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 2 7 428
Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market 0 0 3 18 0 1 12 51
Contenido informativo de los cambios de Rating en el mercado de Valores Español 0 0 0 34 0 3 15 287
Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence 1 1 3 40 9 10 19 152
Credit rating agencies and unsystematic risk: Is there a linkage? 0 0 3 92 2 4 17 178
Determinants of trading activity after rating actions in the Corporate Debt Market 1 1 2 21 1 2 12 101
EMU and European government bond market integration 1 6 9 170 2 14 30 489
European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration 0 0 4 61 2 4 21 88
European government bond market integration in turbulent times 0 2 4 19 1 5 9 23
European government bond market integration in turbulent times 0 0 2 24 1 2 10 33
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 0 6 12 154
The Risk-Return binomial after rating changes 0 0 2 30 3 3 20 53
Using The Nelson and Siegel Model of The term Structure in Value at Risk Estimation 0 0 1 21 1 1 7 121
Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal 1 1 2 70 2 3 9 229
Volatility Transmission acros the Term Structure of Swap Markets: International Evidence 0 0 0 83 0 1 9 324
Total Working Papers 4 11 35 825 25 61 213 2,939


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 6 17 1 2 19 57
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 1 1 4 212
Bond rating changes and stock returns: evidence from the Spanish stock market 0 0 1 87 1 2 8 250
Características socioeconómicas y estructura de los hogares de las personas mayores en España 0 0 0 20 0 1 7 778
Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market 1 2 6 12 3 9 37 64
Credit rating announcements, trading activity and yield spreads: the Spanish evidence 0 0 1 5 2 2 10 26
EMU and European government bond market integration 1 9 10 67 3 18 25 221
European Government Bond Market Contagion in Turbulent Times 0 5 10 10 3 13 34 34
Risk and Return Around Bond Rating Changes: New Evidence From the Spanish Stock Market 0 1 3 98 0 2 16 379
Social preferences measures and the quality of the job match for persons with disabilities 0 0 0 15 0 0 4 112
Volatility transmission across the term structure of swap markets: international evidence 0 0 0 76 1 1 9 433
Total Journal Articles 2 18 37 474 15 51 176 2,696


Statistics updated 2017-04-03