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La hipótesis de las expectativas en el largo plazo : evidencia en el mercado Español de deuda pública

Perelló, Magdalena Massot; Nave Pineda, Juan M. - In: Investigaciones económicas 27 (2003) 3, pp. 533-564

Persistent link: https://www.econbiz.de/10001807378

A two-factor duration model for interest rate risk management

Navarro Arribas, Eliseo - In: Investigaciones económicas 21 (1997) 1, pp. 55-74

Persistent link: https://www.econbiz.de/10001226353

Modelización de la volatilidad del tipo de interés a corto plazo

Benito, Francisca (contributor); … - 2002 - [Elektronische Ressource], 1. ed

Persistent link: https://www.econbiz.de/10001713842

The structure of spot rates and immunization : some further results

Navarro Arribas, Eliseo; Nave Pineda, Juan M. - In: Spanish economic review : SER 3 (2001) 4, pp. 273-294

Persistent link: https://www.econbiz.de/10001646208

A multiobjective approach using consistent rate curves to the calibration of a Gaussian Heath-Jarrow-Morton model

Falcó, Antonio; Navarro, Lluís; Nave Pineda, Juan M. - 2008

Persistent link: https://www.econbiz.de/10003871478

Genetic algorithm estimation of interest rate term structure

Gimeno, Ricardo; Nave Pineda, Juan M. - 2006

Persistent link: https://www.econbiz.de/10003405764

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

The cross section of expected returns with MIDAS betas

González, Mariano; Nave Pineda, Juan M.; Rubio, Gonzalo - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 1, pp. 115-135

Persistent link: https://www.econbiz.de/10009623141

Risk Aversion and Monetary Policy in a Global Context

Nave, Juan M. - 2014

We analyze the relationship between the stance of Eurozone monetary policy and the implicit risk aversion in the European Stock market prices. We use a structural vector autoregression (SVAR) model as Bekaert et al. (2013) do for the U.S. market. We adapt this model for the European Stock market...

Persistent link: https://www.econbiz.de/10013063616