Pilar Abad : Citation Profile


Are you Pilar Abad?

Universidad Rey Juan Carlos

7

H index

3

i10 index

162

Citations

RESEARCH PRODUCTION:

17

Articles

4

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (2002 - 2020). See details.
   Cites by year: 9
   Journals where Pilar Abad has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 11 (6.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pab62
   Updated: 2023-11-04    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Robles Fernandez, M. Dolores (3)

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 (9)

Gómez-Puig, Marta (8)

Nguyen, Duc Khuong (6)

Zaghini, Andrea (4)

Guillen, Montserrat (4)

Allen, David (4)

Chang, Chia-Lin (4)

Georgoutsos, Dimitris (4)

Piljak, Vanja (4)

Migiakis, Petros (4)

Vizek, Maruška (4)

Cites to:

Pagano, Marco (13)

Engle, Robert (9)

von Thadden, Ernst-Ludwig (9)

Gómez-Puig, Marta (8)

Campbell, John (8)

Wu, Eliza (7)

Jorion, Philippe (7)

Christiansen, Charlotte (7)

priestley, richard (7)

Chuliá, Helena (7)

HARDOUVELIS, GIKAS (6)

Main data


Where Pilar Abad has published?


Journals with more than one article published# docs
Hacienda Pblica Espaola / Review of Public Economics2

Working Papers Series with more than one paper published# docs
IREA Working Papers / University of Barcelona, Research Institute of Applied Economics2

Recent works citing Pilar Abad (2023 and 2022)


YearTitle of citing document
2022Euro Area: Towards a European Common Bond? – Empirical Evidence from the Sovereign Debt Markets. (2022). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:60:y:2022:i:4:p:1019-1046.

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2022Predicting industry sectors from financial statements: An illustration of machine learning in accounting research. (2022). van der Heijden, Hans. In: The British Accounting Review. RePEc:eee:bracre:v:54:y:2022:i:5:s0890838922000257.

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2022Bond markets integration in the EU: New empirical evidence from the Eastern non-euro member-states. (2022). Kiohos, Apostolos ; Stoupos, Nikolaos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001620.

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2022Bank ownership and stock price informativeness. Does politics matter?. (2022). Lin, Kun-Li ; Doan, Anh-Tuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003069.

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2022Regulatory technology (Reg-Tech) in financial stability supervision: Taxonomy, key methods, applications and future directions. (2022). Ergu, Daji ; Qian, Qian ; Li, Tie ; Chen, Jia ; Ran, Qin ; Chao, Xiangrui. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000035.

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2022Time-varying pricing of risk in sovereign bond futures returns. (2022). Malinska, Barbora. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004955.

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2022Regulating rating agencies: A conservative behavioural change. (2022). Mantovan, Noemi ; ap Gwilym, Owain ; Alsakka, Rasha ; Jones, Laurence. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000274.

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2022Transnational spillover effects of European sovereign rating signals on bank stock returns. (2022). Trautwein, Hans-Michael ; Prokop, Jorg ; Hu, Haoshen. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:171-182.

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2022The Bias Analysis of Oil and Gas Companies’ Credit Ratings Based on Textual Risk Disclosures. (2022). Yao, Yinhong ; Han, Chen ; Wei, LU. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:7:p:2390-:d:778908.

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2022.

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2023.

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2023Assessing the importance of the choice threshold in quantifying market risk under the POT approach (EVT). (2023). Navarro, Angeles M ; Lopez-Martin, Carmen ; Benito, Sonia. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00106-w.

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2022Transmission of the Greek crisis on the sovereign debt markets in the euro area. (2022). Tahi, Sofiane ; Bellalah, Makram ; Kchaou, Oussama. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-03938-z.

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2022Sovereign bond market integration in the euro area: a new empirical conceptualization. (2022). Dufrenot, Gilles ; Jawadi, Fredj ; Ftiti, Zied. In: Annals of Operations Research. RePEc:spr:annopr:v:318:y:2022:i:1:d:10.1007_s10479-022-04847-5.

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Works by Pilar Abad:


YearTitleTypeCited
2014European government bond market integration in turbulent times In: Working Papers.
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paper8
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: 8
paper
2015The Risk–Return Binomial After Rating Changes In: Economic Notes.
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article0
2014Time†varying Integration in European Government Bond Markets In: European Financial Management.
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article13
2020Does the Single Supervisory Mechanism Reduce Overall Risk in the European Stock Market? In: Global Policy.
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article6
2009EMU and European government bond market integration In: Working Paper Series.
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paper76
2010EMU and European government bond market integration.(2010) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 76
article
2020Intra-industry transfer effects of credit risk news: Rated versus unrated rivals In: The British Accounting Review.
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article2
2019Informational role of rating revisions after reputational events and regulation reforms In: International Review of Financial Analysis.
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article5
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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article1
2018The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions In: Journal of International Money and Finance.
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article8
2013A detailed comparison of value at risk estimates In: Mathematics and Computers in Simulation (MATCOM).
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article12
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
2014The Effects of Macroeconomic News Announcements during the Global Financial Crisis In: Contemporary Studies in Economic and Financial Analysis.
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chapter0
2016European Government Bond Market Contagion in Turbulent Times In: Czech Journal of Economics and Finance (Finance a uver).
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article1
2020A University Training Programme for Acquiring Entrepreneurial and Transversal Employability Skills, a Students’ Assessment In: Sustainability.
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article6
2002Características socioeconómicas y estructura de los hogares de las personas mayores en España In: Hacienda Pública Española / Review of Public Economics.
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article0
2006Social preferences measures and the quality of the job match for persons with disabilities. In: Hacienda Pública Española / Review of Public Economics.
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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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article7
2004Volatility transmission across the term structure of swap markets: international evidence In: Applied Financial Economics.
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article7
2009ACCURATE OF VAR CALCULATED USING EMPIRICAL MODELS OF THE TERM STRUCTURE In: International Journal of Theoretical and Applied Finance (IJTAF).
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article2

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