4
H index
2
i10 index
47
Citations
Universidad Nacional de Educatión a Distancia | 4 H index 2 i10 index 47 Citations RESEARCH PRODUCTION: 29 Articles 6 Papers RESEARCH ACTIVITY: 19 years (2004 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pma420 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with MARIANO GONZALEZ SANCHEZ. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Mathematics | 3 |
Finance Research Letters | 3 |
Applied Econometrics and International Development | 2 |
Sustainability | 2 |
Research in International Business and Finance | 2 |
Year | Title of citing document |
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2024 | Option Pricing with Time-Varying Volatility Risk Aversion. (2022). Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2204.06943. Full description at Econpapers || Download paper |
2023 | How Wealthy are the Rich?. (2023). Milaković, Mishael ; Schulz, Jan. In: Review of Income and Wealth. RePEc:bla:revinw:v:69:y:2023:i:1:p:100-123. Full description at Econpapers || Download paper |
2024 | Medical service reform and government regulation in electric power enterprises from the perspective of health economics. (2024). Wang, Zehao ; Rong, Xueyun ; Guo, Xinyu. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003490. Full description at Econpapers || Download paper |
2023 | The impact of energy-exporting countries’ EPUs on China’s energy futures investors: Risk preference, investment position and investment horizon. (2023). Ouyang, Zhi-Yi ; Wang, Qunwei ; Dai, Peng-Fei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001921. Full description at Econpapers || Download paper |
2023 | Unraveling the relationship between betas and ESG scores through the Random Forests methodology. (2023). del Carmen, Maria ; Martin-Cervantes, Pedro Antonio. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:3:d:10.1057_s41283-023-00121-5. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | The Effects of IFRS Adoption on the Unconditional Conservatism of Spanish Listed Companies In: Australian Accounting Review. [Full Text][Citation analysis] | article | 1 |
2007 | Análisis de la eficiencia en la gestión de las fundaciones: una propuesta metodológica In: CIRIEC-España, revista de economía pública, social y cooperativa. [Full Text][Citation analysis] | article | 0 |
2004 | Análisis del nuevo acuerdo de capitales de Basilea (BIS-II): PYME-risk, country-risk y operational-risk In: I Simposio Docentes de Finanzas. [Full Text][Citation analysis] | paper | 1 |
2008 | La subvencion financiera del coste de la deuda: la importancia de la pregunta en la investigacion financiera In: Proyecciones Financieras y Valoración. [Full Text][Citation analysis] | paper | 0 |
2012 | The Cross Section of Expected Returns with MIDAS Betas In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 22 |
2005 | A Study of Country-Risk for Non-Developed Countries in 1980-2000. In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 0 |
2006 | WHY DO SPANISH SAVINGS BANKS INVEST IN THE STOCK CAPITAL OF PUBLICLY TRADED COMPANIES? In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 0 |
2004 | ¿A quien benefician los creditos FAD?. Los efectos de la ayuda ligada sobre la economia española In: Estudios Economicos de Desarrollo Internacional. [Full Text][Citation analysis] | article | 0 |
2005 | THE METHOD OF SIMULATED MAXIMUM LIKELIHOOD FOR THE ESTIMATON OF DYNAMIC ORDERED PROBIT: AN APPLICATION TO COUNTRY-RISK FOR NON-DEVELOPED COUNTRIES In: International Journal of Applied Econometrics and Quantitative Studies. [Full Text][Citation analysis] | article | 0 |
2016 | Asymmetric causality in-mean and in-variance among equity markets indexes In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2018 | Macroeconomic determinants of stock market betas In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 10 |
2023 | Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
2018 | Causality in the EMU sovereign bond markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2021 | Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2022 | Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2020 | Effects of uncertainty and risk aversion on the exposure of investment-style factor returns to real activity In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
2022 | Factorial asset pricing models using statistical anomalies In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
In: . [Full Text][Citation analysis] | article | 0 | |
2020 | Comparative analysis of interest rate term structures in the Solvency II environment In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
2008 | Where the dirty surplus accounting flows are? In: Review of Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
2020 | The influence of Google search index on stock markets: an analysis of causality in-mean and variance In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 0 |
In: . [Full Text][Citation analysis] | article | 0 | |
In: . [Full Text][Citation analysis] | article | 1 | |
In: . [Full Text][Citation analysis] | article | 0 | |
2020 | Greenhouse Gas Emissions Growth in Europe: A Comparative Analysis of Determinants In: Sustainability. [Full Text][Citation analysis] | article | 4 |
2021 | Board of Directors’ Remuneration, Employee Costs, and Layoffs: Evidence from Spain In: Sustainability. [Full Text][Citation analysis] | article | 0 |
2006 | Model Reduction Methods in Option Pricing In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
2006 | MODEL REDUCTION METHODS IN OPTION PRICING.(2006) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2008 | A cash flow distribution model: empirical analysis of Spanish firms In: International Journal of Accounting, Auditing and Performance Evaluation. [Full Text][Citation analysis] | article | 0 |
2006 | ANÃLISIS EMPÃRICO DE LOS DESTINOS DE LOS CASH FLOWS EN EMPRESAS ESPAÑOLAS In: Working Papers. Serie EC. [Full Text][Citation analysis] | paper | 0 |
2022 | Term Structure of Risk Factor Premiums Used for Pricing Asset: Emerging vs. Developed Markets In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
2022 | Market and model risks: a feasible joint estimate methodology In: Risk Management. [Full Text][Citation analysis] | article | 0 |
2012 | Egalitarian aid. The impact of aid on Latin American inequality. In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2022 | Causes of country-specific effect related to the value relevance of cash flows and earnings: evidence from France, Germany, Italy and Spain In: Cogent Business & Management. [Full Text][Citation analysis] | article | 0 |
2018 | Corporate reputation and firms performance: Evidence from Spain In: Corporate Social Responsibility and Environmental Management. [Full Text][Citation analysis] | article | 4 |
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