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Details about Francisco Peñaranda

Homepage:http://www.econ.upf.edu/~penaranda/
Workplace:Centre de Recerca en Economia Financera i Comptabilitat (CREFC) (Research Centre in Financial Economics and Accounting), Departament d'Economia i Empresa (Department of Economics and Business), Universitat Pompeu Fabra (Pompeu Fabra University), Barcelona School of Economics (BSE), (more information at EDIRC)
Departament d'Economia i Empresa (Department of Economics and Business), Universitat Pompeu Fabra (Pompeu Fabra University), Barcelona School of Economics (BSE), (more information at EDIRC)
Barcelona School of Economics (BSE), (more information at EDIRC)

Access statistics for papers by Francisco Peñaranda.

Last updated 2024-04-27. Update your information in the RePEc Author Service.

Short-id: ppe491


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Working Papers

2011

  1. On the drivers of commodity co-movement: Evidence from biofuels
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (1)
  2. Understanding portfolio efficiency with conditioning information
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads
    Also in FMG Discussion Papers, Financial Markets Group (2009) Downloads

2010

  1. A Unifying Approach to the Empirical Evaluation of Asset Pricing Models
    Working Papers, CEMFI Downloads View citations (1)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2010) Downloads View citations (1)
  2. On the impact of fundamentals, liquidity and coordination on market stability
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads
    Also in FMG Discussion Papers, Financial Markets Group (2007) Downloads View citations (1)

    See also Journal Article ON THE IMPACT OF FUNDAMENTALS, LIQUIDITY, AND COORDINATION ON MARKET STABILITY, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2011) Downloads View citations (1) (2011)
  3. Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (13)
    Also in FMG Discussion Papers, Financial Markets Group (2004) Downloads View citations (5)

2007

  1. Duality in mean-variance frontiers with conditioning information
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (8)
  2. Portfolio Choice Beyond the Traditional Approach
    FMG Discussion Papers, Financial Markets Group Downloads
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2007) Downloads View citations (1)

2003

  1. Evaluation of Joint Density Forecasts of Stock and Bond Returns: Predictability and Parameter Uncertainty
    FMG Discussion Papers, Financial Markets Group Downloads

Journal Articles

2011

  1. ON THE IMPACT OF FUNDAMENTALS, LIQUIDITY, AND COORDINATION ON MARKET STABILITY
    International Economic Review, 2011, 52, (3), 621-638 Downloads View citations (1)
    See also Working Paper On the impact of fundamentals, liquidity and coordination on market stability, Economics Working Papers (2010) Downloads (2010)
 
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