Now showing items 1-4 of 4

    • Bank fragility and contagion: evidence from the bank CDS market 

      Ballester Miquel, Laura; Casu, Barbara; González Urteaga, Ana Upna (Elsevier, 2016)   Artículo / Artikulua  OpenAccess
      Understanding how contagion works among financial institutions is a top priority for regulators and policy makers who aim to foster financial stability and to prevent financial crises. Using bank credit default swap (CDS) ...
    • A dynamic model of COVID-19: contagion and implications of isolation enforcement 

      Casares Polo, Miguel Upna; Khan, Hashmat (2020)   Documento de trabajo / Lan gaiak  OpenAccess
      We present a dynamic model that produces day-to-day changes in key variables due to the COVID-19 contagion: the number of ever infected people, currently infected, deaths, healed, and infected people who require hospitalization. ...
    • The impact of investor sentiment on stock returns in emerging markets. The case of Central European markets 

      Corredor Casado, María Pilar Upna; Ferrer Zubiate, Elena Upna; Santamaría Aquilué, Rafael Upna (Taylor & Francis, 2015)   Artículo / Artikulua  OpenAccess
      This paper studies the effect of investor sentiment on stock returns in three Central European markets: the Czech Republic, Hungary and Poland. The results show that sentiment is a key variable in the prices of stocks ...
    • A systematic review of sovereign connectedness on emerging economies 

      Ballester Miquel, Laura; Díaz Mendoza, Ana Carmen; González Urteaga, Ana Upna (Elsevier, 2019)   Artículo / Artikulua
      This article systematically reviews the academic literature on emerging market contagion in order to summarize what we have learnt about the transmission channels existing in these countries. Given the large body of academic ...