Recent Submissions

  • A forecasting analysis of risk‐neutral equity and Treasury volatilities 

    González Urteaga, Ana Upna; Nieto, Belén; Rubio, Gonzalo (Wiley, 2019)   Artículo / Artikulua
    This paper employs equity (VIX) and Treasury (MOVE) risk‐neutral volatilities to assess their relative forecasting performance with respect to future real activity, stock and Treasury excess returns, and aggregate risk ...
  • Estimating the elasticity of intertemporal substitution with leverage 

    González Urteaga, Ana Upna; Rubio, Gonzalo (Elsevier, 2017)   Artículo / Artikulua  OpenAccess
    Following the recent literature on intermediary asset pricing models, this paper argues that the marginal utility of wealth of financial intermediaries can be used to generate enough volatility and counter-cyclicality on ...
  • Future directions in international financial integration research. A crowdsourced perspective 

    Lucey, Brian M.; Vigne, Samuel A.; Ballester Miquel, Laura; Barbopoulos, Leonidas; Brzeszczynski, Janusz; Carchano, Óscar; Dimic, Nebojsa; Fernández, Viviana; Gogolin, Fabian; González Urteaga, Ana Upna (Elsevier, 2018)   Artículo / Artikulua  OpenAccess
    This paper is the result of a crowdsourced effort to surface perspectives on the present and future direction of international finance. The authors are researchers in financial economics who attended the INFINITI 2017 ...
  • How credit ratings affect sovereign credit risk: cross-border evidence in Latin American emerging markets 

    Ballester Miquel, Laura; González Urteaga, Ana Upna (Elsevier, 2016)   Artículo / Artikulua  OpenAccess
    This article builds upon previous literature by providing a better understanding of how contagion changes in bordering sovereign CDS emerging markets resulting from credit rating events. To that end, we follow the novel ...
  • The joint cross-sectional variation of equity returns and volatilities 

    González Urteaga, Ana Upna; Rubio, Gonzalo (Elsevier, 2017)   Artículo / Artikulua  OpenAccess
    This paper analyzes the determinants of the simultaneous cross-sectional variation of return and volatility risk premia. Independently of the model specification employed, the estimated risk premium associated with the ...
  • The cross-sectional variation of volatility risk premia 

    González Urteaga, Ana Upna; Rubio, Gonzalo (Elsevier, 2016)   Artículo / Artikulua  OpenAccess
    This paper analyzes the determinants of the cross-sectional variation of the average volatility risk premia for a representative set of portfolios sorted by volatility risk premium beta. The market volatility risk premium ...
  • 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) ...
  • Volatility spillovers in the European bank CDS market 

    Alemany, Aida; Ballester Miquel, Laura; González Urteaga, Ana Upna (Elsevier, 2015)   Artículo / Artikulua  OpenAccess
    From the 2007 subprime crisis to the recent Eurozone debt crisis,the banking industry has experienced terrible financial instabilitywith increasing volatility levels of bank default probability. UsingEuropean CDS spreads ...
  • Transmisión del riesgo de crédito en el sector bancario Europeo: crisis subprime y deuda soberana 

    Ballester Miquel, Laura; González Urteaga, Ana Upna; Tudela Ferrándiz, David (Taylor & Francis, 2014)   Artículo / Artikulua  OpenAccess
    El objetivo del presente trabajo es analizar en profundidad la transmisión del riesgo de crédito, aproximado por los CDS spreads, en el sector bancario europeo durante el periodo 2006-2012, intentando dar respuesta a ...
  • Further empirical evidence on stochastic volatility models with jumps in returns 

    González Urteaga, Ana Upna (Elsevier España, S.L., 2012)   Artículo / Artikulua  OpenAccess
    Using the Efficient Method of Moments we estimate a continuous time diffusion for the stochastic volatility of some international stock market indices that allows for possible jumps in returns. These jumps are needed for ...
  • Public funds and internal innovation goals as drivers of formal and informal open innovation practices: a European regional comparison 

    Cruz Cázares, Claudio; Bayona Sáez, Cristina; García Marco, María Teresa; Berends, Hans; Smits, Armand; Reymen, Isabelle (Emerald, 2018)   Artículo / Artikulua  OpenAccess
    Objetivo: La innovacion abierta (IA) ha demostrado ser crucial para aumentar la innovacion y el desempeno economico de las empresas. Sin embargo todavia existe una comprension limitada de los factores que impulsan realizar ...
  • Revisiting quality television: audience perceptions 

    Bayo Moriones, José Alberto Upna; Etayo, C.; Sánchez-Tabernero, A. (Taylor & Francis, 2018)   Artículo / Artikulua
    This article analyzes what the audience understands by the concept of quality as applied to television channels. This research also examines the influence of the perceived quality of the different programs broadcasted by ...
  • Has the global financial crisis had different effects on innovation performance in the agri-food sector by comparison to the rest of the economy? 

