Showing results 34 to 53 of 148
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| Issue Date | Title | Author(s) |
| 2023 | Economic uncertainty and suicide mortality in post-pandemic England | Sorić, Maša; Sorić, Petar; Clavería González, Óscar |
| 29-Jan-2016 | El impacto de las técnicas VaR en los mercados financieros : enfoque basado en la simulación multiagente | Llacay Pintat, Bàrbara |
| 2019 | Equilibrium distributions and discrete Schur-constant models | Castañer, Anna; Claramunt Bielsa, M. Mercè |
| 18-Jan-2019 | Error de cobertura en tiempo discreto para opciones financieras | Wu, Henglong |
| 23-Feb-2018 | Essays on Risk and Uncertainty in Economics and Finance | Uribe Gil, Jorge Mario |
| 14-Jul-2023 | Essays on Tail Risks in Macroeconomics | Garrón Vedia, Ignacio |
| 2015 | Estimación del riesgo mediante el ajuste de cópulas | Bolancé Losilla, Catalina; Guillén, Montserrat; Padilla Barreto, Alemar Elaine |
| Jul-2014 | Estimation of the underlying structure of systematic risk using principal component analysis and factor analysis | Ladrón de Guevara Cortés, Rogelio; Torra Porras, Salvador |
| 2007 | EU-15 sovereign governments’ cost of borrowing after seven years of monetary union | Gómez-Puig, Marta |
| 2016 | European government bond market contagion in turbulent times | Abad, Pilar; Chuliá Soler, Helena |
| 2014 | European government bond market integration in turbulent times [WP] | Abad, Pilar; Chuliá Soler, Helena |
| 2013 | European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration | Abad, Pilar; Chuliá Soler, Helena |
| 1-Jan-2023 | European stock market volatility connectedness: The role of country and sector membership | Vidal-Llana, Xenxo; Uribe Gil, Jorge Mario; Guillén, Montserrat |
| 2022 | Evolution of Connectedness Level of European Credit and Insurace Firms | Olivé Palau, Pere |
| May-2020 | Expected shortfall computation with multiple control variates | Ortiz Gracia, Luis |
| 2018 | Extraction of the underlying structure of systematic risk from Non-Gaussian multivariate financial time series using Independent Component Analysis. Evidence from the Mexican Stock Exchange | Ladrón de Guevara Cortés, Rogelio; Torra Porras, Salvador; Monte Moreno, Enric |
| May-2013 | Financial responsibility. A temporal risk? | Ceballos Hornero, David |
| Jan-2019 | Forecasting compositional risk allocations | Boonen, Tim J.; Guillén, Montserrat; Santolino, Miguel |
| 2014 | Forward Looking Banking Stress in EMU Countries | Gómez-Puig, Marta; Sosvilla Rivero, Simón; Singh, Manish Kumar |
| 2012 | Fórmula de credibilidad para la estimación de las correlaciones entre líneas de negocio en el cálculo del SCR del módulo de suscripción no vida | Bermúdez, Lluís; Ferri Vidal, Antoni |
