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Mariano Gonzalez Sanchez

Personal Details

First Name:Mariano
Middle Name:
Last Name:Gonzalez Sanchez
Suffix:
RePEc Short-ID:pma420
[This author has chosen not to make the email address public]
Terminal Degree:1992 Facultad de Ciencias Económicas y Empresariales; Universidad Complutense de Madrid (from RePEc Genealogy)

Affiliation

Facultad de Ciencias Económicas y Empresariales
Universidad Nacional de Educatión a Distancia

Madrid, Spain
http://www.uned.es/ciencias-economicas-empresariales/
RePEc:edi:fcunees (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. González, Mariano & Larrú, José María, 2012. "Egalitarian aid. The impact of aid on Latin American inequality," MPRA Paper 41660, University Library of Munich, Germany.
  2. Mariano Gonzalez Sanchez & Ignacio Velez-Pareja & Ana Isabel Mateos Ansotegui, 2008. "La subvencion financiera del coste de la deuda: la importancia de la pregunta en la investigacion financiera," Proyecciones Financieras y Valoración 4707, Master Consultores.
  3. Francisco Chinesta & Antonio Falcó & Mariano González, 2006. "Model Reduction Methods in Option Pricing," Post-Print hal-00289700, HAL.
  4. Ana-Isabel Mateos & Mariano González, 2006. "Análisis Empírico De Los Destinos De Los Cash Flows En Empresas Españolas," Working Papers. Serie EC 2006-12, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  5. Mariano González, 2004. "Análisis del nuevo acuerdo de capitales de Basilea (BIS-II): PYME-risk, country-risk y operational-risk," I Simposio Docentes de Finanzas 1991, Politécnico Grancolombiano.
  6. Mariano González & José María Larrú, 2004. "¿A quién benefician los créditos FAD? Los efectos de la ayuda ligada sobre la economía española," Working Papers del Instituto Complutense de Estudios Internacionales 0407, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.

