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

Actividades

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 Ver en origen

  • 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 Ver en origen

  • 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 Ver en origen

  • 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 Ver en origen

  • 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 Ver en origen

  • 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 Ver en origen

  • 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 Ver en origen

  • 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 Ver en origen

  • 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 Ver en origen

  • 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 Ver en origen

  • ISSN 17539579

Este/a investigador/a no tiene libros.

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 Ver en origen

  • 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 Ver en origen

  • 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 Ver en origen

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 Ver en origen

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 Ver en origen

  • ISSN 03784266

Este/a investigador/a no tiene documentos de trabajo.

Este/a investigador/a no tiene informes técnicos.

Este/a investigador/a no tiene proyectos de investigación.

Este/a investigador/a no tiene tesis dirigidas.

Este/a investigador/a no tiene patentes o licencias de software.

Última actualización de los datos: 12/08/23 3:04