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María Asunción Prats

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This is information that was supplied by María Prats in registering through RePEc. If you are María Asunción Prats , 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: María
Middle Name: Asunción
Last Name: Prats
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RePEc Short-ID: ppr138

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Homepage: http://webs.um.es/mprats/miwiki/doku.php?id=inicio
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Affiliation

Facultad de Economía y Empresa
Universidad de Murcia
Location: Murcia, Spain
Homepage: http://www.um.es/fee/
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Handle: RePEc:edi:fcmures (more details at EDIRC)

Works

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Working papers

  1. Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats, 2013. "The present value model of U.S. stock prices revisited: long-run evidence with structural breaks, 1871-2010," Working Papers, Department of Applied Economics II, Universidad de Valencia 1305, Department of Applied Economics II, Universidad de Valencia.
  2. Vicente Esteve & Manuel Navarro-Ibáñez & Maria A. Prats, 2010. "The Spanish term structure of interest rates revisited: cointegration with multiple structural breaks, 1974-2010," Working Papers, Department of Applied Economics II, Universidad de Valencia 1001, Department of Applied Economics II, Universidad de Valencia.
  3. Gloria M. Soto Pacheco & Mª Asunción Prats Albentosa, 2006. "Un Estudio Empírico De Transmisión Monetaria En Europa," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) 2006-04, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  4. Gloria M. Soto Pacheco & Mª Asunción Prats Albentosa, 2002. "La Inmunización Financiera: Evaluación De Diferentes Estructuras De Cartera," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) 2002-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).

Articles

  1. Esteve, Vicente & Navarro-Ibáñez, Manuel & Prats, María A., 2013. "The Spanish term structure of interest rates revisited: Cointegration with multiple structural breaks, 1974–2010," International Review of Economics & Finance, Elsevier, Elsevier, vol. 25(C), pages 24-34.
  2. Vicente Esteve & Maria Prats, 2010. "Threshold cointegration and nonlinear adjustment between stock prices and dividends," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 17(4), pages 405-410.
  3. Prats, Maria A. & Soto, Gloria M., 2008. "Monetary Transmission in the Term Structure of Interest Rates in Spain (1995-2003)/ Transmisión monetaria en la estructura temporal de tipos de interés en España, 1995-2003," Estudios de Economía Aplicada, Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 26, pages 279-292, Abril.
  4. Vicente Esteve & Maria Prats, 2008. "Are there threshold effects in the stock price-dividend relation? The case of the US stock market, 1871-2004," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 18(19), pages 1533-1537.
  5. Maria Asuncion Prats Albentosa & Arielle Beyaert, 1998. "Testing the expectations theory in a market of short-term financial assets," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 8(2), pages 101-109.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2006-03-11
  2. NEP-EEC: European Economics (1) 2006-03-11
  3. NEP-FMK: Financial Markets (3) 2010-11-27 2013-01-26 2013-06-04. Author is listed
  4. NEP-MAC: Macroeconomics (1) 2006-03-11
  5. NEP-MON: Monetary Economics (1) 2010-11-27

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