Search Results (All Fields:"risk", isMemberOf:"bibliuned:Setarticulo", 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.  5.15 47 12
González-Sánchez, Mariano . (2022) Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor.  4.92 47 28
González-Sánchez, Mariano . (2021) The influence of Google search index on stock markets: an analysis of causality in-mean and variance.  4.83 25 6
González-Sánchez, Mariano, Nave, Juan y Rubio, Gonzalo . (2020) Effects of uncertainty and risk aversion on the exposure of investment-style factor returns to real activity.  3.46 58 14
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.  3.33 53 20
Gonzalez-Sanchez, Mariano y Rodriguez-Sanchez, Sonia . (2021) Comparative analysis of interest rate term structures in the Solvency II environment.  3.20 34 6
González-Sánchez, Mariano y Morales de Vega, M. Encina . (2021) Influence of Bloomberg’s Investor Sentiment Index: Evidence from European Union Financial Sector.  3.14 31 7
González‑Sánchez, Mariano, Ibáñez Jiménez, Eva M. y Segovia San Juan, Ana I. . (2022) Market and model risks: a feasible joint estimate methodology.  3.00 75 21
González-Sánchez, Mariano, Ibáñez Jiménez, Eva M. y Segovia San Juan, Ana I. . (2021) Market and Liquidity Risks Using Transaction-by-Transaction Information.  2.90 64 10