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

Economía de la Empresa / Universidad Rey Juan Carlos

Publications

Credit rating announcements, trading activity and yield spreads: The Spanish evidence

  • Abad P
  • Díaz A
  • Robles-Fernández MD

International Journal Of Monetary Economics And Finance (p. 38-63) - 1/1/2012

10.1504/ijmef.2012.044466 View at source

  • ISSN 17520479

ACCURATE OF VAR CALCULATED USING EMPIRICAL MODELS OF THE TERM STRUCTURE

  • Abad, Pilar
  • Benito, Sonia;

International Journal Of Theoretical And Applied Finance (p. 811-832) - 1/9/2009

10.1142/s0219024909005476 View at source

  • ISSN 02190249
  • ISSN/ISBN 0219-0249

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

Informational role of rating revisions after reputational events and regulation reforms

  • Abad, Pilar
  • Ferreras, Rodrigo
  • Robles, M-Dolores;

International Review Of Financial Analysis (p. 91-103) - 1/3/2019

10.1016/j.irfa.2019.01.005 View at source

  • ISSN 10575219

Risk and return around bond rating changes: New evidence from the Spanish stock market

  • Abad-Romero, Pilar
  • Robles-Fernandez, M. Dolores;

Journal Of Business Finance & Accounting (p. 885-908) - 1/6/2006

10.1111/j.1468-5957.2006.00608.x View at source

  • ISSN 0306686X

Crossing boundaries beyond the investment grade: Induced trading by rating-contingent investment constraints

  • Abad, Pilar
  • Diaz, Antonio
  • Escribano, Ana
  • Robles, M-Dolores;

Journal Of Corporate Finance - 1/4/2021

10.1016/j.jcorpfin.2021.101903 View at source

  • ISSN 09291199

Information opacity and corporate bond returns: The dynamics of split ratings

  • Abad, Pilar
  • Ferreras, Rodrigo
  • Robles, M-Dolores;

Journal Of International Financial Markets Institutions & Money - 1/9/2020

10.1016/j.intfin.2020.101239 View at source

  • ISSN 10424431

The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions

  • Abad, Pilar
  • Alsakka, Rasha
  • ap Gwilym, Owain;

Journal Of International Money And Finance (p. 40-57) - 1/7/2018

10.1016/j.jimonfin.2018.03.005 View at source

  • ISSN 02615606

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 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

This researcher has no books.

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

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

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