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 0 12 470
Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market 0 0 0 24 1 1 11 116
Contenido informativo de los cambios de Rating en el mercado de Valores Español 0 0 0 35 0 1 10 351
Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence 0 0 0 44 0 0 5 232
Credit rating agencies and unsystematic risk: Is there a linkage? 0 0 0 100 0 0 9 248
Determinants of trading activity after rating actions in the Corporate Debt Market 0 0 0 25 0 1 7 138
EMU and European government bond market integration 0 0 1 181 0 1 19 584
European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration 0 0 1 70 0 0 21 175
European government bond market integration in turbulent times 0 0 0 27 0 2 22 92
European government bond market integration in turbulent times 0 0 1 24 1 1 17 81
Risk Premia in the Term Structure of Swaps in Pesetas 0 0 0 30 0 0 7 249
The Forecasting Ability of Factor Models of the Term Structure of IRS Markets 0 0 0 45 1 2 12 195
The Risk-Return binomial after rating changes 0 0 0 33 0 1 10 128
Using The Nelson and Siegel Model of The term Structure in Value at Risk Estimation 0 0 0 25 0 0 2 140
Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal 0 0 0 74 1 2 14 298
Volatility Transmission acros the Term Structure of Swap Markets: International Evidence 0 0 0 87 0 1 17 400
Total Working Papers 0 0 3 893 4 13 195 3,897

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 6 49
A detailed comparison of value at risk estimates 0 0 4 66 1 1 29 260
ACCURATE OF VAR CALCULATED USING EMPIRICAL MODELS OF THE TERM STRUCTURE 0 0 0 5 0 1 7 24
An error correction factor model of term structure slopes in international swap markets 0 0 0 40 0 0 15 253
Bond rating changes and stock returns: evidence from the Spanish stock market 0 0 0 104 0 2 9 324
Caracter sticas socioecon micas y estructura de los hogares de las personas mayores en Espa a 0 0 0 27 0 0 7 835
Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market 0 0 1 38 1 3 9 206
Does the Single Supervisory Mechanism Reduce Overall Risk in the European Stock Market? 0 0 0 0 0 0 10 19
EMU and European government bond market integration 0 0 1 90 0 1 15 322
European Government Bond Market Contagion in Turbulent Times 0 0 0 20 1 2 22 130
Informational role of rating revisions after reputational events and regulation reforms 0 0 0 6 0 0 7 70
Intra-industry transfer effects of credit risk news: Rated versus unrated rivals 0 0 0 7 0 1 24 75
Social preferences measures and the quality of the job match for persons with disabilities 0 0 0 20 0 1 8 175
The Risk–Return Binomial After Rating Changes 0 0 0 2 0 0 8 37
The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions 1 1 1 24 4 11 39 218
Time†varying Integration in European Government Bond Markets 0 0 0 2 0 1 8 33
Volatility transmission across the term structure of swap markets: international evidence 0 0 0 90 1 3 20 499
Total Journal Articles 1 1 7 543 9 29 243 3,529

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 2 37
Total Chapters 0 0 0 12 0 0 2 37

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Statistics updated 2026-09-10