Access Statistics for Raquel M. Gaspar

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
Accuracy of European Stock Target Prices 0 0 0 10 2 9 11 56
Consumer Confidence and Stock Markets' Returns 2 7 26 59 14 67 170 278
Correlation Between Intensity and Recovery in Credit Risk Models 0 0 0 430 0 2 4 1,212
Efficiency of Microfinance Institutions:analysis of Southern African Development Community (SADC) member countries 0 0 0 38 2 12 17 101
Financial Distress in European Vineyards and Olive Groves 0 0 0 10 2 4 8 15
General Quadratic Term Structures of Bond, Futures and Forward Prices 0 0 0 530 0 5 10 2,467
Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories 0 0 1 10 4 10 13 30
Neural Network pricing of American put options 0 0 0 54 3 7 9 163
On Finite Dimensional Realizations of Forward Price Term Structure Models 0 1 1 156 1 12 14 691
On Path–dependency of Constant Proportion Portfolio Insurance strategies 0 0 1 67 0 10 15 213
On Path–dependency ofConstant Proportion Portfolio Insurance strategies 0 0 1 17 0 1 6 47
Portfolio performance of European target prices 0 0 0 7 0 2 4 16
Pulled-to-Par Returns for Zero Coupon Bonds Historical Simulation Value at Risk 0 0 1 20 3 9 16 110
Quadratic Portfolio Credit Risk models with Shot-noise Effects 0 0 0 160 0 2 4 558
Relativistically into Finance 0 0 6 30 6 33 49 106
Total Working Papers 2 8 37 1,598 37 185 350 6,063


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Accuracy of European Stock Target Prices 0 0 0 4 1 4 6 21
Design risk: the curse of constant proportion portfolio insurance 1 1 6 6 1 2 10 11
In memoriam: Tomas Björk (1947–2021) 0 0 1 4 1 4 13 20
Investment Analysis of Autocallable Contingent Income Securities 0 0 1 1 0 3 8 9
Investors’ perspective on portfolio insurance 0 0 1 4 0 7 12 28
LIQUIDITY RISK PREMIA: AN EMPIRICAL ANALYSIS OF EUROPEAN CORPORATE BOND YIELDS 0 0 1 15 1 4 5 53
Neural Network Pricing of American Put Options 0 0 0 5 0 0 0 53
On recovery and intensity's correlation: a new class of credit risk models 0 0 0 0 3 8 9 9
On the Bias of the Unbiased Expectation Theory 0 0 0 2 5 10 12 19
Portfolio Performance of European Target Prices 0 0 0 1 1 3 3 9
Relativistic Option Pricing 0 0 0 16 1 4 5 43
Robo Advising and Investor Profiling 0 0 1 3 1 11 16 22
Total Journal Articles 1 1 11 61 15 60 99 297


Statistics updated 2026-03-04