Details about Mariano Gonzalez Sanchez

Access statistics for papers by Mariano Gonzalez Sanchez.

Last updated 2024-03-08. Update your information in the RePEc Author Service.

Short-id: pma420

Working Papers

2012

1. Egalitarian aid. The impact of aid on Latin American inequality
   MPRA Paper, University Library of Munich, Germany

2008

2. La subvencion financiera del coste de la deuda: la importancia de la pregunta en la investigacion financiera
   Proyecciones Financieras y Valoración, Master Consultores

2006

3. ANÁLISIS EMPÍRICO DE LOS DESTINOS DE LOS CASH FLOWS EN EMPRESAS ESPAÑOLAS
   Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
4. MODEL REDUCTION METHODS IN OPTION PRICING
   Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
   Also in Post-Print, HAL (2006)

2004

5. Análisis del nuevo acuerdo de capitales de Basilea (BIS-II): PYME-risk, country-risk y operational-risk
   I Simposio Docentes de Finanzas, Politécnico Grancolombiano View citations (1)
6. ¿A quién benefician los créditos FAD? Los efectos de la ayuda ligada sobre la economía española
   Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
   See also Journal Article ¿A quien benefician los creditos FAD?. Los efectos de la ayuda ligada sobre la economia española, Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development (2004) (2004)

Journal Articles

2023

1. Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement
   International Review of Financial Analysis, 2023, 86, (C) View citations (1)

2022

2. Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor
   Finance Research Letters, 2022, 46, (PB)
3. Causes of country-specific effect related to the value relevance of cash flows and earnings: evidence from France, Germany, Italy and Spain
   Cogent Business & Management, 2022, 9, (1), 2121225
4. Factorial asset pricing models using statistical anomalies
   Research in International Business and Finance, 2022, 60, (C)
5. Market and model risks: a feasible joint estimate methodology
   Risk Management, 2022, 24, (3), 187-213
6. Term Structure of Risk Factor Premiums Used for Pricing Asset: Emerging vs. Developed Markets
   Emerging Markets Finance and Trade, 2022, 58, (5), 1339-1358

2021

7. Board of Directors’ Remuneration, Employee Costs, and Layoffs: Evidence from Spain
   Sustainability, 2021, 13, (14), 1-10
8. IFRS adoption and unconditional conservatism: an accrual-based analysis
   International Journal of Accounting & Information Management, 2021, 29, (5), 848-866
9. Influence of Bloomberg’s Investor Sentiment Index: Evidence from European Union Financial Sector
   Mathematics, 2021, 9, (4), 1-21 View citations (1)
10. Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets
    Finance Research Letters, 2021, 38, (C)
11. Market and Liquidity Risks Using Transaction-by-Transaction Information
    Mathematics, 2021, 9, (14), 1-14
12. The Role of Assumptions in Ohlson Model Performance: Lessons for Improving Equity-Value Modeling
    Mathematics, 2021, 9, (5), 1-11

2020

13. Comparative analysis of interest rate term structures in the Solvency II environment
    Journal of Risk Finance, 2020, 22, (1), 16-33
14. Effects of uncertainty and risk aversion on the exposure of investment-style factor returns to real activity
    Research in International Business and Finance, 2020, 53, (C) View citations (3)
15. Greenhouse Gas Emissions Growth in Europe: A Comparative Analysis of Determinants
    Sustainability, 2020, 12, (3), 1-22 View citations (4)
16. The influence of Google search index on stock markets: an analysis of causality in-mean and variance
    Review of Behavioral Finance, 2020, 13, (2), 202-226

2019

17. The Effects of IFRS Adoption on the Unconditional Conservatism of Spanish Listed Companies
    Australian Accounting Review, 2019, 29, (1), 193-207 View citations (1)

2018

18. Causality in the EMU sovereign bond markets
    Finance Research Letters, 2018, 26, (C), 281-290
19. Corporate reputation and firms' performance: Evidence from Spain
    Corporate Social Responsibility and Environmental Management, 2018, 25, (6), 1231-1245 View citations (4)
20. Macroeconomic determinants of stock market betas
    Journal of Empirical Finance, 2018, 45, (C), 26-44 View citations (11)

2016

21. Asymmetric causality in-mean and in-variance among equity markets indexes
    The North American Journal of Economics and Finance, 2016, 36, (C), 49-68

2014

22. Impact of IFRS: evidence from Spanish listed companies
    International Journal of Accounting & Information Management, 2014, 22, (2), 157-172

2012

23. The Cross Section of Expected Returns with MIDAS Betas
    Journal of Financial and Quantitative Analysis, 2012, 47, (1), 115-135 View citations (23)

2008

24. A cash flow distribution model: empirical analysis of Spanish firms
    International Journal of Accounting, Auditing and Performance Evaluation, 2008, 5, (2), 107-137
25. Where the dirty surplus accounting flows are?
    Review of Accounting and Finance, 2008, 7, (3), 308-328

2007

26. Análisis de la eficiencia en la gestión de las fundaciones: una propuesta metodológica
    CIRIEC-España, revista de economía pública, social y cooperativa, 2007, (57), 117-149

2006

27. WHY DO SPANISH SAVINGS BANKS INVEST IN THE STOCK CAPITAL OF PUBLICLY TRADED COMPANIES?
    Applied Econometrics and International Development, 2006, 6, (1)

2005

28. A Study of Country-Risk for Non-Developed Countries in 1980-2000
    Applied Econometrics and International Development, 2005, 5, (1)
29. THE METHOD OF SIMULATED MAXIMUM LIKELIHOOD FOR THE ESTIMATON OF DYNAMIC ORDERED PROBIT: AN APPLICATION TO COUNTRY-RISK FOR NON-DEVELOPED COUNTRIES
    International Journal of Applied Econometrics and Quantitative Studies, 2005, 2, (3), 99-133

2004

30. ¿A quien benefician los creditos FAD?. Los efectos de la ayuda ligada sobre la economia española
    Estudios Economicos de Desarrollo Internacional, 2004, 4, (1)
    See also Working Paper ¿A quién benefician los créditos FAD? Los efectos de la ayuda ligada sobre la economía española, Working Papers del Instituto Complutense de Estudios Internacionales (2004) (2004)