Zobrazeno 1 - 10
of 29
pro vyhledávání: '"Ana González-Urteaga"'
Publikováno v:
Mathematics, Vol 9, Iss 11, p 1201 (2021)
This paper extends the studies published to date by performing an analysis of the causal relationships between sovereign CDS spreads and the estimated conditional volatility of stock indices. This estimation is performed using a vector autoregressive
Externí odkaz:
https://doaj.org/article/95aaae9dd1db4607a2afcbdcfdacd55b
Autor:
Laura Ballester, Ana González-Urteaga
Publikováno v:
Mathematics, Vol 8, Iss 10, p 1667 (2020)
This study complements the current literature, providing a thorough investigation of the lead–lag connection between stock indices and sovereign credit default swap (CDS) returns for 14 European countries and the US over the period 2004–2016. We
Externí odkaz:
https://doaj.org/article/a2ae325ebef64d979446ce93e912fd71
Publikováno v:
RUA. Repositorio Institucional de la Universidad de Alicante
Universidad de Alicante (UA)
Academica-e. Repositorio Institucional de la Universidad Pública de Navarra
instname
Universidad de Alicante (UA)
Academica-e. Repositorio Institucional de la Universidad Pública de Navarra
instname
Macro-finance asset pricing models provide a rationale for connectedness dynamics between equity and Treasury risk-neutral volatilities. In this paper, we study the total and directional connectedness, in the sense of spillover effects, between risk-
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d29572ae57b5f907e6ee409b8a0af291
https://doi.org/10.1007/s13209-022-00264-w
https://doi.org/10.1007/s13209-022-00264-w
Autor:
Ana González-Urteaga, Gonzalo Rubio
This analysis addressed the potential systemic effects of guarantee requirements by central counterparties. Using data from the Spanish BME and German Eurex central clearing counterparties and controlling for tail risk and monetary and real activity
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f9a3bb9c61d966128e54c1586e488df4
https://hdl.handle.net/2454/43960
https://hdl.handle.net/2454/43960
Publikováno v:
RUA. Repositorio Institucional de la Universidad de Alicante
Universidad de Alicante (UA)
Universidad de Alicante (UA)
This paper analyzes the factor structure and cross-sectional variability of a set of expected excess returns extracted from option prices and a non-parametric and out-of-sample stochastic discount factor. We argue that the existing potential segmenta
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7fbe4bfc766ca1145237740e2915e908
http://hdl.handle.net/10045/114104
http://hdl.handle.net/10045/114104
Autor:
Ana González-Urteaga, Gonzalo Rubio
Publikováno v:
CEU Repositorio Institucional
Fundación Universitaria San Pablo CEU (FUSPCEU)
Fundación Universitaria San Pablo CEU (FUSPCEU)
Este artículo se encuentra disponible en la siguiente URL: https://www.sciencedirect.com/science/article/abs/pii/S1057521921000429 Este es el preprint del siguiente artículo: González-Urteaga, A. & Rubio, G. (2021). The quality premium with levera
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::186601ea7e5da9aef34ef761c1367154
https://hdl.handle.net/2454/42145
https://hdl.handle.net/2454/42145
Autor:
Laura Ballester, Ana González-Urteaga
Publikováno v:
Ballester Miquel, Laura González Urteaga, Ana 2020 Do sovereign ratings cause instability in cross-border emerging CDS markets? International Review Of Economics & Finance 72 643 663
RODERIC: Repositorio Institucional de la Universitat de Valéncia
instname
RODERIC. Repositorio Institucional de la Universitat de Valéncia
RODERIC: Repositorio Institucional de la Universitat de Valéncia
instname
RODERIC. Repositorio Institucional de la Universitat de Valéncia
