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Details about M. Dolores Robles Fernandez

E-mail:
Homepage:https://www.ucm.es/fundamentos-analisis-economico2/mdrf-1
Phone:34 913 942 347
Postal address:Universidad Complutense de Madrid Fac. CC. Económicas y Empresariales Campus de Somosaguas, 28223, Madrid Spain
Workplace:Departamento de Análisis Económico y Economía Cuantitativa (Department of Economic Analysis and Quantitative Economics), Facultad de Ciencias Económicas y Empresariales (Faculty of Economics and Business), Universidad Complutense de Madrid (Complutense University of Madrid), (more information at EDIRC)
Instituto Complutense de Analisis Economico (ICAE) (UCM Institute for Economic Analysis), Facultad de Ciencias Económicas y Empresariales (Faculty of Economics and Business), Universidad Complutense de Madrid (Complutense University of Madrid), (more information at EDIRC)

Access statistics for papers by M. Dolores Robles Fernandez.

Last updated 2022-04-07. Update your information in the RePEc Author Service.

Short-id: pro91


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Working Papers

2021

  1. Bank Credit Risk Events and Peers’ Equity Value
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    See also Journal Article in International Review of Financial Analysis (2021)

2014

  1. The Risk-Return binomial after rating changes
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    See also Journal Article in Economic Notes (2015)

2013

  1. Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads

2012

  1. Credit rating agencies and unsystematic risk: Is there a linkage?
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads

2011

  1. Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
  2. Determinants of trading activity after rating actions in the Corporate Debt Market
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads

2005

  1. Non-linear adjustment to purchasing power parity: an analysis using Fourier approximations
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
  2. Risk tasking behaviour and ownership in the banking industry: the Spanish evidence
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    See also Journal Article in Journal of Economics and Business (2008)

2003

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

2002

  1. Linear and Nonlinear Intraday Dynamics between the Eurostoxx-50
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
  2. Política Monetaria y Cambios de Régimen en los tipos de Interés del Mercado Interbancario
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads

2001

  1. Structural Breaks and interest rates forecast: a sequential approach
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads

Journal Articles

2021

  1. Bank credit risk events and peers' equity value
    International Review of Financial Analysis, 2021, 75, (C) Downloads
    See also Working Paper (2021)
  2. Crossing boundaries beyond the investment grade: Induced trading by rating-contingent investment constraints
    Journal of Corporate Finance, 2021, 67, (C) Downloads

2020

  1. Does the Single Supervisory Mechanism Reduce Overall Risk in the European Stock Market?
    Global Policy, 2020, 11, (S1), 39-51 Downloads View citations (5)
  2. Information opacity and corporate bond returns: The dynamics of split ratings
    Journal of International Financial Markets, Institutions and Money, 2020, 68, (C) Downloads View citations (1)
  3. Intra-industry transfer effects of credit risk news: Rated versus unrated rivals
    The British Accounting Review, 2020, 52, (1) Downloads View citations (1)

2019

  1. Informational role of rating revisions after reputational events and regulation reforms
    International Review of Financial Analysis, 2019, 62, (C), 91-103 Downloads View citations (5)

2015

  1. The Risk–Return Binomial After Rating Changes
    Economic Notes, 2015, 44, (2), 249-274 Downloads
    See also Working Paper (2014)

2014

  1. Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market
    International Review of Economics & Finance, 2014, 33, (C), 152-171 Downloads View citations (7)

2010

  1. PPP: Delusion or Reality? Evidence from a Nonlinear Analysis
    Open Economies Review, 2010, 21, (5), 679-704 Downloads View citations (3)

2008

  1. LOS ACUERDOS DE COOPERACIÓN DE LAS EMPRESAS QUE COTIZAN EN BOLSA: ANÁLISIS DEL CASO ESPAÑOL / ALLIANCES IN SPAIN: EVIDENCE FROM STOCK MARKET FIRMS
    Investigaciones Europeas de Dirección y Economía de la Empresa (IEDEE), 2008, 14, (3), 185-201 Downloads
  2. Risk-taking behaviour and ownership in the banking industry: The Spanish evidence
    Journal of Economics and Business, 2008, 60, (4), 332-354 Downloads View citations (31)
    See also Working Paper (2005)
  3. Time-series model forecasts and structural breaks: evidence from Spanish pre-EMU interest rates
    Applied Economics, 2008, 40, (13), 1707-1721 Downloads View citations (2)

2007

  1. Bond rating changes and stock returns: evidence from the Spanish stock market
    Spanish Economic Review, 2007, 9, (2), 79-103 Downloads View citations (9)

2006

  1. Risk and Return Around Bond Rating Changes: New Evidence From the Spanish Stock Market
    Journal of Business Finance & Accounting, 2006, 33, (5‐6), 885-908 Downloads View citations (6)

2004

  1. Nonlinear Intraday Dynamics in Eurostoxx50 Index Markets
    Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (4), 1-28 Downloads View citations (3)
  2. Política monetaria y cambios de régimen en los tipos de interés del mercado interbancario español
    Investigaciones Economicas, 2004, 28, (2), 349-376 Downloads

2000

  1. Time varying term premia and risk: the case of the Spanish interbank money market
    Applied Financial Economics, 2000, 10, (3), 243-260 Downloads View citations (1)
 
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