Details about M. Dolores Robles Fernandez

Access statistics for papers by M. Dolores Robles Fernandez.

Last updated 2025-04-07. Update your information in the RePEc Author Service.

Short-id: pro91

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
   See also Journal Article Bank credit risk events and peers' equity value, International Review of Financial Analysis, Elsevier (2021) View citations (1) (2021)

2014

2. 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
   See also Journal Article The Risk–Return Binomial After Rating Changes, Economic Notes, Banca Monte dei Paschi di Siena SpA (2015) (2015)

2013

3. 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

2012

4. 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

2011

5. 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
   See also Journal Article Credit rating announcements, trading activity and yield spreads: the Spanish evidence, International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd (2012) View citations (2) (2012)
6. 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

2005

7. 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
8. Risk and returns around bond rating changes: New evidence from the Spanish Stock Market
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
   See also Journal Article Risk and Return Around Bond Rating Changes: New Evidence From the Spanish Stock Market, Journal of Business Finance & Accounting, Wiley Blackwell (2006) View citations (9) (2006)
9. 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
   See also Journal Article Risk-taking behaviour and ownership in the banking industry: The Spanish evidence, Journal of Economics and Business, Elsevier (2008) View citations (34) (2008)

2003

10. 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

2002

11. 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
12. 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

2001

13. 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

1994

14. Mergers and takeovers in Spain: empirical evidence on abnormal returns and insider trading
    DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa View citations (1)

Journal Articles

2023

1. Stress testing programs and credit risk opacity of banks: USA vs Europe
   Journal of International Financial Markets, Institutions and Money, 2023, 89, (C)

2021

2. Bank credit risk events and peers' equity value
   International Review of Financial Analysis, 2021, 75, (C) View citations (1)
   See also Working Paper Bank Credit Risk Events and Peers’ Equity Value, Documentos de Trabajo del ICAE (2021) (2021)
3. Crossing boundaries beyond the investment grade: Induced trading by rating-contingent investment constraints
   Journal of Corporate Finance, 2021, 67, (C) View citations (3)

2020

4. Does the Single Supervisory Mechanism Reduce Overall Risk in the European Stock Market?
   Global Policy, 2020, 11, (S1), 39-51 View citations (6)
5. Information opacity and corporate bond returns: The dynamics of split ratings
   Journal of International Financial Markets, Institutions and Money, 2020, 68, (C) View citations (2)
6. Intra-industry transfer effects of credit risk news: Rated versus unrated rivals
   The British Accounting Review, 2020, 52, (1) View citations (3)

2019

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

2015

8. The Risk–Return Binomial After Rating Changes
   Economic Notes, 2015, 44, (2), 249-274
   See also Working Paper The Risk-Return binomial after rating changes, Documentos de Trabajo del ICAE (2014) (2014)

2014

9. 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 View citations (8)

2012

10. Credit rating announcements, trading activity and yield spreads: the Spanish evidence
    International Journal of Monetary Economics and Finance, 2012, 5, (1), 38-63 View citations (2)
    See also Working Paper Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence, Documentos de Trabajo del ICAE (2011) (2011)

2010

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

2008

12. 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
13. Risk-taking behaviour and ownership in the banking industry: The Spanish evidence
    Journal of Economics and Business, 2008, 60, (4), 332-354 View citations (34)
    See also Working Paper Risk tasking behaviour and ownership in the banking industry: the Spanish evidence, Documentos de Trabajo del ICAE (2005) (2005)
14. Time-series model forecasts and structural breaks: evidence from Spanish pre-EMU interest rates
    Applied Economics, 2008, 40, (13), 1707-1721 View citations (2)

2007

15. Bond rating changes and stock returns: evidence from the Spanish stock market
    Spanish Economic Review, 2007, 9, (2), 79-103 View citations (13)

2006

16. 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 View citations (9)
    See also Working Paper Risk and returns around bond rating changes: New evidence from the Spanish Stock Market, Documentos de Trabajo del ICAE (2005) (2005)

2004

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

2000

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

Undated

20. Tail sensitivity of stocks to carbon risk: a sectoral analysis
    Journal of Credit Risk