Access Statistics for Pilar Abad

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets 0 0 0 68 1 1 6 427
Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market 0 0 3 18 1 2 12 51
Contenido informativo de los cambios de Rating en el mercado de Valores Español 0 0 0 34 3 3 17 287
Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence 0 0 3 39 0 1 13 143
Credit rating agencies and unsystematic risk: Is there a linkage? 0 0 3 92 2 2 16 176
Determinants of trading activity after rating actions in the Corporate Debt Market 0 0 1 20 1 2 12 100
EMU and European government bond market integration 4 6 10 169 9 16 32 487
European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration 0 2 5 61 0 5 20 86
European government bond market integration in turbulent times 0 0 2 24 1 1 11 32
European government bond market integration in turbulent times 0 2 4 19 1 4 8 22
Risk Premia in the Term Structure of Swaps in Pesetas 0 0 0 30 0 0 4 228
The Forecasting Ability of Factor Models of the Term Structure of IRS Markets 0 0 0 44 5 6 13 154
The Risk-Return binomial after rating changes 0 0 4 30 0 1 19 50
Using The Nelson and Siegel Model of The term Structure in Value at Risk Estimation 0 0 1 21 0 0 6 120
Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal 0 0 3 69 1 1 9 227
Volatility Transmission acros the Term Structure of Swap Markets: International Evidence 0 0 0 83 1 2 9 324
Total Working Papers 4 10 39 821 26 47 207 2,914


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A detailed comparison of value at risk estimates 0 1 7 17 0 1 19 56
ACCURATE OF VAR CALCULATED USING EMPIRICAL MODELS OF THE TERM STRUCTURE 0 0 0 29 0 0 3 130
An error correction factor model of term structure slopes in international swap markets 0 0 0 38 0 0 4 211
Bond rating changes and stock returns: evidence from the Spanish stock market 0 0 1 87 1 2 7 249
Características socioeconómicas y estructura de los hogares de las personas mayores en España 0 0 0 20 0 1 9 778
Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market 1 1 6 11 4 9 36 61
Credit rating announcements, trading activity and yield spreads: the Spanish evidence 0 0 2 5 0 1 10 24
EMU and European government bond market integration 6 8 9 66 10 15 22 218
European Government Bond Market Contagion in Turbulent Times 1 5 10 10 2 11 31 31
Risk and Return Around Bond Rating Changes: New Evidence From the Spanish Stock Market 1 1 4 98 2 2 18 379
Social preferences measures and the quality of the job match for persons with disabilities 0 0 0 15 0 0 5 112
Volatility transmission across the term structure of swap markets: international evidence 0 0 0 76 0 1 8 432
Total Journal Articles 9 16 39 472 19 43 172 2,681


Statistics updated 2017-03-07