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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Peña Sánchez de Rivera, Juan Ignacio [ypenya]
Showing results 3 to 22 of 50
| Issue Date | Title | Author(s) | Type | | Nov-2010 | Are all Credit Default Swap databases equal? | Mayordomo, Sergio [smayordo]; Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Schwartz, Eduardo S. | workingPaper |
| Sep-2009 | Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs | Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Romo, Juan | workingPaper |
| Apr-2002 | Can output explain the predictability and volatility of stock returns? | Rodríguez López, Rosa [rrlopez]; Restoy, Fernando; Peña Sánchez de Rivera, Juan Ignacio [ypenya] | article |
| 1995 | Comment : [Simon Keane's Reappraisal of Share Price Maximisation] | Peña Sánchez de Rivera, Juan Ignacio [ypenya] | review |
| 1986 | Un contraste de normalidad basado en la transformación de Box-Cox | Peña, Daniel; Peña Sánchez de Rivera, Juan Ignacio [ypenya] | article |
| Mar-1992 | Contratación asíncrona, riesgo sismático y contrastes de eficiencia | Peña Sánchez de Rivera, Juan Ignacio [ypenya] | workingPaper |
| 1992 | Contratación asíncrona, riesgo sistemático y contrastes de eficiencia | Peña Sánchez de Rivera, Juan Ignacio [ypenya] | article |
| 2005 | Correlaciones entre fallidos y derivados de crédito: un modelo para la valoración de CDO | Peña Sánchez de Rivera, Juan Ignacio [ypenya] | article |
| Nov-2009 | Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS. | Forte, Santiago; Peña Sánchez de Rivera, Juan Ignacio [ypenya] | article |
| May-2006 | Credit spreads: theory and evidence about the information content of stocks, bonds and cdss | Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Forte, Santiago | workingPaper |
| 1995 | Daily Seasonalities and Stock Market Reforms in Spain | Peña Sánchez de Rivera, Juan Ignacio [ypenya] | article |
| Jun-1994 | Daily seasonality and stock market reforms in Spain | Peña Sánchez de Rivera, Juan Ignacio [ypenya] | workingPaper |
| Mar-2003 | Debt refinancing and credit risk | Forte, Santiago; Peña Sánchez de Rivera, Juan Ignacio [ypenya] | workingPaper |
| 2011 | The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress | Mayordomo, Sergio [smayordo]; Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Romo, Juan [romo] | article |
| Feb-2012 | An empirical analysis of the dynamic dependences in the European Corporate credit markets : bonds vs. credit derivatives | Mayordomo, Sergio [smayordo]; Peña Sánchez de Rivera, Juan Ignacio [ypenya] | workingPaper |
| Oct-1995 | Empirical evidence on the impact of European insider trading regulations | Estrada, Javier; Peña Sánchez de Rivera, Juan Ignacio [ypenya] | workingPaper |
| 2002 | Empirical Evidence on the Impact of European Insider Trading Regulations | Estrada, Javier; Peña Sánchez de Rivera, Juan Ignacio [ypenya] | article |
| 1992 | Fusiones, adquisiciones y separaciones : teorías y evidencia en España y en EEUU | Ocaña, Carlos [cocana]; Peña Sánchez de Rivera, Juan Ignacio [ypenya] | article |
| Aug-1997 | A general equilibrium approach to the stock returns and real activity relationship | Rodríguez, Rosa; Restoy, Fernando; Peña Sánchez de Rivera, Juan Ignacio [ypenya] | workingPaper |
| Oct-2012 | Liquidity Commonalities in the Corporate CDS Market around | Mayordomo, Sergio [smayordo]; Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Rodríguez-Moreno, María [mrodri] | workingPaper |
Showing results 3 to 22 of 50
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