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 14 59
Consumer Confidence and Stock Markets' Returns 0 4 21 65 6 33 157 320
Correlation Between Intensity and Recovery in Credit Risk Models 0 0 0 430 0 5 10 1,218
Efficiency of Microfinance Institutions:analysis of Southern African Development Community (SADC) member countries 0 1 1 39 0 8 23 109
Financial Distress in European Vineyards and Olive Groves 0 0 0 10 0 2 8 17
General Quadratic Term Structures of Bond, Futures and Forward Prices 0 0 0 530 0 3 14 2,472
Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories 0 0 1 10 1 2 16 33
Neural Network pricing of American put options 0 0 0 54 1 14 24 179
On Finite Dimensional Realizations of Forward Price Term Structure Models 0 0 1 156 0 0 16 694
On Path–dependency of Constant Proportion Portfolio Insurance strategies 0 0 0 67 1 5 17 218
On Path–dependency ofConstant Proportion Portfolio Insurance strategies 0 0 0 17 1 11 16 58
Portfolio performance of European target prices 0 0 0 7 0 0 3 17
Pulled-to-Par Returns for Zero Coupon Bonds Historical Simulation Value at Risk 0 0 0 20 2 9 28 124
Quadratic Portfolio Credit Risk models with Shot-noise Effects 0 0 0 160 0 1 7 561
Relativistically into Finance 0 1 4 31 3 17 62 129
Total Working Papers 0 6 28 1,606 16 113 415 6,208

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 0 7 13 28
Design risk: the curse of constant proportion portfolio insurance 0 1 5 7 0 2 10 13
In memoriam: Tomas Björk (1947–2021) 0 0 0 4 0 1 11 23
Investment Analysis of Autocallable Contingent Income Securities 0 0 1 1 0 8 13 17
Investors’ perspective on portfolio insurance 0 0 0 4 0 2 14 32
LIQUIDITY RISK PREMIA: AN EMPIRICAL ANALYSIS OF EUROPEAN CORPORATE BOND YIELDS 0 0 0 15 1 8 12 61
Neural Network Pricing of American Put Options 0 0 1 6 0 2 4 57
On recovery and intensity's correlation: a new class of credit risk models 0 0 0 0 2 2 11 11
On the Bias of the Unbiased Expectation Theory 0 0 0 2 0 3 15 23
Portfolio Performance of European Target Prices 0 0 0 1 0 2 5 11
Relativistic Option Pricing 0 0 1 17 1 6 15 53
Robo Advising and Investor Profiling 0 0 0 3 0 6 20 28
Total Journal Articles 0 1 8 64 4 49 143 357

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Statistics updated 2026-07-10