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Publications

by members of

Universitat de Barcelona → School of Economics → Institut de Recerca en Economia Aplicada (IREA) → Riskcenter

University of Barcelona → Research Institute of Applied Economics

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 | Books | Chapters |

Working papers

2025

  1. David Bistuer & Helena Chuliá & Jorge M. Uribe, 2025, "Economic Complexity and the Resilience-Sustainability Strategy for Climate Change," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202521, Nov.

2024

  1. Helena Chuliá & Sabuhi Khalili & Jorge M. Uribe, 2024, "Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202402, Feb, revised Feb 2024.

2022

  1. Helena Chuliá & Ignacio Garrón & Jorge M. Uribe, 2022, ""Daily Growth at Risk: financial or real drivers? The answer is not always the same"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202208, Jun, revised Jun 2022.
  2. Helena Chuliá & Ignacio Garrón & Jorge M. Uribe, 2022, ""Monitoring daily unemployment at risk"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202211, Jul, revised Jul 2022.
  3. Helena Chuliá & Jorge A. Muñoz-Mendoza & Jorge M. Uribe, 2022, ""Energy Firms in Emerging Markets: Systemic Risk and Diversification Opportunities"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202216, Oct, revised Oct 2022.

2021

  1. Helena Chuliá & Ignacio Garrón & Jorge M. Uribe, 2021, ""Vulnerable Funding in the Global Economy"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202106, Mar, revised Mar 2021.

2019

  1. Helena Chuliá & Christoph Koser & Jorge M. Uribe, 2019, "“Uncovering the time-varying relationship between commonality in liquidity and volatility”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201916, Sep, revised Sep 2019.
  2. Helena Chuliá & Jorge M. Uribe, 2019, "“Expected, Unexpected, Good and Bad Uncertainty"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201919, Nov, revised Nov 2019.

2018

  1. Helena Chulià & Jorge M. Uribe, 2018, "“Together forever? Good and bad market volatility shocks and international consumption risk sharing: A tale of a sign”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201809, May, revised May 2018.

2016

  1. Helena Chuliá & Rangan Gupta & Jorge M. Uribe & Mark E. Wohar, 2016, "Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach," Working Papers, University of Pretoria, Department of Economics, number 201656, Jul.

2015

  1. Helena Chuliá & Montserrat Guillén & Jorge M. Uribe, 2015, "Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions," Working Papers, Universitat de Barcelona, UB Riskcenter, number 2015-03, Mar.
  2. Helena Chuliá & Montserrat Guillén & Jorge M. Uribe, 2015, "“Measuaring Uncertainty in the Stock Market”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201524, Nov, revised Nov 2015.
  3. Helena Chuliá & Montserrat Guillén & Jorge M. Uribe, 2015, "“Spillovers From the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysis”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201525, Oct, revised Oct 2015.
  4. Jaume Belles-Sampera & Montserrat Guillén & Miguel Santolino, 2015, "The use of flexible quantile-based measures in risk assessment," Working Papers, Universitat de Barcelona, UB Riskcenter, number 2014-09, Feb.
  5. Catalina Bolancé & Montserrat Guillén & Alemar Padilla, 2015, "Estimación del riesgo mediante el ajuste de cópulas," Working Papers, Universitat de Barcelona, UB Riskcenter, number 2015-01, Feb.
  6. Catherine Donnelly & Russell Gerrard & Montserrat Guillén & Jens Perch Nielsen, 2015, "Less is more: increasing retirement gains by using an upside terminal wealth constraint," Working Papers, Universitat de Barcelona, UB Riskcenter, number 2015-02, Feb.
  7. Jaume Belles-Sampera & Montserrat Guillén & Miguel Santolino, 2015, "What attitudes to risk underlie distortion risk measure choices?," Working Papers, Universitat de Barcelona, UB Riskcenter, number 2015-05, May.
  8. Catherine Donnelly & Montserrat Guillén & Jens Perch Nielsen, 2015, "On the practical implementation of retirement gains by using an upside and a downside terminal wealth constraint," Working Papers, Universitat de Barcelona, UB Riskcenter, number 2015-07, Jul.