Articles

  1. González-Sánchez, Mariano & Nave Pineda, Juan M., 2023. "Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement," International Review of Financial Analysis, Elsevier, vol. 86(C).
  2. González-Sánchez, Mariano, 2022. "Factorial asset pricing models using statistical anomalies," Research in International Business and Finance, Elsevier, vol. 60(C).
  3. González-Sánchez, Mariano, 2022. "Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor," Finance Research Letters, Elsevier, vol. 46(PB).
  4. Mariano González Sánchez & Eva M. Ibáñez Jiménez & Ana I. Segovia San Juan, 2022. "Causes of country-specific effect related to the value relevance of cash flows and earnings: evidence from France, Germany, Italy and Spain," Cogent Business & Management, Taylor & Francis Journals, vol. 9(1), pages 2121225-212, December.
  5. Mariano González-Sánchez, 2022. "Term Structure of Risk Factor Premiums Used for Pricing Asset: Emerging vs. Developed Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(5), pages 1339-1358, April.
  6. Mariano González-Sánchez & Eva M. Ibáñez Jiménez & Ana I. Segovia San Juan, 2022. "Market and model risks: a feasible joint estimate methodology," Risk Management, Palgrave Macmillan, vol. 24(3), pages 187-213, September.
  7. Mariano González-Sánchez & M. Encina Morales de Vega, 2021. "Influence of Bloomberg’s Investor Sentiment Index: Evidence from European Union Financial Sector," Mathematics, MDPI, vol. 9(4), pages 1-21, February.
  8. Mariano González-Sánchez & Eva M. Ibáñez Jiménez & Ana I. Segovia San Juan, 2021. "Board of Directors’ Remuneration, Employee Costs, and Layoffs: Evidence from Spain," Sustainability, MDPI, vol. 13(14), pages 1-10, July.
  9. González-Sánchez, Mariano, 2021. "Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets," Finance Research Letters, Elsevier, vol. 38(C).
  10. Olga Fullana & Mariano González & David Toscano, 2021. "IFRS adoption and unconditional conservatism: an accrual-based analysis," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, vol. 29(5), pages 848-866, October.
  11. Mariano González-Sánchez & Eva M. Ibáñez Jiménez & Ana I. Segovia San Juan, 2021. "Market and Liquidity Risks Using Transaction-by-Transaction Information," Mathematics, MDPI, vol. 9(14), pages 1-14, July.
  12. Olga Fullana & Mariano González & David Toscano, 2021. "The Role of Assumptions in Ohlson Model Performance: Lessons for Improving Equity-Value Modeling," Mathematics, MDPI, vol. 9(5), pages 1-11, March.
  13. Mariano Gonzalez Sanchez, 2020. "The influence of Google search index on stock markets: an analysis of causality in-mean and variance," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 13(2), pages 202-226, May.
  14. Mariano Gonzalez Sanchez & Sonia Rodriguez-Sanchez, 2020. "Comparative analysis of interest rate term structures in the Solvency II environment," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 22(1), pages 16-33, July.
  15. Mariano González-Sánchez & Juan Luis Martín-Ortega, 2020. "Greenhouse Gas Emissions Growth in Europe: A Comparative Analysis of Determinants," Sustainability, MDPI, vol. 12(3), pages 1-22, January.
  16. González-Sánchez, Mariano & Nave, Juan & Rubio, Gonzalo, 2020. "Effects of uncertainty and risk aversion on the exposure of investment-style factor returns to real activity," Research in International Business and Finance, Elsevier, vol. 53(C).
  17. Olga Fullana & Mariano González & David Toscano, 2019. "The Effects of IFRS Adoption on the Unconditional Conservatism of Spanish Listed Companies," Australian Accounting Review, CPA Australia, vol. 29(1), pages 193-207, March.
  18. González, Mariano & Nave, Juan & Rubio, Gonzalo, 2018. "Macroeconomic determinants of stock market betas," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 26-44.
  19. Mariano González Sánchez & María Encina Morales de Vega, 2018. "Corporate reputation and firms' performance: Evidence from Spain," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 25(6), pages 1231-1245, November.
  20. González-Sánchez, Mariano, 2018. "Causality in the EMU sovereign bond markets," Finance Research Letters, Elsevier, vol. 26(C), pages 281-290.
  21. González, Mariano, 2016. "Asymmetric causality in-mean and in-variance among equity markets indexes," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 49-68.
  22. Mariano González & Juan M. Nave & David Toscano, 2014. "Impact of IFRS: evidence from Spanish listed companies," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, vol. 22(2), pages 157-172, April.
  23. González, Mariano & Nave, Juan & Rubio, Gonzalo, 2012. "The Cross Section of Expected Returns with MIDAS Betas," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(1), pages 115-135, February.
  24. Mariano Gonzalez-Sanchez & Ana I. Mateos-Ansotegui, 2008. "A cash flow distribution model: empirical analysis of Spanish firms," International Journal of Accounting, Auditing and Performance Evaluation, Inderscience Enterprises Ltd, vol. 5(2), pages 107-137.
  25. Mariano González Sánchez & Ana I. Mateos Ansótegui & Antonio Falcó Montesinos, 2008. "Where the dirty surplus accounting flows are?," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 7(3), pages 308-328, August.
  26. Mariano González Sánchez & Enrique Rúa Alonso de Corrales, 2007. "Análisis de la eficiencia en la gestión de las fundaciones: una propuesta metodológica," CIRIEC-España, revista de economía pública, social y cooperativa, CIRIEC-España, issue 57, pages 117-149, April.
  27. GONZÁLEZ, Mariano & FERNÁNDEZ, Pedro, 2006. "Why Do Spanish Savings Banks Invest In The Stock Capital Of Publicly Traded Companies?," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(1).
  28. González, M. & Minguez, R., 2005. "The Method Of Simulated Maximum Likelihood For The Estimaton Of Dynamic Ordered Probit: An Application To Country-Risk For Non-Developed Countries," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(3), pages 99-133.
  29. Gonzalez, M. & Minguez, R., 2005. "A Study of Country-Risk for Non-Developed Countries in 1980-2000," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 5(1).
  30. Larru, J.M. & Gonzalez, M., 2004. "¿A quien benefician los creditos FAD?. Los efectos de la ayuda ligada sobre la economia española," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, vol. 4(1).

    RePEc:eme:ijaipp:v:22:y:2014:i:2:p:157-172 is not listed on IDEAS

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.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Larru, J.M. & Gonzalez, M., 2004. "¿A quien benefician los creditos FAD?. Los efectos de la ayuda ligada sobre la economia española," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, vol. 4(1).

    Mentioned in:

    1. 38. Economía y Difusión Social (EDS): Asepelt y América
      by MCG Blogs de Economía in Asociación de Estudios Euro-Americanos: Desarrollo internacional de América, Europa y otras áreas on 2019-11-06 18:13:00
    2. 43. Artículos en español, sobre América Latina y otras áreas, en la revista EEDI, 2001-2010, e informes posteriores
      by MCG Blogs de Economía in Asociación de Estudios Euro-Americanos: Desarrollo internacional de América, Europa y otras áreas on 2020-11-10 11:20:00

Working papers

  1. Mariano González, 2004. "Análisis del nuevo acuerdo de capitales de Basilea (BIS-II): PYME-risk, country-risk y operational-risk," I Simposio Docentes de Finanzas 1991, Politécnico Grancolombiano.

