In this paper we study the possible effect it may have concerning the use of financial derivatives in the evolution of the share price of Mexican non-financial corporations, whether such contracts are used for hedging financial risks or for trading. The first part is a review of the literature...

The English version of this paper can be found at "http://ssrn.com/abstract=3247865" http://ssrn.com/abstract=3247865.Spanish Abstract: Este libro proporciona descripciones detalladas, que incluyen más de 550 fórmulas matemáticas, para más de 150 estrategias de trading para una gran cantidad...

English abstract: Access to financing in fixed-income markets enables firms to diversify their sources of financing and reduces their vulnerability, particularly in periods when access to bank credit is restricted. This paper analyses the factors explaining firms’ recourse to capital market...

The main purpose of this paper is to analyse if the Capital Asset Pricing Model and a two-factor model (model extended with the size factor) can efficiently explain the variability of the returns on the Personal Pension Plans in Spain over 1995-2003. We analyse the sample of two ways: set of...

In this paper we study the possible effect it may have concerning the use of financial derivatives in the evolution of the share price of Mexican non-financial corporations, whether such contracts are used for hedging financial risks or for trading. The first part is a review of the literature...

Spanish Abstract: El descenso de la Bolsa en España (ITBM) en el mes de marzo (hasta el viernes 27) ha sido un 22,9%. Es un importante descenso, pero los ha habido (de momento) mayores. Observando la evolución bursátil de los últimos 80 años, se corrobora que la bolsa española ya ha tenido...

In this paper, we explore the impact of the COVID-19 pandemic on the credit risk of large European companies. We selected corporations belonged to the EuroStoxx 50 Index and whose CDS (Credit Default Swap) may be found in the iTraxx Europe Index. Then we applied the methodology of event studies...

In this paper, we explore the impact of the COVID-19 pandemic on the credit risk of large European companies. We selected corporations belonged to the EuroStoxx 50 Index and whose CDS (Credit Default Swap) may be found in the iTraxx Europe Index. Then we applied the methodology of event studies...