2014

  1. Pilar Abad & Helena Chuliá, 2014, "European government bond market integration in turbulent times," Working Papers, Universitat de Barcelona, UB Riskcenter, number 2014-08, Oct.
  2. Nàtalia Valls & Helena Chulià, 2014, "“Volatility Transmission between the stock and Currency Markets in Emerging Asia: the Impact of the Global Financial Crisis”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201431, Dec, revised Dec 2014.
  3. Catalina Bolance & Montserrat Guillen & David Pitt, 2014, "Non-parametric Models for Univariate Claim Severity Distributions - an approach using R," Working Papers, Universitat de Barcelona, UB Riskcenter, number 2014-01, Feb.
  4. Ramon Alemany & Catalina Bolance & Montserrat Guillen, 2014, "Accounting for severity of risk when pricing insurance products," Working Papers, Universitat de Barcelona, UB Riskcenter, number 2014-05, Apr.
  5. Leo Guelman & Montserrat Guillen & Ana M. Pérez-Marín, 2014, "Optimal personalized treatment rules for marketing interventions: A review of methods, a new proposal, and an insurance case study," Working Papers, Universitat de Barcelona, UB Riskcenter, number 2014-06, May.
  6. Xavier Piulachs & Ramon Alemany & Montserrat Guillen, 2014, "A joint longitudinal and survival model with health care usage for insured elderly," Working Papers, Universitat de Barcelona, UB Riskcenter, number 2014-07, Aug.
  7. Germà Bel & Catalina Bolancé & Montserrat Guillén & Jordi Rosell, 2014, "The environmental effects of changing speed limits: a quantile regression approach," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2014-09, Dec, revised Dec 2014.

2013

  1. Pilar Abad & Helena Chuliá, 2013, "“European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201325, Dec, revised Dec 2013.
  2. Jaume Belles-Sampera & Montserrat Guillén & Miguel Santolino, 2013, "“Beyond Value-at-Risk: GlueVaR Distortion Risk Measures”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201302, Feb, revised Feb 2013.
  3. Jaume Belles-Sampera & Montserrat Guillén & José M. Merigó & Miguel Santolino, 2013, "“Indicators for the characterization of discrete Choquet integrals”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201311, May, revised May 2013.
  4. Manuela Alcañiz & Montserrat Guillén & Daniel Sánchez-Moscona & Miguel Santolino & Oscar Llatje & Lluís Ramon, 2013, "“Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201313, Jul, revised Jul 2013.
  5. Ana Maria Osorio & Catalina Bolancé & Nyovane Madise & Katharina Rathmann, 2013, "Social Determinants of Child Health in Colombia: Can Community Education Moderate the Effect of Family Characteristics?," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2013-02, Mar, revised Mar 2013.

2012

  1. Jaume Belles-Sampera & José M. Merigó & Montserrat Guillén & Miguel Santolino, 2012, "The connection between distortion risk measures and ordered weighted averaging operators," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201201, Jan, revised Jan 2012.
  2. Antoni Ferri & Montserrat Guillén & Lluís Bermúdez, 2012, "Solvency Capital estimation and Risk Measures," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2012-02, Jan, revised Jan 2012.
  3. Antoni Ferri & Lluís Bermúdez & Montserrat Guillén, 2012, "How to use the standard model with own data?," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2012-03, Feb, revised Feb 2012.
  4. Guglielmo D’Amico & Montserrat Guillen & Raimondo Manca, 2012, "Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2012-05, Mar, revised Mar 2012.
  5. Ramon Alemany & Catalina Bolancé & Montserrat Guillén, 2012, "Nonparametric estimation of Value-at-Risk," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2012-19, Oct, revised Oct 2012.
  6. Ana Maria Osorio & Catalina Bolancé & Nyovani Madise, 2012, "Intermediary and structural determinants of early childhood health in Colombia: exploring the role of communities," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2012-13, Jun, revised Jun 2012.

2011

  1. Lluís Bermúdez & Antoni Ferri & Montse Guillén, 2011, "A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201113, Sep, revised Sep 2011.
  2. David Pitt & Montserrat Guillen & Catalina Bolancé, 2011, "Estimation of Parametric and Nonparametric Models for Univariate Claim Severity Distributions - an approach using R," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2011-06, Jun, revised Jun 2011.
  3. Montserrat Guillen & Adelina Comas-Herrera, 2011, "How much risk is mitigated by LTC Insurance? A case study of the public system in Spain," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2011-07, Jun, revised Jun 2011.
  4. Mercedes Ayuso & Montserrat Guillen & Catalina Bolancé, 2011, "Loss risk through fraud in car insurance," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2011-08, Jun, revised Jun 2011.
  5. Montserrat Guillén & Ana María Pérez-Marín & Montserrat Guillén, 2011, "A logistic regression approach to estimating customer profit loss due to lapses in insurance," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2011-13, Oct, revised Oct 2011.
  6. Ana María Osorio & Catalina Bolancé & Manuela Alcañiz, 2011, "Measuring early childhood health: a composite index comparing Colombian departments," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201122, Oct, revised Oct 2011.

