Pilar Abad : Citation Profile

Are you Pilar Abad?

Universidad Rey Juan Carlos

7

H index

3

i10 index

160

Citations

RESEARCH PRODUCTION:

17

Articles

4

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (2002 - 2020). See details.
   Cites by year: 8
   Journals where Pilar Abad has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 11 (6.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pab62
   Updated: 2023-08-19    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)

Guillen, Montserrat (4)

Tkalec, Marina (4)

Zaghini, Andrea (4)

Allen, David (4)

Migiakis, Petros (4)

Piljak, Vanja (4)

Chang, Chia-Lin (4)

Georgoutsos, Dimitris (4)

Cites to:

Pagano, Marco (13)

Engle, Robert (9)

von Thadden, Ernst-Ludwig (9)

Campbell, John (8)

Gómez-Puig, Marta (8)

priestley, richard (7)

Christiansen, Charlotte (7)

Wu, Eliza (7)

Jorion, Philippe (7)

Chuliá, Helena (7)

merton, robert (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 (2022 and 2021)

YearTitle of citing document
2021An 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.

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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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2021Bank 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.

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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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2021The 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.

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2021The 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.

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2021Bank 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.

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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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2021Do 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.

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2021The 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.

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2021The 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.

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2021Integration 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.

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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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2021Market 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.

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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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2021When 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.

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2021The 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.

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2021GARCHNet - 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.

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Works by Pilar Abad:

YearTitleTypeCited
2014European government bond market integration in turbulent times In: Working Papers.
[Full Text][Citation analysis]		paper8
2014“European government bond market integration in turbulent times”.(2014) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2015The Risk–Return Binomial After Rating Changes In: Economic Notes.
[Full Text][Citation analysis]		article0
2014Time†varying Integration in European Government Bond Markets In: European Financial Management.
[Full Text][Citation analysis]		article13
2020Does the Single Supervisory Mechanism Reduce Overall Risk in the European Stock Market? In: Global Policy.
[Full Text][Citation analysis]		article6
2009EMU and European government bond market integration In: Working Paper Series.
[Full Text][Citation analysis]		paper76
2010EMU 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
2020Intra-industry transfer effects of credit risk news: Rated versus unrated rivals In: The British Accounting Review.
[Full Text][Citation analysis]		article2
2019Informational role of rating revisions after reputational events and regulation reforms In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2005An 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]		article1
2018The 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]		article8
2013A detailed comparison of value at risk estimates In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article10
2014Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article5
2014The Effects of Macroeconomic News Announcements during the Global Financial Crisis In: Contemporary Studies in Economic and Financial Analysis.
[Full Text][Citation analysis]		chapter0
2016European Government Bond Market Contagion in Turbulent Times In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article1
2020A University Training Programme for Acquiring Entrepreneurial and Transversal Employability Skills, a Students’ Assessment In: Sustainability.
[Full Text][Citation analysis]		article6
2002Características socioeconómicas y estructura de los hogares de las personas mayores en España In: Hacienda Pública Española / Review of Public Economics.
[Full Text][Citation analysis]		article0
2006Social 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]		article0
2013“European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration” In: IREA Working Papers.
[Full Text][Citation analysis]		paper3
2007Bond rating changes and stock returns: evidence from the Spanish stock market In: Spanish Economic Review.
[Full Text][Citation analysis]		article7
2004Volatility transmission across the term structure of swap markets: international evidence In: Applied Financial Economics.
[Full Text][Citation analysis]		article7
2009ACCURATE OF VAR CALCULATED USING EMPIRICAL MODELS OF THE TERM STRUCTURE In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article2

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