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Mostrando 10 de un total de 11 resultados de la comunidad: Investigación. (0.246 segundos)

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Volatility and covariation of financial assets: a high-frequency analysis (workingPaper)

Cartea, Álvaro ; Karyampas, Dimitrios
2009-12
Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs (workingPaper)

Mayordomo, Sergio ; Peña Sánchez de Rivera, Juan Ignacio ; Romo, Juan
2009-09
The relationship between the volatility of returns and the number of jumps in financial markets (workingPaper)

Cartea, Álvaro ; Karyampas, Dimitrios
2009-12
Nonparametric estimation of conditional beta pricing models (workingPaper)

Ferreira, Eva ; Gil-Bazo, Javier ; Orbe, Susan
2008-05
The performance of socially responsible mutual funds: the role of fees and management companies (workingPaper)

Gil-Bazo, Javier ; Ruiz-Verdú, Pablo ; Santos, André A. P.
2008-06
Derivatives pricing with marked point processes using Tick-by-tick data (workingPaper)

Cartea, Álvaro
2010-04
Are all Credit Default Swap databases equal? (workingPaper)

Mayordomo, Sergio ; Peña Sánchez de Rivera, Juan Ignacio ; Schwartz, Eduardo S.
2010-11
On the compensation for illiquidity in sovereign credit markets (workingPaper)

Groba, Jonatan ; Serrano, Pedro ; Lafuente Luengo, Juan Ángel
2014-10
Political risk and corporate investment decisions (workingPaper)

Restrepo, Diana ; Correia, Ricardo ; Población, Javier
2012-01
Good deals in markets with frictions (workingPaper)

Balbás, Alejandro ; Balbás, Beatriz ; Balbás, Raquel
2011-02

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