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Information about:
Pilar Abad

Personal Details | Affiliation | Works
This is information that was supplied by Pilar Abad in registering through RePEc. If you are Pilar Abad , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Pilar
Middle Name:
Last Name: Abad
Suffix:

RePEc Short-ID: pab62

Email: [This author has chosen not to make the email address public]
Homepage: http://webs.uvigo.es/pabad
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Pilar Abad & Sonia Benito, 2009. "Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal," Documentos del Instituto Complutense de Análisis Económico 0604, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]

  2. Pilar Abad & Helena Chuliá & Marta Gomez-Puig, 2009. "EMU and European Government Bond Market Integration," Working Paper Series 1079, European Central Bank. [Downloadable!]

  3. Pilar Abad Romero & Mª Dolores Robles Fernández, 2003. "Contenido informativo de los cambios de Rating en el mercado de Valores Español," Documentos del Instituto Complutense de Análisis Económico 0304, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]

  4. Pilar Abad & Alfonso Novales, 2002. "An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets," Documentos del Instituto Complutense de Análisis Económico 0222, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
    Published as:

  5. Pilar Abad & Alfonso Novales, 2002. "The Forecasting Ability of Factor Models of the Term Structure of IRS Markets," Documentos del Instituto Complutense de Análisis Económico 0221, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]

  6. Alfonso Novales & Pilar Abad, 2002. "Risk Premia in the Term Structure of Swaps in Pesetas," Documentos del Instituto Complutense de Análisis Económico 0219, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]

  7. Pilar Abad & Alfonso Novales, 2002. "Volatility Transmission acros the Term Structure of Swap Markets: International Evidence," Documentos del Instituto Complutense de Análisis Económico 0220, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
    Published as:

Articles

  1. Pilar Abad-Romero & M. Robles-Fernández, 2007. "Bond rating changes and stock returns: evidence from the Spanish stock market," Spanish Economic Review, Springer, vol. 9(2), pages 79-103, June. [Downloadable!] (restricted)

  2. Pilar Abad Romero & Begoña Alvarez García & Eva Rodríguez Míguez & Antonio Rodríguez Sampayo, 2006. "Social preferences measures and the quality of the job match for persons with disabilities," Hacienda Pública Española, IEF, vol. 179(4), pages 113-134, September. [Downloadable!]

  3. Pilar Abad-Romero & M. Dolores Robles-Fernandez, 2006. "Risk and Return Around Bond Rating Changes: New Evidence From the Spanish Stock Market," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 33(5-6), pages 885-908. [Downloadable!] (restricted)

  4. Abad, Pilar & Novales, Alfonso, 2005. "An error correction factor model of term structure slopes in international swap markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(3), pages 229-254, July. [Downloadable!] (restricted)
    Other versions:

  5. Pilar Abad & Alfonso Novales, 2004. "Volatility transmission across the term structure of swap markets: international evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 14(14), pages 1045-1058, October. [Downloadable!] (restricted)
    Other versions:

  6. Pilar Abad Romero & Eva Rodríguez Míguez, 2002. "Características socioeconómicas y estructura de los hogares de las personas mayores en España," Hacienda Pública Española, IEF, vol. 161(2), pages 49-68, June. [Downloadable!]

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-EEC: European Economics (1) 2009-09-11
  2. NEP-ETS: Econometric Time Series (1) 2003-10-28
  3. NEP-FIN: Finance (2) 2003-10-28 2003-10-28 Author is listed
  4. NEP-MAC: Macroeconomics (1) 2009-09-11
  5. NEP-MON: Monetary Economics (1) 2009-09-11
  6. NEP-RMG: Risk Management (4) 2003-10-28 2003-10-28 2003-10-28 2003-12-07 Author is listed
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This page was last updated on 2009-11-17.

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