2010

  1. Catalina Bolancé & Ramon Alemany & Montserrat Guillén, 2010, "Prediction of the economic cost of individual long-term care in the Spanish population," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201011, Sep, revised Sep 2010.
  2. David Pitt & Montserrat Guillén, 2010, "An introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2010-03, Mar, revised Mar 2010.

2009

  1. Abad, Pilar & Chuliá, Helena & Gómez-Puig, Marta, 2009, "EMU and European government bond market integration," Working Paper Series, European Central Bank, number 1079, Aug.
  2. Catalina Bolance (Universitat de Barcelona) & Montserrat Guillen (Universitat de Barcelona) & Jens Perch Nielsen (City University London), 2009, "Transformation kernel density estimation of actuarial loss functions," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 219.
  3. Aïda Solé-Auró & Montserrat Guillén & Eileen M. Crimmins, 2009, "Health care utilization among immigrants and native-born populations in 11 European countries. Results from the Survey of Health, Ageing and Retirement in Europe," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 200920, Oct, revised Oct 2009.
  4. Maribel Castillo Caicedo & Ana María Osorio Mejía & Sandra Marcela Montero Cuartas, 2009, "Deserción y retención, en la carrera de economía de la Pontificia Universidad Javeriana Cali: un análisis de supervivencia 2000-2008," Economía, Gestión y Desarrollo, Universidad Javeriana - Cali, number 9351, Dec.

2008

  1. Aïda Solé-Auró & Eileen M.Crimmins, 2008, "Health of Immigrants in European countries," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 200809, Jun, revised Jun 2008.

2007

  1. Chulia-Soler, H. & Martens, M.P.E. & van Dijk, D.J.C., 2007, "The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-066-F&A, Oct.
  2. Helena Chuliá Soler & Pilar Soriano Felipe & Francisco Climent & Hipòlit Torró, 2007, "Volatility Transmission Patterns And Terrorist Attacks," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2007-09, Aug.
  3. Jean Pinquet & Guillén Montserrat & Catalina Bolancé, 2007, "On the link between credibility and frequency premium," Working Papers, HAL, number hal-00243063.
  4. Lluís Bermúdez Morata & Montserrat Guillén Estany & Aïda Solé Auró, 2007, "Impacto de la Immigración sobre la Esperanza de Vida en Salud y en Discapacidad de la Población Española," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2007-13, Nov, revised Nov 2007.

2006

  1. Montserrat Guillen & Jens Perch Nielsen & Tomas Scheike & Ana Maria Perez-Marin, 2006, "Time-varying effects when analysing customer lifetime duration, application to the insurance market," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 200604, Dec, revised Dec 2006.
  2. Manuela Alcañiz & Àlex Costa & Montserrat Guillén & Cristina Rovira & Carme Luna, 2006, "Calculation of the variance in surveys of the economic climate," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 200605, Dec, revised Dec 2006.

2002

  1. C. Bolancé & M. Guillén & J. Pinquet, 2002, "Time-varying credibility for frequency risk models : Estimation and tests for autoregressive specifications on the random effects," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2002-18.

2001

  1. Fledelius, P. & Guillen, Montserrat & Perch Nielsen, Jens & Vogelius, M., 2001, "Two-Dimensional Hazard Estimation for Longevity Analysis," Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number 01-10, Sep.

2000

  1. J. Pinquet & M. Guillén & C. Bolancé, 2000, "Long-range contagion in automobile insurance data : estimation and implications for experience rating," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2000-43.
  2. Felipe, Angie & Guillen, Montserrat & Perch Nielsen, Jens, 2000, "Longevity Studies Based on Kernel Hazard Estimation," Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number 00-3, Mar.
  3. Bolance, Catalina & Guillen, Montserrat & Perch Nielsen, Jens, 2000, "Kernel Density Estimation of Actuarial Loss Functions," Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number 00-4, Apr.
  4. Montserrat Guillen & Jens Perch Nielsen & Catalina Bolance, 2000, "Estimation Of Actuarial Loss Functions And The Tail Index Using Transformations In Kernel Density Estimation," Computing in Economics and Finance 2000, Society for Computational Economics, number 79, Jul.

