The Spanish Review of Financial Economics最新文献_第4页

A comprehensive review of Value at Risk methodologies 对风险价值方法的全面回顾

The Spanish Review of Financial Economics Pub Date : 2014-01-01 DOI: 10.1016/j.srfe.2013.06.001

Pilar Abad , Sonia Benito , Carmen López

引用次数: 140

Modeling credit spreads under multifactor stochastic volatility 多因素随机波动下的信用利差建模

The Spanish Review of Financial Economics Pub Date : 2014-01-01 DOI: 10.1016/j.srfe.2013.06.002

Jacinto Marabel Romo

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引用次数: 4

Self-organizing maps as a tool to compare financial macroeconomic imbalances: The European, Spanish and German case 自组织地图作为比较金融宏观经济失衡的工具:欧洲、西班牙和德国的案例

The Spanish Review of Financial Economics Pub Date : 2013-07-01 DOI: 10.1016/j.srfe.2013.07.001

Félix J. López Iturriaga, Iván Pastor Sanz

引用次数: 13

Assessment of window dressing using fund returns and portfolio holdings 评估利用基金收益和投资组合来粉饰帐目

The Spanish Review of Financial Economics Pub Date : 2013-07-01 DOI: 10.1016/j.srfe.2013.07.002

Cristina Ortiz , Gloria Ramírez , José Luis Sarto

引用次数: 3

The impact of interbank and public debt markets on the competition for bank deposits 银行间和公共债务市场对银行存款竞争的影响

The Spanish Review of Financial Economics Pub Date : 2013-07-01 DOI: 10.1016/j.srfe.2013.10.001

Carlos Pérez Montes

引用次数: 0

Corporate stakeholders and trust 企业利益相关者与信任

The Spanish Review of Financial Economics Pub Date : 2013-07-01 DOI: 10.1016/j.srfe.2013.09.002

Marc Goergen

引用次数: 0

Bank market power after a banking crisis: Some international evidence 银行业危机后的银行市场力量:一些国际证据

The Spanish Review of Financial Economics Pub Date : 2013-01-01 DOI: 10.1016/j.srfe.2013.04.001

Elena Cubillas , Nuria Suárez

引用次数: 18

Mean reversion of stochastic convenience yields for CO2 emissions allowances: Empirical evidence from the EU ETS 二氧化碳排放配额随机便利收益的均值回归:来自EU ETS的经验证据

The Spanish Review of Financial Economics Pub Date : 2013-01-01 DOI: 10.1016/j.srfe.2013.01.001

Kai Chang , Su Sheng Wang , Ke Peng

引用次数: 20

The financial institutions incentives when they place financial assets with credit risk to retail investors 当金融机构将具有信用风险的金融资产投放给散户投资者时，它们会起到激励作用

The Spanish Review of Financial Economics Pub Date : 2013-01-01 DOI: 10.1016/j.srfe.2013.03.002

Ramiro Losada

引用次数: 0

Multivariate GARCH models and risk minimizing portfolios: The importance of medium and small firms 多元GARCH模型与风险最小化投资组合:中小企业的重要性

The Spanish Review of Financial Economics Pub Date : 2013-01-01 DOI: 10.1016/j.srfe.2013.03.001

José Luis Miralles-Marcelo, José Luis Miralles-Quirós, María del Mar Miralles-Quirós

引用次数: 20