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Raquel M. Gaspar

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This is information that was supplied by Raquel Gaspar in registering through RePEc. If you are Raquel M. Gaspar , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Raquel
Middle Name: M.
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

Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa
Location: Lisboa, Portugal
Homepage: http://www.iseg.ulisboa.pt/
Email:
Phone: +351-213 925 800
Fax: +351-213 925 850
Postal: Rua do Quelhas 6, 1200-781 LISBOA
Handle: RePEc:edi:isutlpt (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Portuguese Economists

Works

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Working papers

  1. 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.
  2. 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.
  3. 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.
  4. 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.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2004-04-04. Author is listed
  2. NEP-FIN: Finance (4) 2004-04-04 2004-12-12 2004-12-15 2005-12-09. Author is listed
  3. NEP-FMK: Financial Markets (2) 2004-04-04 2005-12-09. Author is listed
  4. NEP-MAC: Macroeconomics (1) 2004-12-12. Author is listed
  5. NEP-RMG: Risk Management (2) 2004-04-04 2005-12-09. Author is listed

Statistics

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Co-authorship network on CollEc

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