1999

  1. Guillen, A.M., 1999, "Pension Reform in Spain (1975-1997): the Role of Organized Labour," Papers, European Institute - European Forum, number 99/6.

1998

  1. Montserrat Guillen Estany & Catalina Bolance Losilla, 1998, "An application of the transformed kernel density estimation to labor earnings in Spain," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 33.

1995

  1. Dionne, G. & Artis, M. & Guillen, M., 1995, "On the Repayment of Personal Loans under Asymmetrical Information: A Count Data Model Approach," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9509.
  2. Garven, J. R. & M. Guillen, 1995, "Ownership Structure and Distribution Systems in Property-Liability Insurance," Working Papers, Risk and Insurance Archive, number 009, Aug.

1994

  1. Guillen, Montserrat & Manuel Artis, 1994, "Count Data Models For A Credit Scoring System," Working Papers, Risk and Insurance Archive, number 021, Apr.

Journal articles

2026

  1. Uribe, Jorge M. & Chuliá, Helena, 2026, "Assessing the joint risks of fiscal crises and climate change," European Journal of Political Economy, Elsevier, volume 91, issue C, DOI: 10.1016/j.ejpoleco.2025.102784.
  2. Bistuer, David & Chuliá, Helena & Uribe, Jorge M., 2026, "Economic complexity and the resilience-sustainability strategy for climate change," Structural Change and Economic Dynamics, Elsevier, volume 77, issue C, pages 395-411, DOI: 10.1016/j.strueco.2026.02.005.

2024

  1. Chuliá, Helena & Klein, Tony & Muñoz Mendoza, Jorge A. & Uribe, Jorge M., 2024, "Vulnerability of European electricity markets: A quantile connectedness approach," Energy Policy, Elsevier, volume 184, issue C, DOI: 10.1016/j.enpol.2023.113862.
  2. Chuliá, Helena & Garrón, Ignacio & Uribe, Jorge M., 2024, "Daily growth at risk: Financial or real drivers? The answer is not always the same," International Journal of Forecasting, Elsevier, volume 40, issue 2, pages 762-776, DOI: 10.1016/j.ijforecast.2023.05.008.
  3. Chuliá, Helena & Garrón, Ignacio & Uribe, Jorge M., 2024, "Vulnerable funding in the global economy," Journal of Banking & Finance, Elsevier, volume 169, issue C, DOI: 10.1016/j.jbankfin.2024.107314.

2023

  1. Uribe Jorge M. & Chuliá Helena, 2023, "Expected, unexpected, good and bad aggregate uncertainty," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 2, pages 265-284, April, DOI: 10.1515/snde-2020-0127.
  2. Chuliá, Helena & Estévez, Marc & Uribe, Jorge M., 2023, "Systemic political risk," Economic Modelling, Elsevier, volume 125, issue C, DOI: 10.1016/j.econmod.2023.106375.
  3. Chuliá, Helena & Muñoz-Mendoza, Jorge A. & Uribe, Jorge M., 2023, "Energy firms in emerging markets: Systemic risk and diversification opportunities," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101053.
  4. Chuliá, Helena & Mosquera-López, Stephania & Uribe, Jorge M., 2023, "Nonlinear market liquidity: An empirical examination," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102532.

2021

  1. Chuliá, Helena & Koser, Christoph & Uribe, Jorge M., 2021, "Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101515.
  2. Jorge M. Uribe & Helena Chuliá, 2021, "Asymmetric volatility spillovers and consumption risk-sharing," Applied Economics, Taylor & Francis Journals, volume 53, issue 35, pages 4100-4117, July, DOI: 10.1080/00036846.2021.1897073.
  3. Montserrat Guillen & Alberto Cevolini, 2021, "Using risk analytics to prevent accidents before they occur – the future of insurance," Journal of Financial Transformation, Capco Institute, volume 54, pages 76-83.

2020

  1. Chuliá, Helena & Koser, Christoph & Uribe, Jorge M., 2020, "Uncovering the time-varying relationship between commonality in liquidity and volatility," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101466.