    Zouaghi, Ferdaous Upna; Sánchez García, Mercedes Upna (Elsevier, 2016)   Artículo / Artikulua  OpenAccess
    Background. The globalization and expansion of financial markets and the current economic crisis are changing the rules. Innovation has ceased to be part of the business strategy in many companies. However, in other companies ...
  • Análisis de las estrategias competitivas en la industria hortofrutícola en la industria de Aragón y Navarra 

    Sánchez García, Mercedes Upna; Iraizoz Apezteguia, Belén Upna; Gil, J.M. (Asociación Interprofesional para el Desarrollo Agrario (AIDA), 1996)   Artículo / Artikulua  OpenAccess
    Este estudio ha utilizado un enfoque de competitividad interempresarial y sectorial para analizar la situación competitiva de la industria hortofrutícola de Aragón y Navarra. Para ello se han seleccionado los elementos ...
  • The influence of ethnocentricity in purchase behavior and ethnocentric attitudes 

    Aramendia Muneta, María Elena; Reardon, James (North American Business Press, 2016)   Artículo / Artikulua  OpenAccess
    This research examines the effect of Consumer Ethnocentricity (CE) under conditions of persistent financial crisis. The conceptual underpinnings of CE imply that consumers, at least some, respond to foreign goods negatively ...
  • Futuros escenarios del management. Casos de éxito y evidencia empírica 

    Erro Garcés, Amaya Upna; Pérez García, Raquel María (Ministerio de Industria, Comercio y Turismo, 2017)   Artículo / Artikulua  OpenAccess
    Este documento persigue identificar tendencias que afecten al management del futuro. En concreto, se proponen cinco posibles: Industria 4.0, el Big Data, el Internet de las Cosas, la realidad virtual y la ciberseguridad. ...
  • ICT Impact on tourism industry 

    Aramendia Muneta, María Elena; Ollo López, Andrea (Access Press UK, 2013)   Artículo / Artikulua  OpenAccess
    The goal of this paper is to analyze the effects of ICT on firms’ competitiveness, as well as on their level of innovation, productivity and on the market share depending on the tourism area: Accommodation, Gastronomy ...
  • Country of origin' effect and ethnocentrism in food purchase in Southern Chile 

    Schnettler, Berta; Sánchez García, Mercedes Upna; Miranda, Horacio; Orellana, Ligia; Sepúlveda, José; Mora, Marcos; Lobos, Germán; Hueche, Clementina (Universidad Nacional de Cuyo (Argentina), 2017)   Artículo / Artikulua  OpenAccess
    Este estudio buscó determinar la importancia relativa del país de origen en la elección de cuatro alimentos (arroz, azúcar, carne de pollo y aceite); identificar segmentos de consumidores, y evaluar qué variables ...
  • Who are the potential consumers of organic fruits and vegetables in Central Chile? A CHAID approach 

    Adasme-Berríos, Cristian; Sánchez García, Mercedes Upna; Jara-Rojas, Roberto; Engler, Alejandra; Rodríguez, Marcelo; Mora, Marcos (Universidad Nacional de Cuyo (Argentina), 2015)   Artículo / Artikulua  OpenAccess
    La demanda por frutas y verduras (F&V) orgánicas está creciendo alrededor del mundo, creando oportunidades de mercado para los países en desarrollo como principales proveedores. Sin embargo, la mayoría de los países en ...
  • Country of origin and ethnocentrism: a review from the perspective of food consumption 

    Schnettler, Berta; Sánchez García, Mercedes Upna; Orellana, Ligia; Sepúlveda, José (Asociación de Economistas Agrarios de Chile, 2013)   Artículo / Artikulua  OpenAccess
    Como consecuencia del incremento del comercio internacional de alimentos, se han desarrollado numerosos estudios enfocados en estudiar las preferencias de los consumidores hacia los alimentos domésticos e importados. Estos ...

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