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Publications

by members of

Government of Spain → Comisión Nacional del Mercado de Valores (CNMV)

→ National Stock Markets Commission

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2026

  1. Ricardo Crisostomo & Diana Mykhalyuk, 2026, "Large Language Models and Stock Investing: Is the Human Factor Required?," Papers, arXiv.org, number 2603.19944, Mar, revised Apr 2026.

2025

  1. Ricardo Crisostomo, 2025, "Quantifying firm-level risks from nature deterioration," Papers, arXiv.org, number 2501.14391, Jan, revised Apr 2025.

2022

  1. Ricardo Crisostomo, 2022, "Measuring Transition Risk in Investment Funds," Papers, arXiv.org, number 2210.15329, Oct, revised Dec 2022.

2021

  1. Ricardo Crisóstomo, 2021, "Estimación de probabilidades representativas del mundo real: importancia de los sesgos conductuales," CNMV Documentos de Trabajo, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas, number CNMV Documentos de Trabaj.

2020

  1. Ricardo Cris'ostomo, 2020, "Estimating real-world probabilities: A forward-looking behavioral framework," Papers, arXiv.org, number 2012.09041, Dec, revised Jan 2021.

2018

  1. Ricardo Crisostomo & Lorena Couso, 2018, "Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes," Papers, arXiv.org, number 1801.08007, Jan, revised May 2018.

2017

  1. Ricardo Cris'ostomo, 2017, "Speed and biases of Fourier-based pricing choices: A numerical analysis," Papers, arXiv.org, number 1706.05935, Jun, revised May 2018.
  2. Ricardo Crisóstomo, 2017, "Speed and biases of Fourier-based pricing choices: Analysis of the Bates and Asymmetric Variance Gamma models," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.

2016

  1. Peralta, Gustavo & Crisóstomo, Ricardo, 2016, "Financial contagion with spillover effects: a multiplex network approach," ESRB Working Paper Series, European Systemic Risk Board, number 32, Dec.

2015

  1. Ricardo Crisostomo, 2015, "An Analysis of the Heston Stochastic Volatility Model: Implementation and Calibration using Matlab," Papers, arXiv.org, number 1502.02963, Feb, revised Mar 2015.

2011

  1. Suarez, Javier & González-Aguado, Carlos, 2011, "Interest Rates and Credit Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 8398, May.

2006

  1. Carlos González-Aguado & Max Bruche, 2006, "Recovery Rates, Default Probabilities and the Credit Cycle," FMG Discussion Papers, Financial Markets Group, number dp572, Nov.

Journal articles

2021

  1. Ricardo Crisóstomo, 2021, "Estimating real‐world probabilities: A forward‐looking behavioral framework," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 41, issue 11, pages 1797-1823, November, DOI: 10.1002/fut.22248.

2018

  1. Ricardo Crisóstomo & Lorena Couso, 2018, "Financial density forecasts: A comprehensive comparison of risk‐neutral and historical schemes," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 5, pages 589-603, August, DOI: 10.1002/for.2521.

2010

  1. Bruche, Max & González-Aguado, Carlos, 2010, "Recovery rates, default probabilities, and the credit cycle," Journal of Banking & Finance, Elsevier, volume 34, issue 4, pages 754-764, April.

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