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 69 4 6 8 464
Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market 0 0 0 24 0 3 3 108
Contenido informativo de los cambios de Rating en el mercado de Valores Español 0 0 0 35 2 3 3 344
Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence 0 0 0 44 1 2 7 229
Credit rating agencies and unsystematic risk: Is there a linkage? 0 0 0 100 1 1 3 240
Determinants of trading activity after rating actions in the Corporate Debt Market 0 0 0 25 0 2 2 133
EMU and European government bond market integration 0 1 1 181 1 11 13 576
European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration 0 0 1 70 3 9 14 167
European government bond market integration in turbulent times 0 1 1 24 3 10 11 74
European government bond market integration in turbulent times 0 0 0 27 3 4 8 74
Risk Premia in the Term Structure of Swaps in Pesetas 0 0 0 30 0 2 3 244
The Forecasting Ability of Factor Models of the Term Structure of IRS Markets 0 0 0 45 2 5 6 189
The Risk-Return binomial after rating changes 0 0 0 33 1 1 7 119
Using The Nelson and Siegel Model of The term Structure in Value at Risk Estimation 0 0 0 25 0 0 0 138
Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal 0 0 0 74 1 3 11 290
Volatility Transmission acros the Term Structure of Swap Markets: International Evidence 0 0 0 87 1 1 1 384
Total Working Papers 0 2 3 893 23 63 100 3,773

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A University Training Programme for Acquiring Entrepreneurial and Transversal Employability Skills, a Students’ Assessment 0 0 0 2 0 1 2 44
A detailed comparison of value at risk estimates 0 3 4 65 4 12 18 244
ACCURATE OF VAR CALCULATED USING EMPIRICAL MODELS OF THE TERM STRUCTURE 0 0 0 5 1 1 1 18
An error correction factor model of term structure slopes in international swap markets 0 0 0 40 3 3 3 241
Bond rating changes and stock returns: evidence from the Spanish stock market 0 0 0 104 1 1 3 317
Características socioeconómicas y estructura de los hogares de las personas mayores en España 0 0 0 27 0 2 3 830
Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market 0 0 0 37 0 1 4 198
Does the Single Supervisory Mechanism Reduce Overall Risk in the European Stock Market? 0 0 0 0 2 3 3 12
EMU and European government bond market integration 0 0 0 89 0 8 10 316
European Government Bond Market Contagion in Turbulent Times 0 0 0 20 3 10 10 118
Informational role of rating revisions after reputational events and regulation reforms 0 0 0 6 1 2 3 66
Intra-industry transfer effects of credit risk news: Rated versus unrated rivals 0 0 0 7 4 15 18 67
Social preferences measures and the quality of the job match for persons with disabilities 0 0 0 20 0 0 1 167
The Risk–Return Binomial After Rating Changes 0 0 0 2 1 2 3 31
The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions 0 0 0 23 6 14 32 193
Time†varying Integration in European Government Bond Markets 0 0 0 2 1 2 3 27
Volatility transmission across the term structure of swap markets: international evidence 0 0 0 90 1 6 9 485
Total Journal Articles 0 3 4 539 28 83 126 3,374

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Effects of Macroeconomic News Announcements during the Global Financial Crisis 0 0 0 12 0 1 2 36
Total Chapters 0 0 0 12 0 1 2 36

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Statistics updated 2026-01-09