8
H index
4
i10 index
185
Citations
Pilar Abad : Citation Profile
Universidad Rey Juan Carlos | RESEARCH PRODUCTION: 17 Articles 16 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 |
|---|---|
| Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Econmicas y Empresariales, Instituto Complutense de Anlisis Econmico | 12 |
| IREA Working Papers / University of Barcelona, Research Institute of Applied Economics | 2 |
Recent works citing Pilar Abad (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Does membership of the EMU matter for economic and financial outcomes?. (2024). Song, Suyong ; Kishor, N ; Ardakani, Omid M. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:3:p:416-447. Full description at Econpapers || Download paper |
| 2024 | Discrepancy and cross-regional bias in sovereign credit ratings: Analyzing the role of public debt. (2024). Nguimkeu, Pierre ; ben Hmiden, Oussama ; Avele, Donatien ; Tatoutchoup, Didier. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004121. Full description at Econpapers || Download paper |
| 2024 | Financial stability policy and downside risk in stock returns. (2024). Yang, Jianlei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001219. Full description at Econpapers || Download paper |
| 2025 | Through the looking glass: Unveiling geopolitical risks and sovereign bond spillovers in the eurozone. (2025). Jiang, Yong ; Dai, Jia-Hang ; Ren, Yi-Shuai ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002777. Full description at Econpapers || Download paper |
| 2025 | Conditional generalized quantiles as systemic risk measures: Properties, estimation, and application. (2025). Syuhada, Khreshna ; Salman, A. N. M., ; Hakim, Arief. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:235:y:2025:i:c:p:60-84. Full description at Econpapers || Download paper |
| 2024 | Managing portfolio risk during crisis times: A dynamic conditional correlation perspective. (2024). Dufour, Alfonso ; Zhang, Hanyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:241-251. Full description at Econpapers || Download paper |
| 2025 | Can the banking union work without common deposit Guarantees? The initial market assessment and policy implications☆. (2025). Ferri, Giovanni ; Pesic, Valerio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003223. Full description at Econpapers || Download paper |
| 2024 | Transmission process and determinants of sovereign credit contagions: Global evidence. (2024). Lien, Donald ; Chen, Chun-Da. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:552-567. Full description at Econpapers || Download paper |
| 2024 | Quaking the stock market: Event study evidence on the Turkey-Syria earthquake. (2024). Pandey, Dharen ; Kumar, Satish ; Alahdal, Waleed M ; Kumari, Vineeta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:182-194. Full description at Econpapers || Download paper |
| 2024 | GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks. (2024). Buczyński, Mateusz ; Buczynski, Mateusz ; Chlebus, Marcin. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:5:d:10.1007_s10614-023-10390-7. Full description at Econpapers || Download paper |
| 2025 | Stability of the euro area banking sector since the SSM implementation: deriving ABSI with ESG component included. (2025). Koak, Marko ; Popovska, Emilija. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:3:d:10.1057_s41261-024-00265-8. Full description at Econpapers || Download paper |
| 2024 | The stability of government bond markets’ equilibrium and the interdependence of lending rates. (2024). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02623-x. Full description at Econpapers || Download paper |
| 2025 | Factors that determine the level of individual entrepreneurial orientation: profiles of. (2025). Vargas-Perez, Ana M ; Guevara-Otero, Niurka ; Laguna-Snchez, Pilar ; Segovia-Prez, Mnica. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:21:y:2025:i:1:d:10.1007_s11365-024-01055-4. Full description at Econpapers || Download paper |
| 2025 | Does how to train matter? Unveiling an effective training approach to nurture successful entrepreneurs: a systematic review. (2025). Abegaz, Mekonnen Bogale ; Lambebo, Takele Ayele. In: Journal of Innovation and Entrepreneurship. RePEc:spr:joiaen:v:14:y:2025:i:1:d:10.1186_s13731-025-00508-6. 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 nother version. Agregated cites: 8 | paper | |
| 2015 | The Risk–Return Binomial After Rating Changes In: Economic Notes. [Full Text][Citation analysis] | article | 0 |
| 2014 | The Risk-Return binomial after rating changes.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Time€ varying Integration in European Government Bond Markets In: European Financial Management. [Full Text][Citation analysis] | article | 15 |
| 2020 | Does the Single Supervisory Mechanism Reduce Overall Risk in the European Stock Market? In: Global Policy. [Full Text][Citation analysis] | article | 8 |
| 2009 | EMU and European government bond market integration In: Working Paper Series. [Full Text][Citation analysis] | paper | 82 |
| 2010 | EMU and European government bond market integration.(2010) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | article | |
| 2020 | Intra-industry transfer effects of credit risk news: Rated versus unrated rivals In: The British Accounting Review. [Full Text][Citation analysis] | article | 3 |
| 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 |
| 2002 | An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets.(2002) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 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 | 11 |
| 2013 | A detailed comparison of value at risk estimates In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 16 |
| 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 | 6 |
| 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 | 8 |
| 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 | 8 |
| 2004 | Volatility transmission across the term structure of swap markets: international evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
| 2002 | Volatility Transmission acros the Term Structure of Swap Markets: International Evidence.(2002) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2002 | Risk Premia in the Term Structure of Swaps in Pesetas In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2002 | The Forecasting Ability of Factor Models of the Term Structure of IRS Markets In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Contenido informativo de los cambios de Rating en el mercado de Valores Español In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Using The Nelson and Siegel Model of The term Structure in Value at Risk Estimation In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Determinants of trading activity after rating actions in the Corporate Debt Market In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Credit rating agencies and unsystematic risk: Is there a linkage? In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 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. Last updated November, 20 2025. Contact: CitEc Team