5
H index
4
i10 index
65
Citations
Gloria M. Soto : Citation Profile
Universidad de Murcia | RESEARCH PRODUCTION: 5 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2001 - 2010). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Gloria M. Soto. | Is cited by:
| Cites to:
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Main data
Where Gloria M. Soto has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Banking & Finance | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers. Serie EC / Instituto Valenciano de Investigaciones Econmicas, S.A. (Ivie) | 4 |
Recent works citing Gloria M. Soto (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2022 | Interest rate risk and monetary policy normalisation in the euro area. (2022). Reghezza, Alessio ; D'Acri, Costanza Rodriguez ; Pancotto, Livia ; Molyneux, Philip. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000274. Full description at Econpapers || Download paper |
| 2021 | Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits. (2021). Bravo, Jorge ; Oliveira, Luis ; Simes, Claudia. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:60-:d:524060. Full description at Econpapers || Download paper |
| 2021 | Immunizing a Marked-to-Model Obligation with Marked-to-Market Financial Instruments. (2021). Lapshin, Victor. In: HSE Working papers. RePEc:hig:wpaper:84/fe/2021. Full description at Econpapers || Download paper |
| 2021 | Relative pricing of French Treasury inflation-linked and nominal bonds: an empirical approach using arbitrage strategies. (2021). Fonseca, Jose S ; Severac, Beatrice. In: Portuguese Economic Journal. RePEc:spr:portec:v:20:y:2021:i:3:d:10.1007_s10258-020-00185-1. Full description at Econpapers || Download paper |
| 2021 | Towards an immunization perfect model?. (2021). Iturricastillo, Ivan ; de la Pea, Joseba Iaki ; Trigo, Eduardo ; Roman, Francisco ; Moreno, Rafael . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1181-1196. Full description at Econpapers || Download paper |
Works by Gloria M. Soto:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2001 | Immunization derived from a polynomial duration vector in the Spanish bond market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 11 |
| 2003 | Generalized M-vector models for hedging interest rate risk In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 11 |
| 2004 | Duration models and IRR management: A question of dimensions? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 9 |
| 2010 | Linear and nonlinear interest rate exposure in Spain In: Managerial Finance. [Full Text][Citation analysis] | article | 20 |
| 2002 | LA INMUNIZACIÓN FINANCIERA: EVALUACIÓN DE DIFERENTES ESTRUCTURAS DE CARTERA In: Working Papers. Serie EC. [Full Text][Citation analysis] | paper | 1 |
| 2002 | MODELOS DE DURACIÓN Y GESTIÓN DEL RIESGO DE INTERÉS: ¿UN PROBLEMA DE DIMENSIÓN? In: Working Papers. Serie EC. [Full Text][Citation analysis] | paper | 0 |
| 2006 | UN ESTUDIO EMPÃRICO DE TRANSMISIÓN MONETARIA EN EUROPA In: Working Papers. Serie EC. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Determinants of interest rate exposure of Spanish banking industry In: Working Papers. Serie EC. [Full Text][Citation analysis] | paper | 13 |
| 2008 | Monetary Transmission in the Term Structure of Interest Rates in Spain (1995-2003)/ Transmisión monetaria en la estructura temporal de tipos de interés en España, 1995-2003 In: Estudios de Economia Aplicada. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team