2019

  1. Helena Chuliá & Dolores Furió & Jorge M. Uribe, 2019, "Volatility Spillovers in Energy Markets," The Energy Journal, , volume 40, issue 3, pages 173-198, May, DOI: 10.5547/01956574.40.3.hchu.

2018

  1. Chuliá, Helena & Fernández, Julián & Uribe, Jorge M., 2018, "Currency downside risk, liquidity, and financial stability," Journal of International Money and Finance, Elsevier, volume 89, issue C, pages 83-102, DOI: 10.1016/j.jimonfin.2018.09.009.
  2. Jorge M. Uribe & Helena Chuliá & Montserrat Guillen, 2018, "Trends in the Quantiles of the Life Table Survivorship Function," European Journal of Population, Springer;European Association for Population Studies, volume 34, issue 5, pages 793-817, December, DOI: 10.1007/s10680-017-9460-2.
  3. Helena Chuliá & Andrés D. Pinchao & Jorge M. Uribe, 2018, "Risk Synchronization in International Stock Markets," Global Economic Review, Taylor & Francis Journals, volume 47, issue 2, pages 135-150, April, DOI: 10.1080/1226508X.2017.1407952.

2017

  1. Chuliá, Helena & Guillén, Montserrat & Uribe, Jorge M., 2017, "Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis," Emerging Markets Review, Elsevier, volume 31, issue C, pages 32-46, DOI: 10.1016/j.ememar.2017.01.001.
  2. Chuliá, Helena & Gupta, Rangan & Uribe, Jorge M. & Wohar, Mark E., 2017, "Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 178-191, DOI: 10.1016/j.intfin.2016.12.003.
  3. Uribe, Jorge M. & Chuliá, Helena & Guillén, Montserrat, 2017, "Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 50, issue C, pages 52-68, DOI: 10.1016/j.intfin.2017.09.027.
  4. Chuliá, Helena & Guillén, Montserrat & Uribe, Jorge M., 2017, "Measuring uncertainty in the stock market," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 18-33, DOI: 10.1016/j.iref.2016.11.003.

2016

  1. Chuliá, Helena & Guillén, Montserrat & Uribe, Jorge M., 2016, "Modeling Longevity Risk With Generalized Dynamic Factor Models And Vine-Copulae," ASTIN Bulletin, Cambridge University Press, volume 46, issue 1, pages 165-190, January.
  2. Pilar Abad & Helena Chulia, 2016, "European Government Bond Market Contagion in Turbulent Times," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 3, pages 263-276, June.

2014

  1. Pilar Abad & Helena Chuliá & Marta Gómez†Puig, 2014, "Time†varying Integration in European Government Bond Markets," European Financial Management, European Financial Management Association, volume 20, issue 2, pages 270-290, March, DOI: 10.1111/j.1468-036X.2011.00633.x.
  2. Donnelly, Catherine & Guillén, Montserrat & Nielsen, Jens Perch, 2014, "Bringing cost transparency to the life annuity market," Insurance: Mathematics and Economics, Elsevier, volume 56, issue C, pages 14-27, DOI: 10.1016/j.insmatheco.2014.02.003.
  3. Belles-Sampera, Jaume & Guillén, Montserrat & Santolino, Miguel, 2014, "GlueVaR risk measures in capital allocation applications," Insurance: Mathematics and Economics, Elsevier, volume 58, issue C, pages 132-137, DOI: 10.1016/j.insmatheco.2014.06.014.
  4. Guelman, Leo & Guillén, Montserrat & Pérez-Marín, Ana M., 2014, "A survey of personalized treatment models for pricing strategies in insurance," Insurance: Mathematics and Economics, Elsevier, volume 58, issue C, pages 68-76, DOI: 10.1016/j.insmatheco.2014.06.009.
  5. María Luisa Palma & Luis Fernando Aguado & Ana María Osorio, 2014, "Determinants of book reading and library attendance in Colombia. A microeconometric approach," Economics and Business Letters, Oviedo University Press, volume 3, issue 2, pages 79-86.

