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AccessPreviewIssue DateTitleAuthor(s)
Acceso abiertoGonzalez-Urteaga_etal_2022_SERIEs.pdf.jpg6-Jun-2022Spillover dynamics effects between risk-neutral equity and Treasury volatilitiesGonzález-Urteaga, Ana; Nieto, Belén; Rubio Irigoyen, Gonzalo
Acceso restringidoLeon_Niguez_2021_JEmpiricalFinance_final.pdf.jpgSep-2021The transformed Gram Charlier distribution: Parametric properties and financial risk applicationsLeón Valle, Ángel M.; Ñíguez, Trino-Manuel
Acceso abiertoGonzalez-Urteaga_etal_2021_QuantitFinance_final.pdf.jpg2021Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factorsGonzález-Urteaga, Ana; Nieto, Belén; Rubio Irigoyen, Gonzalo
Acceso abiertoLeon_Niguez_2022_EurJFinance.pdf.jpg7-Oct-2021Polynomial adjusted Student-t densities for modeling asset returnsLeón Valle, Ángel M.; Ñíguez, Trino-Manuel
Acceso restringido2020_Moreno-Izquierdo_etal_TourManagPerspect_final.pdf.jpgJan-2020Determining factors in the choice of prices of tourist rental accommodation. New evidence using the quantile regression approachMoreno-Izquierdo, Luis; Rubia, Antonio; Perles Ribes, José Francisco; Ramón-Rodríguez, Ana B.; Such Devesa, María Jesús
Acceso abiertoAcereda_etal_2020_FinanceResLett_final.pdf.jpgMar-2020Estimating the expected shortfall of cryptocurrencies: An evaluation based on backtestingAcereda Serrano, Beatriz; León Valle, Ángel M.; Mora-López, Juan
Acceso abierto2020_Rodenas_etal_AppliedEconomicAnalysis.pdf.jpg2020Economic stress in non-poor Spanish households during the Great RecessionRódenas, Carmen; Martí, Mónica; León Valle, Ángel M.
Acceso abiertoLeon_Niguez_2021_JRiskFinance_final.pdf.jpg20-Sep-2021Copula methods for evaluating relative tail forecasting performanceLeón Valle, Ángel M.; Ñíguez, Trino-Manuel
Acceso abiertoCastillo_etal_2021_FinanceResLett_final.pdf.jpg18-Mar-2021Backtesting VaR under the COVID-19 sudden changes in volatilityCastillo, Brenda; León Valle, Ángel M.; Ñíguez, Trino-Manuel
Acceso abiertoNieto_Rubio_2022_JRiskFinancialManag.pdf.jpg3-Jan-2022The Effects of the COVID-19 Crisis on Risk Factors and Option-Implied Expected Market Risk Premia: An International PerspectiveNieto, Belén; Rubio Irigoyen, Gonzalo

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