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 0 0 1 45
Consumer Confidence and Stock Markets' Returns 1 7 24 45 10 29 132 173
Correlation Between Intensity and Recovery in Credit Risk Models 0 0 0 430 0 0 1 1,208
Efficiency of Microfinance Institutions:analysis of Southern African Development Community (SADC) member countries 0 0 3 38 0 1 14 86
Financial Distress in European Vineyards and Olive Groves 0 0 1 10 1 1 6 10
General Quadratic Term Structures of Bond, Futures and Forward Prices 0 0 0 530 0 0 3 2,458
Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories 0 0 0 9 0 0 2 17
Neural Network pricing of American put options 0 0 0 54 1 2 5 156
On Finite Dimensional Realizations of Forward Price Term Structure Models 0 0 0 155 1 2 2 679
On Path–dependency of Constant Proportion Portfolio Insurance strategies 0 1 2 67 0 3 6 201
On Path–dependency ofConstant Proportion Portfolio Insurance strategies 0 0 1 17 0 0 2 42
Portfolio performance of European target prices 0 0 2 7 0 1 5 14
Pulled-to-Par Returns for Zero Coupon Bonds Historical Simulation Value at Risk 0 1 2 20 2 4 11 98
Quadratic Portfolio Credit Risk models with Shot-noise Effects 0 0 0 160 0 0 0 554
Relativistically into Finance 0 2 9 27 1 6 26 68
Total Working Papers 1 11 44 1,579 16 49 216 5,809


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 0 1 15
Design risk: the curse of constant proportion portfolio insurance 0 1 2 2 0 1 3 3
In memoriam: Tomas Björk (1947–2021) 0 1 3 4 0 4 8 12
Investment Analysis of Autocallable Contingent Income Securities 0 0 0 0 0 2 4 4
Investors’ perspective on portfolio insurance 0 0 2 4 0 0 5 18
LIQUIDITY RISK PREMIA: AN EMPIRICAL ANALYSIS OF EUROPEAN CORPORATE BOND YIELDS 0 0 1 15 0 0 1 49
Neural Network Pricing of American Put Options 0 0 0 5 0 0 2 53
On recovery and intensity's correlation: a new class of credit risk models 0 0 0 0 0 0 0 0
On the Bias of the Unbiased Expectation Theory 0 0 0 2 0 0 5 8
Portfolio Performance of European Target Prices 0 0 0 1 0 0 2 6
Relativistic Option Pricing 0 0 1 16 0 0 1 38
Robo Advising and Investor Profiling 0 1 1 3 0 2 3 8
Total Journal Articles 0 3 10 56 0 9 35 214


Statistics updated 2025-08-05