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Effects of uncertainty and risk aversion on the exposure of investment-style factor returns to real activity

González Sánchez, Mariano; Nave Pineda, Juan M.; … - In: Research in international business and finance 53 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012549830

Risk aversion and monetary policy in a global context

Nave Pineda, Juan M.; Ruiz, Javier - In: Journal of financial stability 20 (2015), pp. 14-35

Persistent link: https://www.econbiz.de/10011574265

Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement

González Sánchez, Mariano; Nave Pineda, Juan M. - In: International review of financial analysis 86 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014248319

Financial knowledge and financial behaviour : the moderating role of home ownership

Nave Pineda, Juan M.; Oliva, Laura; Toscano, David - In: Finance research letters 57 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014517860

Evaluating VPIN as a trigger for single-stock circuit breakers

Abad Díaz, David; Perelló, Magdalena Massot; Pascual, … - In: Journal of banking & finance 86 (2018), pp. 21-36

Persistent link: https://www.econbiz.de/10011962329

A genetic algorithm estimation of the term structure of interest rates

Gimeno, Ricardo; Nave, Juan M. - In: Computational Statistics & Data Analysis 53 (2009) 6, pp. 2236-2250

The term structure of interest rates is a key instrument for financial research. It provides relevant information for pricing deterministic financial cash flows, it measures economic market expectations and it is extremely useful when assessing the effectiveness of monetary policy decisions....

Persistent link: https://www.econbiz.de/10005130412

The relationship between risk and expected return in Europe

Leon, Angel; Nave, Juan M.; Rubio, Gonzalo - In: Journal of Banking & Finance 31 (2007) 2, pp. 495-512

Persistent link: https://www.econbiz.de/10005213398

Impact of IFRS: evidence from Spanish listed companies

González, Mariano; Nave, Juan M.; Toscano, David - In: International Journal of Accounting and Information … 22 (2014), pp. 157-172

Purpose – In this paper, the authors aim to analyze the impact of International Financial Reporting Standards' (IFRS) mandatory adoption on the financial statements of Spanish listed companies. Design/methodology/approach – The authors estimate a panel data model by generalized least...

Persistent link: https://www.econbiz.de/10010814578

Impact of IFRS: evidence from Spanish listed companies

González, Mariano; M. Nave, Juan; Toscano, David - In: International Journal of Accounting and Information … 22 (2014) 2, pp. 157-172

Persistent link: https://www.econbiz.de/10014759323