1. Dipòsit Digital de la Universitat de Barcelona

Search


Current filters:
Start a new search
Add filters:

Use filters to refine the search results.

 | 
Results 1-10 of 30 (Search time: 0.05 seconds).
Item hits:
Issue DateTitleAuthor(s)
2019Uncovering the time-varying relationship between commonality in liquidity and volatility [WP]Chuliá Soler, Helena; Koser, Christoph; Uribe Gil, Jorge Mario
May-2020Uncovering the time-varying relationship between commonality in liquidity and volatilityChuliá Soler, Helena; Koser, Christoph; Uribe Gil, Jorge Mario
14-Sep-2020Essays on Liquidity in Financial MarketsKoser, Christoph
Nov-2018Computation of market risk measures with stochastic liquidity horizonColldeforns Papiol, Gemma; Ortiz Gracia, Luis
Mar-2018Analyst Coverage, Market Liquidity and Disclosure Quality: A Study of Fair-value Disclosures by European Real Estate Companies Under IAS 40 and IFRS 13Sundgren, Stephan; Mäki, Juha; Somoza López, Antonio
2022Dynamic connectedness between credit and liquidity risks in EMU sovereign debt marketsGómez-Puig, Marta; Pieterse-Bloem, Mary; Sosvilla Rivero, Simón
2006The Impact of Monetary Union on EU-15 Sovereign Debt Yield SpreadsGómez-Puig, Marta
2005Monetary integration and the cost of borrowing [WP]Gómez-Puig, Marta
1-Dec-2011Fair value versus historical cost-based valuation for biological assets: Predictability of financial informationArgilés Bosch, Josep M.; García Blandón, Josep; Monllau, Teresa
2011Causality and contagion in peripheral EMU public debt markets: a dynamic approachGómez-Puig, Marta; Sosvilla Rivero, Simón

Discover