Details about Gloria M. Soto
Access statistics for papers by Gloria M. Soto.
Last updated 2024-12-10. Update your information in the RePEc Author Service.
Short-id: pso199
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Journal Articles
Working Papers
2009
- Determinants of interest rate exposure of Spanish banking industry
Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
View citations (13)
2006
- UN ESTUDIO EMPÍRICO DE TRANSMISIÓN MONETARIA EN EUROPA
Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
2002
- LA INMUNIZACIÓN FINANCIERA: EVALUACIÓN DE DIFERENTES ESTRUCTURAS DE CARTERA
Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
View citations (1)
- MODELOS DE DURACIÓN Y GESTIÓN DEL RIESGO DE INTERÉS: ¿UN PROBLEMA DE DIMENSIÓN?
Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
Journal Articles
2004
- Duration models and IRR management: A question of dimensions?
Journal of Banking & Finance, 2004, 28, (5), 1089-1110
View citations (9)
2003
- Generalized M-vector models for hedging interest rate risk
Journal of Banking & Finance, 2003, 27, (8), 1581-1604
View citations (11)
2001
- Immunization derived from a polynomial duration vector in the Spanish bond market
Journal of Banking & Finance, 2001, 25, (6), 1037-1057
View citations (12)