4
H index
2
i10 index
53
Citations
Universidad Nacional de Educatión a Distancia | 4 H index 2 i10 index 53 Citations RESEARCH PRODUCTION: 30 Articles 7 Papers RESEARCH ACTIVITY:
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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 |
|---|---|
| Mathematics | 3 |
| Finance Research Letters | 3 |
| Applied Econometrics and International Development | 2 |
| Research in International Business and Finance | 2 |
| International Journal of Accounting & Information Management | 2 |
| Sustainability | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | Option Pricing with Time-Varying Volatility Risk Aversion. (2025). Hansen, Peter ; Tong, Chen. In: Papers. RePEc:arx:papers:2204.06943. Full description at Econpapers || Download paper |
| 2024 | Effects of carbon pricing and other climate policies on CO2 emissions. (2024). Takats, Elod ; Moessner, Richhild ; Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2402.03800. Full description at Econpapers || Download paper |
| 2024 | From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns. (2024). Zhu, Lin ; Tang, Guohao ; Jiang, Fuwei ; Jin, Fujing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400365x. 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 |
| 2025 | The dynamic relationship among economic and monetary policy, geopolitical risk, sentiment, and risk aversion: A TVP-VAR approach. (2025). Hadad, Elroi ; Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015617. Full description at Econpapers || Download paper |
| 2024 | Extrapolation beyond peers: An asset pricing perspective. (2024). Wu, Yiyong ; Tang, Guohao ; Lou, Guanyu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001402. Full description at Econpapers || Download paper |
| 2025 | News sentiment indicators and the cross-section of stock returns in the European stock market. (2025). Gambarelli, Luca ; Muzzioli, Silvia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003703. Full description at Econpapers || Download paper |
| 2024 | Enhancing stock volatility prediction with the AO-GARCH-MIDAS model. (2024). Liang, Yifan ; Wan, Cheongkin ; Tunde, Matemilola Bolaji ; Choo, Weichong ; Liu, Ting. In: PLOS ONE. RePEc:plo:pone00:0305420. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 |
| 2004 | ¿A quién benefician los créditos FAD? Los efectos de la ayuda ligada sobre la economía española.(2004) In: Working Papers del Instituto Complutense de Estudios Internacionales. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 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 | 12 |
| 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 | 1 |
| 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 | 1 |
| 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 | 4 |
| 2022 | Factorial asset pricing models using statistical anomalies In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2021 | IFRS adoption and unconditional conservatism: an accrual-based analysis In: International Journal of Accounting & Information Management. [Full Text][Citation analysis] | article | 0 |
| 2014 | Impact of IFRS: evidence from Spanish listed companies In: International Journal of Accounting & Information Management. [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 |
| 2021 | Market and Liquidity Risks Using Transaction-by-Transaction Information In: Mathematics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Influence of Bloomberg’s Investor Sentiment Index: Evidence from European Union Financial Sector In: Mathematics. [Full Text][Citation analysis] | article | 2 |
| 2021 | The Role of Assumptions in Ohlson Model Performance: Lessons for Improving Equity-Value Modeling In: Mathematics. [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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team