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Details about Francisco Peñaranda

Homepage:http://www.econ.upf.edu/~penaranda/
Workplace:Departament d'Economia i Empresa (Department of Economics and Business), Universitat Pompeu Fabra (Pompeu Fabra University), Barcelona Graduate School of Economics (Barcelona GSE), (more information at EDIRC)
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 Graduate School of Economics (Barcelona GSE), (more information at EDIRC)
Barcelona Graduate School of Economics (Barcelona GSE), (more information at EDIRC)

Access statistics for papers by Francisco Peñaranda.

Last updated 2012-01-07. Update your information in the RePEc Author Service.

Short-id: ppe491


Jump to Journal Articles

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 in International Economic Review (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 (12)
    Also in FMG Discussion Papers, Financial Markets Group (2004) Downloads View citations (4)

2007

  1. Duality in mean-variance frontiers with conditioning information
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (6)
  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

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 (2010)
 
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