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Results 1-10 of 39 (Search time: 0.022 seconds).
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Issue DateTitleAuthor(s)
14-Mar-2014Time-varying integration in european government bond marketsChuliá Soler, Helena; Gómez-Puig, Marta; Abad, Pilar
Jul-2014Estimation of the underlying structure of systematic risk using principal component analysis and factor analysisLadrón de Guevara Cortés, Rogelio; Torra Porras, Salvador
Dec-2016Compositional methods applied to capital allocation problemsBelles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel
2016Modeling longevity risk with generalized dynamic factor models and vine-copulaeChuliá Soler, Helena; Guillén, Montserrat; Uribe Gil, Jorge Mario
May-2016What attitudes to risk underlie distortion risk measure choices?Belles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel
2013Influencia de la variable aleatoria implícita en la fórmula estándar en el cálculo del SCR del riesgo de suscripción no vidaFerri Vidal, Antoni; Bermúdez, Lluís; Guillén, Montserrat
Mar-2015The dynamics of one-sided incomplete information in motor disputesAyuso, Mercedes; Bermúdez, Lluís; Santolino, Miguel
Jun-2017Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysisChuliá Soler, Helena; Guillén, Montserrat; Uribe Gil, Jorge Mario
2014Long-run savings and investment strategy optimizationGerrard, Russell; Guillén, Montserrat; Nielsen, Jens Perch; Pérez Marín, Ana María
2016European government bond market contagion in turbulent timesAbad, Pilar; Chuliá Soler, Helena