|
Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Peña Sánchez de Rivera, Juan Ignacio [ypenya]
Showing results 33 to 50 of 50
| Issue Date | Title | Author(s) | Type | | Jul-2011 | On the Role of Industry-Level Structural Constraints and the Timing of Accounting Reports in Bankruptcy Predictions | Chiu, Wan-Chien; Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Wang, Chih-Wei | workingPaper |
| Oct-1995 | On the term structure of Interbank interest rates: jump-diffusion processes and option pricing | Moreno, Manuel; Peña Sánchez de Rivera, Juan Ignacio [ypenya] | workingPaper |
| Jan-1997 | Preliminary Evidence on Takeover Target Returns in Spain: A Note | Ocaña, Carlos [cocana]; Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Robles, Dolores | article |
| May-2007 | Pricing tranched credit products with generalized multifactor models | Moreno, M.; Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Serrano, P. | workingPaper |
| 1990 | Problemas de homogeneidad en modelos de series temporales | Peña Sánchez de Rivera, Juan Ignacio [ypenya] | article |
| May-2006 | Risk premium: insights over the threshold | Fernandes, Jose L. B.; Hasman, Augusto; Peña Sánchez de Rivera, Juan Ignacio [ypenya] | workingPaper |
| Jan-2008 | Risk premium: insights over the threshold | Fernandes, José L. B.; Hasman, Augusto; Peña Sánchez de Rivera, Juan Ignacio [ypenya] | article |
| 2001 | Smiles, Bid-ask Spreads and Option pricing | Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Rubio, Gonzalo; Serna, Gregorio | article |
| Oct-1991 | Sobre la relación entre los mercados bursátiles internacionales y la bolsa de Madrid | Peña Sánchez de Rivera, Juan Ignacio [ypenya] | workingPaper |
| 1996 | Stock Market Microstructure in Spain: A Note | Peña Sánchez de Rivera, Juan Ignacio [ypenya] | article |
| Jul-1994 | Stock market microstructure in Spain: a note | Peña Sánchez de Rivera, Juan Ignacio [ypenya] | workingPaper |
| 1995 | Stock Market Regulations and Internacional Financial Integration: the case of Spain | Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Ruiz, Esther [ortega] | article |
| Jul-1994 | Stock market regulations and international financial integration: the case of Spain | Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Ruiz, Esther [ortega] | workingPaper |
| Sep-2010 | Systemic risk measures: the simpler the better | Rodríguez-Moreno, María [mrodril]; Peña Sánchez de Rivera, Juan Ignacio [ypenya] | workingPaper |
| Sep-2009 | Towards a common European monetary union risk free rate | Mayordomo, Sergio [smayordo]; Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Schwartz, Eduardo S. | workingPaper |
| 2000 | La valoración de opciones sobre acciones : un enfoque teórico | Peña Sánchez de Rivera, Juan Ignacio [ypenya] | bookPart |
| Aug-1999 | Why do we smile? On the determinants of the implied volatility function | Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Rubio, Gonzalo; Serna, Gregorio | article |
| Nov-1997 | Why do we smile? on the determinants of the implied volatility function | Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Rubio, Gonzalo; Serna, Gregorio | workingPaper |
Showing results 33 to 50 of 50
|
