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 1 3 12 57
Consumer Confidence and Stock Markets' Returns 1 5 24 62 9 32 152 296
Correlation Between Intensity and Recovery in Credit Risk Models 0 0 0 430 4 5 9 1,217
Efficiency of Microfinance Institutions:analysis of Southern African Development Community (SADC) member countries 0 0 0 38 6 8 22 107
Financial Distress in European Vineyards and Olive Groves 0 0 0 10 2 4 8 17
General Quadratic Term Structures of Bond, Futures and Forward Prices 0 0 0 530 3 5 14 2,472
Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories 0 0 1 10 1 6 15 32
Neural Network pricing of American put options 0 0 0 54 7 12 18 172
On Finite Dimensional Realizations of Forward Price Term Structure Models 0 0 1 156 0 4 17 694
On Path–dependency of Constant Proportion Portfolio Insurance strategies 0 0 1 67 2 2 17 215
On Path–dependency ofConstant Proportion Portfolio Insurance strategies 0 0 0 17 10 10 15 57
Portfolio performance of European target prices 0 0 0 7 0 1 4 17
Pulled-to-Par Returns for Zero Coupon Bonds Historical Simulation Value at Risk 0 0 1 20 6 14 27 121
Quadratic Portfolio Credit Risk models with Shot-noise Effects 0 0 0 160 1 3 7 561
Relativistically into Finance 0 0 5 30 9 21 59 121
Total Working Papers 1 5 33 1,601 61 130 396 6,156

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 2 3 8 23
Design risk: the curse of constant proportion portfolio insurance 0 1 5 6 1 2 10 12
In memoriam: Tomas Björk (1947–2021) 0 0 1 4 1 4 15 23
Investment Analysis of Autocallable Contingent Income Securities 0 0 1 1 7 7 14 16
Investors’ perspective on portfolio insurance 0 0 0 4 2 4 14 32
LIQUIDITY RISK PREMIA: AN EMPIRICAL ANALYSIS OF EUROPEAN CORPORATE BOND YIELDS 0 0 0 15 7 8 11 60
Neural Network Pricing of American Put Options 0 1 1 6 2 4 4 57
On recovery and intensity's correlation: a new class of credit risk models 0 0 0 0 0 3 9 9
On the Bias of the Unbiased Expectation Theory 0 0 0 2 2 8 14 22
Portfolio Performance of European Target Prices 0 0 0 1 2 3 5 11
Relativistic Option Pricing 0 1 1 17 5 10 14 52
Robo Advising and Investor Profiling 0 0 1 3 6 7 22 28
Total Journal Articles 0 3 10 63 37 63 140 345

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Statistics updated 2026-05-06