Showing results 96 to 115 of 146
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Issue Date | Title | Author(s) |
Oct-2019 | Quantifying credit portfolio losses under multi-factor models | Colldeforns Papiol, Gemma; Ortiz Gracia, Luis; Oosterlee, C. W. (Cornelis W.) |
Feb-2021 | Quantifying sovereign risk in the euro area | Singh, Manish Kumar; Gómez-Puig, Marta; Sosvilla Rivero, Simón |
2024 | Quantifying sovereign risk in the euro area | Singh, Manish Kumar; Gómez-Puig, Marta; Sosvilla Rivero, Simón |
30-Jul-2015 | Quantitative risk assessment, aggregation functions and capital allocation problems | Belles Sampera, Jaume |
31-Mar-2021 | Regime Switching in High-Tech ETFs: Idiosyncratic Volatility and Return | Arenas, Laura; Gil Lafuente, Anna Maria |
2021 | Rethinking Asset Pricing with Quantile Factor Models | Uribe Gil, Jorge Mario; Guillén, Montserrat; Vidal-Llana, Xenxo |
2020 | Retos para el análisis y la estimación de la distribución de probabilidad en Big-data | Bolancé Losilla, Catalina |
2019 | El riesgo de mercado en Solvencia II y su optimización | Hernández Chico, Sergio |
Mar-2017 | Risk aggregation in Solvency II through recursive log-normals | Bolviken, Erik; Guillén, Montserrat |
Jun-2018 | Risk attitudes and economic security to constitutional change: Catalan & Scottish cases | Poirier, David |
2019 | Risk quantification of an option portfolio through the introduction of the fuzzy Black-Scholes formula | Andreu i Cuscó, Pol |
2018 | Risk Synchronization in International Stock Markets | Chuliá Soler, Helena; Pinchao, Andrés D.; Uribe Gil, Jorge Mario |
2022 | Risks management in the wine supply chain during the Global Pandemic | Aierken, Adila |
2011 | Sensibilidad a las correlaciones entre líneas de negocio del SCR del módulo de suscripción no vida basado en la fórmula estándar | Ferri Vidal, Antoni; Bermúdez, Lluís; Alcañiz, Manuela |
Feb-2006 | Size matters for liquidity: Evidence from EMU sovereign yield spreads | Gómez-Puig, Marta |
30-Dec-2009 | Solvencia en un Reaseguro Finite Risk | Pons Cardell, M. Àngels; Sarrasí Vizcarra, Francisco Javier |
2013 | Sovereign bond market reactions to fiscal rules and no-bailout clauses – The Swiss experience | Feld, Lars P.; Kalb, Alexander; Moessinger, Marc-Daniel; Osterloh, Steffen |
May-2016 | Sovereign-Bank linkages: Quantifying directional intensity of risk transfers in EMU countries | Singh, Manish Kumar; Gómez-Puig, Marta; Sosvilla Rivero, Simón |
Jun-2017 | Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis | Chuliá Soler, Helena; Guillén, Montserrat; Uribe Gil, Jorge Mario |
2015 | Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis [WP] | Chuliá Soler, Helena; Guillén, Montserrat; Uribe Gil, Jorge Mario |