2013

  1. Jing Ai & Patrick L. Brockett & Linda L. Golden & Montserrat Guillén, 2013, "A Robust Unsupervised Method for Fraud Rate Estimation," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 80, issue 1, pages 121-143, March, DOI: j.1539-6975.2012.01467.x.
  2. Donnelly, Catherine & Guillén, Montserrat & Nielsen, Jens Perch, 2013, "Exchanging uncertain mortality for a cost," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 1, pages 65-76, DOI: 10.1016/j.insmatheco.2012.11.001.
  3. Alemany, Ramon & Bolancé, Catalina & Guillén, Montserrat, 2013, "A nonparametric approach to calculating value-at-risk," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 2, pages 255-262, DOI: 10.1016/j.insmatheco.2012.12.008.
  4. Belles-Sampera, Jaume & Merigó, José M. & Guillén, Montserrat & Santolino, Miguel, 2013, "The connection between distortion risk measures and ordered weighted averaging operators," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 2, pages 411-420, DOI: 10.1016/j.insmatheco.2013.02.008.
  5. Guillén, Montserrat & Sarabia, José María & Prieto, Faustino, 2013, "Simple risk measure calculations for sums of positive random variables," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 1, pages 273-280, DOI: 10.1016/j.insmatheco.2013.05.007.
  6. Armando Ramirez Roman & Montserrat Guillen I Estany & Daniel Sanchez-Moscona, 2013, "Seguros Agricolas en Mexico," Revista Global de Negocios, The Institute for Business and Finance Research, volume 1, issue 1, pages 97-105.
  7. Ornelas, Arelly & Guillén, Montserrat, 2013, "A Comparison between General Population Mortality and Life Tables for Insurance in Mexico under Gender Proportion Inequality || Una comparación entre la mortalidad de la población general y las tablas de vida de los seguros en México ante porcentajes," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 16, issue 1, pages 47-67, December.
  8. Catalina Bolancé & Ramon Alemany & Montserrat Guillén, 2013, "Sistema Público De Dependencia Y Reducción Del Coste Individual De Cuidados A Lo Largo De La Vida," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 21, issue 1, pages 97-117, Spring.

2012

  1. Furió, Dolores & Chuliá, Helena, 2012, "Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain," Energy Economics, Elsevier, volume 34, issue 6, pages 2058-2065, DOI: 10.1016/j.eneco.2012.02.014.
  2. Natàlia Valls & Helena Chuliá, 2012, "Volatility Transmission and Correlation Analysis between the USA and Asia: The Impact of the Global Financial Crisis," Global Economic Review, Taylor & Francis Journals, volume 41, issue 2, pages 111-129, June, DOI: 10.1080/1226508X.2012.686476.
  3. Montserrat Guillén & Adelina Comas-Herrera, 2012, "How Much Risk Is Mitigated by LTC Protection Schemes? A Methodological Note and a Case Study of the Public System in Spain," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 37, issue 4, pages 712-724, October.
  4. Jens Perch Nielsen & Montserrat Guillen & Catalina Bolance & Jim Gustafsson, 2012, "Quantitative modeling of operational risk losses when combining internal and external data," Journal of Financial Transformation, Capco Institute, volume 35, pages 179-185.
  5. Aïda Solé-Auró & Montserrat Guillén & Eileen Crimmins, 2012, "Health care usage among immigrants and native-born elderly populations in eleven European countries: results from SHARE," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 13, issue 6, pages 741-754, December, DOI: 10.1007/s10198-011-0327-x.

2011

  1. Helena Chulia & Hipolit Torro, 2011, "Firm size and volatility analysis in the Spanish stock market," The European Journal of Finance, Taylor & Francis Journals, volume 17, issue 8, pages 695-715, DOI: 10.1080/1351847X.2011.554286.
  2. Jean Pinquet & Montserrat Guillén & Mercedes Ayuso, 2011, "Commitment and Lapse Behavior in Long‐Term Insurance: A Case Study," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 78, issue 4, pages 983-1002, December, DOI: j.1539-6975.2011.01420.x.
  3. Buch-Kromann, Tine & Guillén, Montserrat & Linton, Oliver & Nielsen, Jens Perch, 2011, "Multivariate density estimation using dimension reducing information and tail flattening transformations," Insurance: Mathematics and Economics, Elsevier, volume 48, issue 1, pages 99-110, January.
  4. Guillen, Montserrat & Prieto, Faustino & Sarabia, José María, 2011, "Modelling losses and locating the tail with the Pareto Positive Stable distribution," Insurance: Mathematics and Economics, Elsevier, volume 49, issue 3, pages 454-461, DOI: 10.1016/j.insmatheco.2011.07.004.
  5. Alcañiz Zanón, Manuela & Alemany Leira, Ramón & Bolancé Losilla, Catalina & Guillén Estany, Montserrat, 2011, "El coste de los cuidados de larga duración en la población española: análisis comparativo entre los años 1999 y 2008 || The Cost of Long-Term Care in the Spanish Population Comparative Analysis between 1999 and 2008," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 12, issue 1, pages 111-131, December.

