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 1 8 12 468
Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market 0 0 0 24 1 5 8 113
Contenido informativo de los cambios de Rating en el mercado de Valores Español 0 0 0 35 1 7 8 349
Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence 0 0 0 44 0 3 7 231
Credit rating agencies and unsystematic risk: Is there a linkage? 0 0 0 100 3 9 9 248
Determinants of trading activity after rating actions in the Corporate Debt Market 0 0 0 25 1 3 5 136
EMU and European government bond market integration 0 0 1 181 0 5 16 580
European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration 0 0 1 70 0 8 19 172
European government bond market integration in turbulent times 0 0 1 24 1 7 15 78
European government bond market integration in turbulent times 0 0 0 27 1 10 15 81
Risk Premia in the Term Structure of Swaps in Pesetas 0 0 0 30 3 3 5 247
The Forecasting Ability of Factor Models of the Term Structure of IRS Markets 0 0 0 45 0 5 9 192
The Risk-Return binomial after rating changes 0 0 0 33 1 4 9 122
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 0 2 11 291
Volatility Transmission acros the Term Structure of Swap Markets: International Evidence 0 0 0 87 4 8 8 391
Total Working Papers 0 0 3 893 17 87 156 3,837

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 1 2 4 46
A detailed comparison of value at risk estimates 0 0 3 65 2 8 19 248
ACCURATE OF VAR CALCULATED USING EMPIRICAL MODELS OF THE TERM STRUCTURE 0 0 0 5 0 3 3 20
An error correction factor model of term structure slopes in international swap markets 0 0 0 40 2 10 10 248
Bond rating changes and stock returns: evidence from the Spanish stock market 0 0 0 104 0 2 4 318
Características socioeconómicas y estructura de los hogares de las personas mayores en España 0 0 0 27 0 1 4 831
Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market 1 1 1 38 1 2 4 200
Does the Single Supervisory Mechanism Reduce Overall Risk in the European Stock Market? 0 0 0 0 0 4 5 14
EMU and European government bond market integration 0 1 1 90 0 2 11 318
European Government Bond Market Contagion in Turbulent Times 0 0 0 20 0 6 13 121
Informational role of rating revisions after reputational events and regulation reforms 0 0 0 6 0 3 5 68
Intra-industry transfer effects of credit risk news: Rated versus unrated rivals 0 0 0 7 0 8 20 71
Social preferences measures and the quality of the job match for persons with disabilities 0 0 0 20 0 3 3 170
The Risk–Return Binomial After Rating Changes 0 0 0 2 1 4 5 34
The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions 0 0 0 23 7 18 37 205
Time†varying Integration in European Government Bond Markets 0 0 0 2 0 4 6 30
Volatility transmission across the term structure of swap markets: international evidence 0 0 0 90 0 4 12 488
Total Journal Articles 1 2 5 541 14 84 165 3,430

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 3 37
Total Chapters 0 0 0 12 0 1 3 37

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Statistics updated 2026-03-04