Details about Francisco Peñaranda
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
- On the drivers of commodity co-movement: Evidence from biofuels
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (1)
- Understanding portfolio efficiency with conditioning information
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra 
Also in FMG Discussion Papers, Financial Markets Group (2009)
2010
- A Unifying Approach to the Empirical Evaluation of Asset Pricing Models
Working Papers, CEMFI View citations (1)
Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2010) View citations (1)
- On the impact of fundamentals, liquidity and coordination on market stability
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra 
Also in FMG Discussion Papers, Financial Markets Group (2007) 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) View citations (1) (2011)
- 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 View citations (13)
Also in FMG Discussion Papers, Financial Markets Group (2004) View citations (5)
2007
- Duality in mean-variance frontiers with conditioning information
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (8)
- Portfolio Choice Beyond the Traditional Approach
FMG Discussion Papers, Financial Markets Group 
Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2007) View citations (1)
2003
- Evaluation of Joint Density Forecasts of Stock and Bond Returns: Predictability and Parameter Uncertainty
FMG Discussion Papers, Financial Markets Group
Journal Articles
2011
- ON THE IMPACT OF FUNDAMENTALS, LIQUIDITY, AND COORDINATION ON MARKET STABILITY
International Economic Review, 2011, 52, (3), 621-638 View citations (1)
See also Working Paper On the impact of fundamentals, liquidity and coordination on market stability, Economics Working Papers (2010) (2010)
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