7
H index
3
i10 index
160
Citations
Universidad Rey Juan Carlos | 7 H index 3 i10 index 160 Citations RESEARCH PRODUCTION: 17 Articles 4 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Pilar Abad. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Hacienda Pblica Espaola / Review of Public Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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IREA Working Papers / University of Barcelona, Research Institute of Applied Economics | 2 |
Year | Title of citing document |
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2021 | An Extensive Comparison of Some Well?Established Value at Risk Methods. (2021). Lettieri, Davi ; Ferioli, Eduardo ; Calmon, Wilson ; Pizzinga, Adrian ; Soares, Johann. In: International Statistical Review. RePEc:bla:istatr:v:89:y:2021:i:1:p:148-166. Full description at Econpapers || Download paper |
2022 | Euro 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. Full description at Econpapers || Download paper |
2022 | Predicting 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. Full description at Econpapers || Download paper |
2022 | Bond 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. Full description at Econpapers || Download paper |
2021 | Bank credit risk events and peers equity value. (2021). Robles Fernandez, M. Dolores ; Fuertes, Ana-Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000119. Full description at Econpapers || Download paper |
2022 | Bank 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. Full description at Econpapers || Download paper |
2022 | Regulatory 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. Full description at Econpapers || Download paper |
2022 | Time-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. Full description at Econpapers || Download paper |
2022 | Regulating 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. Full description at Econpapers || Download paper |
2021 | The Single Supervisory Mechanism and its implications for the profitability of European banks. (2021). Louri, Helen ; Dendramis, Yiannis ; Avgeri, I. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001013. Full description at Econpapers || Download paper |
2021 | The structure and degree of dependence in government bond markets. (2021). Vulanovic, Milos ; Swinkels, Laurens ; Piljak, Vanja ; Dimic, Nebojsa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001049. Full description at Econpapers || Download paper |
2021 | Bank foreign assets, government support and international spillover effects of sovereign rating events on bank stock prices. (2021). Moch, Nils ; Schertler, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:130:y:2021:i:c:s0378426621001461. Full description at Econpapers || Download paper |
2022 | Transnational 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. Full description at Econpapers || Download paper |
2021 | Do sovereign ratings cause instability in cross-border emerging CDS markets?. (2021). Gonzalez-Urteaga, Ana ; Ballester, Laura. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:643-663. Full description at Econpapers || Download paper |
2021 | The performance of politically connected firms in South East Europe: state capture or business capture?. (2021). Bartlett, Will. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:117481. Full description at Econpapers || Download paper |
2021 | The Degree of Integration of the Bulgarian and Croatian Government Bond Markets into the Eurozone Government Bond Market. (2021). Bukowska, Joanna. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:special4:p:412-420. Full description at Econpapers || Download paper |
2021 | Integration and Disintegration of EMU Government Bond Markets. (2021). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:13-:d:517289. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2021 | Market reaction to supranational banking supervision in Europe: Do firm- and country-specific factors matter?. (2021). Luna, Manuel ; Garcia-Olalla, Myriam. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:4:d:10.1007_s10663-020-09493-3. Full description at Econpapers || Download paper |
2022 | Transmission 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. Full description at Econpapers || Download paper |
2022 | Sovereign 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. Full description at Econpapers || Download paper |
2021 | When did the stock market start to react less to downgrades by Moody’s, S&P and Fitch?. (2021). Mossucca, Rossella ; Marandola, Ginevra. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:2:d:10.1007_s43546-021-00045-w. Full description at Econpapers || Download paper |
2021 | The dynamics between the stock market and exchange rates: Spain 1999–2015. (2021). Regulez-Castillo, Marta ; Luzarraga-Goitia, Joseba ; Rodriguez-Castellanos, Arturo. In: The European Journal of Finance. RePEc:taf:eurjfi:v:27:y:2021:i:7:p:655-678. Full description at Econpapers || Download paper |
2021 | GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks. (2021). Buczyński, Mateusz ; Chlebus, Marcin ; Buczyski, Mateusz. In: Working Papers. RePEc:war:wpaper:2021-08. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | European government bond market integration in turbulent times In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2014 | “European government bond market integration in turbulent timesâ€.(2014) In: IREA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2015 | The Risk–Return Binomial After Rating Changes In: Economic Notes. [Full Text][Citation analysis] | article | 0 |
2014 | Time†varying Integration in European Government Bond Markets In: European Financial Management. [Full Text][Citation analysis] | article | 13 |
2020 | Does the Single Supervisory Mechanism Reduce Overall Risk in the European Stock Market? In: Global Policy. [Full Text][Citation analysis] | article | 6 |
2009 | EMU and European government bond market integration In: Working Paper Series. [Full Text][Citation analysis] | paper | 76 |
2010 | EMU and European government bond market integration.(2010) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | article | |
2020 | Intra-industry transfer effects of credit risk news: Rated versus unrated rivals In: The British Accounting Review. [Full Text][Citation analysis] | article | 2 |
2019 | Informational role of rating revisions after reputational events and regulation reforms In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
2005 | An error correction factor model of term structure slopes in international swap markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
2018 | The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 8 |
2013 | A detailed comparison of value at risk estimates In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 10 |
2014 | Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 5 |
2014 | The Effects of Macroeconomic News Announcements during the Global Financial Crisis In: Contemporary Studies in Economic and Financial Analysis. [Full Text][Citation analysis] | chapter | 0 |
2016 | European Government Bond Market Contagion in Turbulent Times In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 1 |
2020 | A University Training Programme for Acquiring Entrepreneurial and Transversal Employability Skills, a Students’ Assessment In: Sustainability. [Full Text][Citation analysis] | article | 6 |
2002 | Características socioeconómicas y estructura de los hogares de las personas mayores en España In: Hacienda Pública Española / Review of Public Economics. [Full Text][Citation analysis] | article | 0 |
2006 | Social preferences measures and the quality of the job match for persons with disabilities. In: Hacienda Pública Española / Review of Public Economics. [Full Text][Citation analysis] | article | 0 |
2013 | “European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration†In: IREA Working Papers. [Full Text][Citation analysis] | paper | 3 |
2007 | Bond rating changes and stock returns: evidence from the Spanish stock market In: Spanish Economic Review. [Full Text][Citation analysis] | article | 7 |
2004 | Volatility transmission across the term structure of swap markets: international evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
2009 | ACCURATE OF VAR CALCULATED USING EMPIRICAL MODELS OF THE TERM STRUCTURE In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 2 |
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