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Is the volatility of the EONIA...
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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
Saved in:
2
Análisis del comportamiento predictivo de las densidades neutrales al riego implícitas en las opciones sobre el Ibex-35
Alonso Sánchez, Francisco
;
Blanco, Roberto
;
Rubio, Gonzalo
- In:
Información comercial española / Cuadernos económicos
69
(
2005
),
pp. 11-32
Persistent link: https://www.econbiz.de/10003375701
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
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:
5
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:
6
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:
7
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:
8
La modelización de la volatilidad del mercado bursátil español
Alonso Sánchez, Francisco
-
1995
Persistent link: https://www.econbiz.de/10000904123
Saved in:
9
Implied default barrier in credit default swap premia
Alonso Sánchez, Francisco
;
Forte, Santiago
;
Marqués, …
-
2006
Persistent link: https://www.econbiz.de/10003429460
Saved in:
10
Punto de quiebra implícito en la prima de credit default swaps
Alonso Sánchez, Francisco
;
Forte, Santiago
;
Marqués, …
-
2006
Persistent link: https://www.econbiz.de/10003429462
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