    Cited by:

    1. Mery Cecilia Guzmán Delgado, 2008. "Administración del riesgo de crédito en los establecimientos de crédito: comparación crítica del estándar internacional y su implementación," Archivos de Economía 5120, Departamento Nacional de Planeación.

Articles

  1. Mariano González-Sánchez & M. Encina Morales de Vega, 2021. "Influence of Bloomberg’s Investor Sentiment Index: Evidence from European Union Financial Sector," Mathematics, MDPI, vol. 9(4), pages 1-21, February.

    Cited by:

    1. Anna Marszal, 2022. "What news can really tell us? Evidence from a news-based sentiment index for financial markets analysis," NBP Working Papers 349, Narodowy Bank Polski.

  2. Mariano González-Sánchez & Juan Luis Martín-Ortega, 2020. "Greenhouse Gas Emissions Growth in Europe: A Comparative Analysis of Determinants," Sustainability, MDPI, vol. 12(3), pages 1-22, January.

    Cited by:

    1. I. Jianu & S. M. Jeloaica & M. D. Tudorache, 2022. "Greenhouse Gas Emissions and its Main Drivers: a Panel Assessment for EU-27 Member States," Papers 2205.00295, arXiv.org.
    2. Emanuel Kohlscheen & Richhild Moessner & Előd Takáts, 2021. "Growth, coal and carbon emissions: economic overheating and climate change," BIS Working Papers 937, Bank for International Settlements.
    3. Emanuel Kohlscheen & Richhild Moessner & Elod Takats, 2024. "Effects of carbon pricing and other climate policies on CO2 emissions," Papers 2402.03800, arXiv.org.

  3. González-Sánchez, Mariano & Nave, Juan & Rubio, Gonzalo, 2020. "Effects of uncertainty and risk aversion on the exposure of investment-style factor returns to real activity," Research in International Business and Finance, Elsevier, vol. 53(C).

    Cited by:

    1. Dai, Xingyu & Dai, Peng-Fei & Wang, Qunwei & Ouyang, Zhi-Yi, 2023. "The impact of energy-exporting countries’ EPUs on China’s energy futures investors: Risk preference, investment position and investment horizon," Research in International Business and Finance, Elsevier, vol. 64(C).
    2. Lou, Jun & Wong, Tat Wing & Fung, Ka Wai Terence & Shaende, Jonas J. Nazimoff, 2021. "Stock and bond joint pricing, consumption surplus, and inflation news," Research in International Business and Finance, Elsevier, vol. 58(C).
    3. Tabash, Mosab I. & Farooq, Umar & Ashfaq, Khurram & Tiwari, Aviral Kumar, 2022. "Economic policy uncertainty and financing structure: A new panel data evidence from selected Asian economies," Research in International Business and Finance, Elsevier, vol. 60(C).

  4. González, Mariano & Nave, Juan & Rubio, Gonzalo, 2018. "Macroeconomic determinants of stock market betas," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 26-44.

    Cited by:

    1. González-Sánchez, Mariano & Nave, Juan & Rubio, Gonzalo, 2020. "Effects of uncertainty and risk aversion on the exposure of investment-style factor returns to real activity," Research in International Business and Finance, Elsevier, vol. 53(C).
    2. Antonio Díaz & Carlos Esparcia, 2021. "Dynamic optimal portfolio choice under time-varying risk aversion," International Economics, CEPII research center, issue 166, pages 1-22.
    3. Tolga Cenesizoglu & Denada Ibrushi, 2020. "Predicting Systematic Risk With Macroeconomic And Financial Variables," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 43(3), pages 649-673, August.
    4. Manuel Monge & Luis A. Gil-Alana, 2020. "The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies," Risks, MDPI, vol. 8(4), pages 1-17, December.
    5. Salem Alshihab & Nayef AlShammari, 2020. "Are Kuwaiti Stock Returns Affected by Fluctuations in Oil Prices?," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(6), pages 1-9, December.
    6. Peter Reinhard Hansen & Chen Tong, 2022. "Option Pricing with Time-Varying Volatility Risk Aversion," Papers 2204.06943, arXiv.org, revised Oct 2022.
    7. Mehdi Zolfaghari & Bahram Sahabi, 2021. "The impact of oil price and exchange rate on momentum strategy profits in stock market: evidence from oil-rich developing countries," Review of Managerial Science, Springer, vol. 15(7), pages 1981-2023, October.
    8. Pedro Antonio Martín-Cervantes & María del Carmen Valls Martínez, 2023. "Unraveling the relationship between betas and ESG scores through the Random Forests methodology," Risk Management, Palgrave Macmillan, vol. 25(3), pages 1-29, September.
    9. Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun & Wang, Weining, 2021. "Long- and short-run components of factor betas: Implications for stock pricing," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
    10. Rojo Suárez, Javier & Alonso Conde, Ana Belén & Ferrero Pozo, Ricardo, 2020. "European equity markets: Who is the truly representative investor?," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 325-346.
    11. Rafique, Amir & Iqbal, Khurram & Zakaria, Muhammad & Mujtaba, Ghulam, 2019. "Investigating ICAPM with mean-reverting dynamic conditional correlation: Evidence from an emerging stock exchange," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 514-523.

