Zobrazeno 1 - 10
of 22
pro vyhledávání: '"Maria T. Gonzalez"'
Autor:
Luiz G. Enger, Stéphane Flament, Imtiaz N. Bhatti, Olivier Rousseau, Bruno Guillet, Marc Lam Chok Sing, Victor Pierron, Sylvain Lebargy, Sandeep K. Chaluvadi, Bernadette Domengés, Arturo Vera, Jose M. Díez, Isidoro Martínez, Ruben Guerrero, Lucas Pérez, Maria T. Gonzalez, Rodolfo Miranda, Julio Camarero, Paolo Perna, Laurence Méchin
Publikováno v:
ACS Applied Electronic Materials
ACS Applied Electronic Materials, 2023, 5 (2), pp.729-739. ⟨10.1021/acsaelm.2c01096⟩
ACS Applied Electronic Materials, 2023, 5 (2), pp.729-739. ⟨10.1021/acsaelm.2c01096⟩
International audience; The current trend in magnetoresistive sensors development is to increase the sensitivity of single sensing elements by using multilayer structures and to design them into arrays. Such arrays are designed to compensate the exce
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c6476a15028899370ae467583186a8fb
http://hdl.handle.net/20.500.12614/3264
http://hdl.handle.net/20.500.12614/3264
Autor:
Maria T. Gonzalez-Perez
Publikováno v:
SSRN Electronic Journal.
This paper estimates the volatility index term structure for the Spanish bank industry (SBVX) using the implied volatility of individual banks and assuming market correlation risk premium. This methodology enables calculating a volatility index for a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1772da9627266c6e8b4581600f6d7c38
https://doi.org/10.2139/ssrn.3916164
https://doi.org/10.2139/ssrn.3916164
Autor:
Irma Alonso Alvarez, Patricia Stupariu, Maria T. Gonzalez-Perez, Matías Lamas, Clara I. Gonzalez, Carmen Broto, Andrés Alonso, Esther Cáceres García, Maria Rodriguez-Moreno, Mariya Melnychuk, Sandra Giménez García, María Luisa Tejedor, Teresa Caminero, Pablo Burriel, Ernesto Villanueva, Jose Ramon Martinez Resano, Jorge E. Galán, Pedro Javier Martínez-Valero, Luis Gonzalo Fernandez Lafuerza, Mario Alloza, José E. Lozano Alonso, María Gil, Luis Molina, Silvia Merino, Maria Nalda Tomas
Publikováno v:
SSRN Electronic Journal.
For central banks, it is crucial to develop and maintain risk identification frameworks that allow them to detect in good time and address potential threats to financial stability with the most appropriate policy tools. This paper reviews the main in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::87d9592e1cdd3caf24775fd3278b16d9
https://doi.org/10.2139/ssrn.3934181
https://doi.org/10.2139/ssrn.3934181
Publikováno v:
SSRN Electronic Journal.
This article provides a methodology to test absolute and relative price convergence (in mean and variance) based on a model of relative prices that includes a transition path, and offers a way to measure the speed of price convergence across countrie
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::91d9d29a63a7b251a5d233ab5cfcc34f
https://doi.org/10.2139/ssrn.3604038
https://doi.org/10.2139/ssrn.3604038
Publikováno v:
SSRN Electronic Journal.
There is little evidence in support of a normal distribution for most financial assets, including the VIX. This paper concludes that the lambda parameter, in the one-parameter Box & Cox (1964) family, appropriate for VIX to be normal, is minus one (e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ed458c1c3506179b4c02c75a4923b39e
https://doi.org/10.2139/ssrn.3685299
https://doi.org/10.2139/ssrn.3685299
Autor:
Walter I. Silva, Héctor M. Maldonado, Maria T. Gonzalez, Iris K Salgado, Noel Mayol, Nicole Marie Nieves Aviles, Adriana Diaz
Publikováno v:
The FASEB Journal. 33
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::730ae3d094c0a086b1feccee5605007c
https://doi.org/10.1096/fasebj.2019.33.1_supplement.674.17
https://doi.org/10.1096/fasebj.2019.33.1_supplement.674.17
Publikováno v:
The FASEB Journal. 33
New method for heritable gene editing in Insects, Hemiptera. Addition of Branched Amphiphilic Peptide Capsules, BAPC, improves delivery of CRISPR components, plasmids, and dsRNA for heritable gene ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0871355720fe4f07f22b25bb0e6d49b8
https://doi.org/10.1096/fasebj.2019.33.1_supplement.626.2
https://doi.org/10.1096/fasebj.2019.33.1_supplement.626.2
Autor:
Maria T. Gonzalez-Perez
Publikováno v:
SSRN Electronic Journal.
Uncertainty shocks affect expectations and corporate profits and mostly transmit globally. This article provides an uncertainty shocks spillover index from the log-ratio of volatility indices to measure the transmission of uncertainty shocks across E
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5846f7a7dc27f0e45411f28051a34005
https://doi.org/10.2139/ssrn.3267329
https://doi.org/10.2139/ssrn.3267329
Autor:
Maria T. Gonzalez-Perez
Publikováno v:
Maria T Gonzalez-Perez
This article describes the primary uses of the VIX index in the financial literature, offering for the first time a joint view of its successes and failures in key financial areas. VIX is a model-free volatility index that measures the investor “fe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::847ef2a3384f4cf339343721576d6136
https://doi.org/10.1016/j.iref.2015.02.018
https://doi.org/10.1016/j.iref.2015.02.018
Publikováno v:
Review of Financial Studies. 28:2902-2945
Some fundamental questions regarding equity-index return dynamics are difficult to address due to the latent character of spot volatility. We exploit tick-by-tick option quotes to compute a novel "Corridor Volatility" index which may serve as an obse
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::40249350b6e79cb8028165ab2d8a56dd
https://doi.org/10.1093/rfs/hhv033
https://doi.org/10.1093/rfs/hhv033