el mercado de Valores Español In: Documentos de Trabajo del ICAE.
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paper0
2005Using The Nelson and Siegel Model of The term Structure in Value at Risk Estimation In: Documentos de Trabajo del ICAE.
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paper0
2006Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal In: Documentos de Trabajo del ICAE.
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paper0
2011Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence In: Documentos de Trabajo del ICAE.
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paper2
2011Determinants of trading activity after rating actions in the Corporate Debt Market In: Documentos de Trabajo del ICAE.
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paper0
2012Credit rating agencies and unsystematic risk: Is there a linkage? In: Documentos de Trabajo del ICAE.
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2013Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market In: Documentos de Trabajo del ICAE.
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2014The Risk-Return binomial after rating changes In: Documentos de Trabajo del ICAE.
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