  5. Mariano González Sánchez & María Encina Morales de Vega, 2018. "Corporate reputation and firms' performance: Evidence from Spain," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 25(6), pages 1231-1245, November.

    Cited by:

    1. Adriana Burlea‐Schiopoiu & Dragos Alexandru Balan, 2021. "Modelling the impact of corporate reputation on customers' behaviour," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(3), pages 1142-1156, May.
    2. José Solana‐Ibáñez & Manuel Caravaca‐Garratón, 2021. "Stakeholder engagement and corporate social reputation: The influence of exogenous factors on efficiency performance (stakeholder engagement and exogenous factors): Stakeholder engagement and exogenou," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(6), pages 1891-1905, November.
    3. Rayenda K. Brahmana & Hui‐Wei You & Evan Lau, 2022. "Does reputation matter for firm risk in developing country?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2110-2123, April.
    4. Giovanni Catello Landi & Francesca Iandolo & Antonio Renzi & Andrea Rey, 2022. "Embedding sustainability in risk management: The impact of environmental, social, and governance ratings on corporate financial risk," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 29(4), pages 1096-1107, July.

  6. González, Mariano & Nave, Juan & Rubio, Gonzalo, 2012. "The Cross Section of Expected Returns with MIDAS Betas," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(1), pages 115-135, February.

    Cited by:

    1. González, Mariano & Nave, Juan & Rubio, Gonzalo, 2018. "Macroeconomic determinants of stock market betas," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 26-44.
    2. Andreou, Elena, 2016. "On the use of high frequency measures of volatility in MIDAS regressions," CEPR Discussion Papers 11307, C.E.P.R. Discussion Papers.
    3. Tolga Cenesizoglu & Denada Ibrushi, 2020. "Predicting Systematic Risk With Macroeconomic And Financial Variables," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 43(3), pages 649-673, August.
    4. John L. Glascock & Ran Lu-Andrews, 2018. "The Asymmetric Conditional Beta-Return Relations of REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 57(2), pages 231-245, August.
    5. Elena Andreou, 2016. "On the use of high frequency measures of volatility in MIDAS regressions," University of Cyprus Working Papers in Economics 03-2016, University of Cyprus Department of Economics.
    6. Jan Schulz & Mishael Milaković, 2023. "How Wealthy are the Rich?," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 69(1), pages 100-123, March.
    7. Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou & Weining Wang, 2017. "Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing," CREATES Research Papers 2017-34, Department of Economics and Business Economics, Aarhus University.
    8. Cenesizoglu, Tolga & Reeves, Jonathan J., 2018. "CAPM, components of beta and the cross section of expected returns," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 223-246.
    9. Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio, 2014. "Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns," Documentos de Trabajo del ICAE 2014-25, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    10. Jyri Kinnunen & Minna Martikainen, 2017. "Expected Returns and Idiosyncratic Risk: Industry-Level Evidence from Russia," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(11), pages 2528-2544, November.
    11. Stefano Grassi & Francesco Violante, 2021. "Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas," CREATES Research Papers 2021-05, Department of Economics and Business Economics, Aarhus University.
    12. Pedro Antonio Martín-Cervantes & María del Carmen Valls Martínez, 2023. "Unraveling the relationship between betas and ESG scores through the Random Forests methodology," Risk Management, Palgrave Macmillan, vol. 25(3), pages 1-29, September.
    13. Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun & Wang, Weining, 2021. "Long- and short-run components of factor betas: Implications for stock pricing," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
    14. Lioui, Abraham & Tarelli, Andrea, 2020. "Factor Investing for the Long Run," Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
    15. Andreou, Elena, 2016. "On the use of high frequency measures of volatility in MIDAS regressions," Journal of Econometrics, Elsevier, vol. 193(2), pages 367-389.
    16. Huang, Lin & Wang, Zijun, 2014. "Is the investment factor a proxy for time-varying investment opportunities? The US and international evidence," Journal of Banking & Finance, Elsevier, vol. 44(C), pages 219-232.

More information

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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 3 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.
  1. NEP-ACC: Accounting and Auditing (1) 2006-10-28
  2. NEP-FIN: Finance (1) 2006-08-05
  3. NEP-LAM: Central and South America (1) 2012-10-13

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