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Is the volatility of the EONIA transmitted to longer-term euro money market interest rates?
Alonso Sánchez, Francisco
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003281245
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2
Implied default barrier in credit default swap premia
Alonso Sánchez, Francisco
;
Forte, Santiago
;
Marqués, …
-
2006
Persistent link: https://www.econbiz.de/10003429460
Saved in:
3
Option-implied preferences adjustments, density forecasts, and the equity risk premium
Alonso Sánchez, Francisco
;
Blanco, Roberto
;
Rubio, Gonzalo
- In:
Spanish economic review : SER
11
(
2009
)
2
,
pp. 141-164
Persistent link: https://www.econbiz.de/10003843345
Saved in:
4
Is the volatility of the EONIA transmitted to longer-term euro money market interest rates?
Alonso Sánchez, Francisco
;
Blanco, Roberto
-
2005
Persistent link: https://www.econbiz.de/10003242532
Saved in:
5
Testing the forecasting performance of IBEX 35 option-implied risk-neutral densities
Alonso Sánchez, Francisco
;
Blanco, Roberto
;
Rubio, Gonzalo
-
2005
Persistent link: https://www.econbiz.de/10002992833
Saved in:
6
Estimating liquidity premia in the Spanish government securities market
Alonso Sánchez, Francisco
;
Blanco, Roberto
;
Río, Ana del
- In:
The European journal of finance
10
(
2004
)
6
,
pp. 453-474
Persistent link: https://www.econbiz.de/10002507815
Saved in:
7
Option-implied preferencec adjustments, density forecasts, and the equity risk premium
Alonso Sánchez, Francisco
;
Blanco, Roberto
;
Rubio, Gonzalo
-
2006
Persistent link: https://www.econbiz.de/10003396849
Saved in:
8
Estimating inflation expectations using French government inflation-indexed bonds
Alonso Sánchez, Francisco
;
Blanco, Roberto
;
Río, Ana del
-
2001
Persistent link: https://www.econbiz.de/10001610041
Saved in:
9
Estimating liquidity premia in the Spanish government securities market
Alonso Sánchez, Francisco
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001538297
Saved in:
10
How informative are financial asset prices in Spain?
Alonso Sánchez, Francisco
;
Ayuso, Juan
;
Martínez …
-
1997
Persistent link: https://www.econbiz.de/10000977273
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