We analyse the cross-border transmission effect of credit ratings on sovereign CDSs covering a broad sample of emerging countries during the period 2004 to 2015. This study differentiates between the spillover and competition effects between and with
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4a4588986de4cdf05f5dad46c3c4ba94
https://hdl.handle.net/10550/77307
https://hdl.handle.net/10550/77307
Publikováno v:
Ballester Miquel, Laura González Urteaga, Ana Martínez, Beatriz 2020 The role of internal corporate governance mechanisms on default risk: A systematic review for different institutional settings Research In International Business And Finance 54 101293
RODERIC. Repositorio Institucional de la Universitat de Valéncia
instname
RODERIC: Repositorio Institucional de la Universitat de Valéncia
RODERIC. Repositorio Institucional de la Universitat de Valéncia
instname
RODERIC: Repositorio Institucional de la Universitat de Valéncia
Recent financial downturns, characterized by the significant failures of firms, have revealed the need to control credit risk. Latest literature has shown that weak corporate governance structures are related to high levels of default risk, leading t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6a30e05476849bb649552b169d4a5e67
https://doi.org/10.1016/j.ribaf.2020.101293
https://doi.org/10.1016/j.ribaf.2020.101293
Autor:
María Isabel Abinzano Guillén, Santiago Sánchez Alegría, Luis Fernando Muga Caperos, Ana González Urteaga
Publikováno v:
Academica-e. Repositorio Institucional de la Universidad Pública de Navarra
instname
instname
This paper examines the predictive power of the main default-risk measures used by both academics and practitioners, including accounting measures, market-price-based measures and the credit rating. Given that some measures are unavailable for some f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6b1fe5447a2f4d82969b900acfd69d5f
https://hdl.handle.net/2454/39435
https://hdl.handle.net/2454/39435
Autor:
Nebojsa Dimic, Charles James Larkin, Simon Wolfe, Laura Ballester, Larisa Yarovaya, Brian M. Lucey, Richard McGee, Viviana Fernandez, Frank McGroarty, Leonidas G. Barbopoulos, Conor Neville, Anh N. Vu, Vanja Piljak, Pia Helbing, Fearghal Kearney, Roald J. Versteeg, Igor Loncarski, Aleksandar Šević, Andrea Zaghini, Samuel A. Vigne, Annika Lindblad, Riste Ichev, Janusz Brzeszczyński, Fabian Gogolin, Martha O'Hagan-Luff, Dimitrios Stafylas, Ana González-Urteaga, Matej Marinč, Andrew Urquhart, Elaine Laing, Xin Sheng, Kim Cuong Ly, Oscar Carchano, John W. Goodell
Publikováno v:
Lucey, B M, Vigne, S, Ballester, L, Barbopoulos, L, Brzeszczynski, J, Carchano, O, Dimic, N, Fernandez, V, Gogolin, F, González-Urteaga, A, Goodell, J W, Helbing, P, Ichev, R, Kearney, F, Laing, E, Larkin, C J, Lindblad, A, Loncarski, I, Ly, K C, Marinc, M, McGee, R J, McGroarty, F, Neville, C, O’Hagan-Luff, M, Piljak, V, Sevic, A, Sheng, X, Stafylas, D, Urquhart, A, Versteeg, R, Vu, A N, Wolfe, S, Yarovaya, L & Zaghini, A 2018, ' Future directions in International Financial Integration Research-A Crowdsourced Perspective ', International Review of Financial Analysis, vol. 55, pp. 35-49 . https://doi.org/10.1016/j.irfa.2017.10.008
Academica-e: Repositorio Institucional de la Universidad Pública de Navarra
Universidad Pública de Navarra
Academica-e. Repositorio Institucional de la Universidad Pública de Navarra
instname
Academica-e: Repositorio Institucional de la Universidad Pública de Navarra
Universidad Pública de Navarra
Academica-e. Repositorio Institucional de la Universidad Pública de Navarra
instname
This paper is the result of a crowdsourced effort to surface perspectives on the present and future direction of international finance. The authors are researchers in financial economics who attended the INFINITI 2017 conference in the University of