Pilar Abad
Names
Identifer
Contact
Affiliations
-
Universidad Rey Juan Carlos
/ Departamento de Fundamentos del Analisis Económico
Research profile
author of:
- European government bond market integration in turbulent times (RePEc:bak:wpaper:201408)
by Pilar Abad & Helena Chuliá - The Risk–Return Binomial After Rating Changes (RePEc:bla:ecnote:v:44:y:2015:i:2:p:249-274)
by Pilar Abad & M. Dolores Robles - Time†varying Integration in European Government Bond Markets (RePEc:bla:eufman:v:20:y:2014:i:2:p:270-290)
by Pilar Abad & Helena Chuliá & Marta Gómez†Puig - Does the Single Supervisory Mechanism Reduce Overall Risk in the European Stock Market? (RePEc:bla:glopol:v:11:y:2020:i:s1:p:39-51)
by Pilar Abad & Myriam García‐Olalla & M. Dolores Robles - EMU and European government bond market integration (RePEc:ecb:ecbwps:20091079)
by Abad, Pilar & Chuliá, Helena & Gómez-Puig, Marta - Intra-industry transfer effects of credit risk news: Rated versus unrated rivals (RePEc:eee:bracre:v:52:y:2020:i:1:s0890838918300830)
by Abad, P. & Ferreras, R. & Robles, M.D. - Informational role of rating revisions after reputational events and regulation reforms (RePEc:eee:finana:v:62:y:2019:i:c:p:91-103)
by Abad, Pilar & Ferreras, Rodrigo & Robles, M-Dolores - An error correction factor model of term structure slopes in international swap markets (RePEc:eee:intfin:v:15:y:2005:i:3:p:229-254)
by Abad, Pilar & Novales, Alfonso - EMU and European government bond market integration (RePEc:eee:jbfina:v:34:y:2010:i:12:p:2851-2860)
by Abad, Pilar & Chuliá, Helena & Gómez-Puig, Marta - The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions (RePEc:eee:jimfin:v:85:y:2018:i:c:p:40-57)
by Abad, Pilar & Alsakka, Rasha & ap Gwilym, Owain - A detailed comparison of value at risk estimates (RePEc:eee:matcom:v:94:y:2013:i:c:p:258-276)
by Abad, Pilar & Benito, Sonia - Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market (RePEc:eee:reveco:v:33:y:2014:i:c:p:152-171)
by Abad, Pilar & Robles, M. Dolores - The Effects of Macroeconomic News Announcements during the Global Financial Crisis (RePEc:eme:csefzz:s1569-375920140000096000)
by Pilar Abad & Helena Chuliá - European Government Bond Market Contagion in Turbulent Times (RePEc:fau:fauart:v:66:y:2016:i:3:p:263-276)
by Pilar Abad & Helena Chulia - A University Training Programme for Acquiring Entrepreneurial and Transversal Employability Skills, a Students’ Assessment (RePEc:gam:jsusta:v:12:y:2020:i:3:p:796-:d:311638)
by Pilar Laguna-Sánchez & Pilar Abad & Concepción de la Fuente-Cabrero & Rocío Calero - Características socioeconómicas y estructura de los hogares de las personas mayores en España (RePEc:hpe:journl:y:2002:v:161:i:2:p:49-68)
by Pilar Abad Romero & Eva Rodríguez Míguez - Social preferences measures and the quality of the job match for persons with disabilities (RePEc:hpe:journl:y:2006:v:179:i:4:p:113-134)
by Pilar Abad Romero & Begoña Alvarez García & Eva Rodríguez Míguez & Antonio Rodríguez Sampayo - “European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration” (RePEc:ira:wpaper:201325)
by Pilar Abad & Helena Chuliá - “European government bond market integration in turbulent times” (RePEc:ira:wpaper:201424)
by Pilar Abad & Helena Chuliá - Bond rating changes and stock returns: evidence from the Spanish stock market (RePEc:spr:specre:v:9:y:2007:i:2:p:79-103)
by Pilar Abad-Romero & M. Robles-Fernández - Volatility transmission across the term structure of swap markets: international evidence (RePEc:taf:apfiec:v:14:y:2004:i:14:p:1045-1058)
by Pilar Abad & Alfonso Novales - Risk Premia in the Term Structure of Swaps in Pesetas (RePEc:ucm:doicae:0219)
by Alfonso Novales & Pilar Abad - Volatility Transmission acros the Term Structure of Swap Markets: International Evidence (RePEc:ucm:doicae:0220)
by Pilar Abad & Alfonso Novales - The Forecasting Ability of Factor Models of the Term Structure of IRS Markets (RePEc:ucm:doicae:0221)
by Pilar Abad & Alfonso Novales - An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets (RePEc:ucm:doicae:0222)
by Pilar Abad & Alfonso Novales - Contenido informativo de los cambios de Rating en el mercado de Valores Español (RePEc:ucm:doicae:0304)
by Pilar Abad Romero & Mª Dolores Robles Fernández - Using The Nelson and Siegel Model of The term Structure in Value at Risk Estimation (RePEc:ucm:doicae:0511)
by Pilar Abad & Sonia Benito Muela - Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal (RePEc:ucm:doicae:0604)
by Pilar Abad & Sonia Benito - Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence (RePEc:ucm:doicae:1136)
by Pilar Abad & Antonio Diaz & M. Dolores Robles-Fernandez - Determinants of trading activity after rating actions in the Corporate Debt Market (RePEc:ucm:doicae:1137)
by Pilar Abad & Antonio Diaz & M. Dolores Robles-Fernandez - Credit rating agencies and unsystematic risk: Is there a linkage? (RePEc:ucm:doicae:1217)
by Pilar Abad Romero & María Dolores Robles Fernández - Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market (RePEc:ucm:doicae:1311)
by Pilar Abad & M. Dolores Robles & Gare Cuervo - The Risk-Return binomial after rating changes (RePEc:ucm:doicae:1423)
by Pilar Abad Romero & Maria Dolores Robles Fernández - Accurate Of Var Calculated Using Empirical Models Of The Term Structure (RePEc:wsi:ijtafx:v:12:y:2009:i:06:n:s0219024909005476)
by Pilar Abad & Sonia Benito