Access Statistics for Pilar Abad

Author contact details at EconPapers.

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 3 3 15 473
Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market 0 0 0 24 1 3 13 118
Contenido informativo de los cambios de Rating en el mercado de Valores Español 0 0 0 35 1 1 11 352
Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence 1 1 1 45 2 4 8 236
Credit rating agencies and unsystematic risk: Is there a linkage? 0 0 0 100 2 3 12 251
Determinants of trading activity after rating actions in the Corporate Debt Market 0 0 0 25 0 0 6 138
EMU and European government bond market integration 0 0 0 181 4 4 19 588
European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration 0 0 0 70 2 2 18 177
European government bond market integration in turbulent times 1 1 1 25 2 4 17 84
European government bond market integration in turbulent times 0 0 0 27 4 5 27 97
Risk Premia in the Term Structure of Swaps in Pesetas 0 0 0 30 1 2 8 251
The Forecasting Ability of Factor Models of the Term Structure of IRS Markets 0 0 0 45 2 4 14 198
The Risk-Return binomial after rating changes 0 0 0 33 5 6 16 134
Using The Nelson and Siegel Model of The term Structure in Value at Risk Estimation 0 0 0 25 3 3 5 143
Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal 0 0 0 74 3 4 13 301
Volatility Transmission acros the Term Structure of Swap Markets: International Evidence 0 0 0 87 0 1 18 401
Total Working Papers 2 2 2 895 35 49 220 3,942

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 7 50
A detailed comparison of value at risk estimates 0 0 3 66 2 3 27 262
ACCURATE OF VAR CALCULATED USING EMPIRICAL MODELS OF THE TERM STRUCTURE 0 0 0 5 0 0 7 24
An error correction factor model of term structure slopes in international swap markets 0 0 0 40 3 6 21 259
Bond rating changes and stock returns: evidence from the Spanish stock market 0 0 0 104 1 2 10 326
Caracter sticas socioecon micas y estructura de los hogares de las personas mayores en Espa a 0 0 0 27 0 0 6 835
Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market 0 0 1 38 0 2 10 207
Does the Single Supervisory Mechanism Reduce Overall Risk in the European Stock Market? 0 0 0 0 1 2 12 21
EMU and European government bond market integration 0 0 1 90 2 2 15 324
European Government Bond Market Contagion in Turbulent Times 0 0 0 20 0 1 19 130
Informational role of rating revisions after reputational events and regulation reforms 0 0 0 6 0 1 7 71
Intra-industry transfer effects of credit risk news: Rated versus unrated rivals 0 0 0 7 2 2 22 77
Social preferences measures and the quality of the job match for persons with disabilities 0 0 0 20 1 1 9 176
The Risk–Return Binomial After Rating Changes 0 0 0 2 1 1 9 38
The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions 0 1 1 24 4 9 43 223
Time†varying Integration in European Government Bond Markets 0 0 0 2 2 2 10 35
Volatility transmission across the term structure of swap markets: international evidence 0 0 0 90 1 2 19 500
Total Journal Articles 0 1 6 543 20 38 253 3,558

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 1 1 3 38
Total Chapters 0 0 0 12 1 1 3 38

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-11-12