Search Results (All Fields:"Financial market")

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Teira Serrano, David . (2008) Review of D. MacKenzie, An Engine, not a Camera. How Financial Models Shape Markets.  1.49 737 417
Schädler, Tobias. Dynamic Instabilities Induced by Irrational Behavior in Financial Markets: Causes and Consequences for Risk Assessment . 2021. Universidad Nacional de Educación a Distancia (España). Escuela Internacional de Doctorado. Programa de Doctorado en Economía y Empresa  1.17 345 306
Cuesta, Marta de la, Ruza, Cristina y Rodríguez, José Miguel . (2020) Rethinking the Income Inequality and Financial Development Nexus. A Study of Nine OECD Countries.  1.14 78 39
Galán Gutiérrez, Juan Antonio y Martín-García, Rodrigo . (2022) Fundamentals vs. Financialization during Extreme Events: From Backwardation to Contango, a Copper Market Analysis during the COVID-19 Pandemic.  1.10 46 4
González-Sánchez, Mariano . (2021) Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets.  1.08 61 12
González-Sánchez, Mariano . (2021) The influence of Google search index on stock markets: an analysis of causality in-mean and variance.  1.04 25 6
Cuesta-González, Marta de la y Morales-García, Manuel . (2022) Does finance as usual work for circular economy transition? A financiers and SMEs qualitative approach.  1.00 46 56
Martínez Raya, Antonio, Segura de la Cal, Alejandro y Rodríguez Oromendía, Ainhoa . (2023) Financialization of Real Estate Assets: A Comprehensive Approach to Investment Portfolios through a Gender-Based Study.  0.98 20 1
Mantilla, Pablo y Dormido Canto, Sebastián . (2023) A novel feature engineering approach for high-frequency financial data.  0.93 46 46
Benito Muela, Sonia, López Martin, Carmen y Arguedas-Sanz, Raquel . (2023) A comparison of market risk measures from a twofold perspective: accurate and loss function.  0.87 98 34
López Martín, Carmen. Measuring market risk though value at risk : the the role of fat-tail and skewness distributions in VaR estimate and loss functions in models comparison . 2015. Universidad Nacional de Educación a Distancia (España). Facultad de Ciencias Económicas y Empresariales. Departamento de Economía Aplicada y Gestión Pública  0.78 784 3501
González-Sánchez, Mariano y Nave Pineda, Juan M. . (2023) Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement.  0.75 53 20
Benito Muela, Sonia, López Martín, Carmen y Arguedas-Sanz, Raquel . (2017) An application of extreme value theory in estimating liquidity risk.  0.72 51 8
Olza Tapiz, Marcos Javier. (2015). Aproximacion a FX y Productos Quanto en el Marco Black-Scholes Master Thesis, Universidad Nacional de Educación a Distancia (España). Facultad de Ciencias  0.72 897 680
González-Sánchez, Mariano . (2022) Factorial asset pricing models using statistical anomalies.  0.65 44 11
Fullana, Olga, González-Sánchez, Mariano y Toscano, David . (2021) IFRS adoption and unconditional conservatism: an accrual-based analysis.  0.57 31 21
Blanco-Blanco, Ángeles, Asensio Muñoz, Inmaculada, Carpintero Molina, Elvira, Ruiz de Miguel, Covadonga y Expósito Casas, Eva . (2017) Aplicaciones de la segmentación jerárquica en medición y evaluación de programas educativos. Ejemplos con un programa de educación financiera.  0.57 599 342
Ramos-García, Daniel, López-Martín, Carmen y Arguedas-Sanz, Raquel . (2023) Climate transition risk in determining credit risk: evidence from firms listed on the STOXX Europe 600 index.  0.49 90 31