2010

  1. Natàlia Valls Ruiz & Helena Chuliá Soler, 2010, "Análisis de volatilidad y correlación entre Estados Unidos y Asia," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 33, issue 93, pages 35-56, Octubre-D.
  2. Abad, Pilar & Chuliá, Helena & Gómez-Puig, Marta, 2010, "EMU and European government bond market integration," Journal of Banking & Finance, Elsevier, volume 34, issue 12, pages 2851-2860, December.
  3. Chuliá, Helena & Martens, Martin & Dijk, Dick van, 2010, "Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations," Journal of Banking & Finance, Elsevier, volume 34, issue 4, pages 834-839, April.

2009

  1. Helena Chulia & Francisco Climent & Pilar Soriano & Hipolit Torro, 2009, "Volatility transmission patterns and terrorist attacks," Quantitative Finance, Taylor & Francis Journals, volume 9, issue 5, pages 607-619, DOI: 10.1080/14697680802637882.
  2. Jean‐Philippe Boucher & Michel Denuit & Montserrat Guillen, 2009, "Number of Accidents or Number of Claims? An Approach with Zero‐Inflated Poisson Models for Panel Data," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 76, issue 4, pages 821-846, December, DOI: 10.1111/j.1539-6975.2009.01321.x.
  3. D'Amico, Guglielmo & Guillen, Montserrat & Manca, Raimondo, 2009, "Full backward non-homogeneous semi-Markov processes for disability insurance models: A Catalunya real data application," Insurance: Mathematics and Economics, Elsevier, volume 45, issue 2, pages 173-179, October.

2008

  1. Helena Chuliá & Hipòlit Torró, 2008, "The economic value of volatility transmission between the stock and bond markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 28, issue 11, pages 1066-1094, November.
  2. Patrick L. Brockett & Linda L. Golden & Montserrat Guillen & Jens Perch Nielsen & Jan Parner & Ana Maria Perez‐Marin, 2008, "Survival Analysis of a Household Portfolio of Insurance Policies: How Much Time Do You Have to Stop Total Customer Defection?," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 75, issue 3, pages 713-737, September, DOI: 10.1111/j.1539-6975.2008.00281.x.
  3. Bolancé, Catalina & Guillén, Montserrat & Pinquet, Jean, 2008, "On the link between credibility and frequency premium," Insurance: Mathematics and Economics, Elsevier, volume 43, issue 2, pages 209-213, October.
  4. Bolance, Catalina & Guillen, Montserrat & Pelican, Elena & Vernic, Raluca, 2008, "Skewed bivariate models and nonparametric estimation for the CTE risk measure," Insurance: Mathematics and Economics, Elsevier, volume 43, issue 3, pages 386-393, December.
  5. Sarabia, José María & Guillén, Montserrat, 2008, "Joint modelling of the total amount and the number of claims by conditionals," Insurance: Mathematics and Economics, Elsevier, volume 43, issue 3, pages 466-473, December.
  6. Bolancé, Catalina & Guillén, Montserrat & Nielsen, Jens Perch, 2008, "Inverse beta transformation in kernel density estimation," Statistics & Probability Letters, Elsevier, volume 78, issue 13, pages 1757-1764, September.
  7. Bermúdez Morata, Lluís & Blay Berrueta, Daniel & Guillén Estany, Montserrat, 2008, "Análisis de la aparición de discapacidades en personas mayores de Cataluña = Analysis of disability onset of the elderly in Catalonia," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 5, issue 1, pages 3-16, June.
  8. Montserrat Guillen & Jens Perch Nielsen & Ana M Pérez-Marín, 2008, "The Need to Monitor Customer Loyalty and Business Risk in the European Insurance Industry," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 33, issue 2, pages 207-218, April.
  9. Montserrat Guillén & Jean Pinquet, 2008, "Long-Term Care: Risk Description of a Spanish Portfolio and Economic Analysis of the Timing of Insurance Purchase," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 33, issue 4, pages 659-672, October.

