7
H index
3
i10 index
162
Citations
Pilar Abad : Citation Profile
Universidad Rey Juan Carlos | RESEARCH PRODUCTION: 17 Articles 4 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2002 - 2020). Relations with other researchers
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:
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Main data
Where Pilar Abad has published?
| Journals with more than one article published | # docs |
|---|---|
| Hacienda Pblica Espaola / Review of Public Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| IREA Working Papers / University of Barcelona, Research Institute of Applied Economics | 2 |
Recent works citing Pilar Abad (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 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 |
| 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 |
| 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 |
| 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 |
| 2023 | Assessing 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. 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 |
Works by Pilar Abad:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 12 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team