7
H index
4
i10 index
170
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:
|
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:
|
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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Discrepancy and cross-regional bias in sovereign credit ratings: Analyzing the role of public debt. (2024). Nguimkeu, Pierre ; Tatoutchoup, Didier ; ben Hmiden, Oussama ; Avele, Donatien. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004121. Full description at Econpapers || Download paper |
| 2023 | Time-varying bond market integration and the impact of financial crises. (2023). Hyde, Stuart ; Cho, Sungjun ; Qin, Weiping. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004258. Full description at Econpapers || Download paper |
| 2023 | Political preferences and stock markets. (2023). Mantovan, Noemi ; Alsakka, Rasha ; Thy, Phuc Lam. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300426x. 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 |
| 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 |
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 |
| .() In: . [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 | 14 |
| 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 | 77 |
| 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: 77 | 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 |
| 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 | 13 |
| 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 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | ||
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 1 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [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. Sponsored by INOMICS. Last updated June, 27 2024. Contact: CitEc Team