Publications (198) Publications in which a researcher has participated

2020

  1. Valuation of caps and swaptions under a stochastic string model

    Physica A: Statistical Mechanics and its Applications, Vol. 559

  2. Sovereign bond spreadsand CDS premia in the Eurozone: A causality analysis

    Revista de métodos cuantitativos para la economía y la empresa, Vol. 30, pp. 58-78

  3. Economic crisis and determinants of solvency in the insurance sector: new evidence from Spain

    Accounting and Finance, Vol. 60, Núm. 3, pp. 2965-2994

  4. Are the financial markets sensitive to hydrological risk? Evidence from the bovespa

    Water (Switzerland), Vol. 12, Núm. 11

  5. Applying the open government principles to the university’s strategic planning: A sound practice

    Sustainability (Switzerland), Vol. 12, Núm. 5, pp. 1-13

2018

  1. Assessing the health-care risk: The clinical-var, a key indicator for sound management

    International Journal of Environmental Research and Public Health, Vol. 15, Núm. 4

  2. Are the sovereign CDS premia sound estimators of the stock market returns?: Evidence from the Eurozone

    Revista de métodos cuantitativos para la economía y la empresa, Vol. 25, pp. 130-155

  3. An application of two-stage quantile regression to insurance ratemaking

    Scandinavian Actuarial Journal, Vol. 2018, Núm. 9, pp. 753-769