Search Results (All Fields:"market", isMemberOf:"bibliuned:Setopenaire", Author:"González-Sánchez, Mariano")

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González-Sánchez, Mariano . (2022) Term Structure of Risk Factor Premiums Used for Pricing Asset: Emerging vs. Developed Markets.  5.11 46 11
González-Sánchez, Mariano . (2022) Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor.  5.02 46 26
González-Sánchez, Mariano . (2021) Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets.  4.96 59 10
González-Sánchez, Mariano . (2021) The influence of Google search index on stock markets: an analysis of causality in-mean and variance.  4.95 23 6
González-Sánchez, Mariano . (2022) Factorial asset pricing models using statistical anomalies.  4.82 43 9
Gonzalez-Sanchez, Mariano y Rodriguez-Sanchez, Sonia . (2021) Comparative analysis of interest rate term structures in the Solvency II environment.  3.12 33 6
Fullana, Olga, González-Sánchez, Mariano y Toscano, David . (2021) IFRS adoption and unconditional conservatism: an accrual-based analysis.  3.10 29 19
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.  3.07 50 19
González-Sánchez, Mariano, Ibáñez Jiménez, Eva M. y Segovia San Juan, Ana I. . (2021) Market and Liquidity Risks Using Transaction-by-Transaction Information.  2.89 61 8
González‑Sánchez, Mariano, Ibáñez Jiménez, Eva M. y Segovia San Juan, Ana I. . (2022) Market and model risks: a feasible joint estimate methodology.  2.83 73 20
González-Sánchez, Mariano, Ibáñez Jiménez, Eva M. y Segovia San Juan, Ana I. . (2021) Board of Directors’ Remuneration, Employee Costs, and Layoffs: Evidence from Spain.  2.51 62 9