1. Dipòsit Digital de la Universitat de Barcelona

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Issue DateTitleAuthor(s)
15-Apr-2022Non-Normal Market Losses and Spatial Dependence Using Uncertainty IndicesBolancé Losilla, Catalina; Acuña, Carlos; Torra Porras, Salvador
Jul-2014Estimation of the underlying structure of systematic risk using principal component analysis and factor analysisLadrón de Guevara Cortés, Rogelio; Torra Porras, Salvador
2013The use of flexible quantile-based measures in risk assessment [WP]Belles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel
2013Beyond Value-at-Risk : GlueVaR Distortion Risk MeasuresBelles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel
Apr-2016The use of fexible quantile-based measures in risk assessmentBelles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel
2018Risk Synchronization in International Stock MarketsChuliá Soler, Helena; Pinchao, Andrés D.; Uribe Gil, Jorge Mario
30-Nov-2022Dependence and Systemic Risks in Financial Markets: Spatial and Upper Tail AnalysisAcuña, Carlos
1-Jan-2023European stock market volatility connectedness: The role of country and sector membershipVidal-Llana, Xenxo; Uribe Gil, Jorge Mario; Guillén, Montserrat

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