Grupo de Investigación
en Finanzas de Mercado y Econometría Financiera

 

Publicaciones recientes de los componentes del grupo:


Abad, D. y R. Pascual, "Switching to a Temporary Call Auction in Times of High Uncertainty", Journal of Financial Research, 33, 45-75, 2010.

Balbás, A., R.Balbás y S. Mayoral, "Optimazing Measures of Risk: A simplex-like algorithm", European Journal of Operational Research, 192, 603-620, 2009.

Balboa, M. y J. Martí, "Factors that determine the Reputation of Private Equity Managers in Developing Markets", Journal of Business Venturing, 22, 453-480, 2007.

Benito, F., A. León y J. Nave, "Modeling the Euro Overnight Rate", Journal of Empirical Finance, 14, 756-782, 2007.

Carmona, J., A. León y A. Vaelló, "Pricing Executive Stock Options under Employment Shocks", Journal of Economic Dynamics and Control, 35, 97-114, 2011.

Hassler U., P.M.M. Rodrigues y A. Rubia, "Testing for General Fractional Integration in the Time Domain", Econometric Theory, 25, 1793-1828, 2009.

León, A., J. Mencía y E. Sentana, "Parametric Properties of Semi-nonparametric Distributions with Application to Option Valuation", Journal of Business and Economic Statistics, 27, 176-192, 2009.

Nieto, B. y G. Rubio, "The volatility of consumption-based stochastic discount factors and economic cycles", Journal of Banking and Finance, 35 (9), 2197-2216, 2011.

Last updated: 27-Jul-2011 11:36:02