Similar Search Results

Risk premium : insights over the threshold

Fernandes, José L. B. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003397973

Risk premium : insights over the threshold

Fernandes, José L. B. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003404606

Risk premium: insights over the threshold

Fernandes, José L. B.; Hasman, Augusto; Peña Sánchez … - In: Applied financial economics 18 (2008) 1/3, pp. 41-59

Persistent link: https://www.econbiz.de/10003738976

On meteor showers in stock markets : New York vs Madrid

Peña Sánchez de Rivera, Juan Ignacio - In: Investigaciones económicas 16 (1992) 2, pp. 225-234

Persistent link: https://www.econbiz.de/10001133299

The hedging effectiveness of electricity futures in the Spanish market

Peña Sánchez de Rivera, Juan Ignacio - In: Finance research letters 53 (2023), pp. 1-7

Persistent link: https://www.econbiz.de/10014472285

Why do we smile? : On the determinants of the implied volatility function

Peña Sánchez de Rivera, Juan Ignacio; Rubio, Gonzalo; … - In: Journal of banking & finance 23 (1999) 8, pp. 1151-1179

Persistent link: https://www.econbiz.de/10001391604

Stock market regulations and international financial integration : the case of Spain

Peña Sánchez de Rivera, Juan Ignacio - In: The European journal of finance 1 (1996) 4, pp. 367-382

Persistent link: https://www.econbiz.de/10001196891

Can output explain the predictability and volatility of stock returns?

Rodríguez, Rosa; Restoy, Fernando; Peña Sánchez de … - In: Journal of international money and finance 21 (2002) 2, pp. 163-182

Persistent link: https://www.econbiz.de/10001653926

Towards a Common European Monetary Union Risk Free Rate

Mayordomo, Sergio - 2012

We present a tentative estimate of a common risk free rate for the European Monetary Union countries from January 2004 to December 2010 using variables motivated by a theoretical portfolio selection model. In a first stage, we analyze the determinants of EMU sovereign yield spreads and find...

Persistent link: https://www.econbiz.de/10013116313

Towards a Common European Monetary Union Risk Free Rate

Mayordomo, Sergio - 2009

A common European bond would yield a common European Monetary Union risk free rate. We present tentative estimates of this common risk free for the European Monetary Union countries from 2004 to 2009 using variables motivated by a theoretical portfolio selection model. First, we analyze the...

Persistent link: https://www.econbiz.de/10013156250