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 2 13 469
Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market 0 0 0 24 1 2 9 114
Contenido informativo de los cambios de Rating en el mercado de Valores Español 0 0 0 35 0 2 9 350
Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence 0 0 0 44 1 1 7 232
Credit rating agencies and unsystematic risk: Is there a linkage? 0 0 0 100 0 3 9 248
Determinants of trading activity after rating actions in the Corporate Debt Market 0 0 0 25 1 2 6 137
EMU and European government bond market integration 0 0 1 181 2 3 18 583
European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration 0 0 1 70 2 2 20 174
European government bond market integration in turbulent times 0 0 1 24 1 2 16 79
European government bond market integration in turbulent times 0 0 0 27 6 7 21 87
Risk Premia in the Term Structure of Swaps in Pesetas 0 0 0 30 1 5 7 249
The Forecasting Ability of Factor Models of the Term Structure of IRS Markets 0 0 0 45 0 0 9 192
The Risk-Return binomial after rating changes 0 0 0 33 1 6 14 127
Using The Nelson and Siegel Model of The term Structure in Value at Risk Estimation 0 0 0 25 2 2 2 140
Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal 0 0 0 74 5 5 16 296
Volatility Transmission acros the Term Structure of Swap Markets: International Evidence 0 0 0 87 3 10 14 397
Total Working Papers 0 0 3 893 27 54 190 3,874

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 2 5 47
A detailed comparison of value at risk estimates 0 1 4 66 5 12 28 258
ACCURATE OF VAR CALCULATED USING EMPIRICAL MODELS OF THE TERM STRUCTURE 0 0 0 5 1 1 4 21
An error correction factor model of term structure slopes in international swap markets 0 0 0 40 3 7 15 253
Bond rating changes and stock returns: evidence from the Spanish stock market 0 0 0 104 3 3 7 321
Características socioeconómicas y estructura de los hogares de las personas mayores en España 0 0 0 27 4 4 8 835
Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market 0 1 1 38 3 4 7 203
Does the Single Supervisory Mechanism Reduce Overall Risk in the European Stock Market? 0 0 0 0 3 5 10 19
EMU and European government bond market integration 0 0 1 90 1 1 12 319
European Government Bond Market Contagion in Turbulent Times 0 0 0 20 6 6 19 127
Informational role of rating revisions after reputational events and regulation reforms 0 0 0 6 1 2 7 70
Intra-industry transfer effects of credit risk news: Rated versus unrated rivals 0 0 0 7 1 1 21 72
Social preferences measures and the quality of the job match for persons with disabilities 0 0 0 20 3 3 6 173
The Risk–Return Binomial After Rating Changes 0 0 0 2 1 2 6 35
The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions 0 0 0 23 1 9 39 207
Time†varying Integration in European Government Bond Markets 0 0 0 2 2 2 7 32
Volatility transmission across the term structure of swap markets: international evidence 0 0 0 90 6 7 17 495
Total Journal Articles 0 2 6 542 44 71 218 3,487

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

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Statistics updated 2026-05-06