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 1 14 59
Consumer Confidence and Stock Markets' Returns 0 0 19 65 11 18 155 332
Correlation Between Intensity and Recovery in Credit Risk Models 0 0 0 430 0 0 10 1,218
Efficiency of Microfinance Institutions:analysis of Southern African Development Community (SADC) member countries 0 0 1 39 0 0 22 109
Financial Distress in European Vineyards and Olive Groves 0 0 0 10 1 2 9 19
General Quadratic Term Structures of Bond, Futures and Forward Prices 0 0 0 530 1 1 14 2,473
Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories 0 0 1 10 0 1 15 33
Neural Network pricing of American put options 0 0 0 54 1 2 24 180
On Finite Dimensional Realizations of Forward Price Term Structure Models 0 0 1 156 1 1 16 695
On Path–dependency of Constant Proportion Portfolio Insurance strategies 0 0 0 67 0 2 18 219
On Path–dependency ofConstant Proportion Portfolio Insurance strategies 0 0 0 17 0 1 16 58
Portfolio performance of European target prices 0 0 0 7 0 1 4 18
Pulled-to-Par Returns for Zero Coupon Bonds Historical Simulation Value at Risk 1 1 1 21 4 6 30 128
Quadratic Portfolio Credit Risk models with Shot-noise Effects 0 0 0 160 0 1 8 562
Relativistically into Finance 0 0 3 31 1 7 63 133
Total Working Papers 1 1 26 1,607 20 44 418 6,236

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 12 28
Design risk: the curse of constant proportion portfolio insurance 0 0 5 7 0 0 10 13
In memoriam: Tomas Björk (1947–2021) 0 0 0 4 0 1 12 24
Investment Analysis of Autocallable Contingent Income Securities 0 0 1 1 2 3 16 20
Investors’ perspective on portfolio insurance 0 0 0 4 0 1 15 33
LIQUIDITY RISK PREMIA: AN EMPIRICAL ANALYSIS OF EUROPEAN CORPORATE BOND YIELDS 0 0 0 15 0 1 12 61
Neural Network Pricing of American Put Options 0 0 1 6 0 1 5 58
On recovery and intensity's correlation: a new class of credit risk models 0 0 0 0 0 2 10 11
On the Bias of the Unbiased Expectation Theory 0 0 0 2 2 3 17 26
Portfolio Performance of European Target Prices 0 0 0 1 0 0 5 11
Relativistic Option Pricing 0 1 2 18 1 4 17 56
Robo Advising and Investor Profiling 0 0 0 3 1 4 24 32
Total Journal Articles 0 1 9 65 6 20 155 373

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Statistics updated 2026-09-10