Details about Antoni Vaello-Sebastià, Sr.
| Phone: | (+34) 971 17 2024 |
| Postal address: | Dept. Economia de la Empresa Edif. Melchor de Jovellanos Universitat de les Illes Balears Crtra. Valldemossa, km. 7.5 07122 - Palma de Mallorca - Illes Balears Spain |
| Workplace: | Departament d'Economía de l'Empresa (Department of Business Economics), Facultat de Ciències Econòmiques i Empresarials (Faculty of Economics and Business), Universitat de les Illes Balears (University of the Balearic Islands), (more information at EDIRC)
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Access statistics for papers by Antoni Vaello-Sebastià, Sr..
Last updated 2024-11-07. Update your information in the RePEc Author Service.
Short-id: pva449
Jump to Journal Articles
Working Papers
2021
- The impact of heterogeneous unconventional monetary policies on the expectations of market crashes
Working Papers, Banco de España  View citations (1)
2012
- Does Stock Return Predictability Affect ESO Fair Value?
QM&ET Working Papers, University of Alicante, D. Quantitative Methods and Economic Theory View citations (3)
See also Journal Article Does stock return predictability affect ESO fair value?, European Journal of Operational Research, Elsevier (2012) View citations (3) (2012)
- Executive Stock Options and Time Diversification
QM&ET Working Papers, University of Alicante, D. Quantitative Methods and Economic Theory
2010
- Pricing executive stock options under employment shocks
Post-Print, HAL
See also Journal Article Pricing executive stock options under employment shocks, Journal of Economic Dynamics and Control, Elsevier (2011) View citations (7) (2011)
Journal Articles
2024
- The global spillovers of unconventional monetary policies on tail risks
Finance Research Letters, 2024, 59, (C)
- The international linkages of market risk perception
Journal of Multinational Financial Management, 2024, 72, (C)
2023
- The international integration of the term structure of expected market risk premia
Finance Research Letters, 2023, 58, (PD)
2012
- Does stock return predictability affect ESO fair value?
European Journal of Operational Research, 2012, 223, (1), 188-202 View citations (3)
See also Working Paper Does Stock Return Predictability Affect ESO Fair Value?, QM&ET Working Papers (2012) View citations (3) (2012)
2011
- Pricing executive stock options under employment shocks
Journal of Economic Dynamics and Control, 2011, 35, (1), 97-114 View citations (7)
See also Working Paper Pricing executive stock options under employment shocks, Post-Print (2010) (2010)
2010
- A simulation-based algorithm for American executive stock option valuation
Finance Research Letters, 2010, 7, (1), 14-23 View citations (3)
2009
- American GARCH employee stock option valuation
Journal of Banking & Finance, 2009, 33, (6), 1129-1143 View citations (10)
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