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Information about:
Raquel Medeiros Gaspar

Personal Details | Affiliation | Works

This is information that was supplied by Raquel Gaspar in registering through RePEc. If you are Raquel Medeiros Gaspar , 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: Raquel
Middle Name: Medeiros
Last Name: Gaspar
Suffix:

RePEc Short-ID: pga181

Email: [This author has chosen not to make the email address public]
Homepage: http://www.iseg.utl.pt/~Rmgaspar
Postal Address: Rua Miguel Lupi, 20 (gab.101) 1249-078 Lisboa Portugal
Phone:

Affiliation

(in no particular order)

Instituto Superior de Economia e Gestão (ISEG) (School of Economics and Management)
Universidade Técnica de Lisboa
Location: Lisboa, Portugal
Homepage: http://www.iseg.utl.pt/
Email:
Phone: +351-213 925 800
Fax: +351-213 925 850
Postal: Rua do Quelhas 6, 1200-781 LISBOA
Handle: RePEc:edi:isutlpt (registered authors at this institution)

Works

Working papers

Gaspar, Raquel M. & Slinko, Irina, 2005. "Correlation Between Intensity and Recovery in Credit Risk Models," Working Paper Series in Economics and Finance 614, Stockholm School of Economics. [Downloadable!]
Gaspar, Raquel M. & Schmidt, Thorsten, 2005. "Quadratic Portfolio Credit Risk models with Shot-noise Effects," Working Paper Series in Economics and Finance 616, Stockholm School of Economics. [Downloadable!]
Gaspar, Raquel M., 2004. "General Quadratic Term Structures of Bond, Futures and Forward Prices," Working Paper Series in Economics and Finance 559, Stockholm School of Economics. [Downloadable!]
Gaspar, Raquel M., 2004. "On Finite Dimensional Realizations of Forward Price Term Structure Models," Working Paper Series in Economics and Finance 569, Stockholm School of Economics. [Downloadable!]

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-CFN: Corporate Finance (1) 2004-04-04 Author is listed
NEP-FIN: Finance (4) 2004-04-04 2004-12-12 2004-12-15 2005-12-09 Author is listed
NEP-FMK: Financial Markets (2) 2004-04-04 2005-12-09 Author is listed
NEP-MAC: Macroeconomics (1) 2004-12-12 Author is listed
NEP-RMG: Risk Management (2) 2004-04-04 2005-12-09 Author is listed

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This page was last updated on 2008-8-8.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.