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Showing results 29 to 48 of 149 < previous   next >
Issue DateTitleAuthor(s)
2022Daily Growth at Risk: financial or real drivers? The answer is not always the sameChuliá Soler, Helena; Garrón, Ignacio; Uribe Gil, Jorge Mario
1-Apr-2024Daily Growth at Risk: financial or real drivers? The answer is not always the sameChuliá Soler, Helena; Garrón, Ignacio; Uribe Gil, Jorge Mario
30-Nov-2022Dependence and Systemic Risks in Financial Markets: Spatial and Upper Tail AnalysisAcuña, Carlos
10-Jun-2015Discrete Schur-constant modelsCastañer, Anna; Claramunt Bielsa, M. Mercè; Lefèvre, Claude; Loisel, Stéphane
2018Distortion risk measures for nonnegative multivariate risksBelles Sampera, Jaume; Guillén, Montserrat; Sarabia Alegría, José María; Prieto, Faustino
May-2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt marketsGómez-Puig, Marta; Pieterse-Bloem, Mary; Sosvilla Rivero, Simón
2023Economic uncertainty and suicide mortality in post-pandemic EnglandSorić, Maša; Sorić, Petar; Clavería González, Óscar
29-Jan-2016El impacto de las técnicas VaR en los mercados financieros : enfoque basado en la simulación multiagenteLlacay Pintat, Bàrbara
2019Equilibrium distributions and discrete Schur-constant modelsCastañer, Anna; Claramunt Bielsa, M. Mercè
18-Jan-2019Error de cobertura en tiempo discreto para opciones financierasWu, Henglong
23-Feb-2018Essays on Risk and Uncertainty in Economics and FinanceUribe Gil, Jorge Mario
14-Jul-2023Essays on Tail Risks in MacroeconomicsGarrón Vedia, Ignacio
2015Estimación del riesgo mediante el ajuste de cópulasBolancé Losilla, Catalina; Guillén, Montserrat; Padilla Barreto, Alemar Elaine
Jul-2014Estimation of the underlying structure of systematic risk using principal component analysis and factor analysisLadrón de Guevara Cortés, Rogelio; Torra Porras, Salvador
2007EU-15 sovereign governments’ cost of borrowing after seven years of monetary unionGómez-Puig, Marta
2016European government bond market contagion in turbulent timesAbad, Pilar; Chuliá Soler, Helena
2014European government bond market integration in turbulent times [WP]Abad, Pilar; Chuliá Soler, Helena
2013European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and IntegrationAbad, Pilar; Chuliá Soler, Helena
1-Jan-2023European stock market volatility connectedness: The role of country and sector membershipVidal-Llana, Xenxo; Uribe Gil, Jorge Mario; Guillén, Montserrat
2022Evolution of Connectedness Level of European Credit and Insurace FirmsOlivé Palau, Pere