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Sebastian A. Rey

Personal Details

First Name:Sebastian
Middle Name:A.
Last Name:Rey
Suffix:
RePEc Short-ID:pre463
[This author has chosen not to make the email address public]
https://www.researchgate.net/profile/Sebastian-A-Rey

Affiliation

Centro de Investigación en Métodos Cuantitativos Aplicados a la Economía y la Gestión
Facultad de Ciencias Económicas
Universidad de Buenos Aires

Buenos Aires, Argentina
http://www.economicas.uba.ar/institutos_y_centros/cma/
RePEc:edi:cmaubar (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Sebastián Alberto Rey & Javier Ignacio García-Fronti & María Teresa Casparri, 2005. "Liquidity Risk Estimation Using Fuzzy Measure Theory," Finance 0504012, University Library of Munich, Germany.

Articles

  1. Sebastián A. Rey, 2024. "Unconditional Volatility Framework: Theoretical and Empirical Insights," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-30, March.
  2. Sebastiã N A. Rey, 2022. "A Linkage Between The Financial And The Real Economy," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 17(03), pages 1-33, September.
  3. Sebastián A. Rey, 2016. "The Valuation of Equities and the GDP Growth Effect: A Global Empirical Study," IJFS, MDPI, vol. 4(4), pages 1-18, October.
  4. Sebastián A. Rey, 2016. "Theory of long-term interest rates," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 3(03), pages 1-18, September.
  5. Sebastián A. Rey, 2015. "Non-arbitrage valuation of equities," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 4(3/4), pages 231-245.

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

  1. Sebastián Alberto Rey & Javier Ignacio García-Fronti & María Teresa Casparri, 2005. "Liquidity Risk Estimation Using Fuzzy Measure Theory," Finance 0504012, University Library of Munich, Germany.

    Cited by:

    1. Artan Xhaferaj, 2022. "The Sonority Dispersion Principle in Albanian," European Journal of Social Sciences Education and Research Articles, Revistia Research and Publishing, vol. 9, January -.

Articles

  1. Sebastián A. Rey, 2015. "Non-arbitrage valuation of equities," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 4(3/4), pages 231-245.

    Cited by:

    1. Sebastián A. Rey, 2016. "The Valuation of Equities and the GDP Growth Effect: A Global Empirical Study," IJFS, MDPI, vol. 4(4), pages 1-18, October.

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 1 paper 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-FIN: Finance (1) 2005-04-16

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