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Issue Date	Title	Author(s)
2021	Rethinking Asset Pricing with Quantile Factor Models	Uribe Gil, Jorge Mario; Guillén, Montserrat; Vidal-Llana, Xenxo
2022	Daily Growth at Risk: financial or real drivers? The answer is not always the same	Chuliá Soler, Helena; Garrón, Ignacio; Uribe Gil, Jorge Mario
2023	Economic uncertainty and suicide mortality in post-pandemic England	Sorić, Maša; Sorić, Petar; Clavería González, Óscar
2024	Quantifying sovereign risk in the euro area	Singh, Manish Kumar; Gómez-Puig, Marta; Sosvilla Rivero, Simón
2007	EU-15 sovereign governments’ cost of borrowing after seven years of monetary union	Gómez-Puig, Marta
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
2015	Bank risk behavior and connectedness in EMU countries [WP]	Singh, Manish Kumar; Gómez-Puig, Marta; Sosvilla Rivero, Simón
2013	The use of flexible quantile-based measures in risk assessment [WP]	Belles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel
2011	A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation [WP]	Bermúdez, Lluís; Ferri Vidal, Antoni; Guillén, Montserrat
2014	European government bond market integration in turbulent times [WP]	Abad, Pilar; Chuliá Soler, Helena