Emma Berenguer
Personal Details
First Name: | Emma |
Middle Name: | |
Last Name: | Berenguer |
Suffix: | |
RePEc Short-ID: | pbe1039 |
| |
Terminal Degree: | 2009 (from RePEc Genealogy) |
Affiliation
Departamento de Economía Financiera y Contabilidad
Universidad Pablo de Olavide
Sevilla, Spainhttp://www.upo.es/defc/
RePEc:edi:dfupoes (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Emma Berenguer & Ricardo Gimeno & Juan M. Nave, 2013. "Term structure estimation, liquidity-induced heteroskedasticity and the price of liquidity risk," Working Papers 1308, Banco de España.
- Emma Berenguer-Carceles & Ricardo Gimeno & Juan M. Nave, 2012. "Estimation of the Term Structure of Interest Rates: Methodology and Applications," Working Papers 12.06, Universidad Pablo de Olavide, Department of Financial Economics and Accounting (former Department of Business Administration).
Articles
- Miguel A. Soto-Araneta & Cecilia Téllez-Valle & Emma Berenguer, 2013. "El comportamiento de la liquidez de valores de Pymes en un mercado alternativo bursátil," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 2, pages 1-1, December.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Emma Berenguer & Ricardo Gimeno & Juan M. Nave, 2013.
"Term structure estimation, liquidity-induced heteroskedasticity and the price of liquidity risk,"
Working Papers
1308, Banco de España.
Cited by:
- Lafuente, Juan Ángel & Petit, Nuria & Serrano, Pedro, 2018. "Forecasting multiple-term structures from interbank rates," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 40-56.
- Oguzhan Cepni & Doruk Kucuksarac, 2017.
"Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve,"
Economics Bulletin, AccessEcon, vol. 37(2), pages 1133-1142.
- Oguzhan Cepni & Doruk Kucuksarac, 2017. "Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve," CBT Research Notes in Economics 1702, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Juan Ángel García & Ricardo Gimeno, 2014. "Flight-to-liquidity flows in the euro area sovereign debt crisis," Working Papers 1429, Banco de España.
- Rubia, Antonio & Sanchis-Marco, Lidia & Serrano, Pedro, 2016. "Market frictions and the pricing of sovereign credit default swaps," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 223-252.
Articles
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Sorry, no citations of articles recorded.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (1) 2012-11-11
- NEP-MAC: Macroeconomics (1) 2014-07-21
- NEP-ORE: Operations Research (1) 2014-07-21
Corrections
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