2007

  1. Helena Chuliá & Hipòlit Torró, 2007, "Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española," Investigaciones Economicas, Fundación SEPI, volume 31, issue 3, pages 445-474, September.
  2. Jean Pinquet & Mercedes Ayuso & Montserrat Guillén, 2007, "Selection Bias and Auditing Policies for Insurance Claims," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 74, issue 2, pages 425-440, June, DOI: 10.1111/j.1539-6975.2007.00219.x.
  3. Montserrat Guillen & Jens P. Nielsen & Ana M. Perez‐Marin, 2007, "Improving the Efficiency of the Nelson–Aalen Estimator: the Naive Local Constant Estimator," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 34, issue 2, pages 419-431, June, DOI: 10.1111/j.1467-9469.2006.00541.x.
  4. Viaene, Stijn & Ayuso, Mercedes & Guillen, Montserrat & Van Gheel, Dirk & Dedene, Guido, 2007, "Strategies for detecting fraudulent claims in the automobile insurance industry," European Journal of Operational Research, Elsevier, volume 176, issue 1, pages 565-583, January.
  5. Montserrat Guillen & Jim Gustafsson & Jens Perch Nielsen & Paul Pritchard, 2007, "Using External Data in Operational Risk," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 32, issue 2, pages 178-189, April.
  6. Luis Fernando Aguado Quintero & Ana Mª Osorio Mejía & Jaime Rodrigo Ahumada Castro & Gloria Isabel Riascos Correa, 2007, "Midiendo la pobreza a partir de la percepción de los propios individuos: Un cálculo para Colombia y el Valle del Cauca de la línea de pobreza subjetiva," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, volume 6, pages 1-22, October.

2006

  1. Guillen, Montserrat & Jorgensen, Peter Lochte & Nielsen, Jens Perch, 2006, "Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims," Insurance: Mathematics and Economics, Elsevier, volume 38, issue 2, pages 229-252, April.

2005

  1. Steven B. Caudill & Mercedes Ayuso & Montserrat Guillén, 2005, "Fraud Detection Using a Multinomial Logit Model With Missing Information," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 72, issue 4, pages 539-550, December, DOI: 10.1111/j.1539-6975.2005.00137.x.

2003

  1. Natacha Brouhns & Montserrat Guillén & Michel Denuit & Jean Pinquet, 2003, "Bonus‐Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 70, issue 4, pages 577-599, December, DOI: 10.1046/j.0022-4367.2003.00066.x.
  2. Bolance, Catalina & Guillen, Montserrat & Nielsen, Jens Perch, 2003, "Kernel density estimation of actuarial loss functions," Insurance: Mathematics and Economics, Elsevier, volume 32, issue 1, pages 19-36, February.
  3. Bolance, Catalina & Guillen, Montserrat & Pinquet, Jean, 2003, "Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects," Insurance: Mathematics and Economics, Elsevier, volume 33, issue 2, pages 273-282, October.

2001

  1. Felipe, Angie & Guillen, Montserrat & Nielsen, Jens Perch, 2001, "Longevity studies based on kernel hazard estimation," Insurance: Mathematics and Economics, Elsevier, volume 28, issue 2, pages 191-204, April.

1999

  1. Artis, Manuel & Ayuso, Mercedes & Guillen, Montserrat, 1999, "Modelling different types of automobile insurance fraud behaviour in the Spanish market," Insurance: Mathematics and Economics, Elsevier, volume 24, issue 1-2, pages 67-81, March.

1996

  1. Dionne, Georges & Artis, Manuel & Guillen, Montserrat, 1996, "Count data models for a credit scoring system," Journal of Empirical Finance, Elsevier, volume 3, issue 3, pages 303-325, September.

Books

2006

  1. Guillén Estany Monserrat (ed.), 2006, "Longevidad y dependencia en España: consecuencias sociales y económicas," Books, Fundacion BBVA / BBVA Foundation, number 201166, ISBN: ARRAY(0x82bf3480), October.

Chapters

2014

  1. Pilar Abad & Helena Chuliá, 2014, "The Effects of Macroeconomic News Announcements during the Global Financial Crisis," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Risk Management Post Financial Crisis: A Period of Monetary Easing", DOI: 10.1108/S1569-375920140000096000.

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