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Pilar Abad

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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

Universidad Rey Juan Carlos, Departamento de Fundamentos del Análisis Económico
Homepage: http://www.urjc.es
Location: Madrid (Spain)

Works

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Working papers

  1. Pilar Abad & M. Dolores Robles, 2014. "The Risk-Return binomial after rating changes," Documentos de Trabajo del ICAE 2014-23, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  2. Pilar Abad & Sonia Benito & Miguel Angel Sánchez Granero & Carmen López, 2013. "A Capital Adequacy Buffer Model," Documentos de Trabajo del ICAE 2013-40, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  3. Pilar Abad & M. Dolores Robles & Gare Cuervo, 2013. "Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market," Documentos de Trabajo del ICAE 2013-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  4. Pilar Abad Romero & María Dolores Robles Fernández, 2012. "Credit rating agencies and unsystematic risk: Is there a linkage?," Documentos de Trabajo del ICAE 2012-17, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  5. Pilar Abad & Antonio Diaz & M. Dolores Robles-Fernandez, 2011. "Determinants of trading activity after rating actions in the Corporate Debt Market," Documentos de Trabajo del ICAE 2011-37, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  6. Pilar Abad & Antonio Diaz & M. Dolores Robles-Fernandez, 2011. "Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence," Documentos de Trabajo del ICAE 2011-36, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  7. Abad, Pilar & Chuliá, Helena & Gómez-Puig, Marta, 2009. "EMU and European government bond market integration," Working Paper Series 1079, European Central Bank.
  8. Pilar Abad & Sonia Benito, 2006. "Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal," Documentos de Trabajo del ICAE 0604, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  9. Pilar Abad & Sonia Benito Muela, 2005. "Using The Nelson and Siegel Model of The term Structure in Value at Risk Estimation," Documentos de Trabajo del ICAE 0511, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  10. Pilar Abad Romero & Mª Dolores Robles Fernández, 2003. "Contenido informativo de los cambios de Rating en el mercado de Valores Español," Documentos de Trabajo del ICAE 0304, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  11. Pilar Abad & Alfonso Novales, 2002. "An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets," Documentos de Trabajo del ICAE 0222, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  12. Pilar Abad & Alfonso Novales, 2002. "Volatility Transmission acros the Term Structure of Swap Markets: International Evidence," Documentos de Trabajo del ICAE 0220, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  13. Alfonso Novales & Pilar Abad, 2002. "Risk Premia in the Term Structure of Swaps in Pesetas," Documentos de Trabajo del ICAE 0219, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  14. Pilar Abad & Alfonso Novales, 2002. "The Forecasting Ability of Factor Models of the Term Structure of IRS Markets," Documentos de Trabajo del ICAE 0221, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.

Articles

  1. Abad, Pilar & Chuliá, Helena & Gómez-Puig, Marta, 2010. "EMU and European government bond market integration," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 2851-2860, December.
  2. Pilar Abad & Sonia Benito, 2009. "Accurate Of Var Calculated Using Empirical Models Of The Term Structure," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 12(06), pages 811-832.
  3. 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.
  4. 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.
  5. 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, Wiley Blackwell, vol. 33(5-6), pages 885-908.
  6. 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.
  7. Pilar Abad & Alfonso Novales, 2004. "Volatility transmission across the term structure of swap markets: international evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 14(14), pages 1045-1058.
  8. 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.

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2012-07-23
  2. NEP-DCM: Discrete Choice Models (1) 2014-08-20
  3. NEP-EEC: European Economics (1) 2009-09-11
  4. NEP-ETS: Econometric Time Series (1) 2003-10-28
  5. NEP-MAC: Macroeconomics (1) 2009-09-11
  6. NEP-MON: Monetary Economics (1) 2009-09-11
  7. NEP-MST: Market Microstructure (1) 2011-12-13
  8. NEP-RMG: Risk Management (6) 2003-10-28 2003-10-28 2003-10-28 2003-12-07 2012-07-23 2014-08-20. Author is listed

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