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 0 2 5 428
Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market 0 0 3 18 0 1 11 51
Contenido informativo de los cambios de Rating en el mercado de Valores Español 0 0 0 34 0 3 12 287
Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence 0 1 3 40 1 10 19 153
Credit rating agencies and unsystematic risk: Is there a linkage? 0 0 3 92 0 4 15 178
Determinants of trading activity after rating actions in the Corporate Debt Market 0 1 1 21 0 2 11 101
EMU and European government bond market integration 1 6 9 171 1 12 27 490
European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration 0 0 4 61 1 3 16 89
European government bond market integration in turbulent times 0 0 4 19 0 2 9 23
European government bond market integration in turbulent times 0 0 2 24 0 2 8 33
Risk Premia in the Term Structure of Swaps in Pesetas 0 0 0 30 0 0 3 228
The Forecasting Ability of Factor Models of the Term Structure of IRS Markets 0 0 0 44 0 5 8 154
The Risk-Return binomial after rating changes 0 0 2 30 1 4 17 54
Using The Nelson and Siegel Model of The term Structure in Value at Risk Estimation 0 0 1 21 0 1 4 121
Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal 0 1 2 70 1 4 8 230
Volatility Transmission acros the Term Structure of Swap Markets: International Evidence 0 0 0 83 2 3 9 326
Total Working Papers 1 9 34 826 7 58 182 2,946


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 0 5 17 1 2 19 58
ACCURATE OF VAR CALCULATED USING EMPIRICAL MODELS OF THE TERM STRUCTURE 0 0 0 29 0 0 2 130
An error correction factor model of term structure slopes in international swap markets 0 0 0 38 0 1 4 212
Bond rating changes and stock returns: evidence from the Spanish stock market 0 0 1 87 0 2 7 250
Características socioeconómicas y estructura de los hogares de las personas mayores en España 1 1 1 21 1 1 8 779
Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market 1 3 7 13 3 10 33 67
Credit rating announcements, trading activity and yield spreads: the Spanish evidence 0 0 1 5 0 2 8 26
EMU and European government bond market integration 1 8 11 68 1 14 24 222
European Government Bond Market Contagion in Turbulent Times 0 1 10 10 1 6 35 35
Risk and Return Around Bond Rating Changes: New Evidence From the Spanish Stock Market 1 2 3 99 2 4 14 381
Social preferences measures and the quality of the job match for persons with disabilities 0 0 0 15 1 1 5 113
Volatility transmission across the term structure of swap markets: international evidence 1 1 1 77 1 2 7 434
Total Journal Articles 5 16 40 479 11 45 166 2,707


Statistics updated 2017-05-02