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 0 2 2 458
Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market 0 0 0 24 0 0 0 105
Contenido informativo de los cambios de Rating en el mercado de Valores Español 0 0 0 35 0 0 1 341
Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence 0 0 0 44 1 2 6 227
Credit rating agencies and unsystematic risk: Is there a linkage? 0 0 0 100 0 0 2 239
Determinants of trading activity after rating actions in the Corporate Debt Market 0 0 0 25 0 0 0 131
EMU and European government bond market integration 0 0 1 180 0 0 3 565
European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration 0 0 0 69 0 0 4 154
European government bond market integration in turbulent times 0 0 0 27 0 2 4 70
European government bond market integration in turbulent times 0 0 0 23 1 1 2 64
Risk Premia in the Term Structure of Swaps in Pesetas 0 0 0 30 0 0 1 242
The Forecasting Ability of Factor Models of the Term Structure of IRS Markets 0 0 0 45 0 0 0 183
The Risk-Return binomial after rating changes 0 0 0 33 2 4 7 118
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 2 3 9 284
Volatility Transmission acros the Term Structure of Swap Markets: International Evidence 0 0 0 87 0 0 1 383
Total Working Papers 0 0 1 890 6 14 42 3,702

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 3 43
A detailed comparison of value at risk estimates 0 0 3 62 0 0 10 231
ACCURATE OF VAR CALCULATED USING EMPIRICAL MODELS OF THE TERM STRUCTURE 0 0 0 5 0 0 0 17
An error correction factor model of term structure slopes in international swap markets 0 0 0 40 0 0 0 238
Bond rating changes and stock returns: evidence from the Spanish stock market 0 0 0 104 0 0 2 315
Características socioeconómicas y estructura de los hogares de las personas mayores en España 0 0 1 27 0 0 5 828
Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market 0 0 0 37 0 1 5 197
Does the Single Supervisory Mechanism Reduce Overall Risk in the European Stock Market? 0 0 0 0 0 0 0 9
EMU and European government bond market integration 0 0 1 89 0 0 4 307
European Government Bond Market Contagion in Turbulent Times 0 0 0 20 0 0 1 108
Informational role of rating revisions after reputational events and regulation reforms 0 0 0 6 0 0 2 63
Intra-industry transfer effects of credit risk news: Rated versus unrated rivals 0 0 0 7 0 0 2 51
Social preferences measures and the quality of the job match for persons with disabilities 0 0 0 20 0 0 2 167
The Risk–Return Binomial After Rating Changes 0 0 0 2 0 0 2 29
The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions 0 0 0 23 0 10 24 179
Time†varying Integration in European Government Bond Markets 0 0 1 2 0 0 3 25
Volatility transmission across the term structure of swap markets: international evidence 0 0 0 90 0 1 3 479
Total Journal Articles 0 0 6 536 0 13 68 3,286

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 1 35
Total Chapters 0 0 0 12 0 1 1 35

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Statistics updated 2025-09-05