1. Dipòsit Digital de la Universitat de Barcelona

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Results 1-10 of 21 (Search time: 0.035 seconds).
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Issue DateTitleAuthor(s)
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
29-Jun-2017Modelos estocásticos con tipo de interésJuvanteny Astigarra, Eudald
18-Jan-2019Modelització de bons i tipus d’interès a temps discretLlausàs Godo, Clara
2022Dynamic connectedness between credit and liquidity risks in EMU sovereign debt marketsGómez-Puig, Marta; Pieterse-Bloem, Mary; Sosvilla Rivero, Simón
2013How systemic is Spain for Europe?Claeys, Peter; Vasicek, Borek
2013Beyond Value-at-Risk : GlueVaR Distortion Risk MeasuresBelles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel
1-Oct-2024High-Frequency Trading in Bond Returns: A Comparison Across Alternative Methods and Fixed-Income MarketsAlaminos Aguilera, David; Salas Compas, M. Belén; Fernández‑Gámez, Manuel A. 
Jul-2016A theoretical study of a short rate modelCalatayud Gregori, Julia
2016European government bond market contagion in turbulent timesAbad, Pilar; Chuliá Soler, Helena
15-Jul-2014Models estocàstics del tipus d'interèsMarquès Llorens, Maite

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