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
Correlation Between Intensity and Recovery in Credit Risk Models 0 0 1 428 2 3 9 1,202
General Quadratic Term Structures of Bond, Futures and Forward Prices 0 0 0 530 0 0 2 2,451
Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories 0 0 0 9 0 1 6 10
On Finite Dimensional Realizations of Forward Price Term Structure Models 0 0 0 154 0 0 4 668
On Path–dependency of Constant Proportion Portfolio Insurance strategies 0 0 9 52 6 7 40 152
On Path–dependency ofConstant Proportion Portfolio Insurance strategies 0 0 1 10 0 0 6 11
Pulled-to-Par Returns for Zero Coupon Bonds Historical Simulation Value at Risk 0 1 4 7 0 1 13 17
Quadratic Portfolio Credit Risk models with Shot-noise Effects 0 0 0 159 1 1 6 545
Total Working Papers 0 1 15 1,349 9 13 86 5,056


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
LIQUIDITY RISK PREMIA: AN EMPIRICAL ANALYSIS OF EUROPEAN CORPORATE BOND YIELDS 0 0 0 8 0 4 5 39
Total Journal Articles 0 0 0 8 0 4 5 39


Statistics updated 2021-01-03