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Author Name
González-Sánchez, Mariano
(9)
Arguedas-Sanz, Raquel
(6)
Benito Muela, Sonia
(4)
Galán Gutiérrez, Juan Antonio
(4)
Ibáñez Jiménez, Eva M.
(3)
Published Date
2021
(9)
2022
(7)
2023
(5)
Journal Name
Resources Policy
(3)
Finance Research Letters
(2)
Mathematics
(2)
Keywords
Economía
(21)
Empresa
(3)
González-Sánchez, Mariano
. (
2022
)
Term Structure of Risk Factor Premiums Used for Pricing Asset: Emerging vs. Developed Markets
.
6.08
46
12
González-Sánchez, Mariano
,
Ibáñez Jiménez, Eva M.
y
Segovia San Juan, Ana I.
. (
2021
)
Market and Liquidity Risks Using Transaction-by-Transaction Information
.
6.08
63
10
Lopez-Martín, Carmen
,
Benito Muela, Sonia
y
Arguedas-Sanz, Raquel
. (
2021
)
Efficiency in cryptocurrency markets: new evidence
.
6.06
106
139
González‑Sánchez, Mariano
,
Ibáñez Jiménez, Eva M.
y
Segovia San Juan, Ana I.
. (
2022
)
Market and model risks: a feasible joint estimate methodology
.
6.05
74
21
González-Sánchez, Mariano
. (
2022
)
Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor
.
6.03
46
26
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
.
6.02
41
3
González-Sánchez, Mariano
. (
2021
)
Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets
.
6.00
59
12
González-Sánchez, Mariano
. (
2021
)
The influence of Google search index on stock markets: an analysis of causality in-mean and variance
.
5.99
23
6
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
.
5.99
95
33
Benito Muela, Sonia
,
López Martín, Carmen
y
Arguedas-Sanz, Raquel
. (
2017
)
An application of extreme value theory in estimating liquidity risk
.
5.95
50
8
González-Sánchez, Mariano
. (
2022
)
Factorial asset pricing models using statistical anomalies
.
5.93
43
11
Galán Gutiérrez, Juan Antonio
y
Martín García, Rodrigo
. (
2021
)
Cointegration between the structure of copper futures prices and Brexit
.
5.93
378
160
Galán Gutiérrez, Juan Antonio
y
Martín-García, Rodrigo
. (
2021
)
Cointegration between the structure of copper futures prices and Brexit
.
5.93
28
3
Gonzalez-Sanchez, Mariano
y
Rodriguez-Sanchez, Sonia
. (
2021
)
Comparative analysis of interest rate term structures in the Solvency II environment
.
5.91
33
6
Galán Gutiérrez, Juan Antonio
,
Labeaga, José M
y
Martín-García, Rodrigo
. (
2023
)
Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle
.
5.91
31
3
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
.
5.91
16
Fullana, Olga
,
González-Sánchez, Mariano
y
Toscano, David
. (
2021
)
IFRS adoption and unconditional conservatism: an accrual-based analysis
.
5.89
30
21
López-Martín, Carmen
,
Arguedas-Sanz, Raquel
y
Benito Muela, Sonia
. (
2022
)
A cryptocurrency empirical study focused on evaluating their distribution functions
.
5.88
82
29
Varas-Fuente, Oscar Javier
,
Arguedas-Sanz, Raquel
y
Rodrigo-Moya, Beatriz
. (
2022
)
Analysis of the Influence of the Moment the Internationalization Process Begins on the Internationalization Intensity of Family and Nonfamily Businesses: An Approach Using a Tobit Model
.
5.88
39
9
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
.
5.88
89
31
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
.
5.88
62
11
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
.
5.88
51
20