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Martin Saldias

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

RePEc Short-ID: psa1066

Email:
Homepage: http://www.martinsaldias.com
Postal Address: Avenida Almirante Reis 71 6th Floor - 6.1.22 1150-012 Lisboa, Portugal
Phone: +351213128139

Affiliation

Banco de Portugal
Location: Lisboa, Portugal
Homepage: http://www.bportugal.pt/
Email:
Phone: 21 321 32 00
Fax: 21 346 48 43
Postal: R. do Ouro, 27, 1100 LISBOA
Handle: RePEc:edi:bdpgvpt (more details at EDIRC)

Works

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Working papers

  1. Martín Saldías, 2011. "A Market-based Approach to Sector Risk Determinants and Transmission in the Euro Area," Working Papers w201130, Banco de Portugal, Economics and Research Department.
  2. Martin Saldías Zambrana, 2010. "Systemic risk analysis using forward-looking distance-to-default series," Working Paper 1005, Federal Reserve Bank of Cleveland.
  3. Salvatore Dell'Erba & Martin Saldías Zambrana, 2006. "Financial Dollarization and Currency Substitution. An Empirical Study for Bolivia America than in Asia?," Kiel Advanced Studies Working Papers 432, Kiel Institute for the World Economy.

Articles

  1. Saldías, Martín, 2013. "Systemic risk analysis using forward-looking Distance-to-Default series," Journal of Financial Stability, Elsevier, vol. 9(4), pages 498-517.
  2. Martín Saldías & Rafael Barbosa, 2013. "Option trade volume and volatility of banks’ stock returns," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  3. Saldías, Martín, 2013. "A market-based approach to sector risk determinants and transmission in the euro area," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4534-4555.
  4. Martín Saldías, 2012. "Systemic risk analysis and option-based theory and information," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  5. Martín Saldías, 2011. "Sectoral credit risk in the euro area," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2010-05-15 2013-01-12. Author is listed
  2. NEP-CFN: Corporate Finance (1) 2010-05-15. Author is listed
  3. NEP-EEC: European Economics (2) 2011-11-07 2013-08-23. Author is listed
  4. NEP-RMG: Risk Management (4) 2010-05-15 2011-11-07 2013-01-12 2013-08-23. Author is listed

Statistics

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