Issue Date | Title | Author(s) |
2014 | An 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-2014 | An update on EMU sovereign yield spreads drivers in times of crisis: A panel data analysis | Gómez-Puig, Marta; Sosvilla Rivero, Simón; Ramos Herrera, María del Carmen |
2013 | Beyond Value-at-Risk : GlueVaR Distortion Risk Measures | Belles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel |
Aug-2016 | Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion | Gómez-Puig, Marta; Sosvilla Rivero, Simón |
2022 | Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets | Gómez-Puig, Marta; Pieterse-Bloem, Mary; Sosvilla Rivero, Simón |
Dec-2010 | EMU and European government bond market integration | Abad, Pilar; Chuliá Soler, Helena; 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 |
2013 | How systemic is Spain for Europe? | Claeys, Peter; Vasicek, Borek |
2012 | Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News | Claeys, Peter; Vasicek, Borek |
18-Jan-2019 | Modelització de bons i tipus d’interès a temps discret | Llausàs Godo, Clara |
29-Jun-2017 | Modelos estocásticos con tipo de interés | Juvanteny Astigarra, Eudald |
15-Jul-2014 | Models estocàstics del tipus d'interès | Marquès Llorens, Maite |
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 |
Apr-2016 | The use of fexible quantile-based measures in risk assessment | Belles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel |
2013 | The use of flexible quantile-based measures in risk assessment [WP] | Belles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel |
Jul-2016 | A theoretical study of a short rate model | Calatayud Gregori, Julia |
14-Mar-2014 | Time-varying integration in european government bond markets | Chuliá Soler, Helena; Gómez-Puig, Marta; Abad, Pilar |
1-Apr-2022 | Valuing the Future and Discounting in Random Environments: A Review | Masoliver, Jaume, 1951-; Montero Torralbo, Miquel; Perelló, Josep, 1974-; Farmer, J. Doyne; Geanakoplos, John |