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 1 5 428
Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market 0 0 3 18 1 1 12 52
Contenido informativo de los cambios de Rating en el mercado de Valores Español 0 0 0 34 1 1 13 288
Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence 0 1 3 40 7 17 25 160
Credit rating agencies and unsystematic risk: Is there a linkage? 0 0 3 92 0 2 13 178
Determinants of trading activity after rating actions in the Corporate Debt Market 0 1 1 21 0 1 11 101
EMU and European government bond market integration 1 3 10 172 1 4 26 491
European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration 1 1 5 62 2 5 17 91
European government bond market integration in turbulent times 0 0 4 19 0 1 9 23
European government bond market integration in turbulent times 0 0 1 24 0 1 6 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 0 7 154
The Risk-Return binomial after rating changes 0 0 2 30 1 5 18 55
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 1 70 0 3 8 230
Volatility Transmission acros the Term Structure of Swap Markets: International Evidence 1 1 1 84 4 6 12 330
Total Working Papers 3 8 35 829 17 49 189 2,963


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 0 2 18 58
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 1 1 2 88 1 2 8 251
Características socioeconómicas y estructura de los hogares de las personas mayores en España 0 1 1 21 0 1 7 779
Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market 0 2 7 13 0 6 31 67
Credit rating announcements, trading activity and yield spreads: the Spanish evidence 0 0 1 5 0 2 7 26
EMU and European government bond market integration 0 2 11 68 1 5 24 223
European Government Bond Market Contagion in Turbulent Times 0 0 10 10 5 9 40 40
Risk and Return Around Bond Rating Changes: New Evidence From the Spanish Stock Market 1 2 4 100 1 3 12 382
Social preferences measures and the quality of the job match for persons with disabilities 0 0 0 15 0 1 5 113
Volatility transmission across the term structure of swap markets: international evidence 3 4 4 80 4 6 10 438
Total Journal Articles 5 12 45 455 12 38 166 2,589
1 registered items for which data could not be found


Statistics updated 2017-06-02