The Spanish Review of Financial Economics

Titel Veröffentlichungsdatum Sprache Zitate
A comprehensive review of Value at Risk methodologies2014/01/01English76
The impact of prudential regulation on bank capital and risk-taking: The case of MENA countries2016/07/01English37
From PIN to VPIN: An introduction to order flow toxicity2012/07/01English34
Linear and nonlinear interest rate sensitivity of Spanish banks2011/07/01English28
Mean reversion of stochastic convenience yields for CO2 emissions allowances: Empirical evidence from the EU ETS2013/01/01English18
A Spanish Financial Market Stress Index (FMSI)2016/01/01English12
Crawling EDGAR2012/01/01English12
Bank market power after a banking crisis: Some international evidence2013/01/01English12
Multivariate GARCH models and risk minimizing portfolios: The importance of medium and small firms2013/01/01English11
Financial crises and the transfer of risk between the private and public sectors: Evidence from European financial markets2014/01/01English11
Measuring market liquidity in US fixed income markets: A new synthetic indicator2016/01/01English10
Determinants of sub-central European government debt2017/07/01English10
Growth opportunities and the effect of corporate diversification on value2014/07/01English8
Causes and resolution of bankruptcy: The efficiency of the law2015/07/01English8
Response of Spanish stock market to ECB monetary policy during financial crisis2015/07/01English8
Corporate boards in high-tech firms2011/07/01English8
Competition and structure of the mutual fund industry in Spain: The role of credit institutions2014/07/01English7
Do analyst's pre-issue recommendation create value? Empirical evidence from Indian IPO market2014/07/01English6
Systemic liquidity risk and portfolio theory: An application to the Italian financial markets2016/01/01English6
Hybrid multiple structural break model for stock price trend prediction2017/07/01English6
The interaction of environmental factors and individual traits on investors’ perception2012/07/01English6
Self-organizing maps as a tool to compare financial macroeconomic imbalances: The European, Spanish and German case2013/07/01English5
Do ethical and conventional mutual fund managers show different risk-taking behavior?2011/01/01English5
Further empirical evidence on stochastic volatility models with jumps in returns2012/01/01English5
Debt refinancing and credit risk2011/01/01English5
Relationship banking and bankruptcy resolution in Spain: The impact of size2017/01/01English5
Banking Union: Meaning and implications for the future of banking2015/01/01English4
The economic impact of European financial integration: The importance of the banking union2015/01/01English4
A Poisson process with random intensity for modeling financial stability2016/07/01English4
Effect of signals of bank ratings on stock returns before and during the financial crisis2017/01/01English4