Browsing by Subject Bonds

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Showing results 1 to 20 of 20
Issue DateTitleAuthor(s)
2014An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis [WP]Gómez-Puig, Marta; Sosvilla Rivero, Simón; Ramos Herrera, María del Carmen
Nov-2014An update on EMU sovereign yield spreads drivers in times of crisis: A panel data analysisGómez-Puig, Marta; Sosvilla Rivero, Simón; Ramos Herrera, María del Carmen
2013Beyond Value-at-Risk : GlueVaR Distortion Risk MeasuresBelles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel
Aug-2016Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagionGómez-Puig, Marta; Sosvilla Rivero, Simón
2022Dynamic connectedness between credit and liquidity risks in EMU sovereign debt marketsGómez-Puig, Marta; Pieterse-Bloem, Mary; Sosvilla Rivero, Simón
Dec-2010EMU and European government bond market integrationAbad, Pilar; Chuliá Soler, Helena; Gómez-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
2013How systemic is Spain for Europe?Claeys, Peter; Vasicek, Borek
2012Measuring Sovereign Bond Spillover in Europe and the Impact of Rating NewsClaeys, Peter; Vasicek, Borek
18-Jan-2019Modelització de bons i tipus d’interès a temps discretLlausàs Godo, Clara
29-Jun-2017Modelos estocásticos con tipo de interésJuvanteny Astigarra, Eudald
15-Jul-2014Models estocàstics del tipus d'interèsMarquès Llorens, Maite
2013Sovereign bond market reactions to fiscal rules and no-bailout clauses – The Swiss experienceFeld, Lars P.; Kalb, Alexander; Moessinger, Marc-Daniel; Osterloh, Steffen
Apr-2016The use of fexible quantile-based measures in risk assessmentBelles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel
2013The use of flexible quantile-based measures in risk assessment [WP]Belles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel
Jul-2016A theoretical study of a short rate modelCalatayud Gregori, Julia
14-Mar-2014Time-varying integration in european government bond marketsChuliá Soler, Helena; Gómez-Puig, Marta; Abad, Pilar
1-Apr-2022Valuing the Future and Discounting in Random Environments: A ReviewMasoliver, Jaume, 1951-; Montero Torralbo, Miquel; Perelló, Josep, 1974-; Farmer, J. Doyne; Geanakoplos, John