Details about Pilar Abad

Access statistics for papers by Pilar Abad.

Last updated 2006-09-12. Update your information in the RePEc Author Service.

Short-id: pab62

Working Papers

2003

1. Contenido informativo de los cambios de Rating en el mercado de Valores Español
   Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales

2002

2. An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets
   Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales View citations
   See Also Journal Article in Journal of International Financial Markets, Institutions and Money (2005)
3. Risk Premia in the Term Structure of Swaps in Pesetas
   Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
4. The Forecasting Ability of Factor Models of the Term Structure of IRS Markets
   Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
5. Volatility Transmission acros the Term Structure of Swap Markets: International Evidence
   Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
   See Also Journal Article in Applied Financial Economics (2004)

Journal Articles

2005

1. An error correction factor model of term structure slopes in international swap markets
   Journal of International Financial Markets, Institutions and Money, 2005, 15, (3), 229-254
   See Also Working Paper (2002)

2004

2. Volatility transmission across the term structure of swap markets: international evidence
   Applied Financial Economics, 2004, 14, (14), 1045-1058 View citations
   See Also Working Paper (2002)