Abad Romero, María del Pilar pilar.abad@urjc.es

Publications

European Government Bond Market Contagion in Turbulent Times

  • Abad, Pilar
  • Chulia, Helena;

Finance A Uver-Czech Journal Of Economics And Finance (p. 263-276) - 1/1/2016

  • ISSN 00151920
  • iMarina

Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis

  • Abad, P
  • Muela, SB
  • Lopez-Martin, C
  • Granero, MAS

Journal Of Risk (p. 1-28) - 1/1/2016

Editor: Incisive Media Ltd.

10.21314/j0r.2016.332 View at source

  • ISSN 14651211
  • ISSN/ISBN 1755-2842

The Risk-Return Binomial After Rating Changes

  • Abad, Pilar
  • Dolores Robles, M.;

Economic Notes (p. 249-273) - 1/7/2015

10.1111/ecno.12033 View at source

  • ISSN 14680300

The role of the loss function in value-at-risk comparisons

  • Abad, P
  • Muela, SB
  • Martin, CL

Journal Of Risk Model Validation (p. 1-19) - 1/1/2015

10.21314/jrmv.2015.132 View at source

  • ISSN 17539579

Do changes in debt rating have effects on the risk of the issuers? [¿reflejan los cambios de rating de la deuda variaciones en el riesgo de los emisores?]

  • Abad P
  • Robles MD

Revista Europea De Direccion Y Economia De La Empresa (p. 47-60) - 1/1/2015

10.1016/j.redee.2014.04.001 View at source

  • ISSN 10196838

Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market

  • Abad, Pilar
  • Dolores Robles, M.;

International Review Of Economics & Finance (p. 152-171) - 1/9/2014

10.1016/j.iref.2014.05.002 View at source

  • ISSN 10590560

Time-varying Integration in European Government Bond Markets

  • Abad, Pilar
  • Chulia, Helena
  • Gomez-Puig, Marta;

European Financial Management (p. 270-290) - 1/3/2014

10.1111/j.1468-036x.2011.00633.x View at source

  • ISSN 13547798

Women's Entrepreneurship in rural areas: tourism as a development engine

  • Talon Ballestero, Pilar
  • Abad Romero, Pilar
  • Gonzalez Serrano, Lydia;

Esic Market (p. 579-604) - 1/12/2014

10.7200/esicm.149.0453.4e View at source

  • ISSN 02121867

A comprehensive review of Value at Risk methodologies

  • Abad P
  • Benito S
  • López C

Spanish Review Of Financial Economics (p. 15-32) - 1/1/2014

Editor: Elsevier Doyma

10.1016/j.srfe.2013.06.001 View at source

  • ISSN 21731268
  • ISSN/ISBN 1988-8767

A detailed comparison of value at risk estimates

  • Abad, Pilar
  • Benito, Sonia;

Mathematics And Computers In Simulation (p. 258-276) - 1/8/2013

10.1016/j.matcom.2012.05.011 View at source

  • ISSN 03784754
  • ISSN/ISBN 0378-4754

This researcher has no books.

Institutional versus retail investors’ Behavior around credit rating news

  • Abad P
  • Díaz A
  • Escribano A
  • Robles MD

Inside The Mind Of The Entrepreneur: Cognition, Personality Traits, Intention, And Gender Behavior (p. 241-261) - 1/1/2018

10.1007/978-3-319-95285-7_14 View at source

  • ISSN 14311941

The effect of rating contingent guidelines and regulation around credit rating news

  • Abad P
  • Díaz A
  • Escribano A
  • Robles MD

Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2018 (p. 1-5) - 1/1/2018

10.1007/978-3-319-89824-7_1 View at source

THE EFFECTS OF MACROECONOMIC NEWS ANNOUNCEMENTS DURING THE GLOBAL FINANCIAL CRISIS

  • Abad, Pilar
  • Chulia, Helena;

Contemporary Studies In Economic And Financial Analysis (p. 41-56) - 1/1/2014

10.1108/s1569-375920140000096000 View at source

  • ISSN 15693759

Dual-evaluation with formative peer-assessment by rubrics: A teaching experience in Business and Economics studies

  • Abad, Pilar
  • Robles, M-Dolores;

5TH INTERNATIONAL CONFERENCE ON HIGHER EDUCATION ADVANCES (HEAD'19) (p. 37-45) - 1/1/2019

10.4995/head19.2019.9460 View at source

EMU and European government bond market integration

  • Abad, Pilar
  • Chulia, Helena
  • Gomez-Puig, Marta;

Journal Of Banking & Finance (p. 2851-2860) - 1/12/2010

10.1016/j.jbankfin.2009.10.009 View at source

  • ISSN 03784266

This researcher has no working papers.

This researcher has no technical reports.

This researcher has no research projects.

This researcher has no supervised thesis.

This researcher has no patents or software licenses.

Last data update: 8/12/23 3:04 AM