Now showing items 1-2 of 2

    • Sentiment-prone investors and volatility dynamics between spot and futures markets 

      Corredor Casado, María Pilar Upna; Ferrer Zubiate, Elena Upna; Santamaría Aquilué, Rafael Upna (Elsevier, 2015)   Artículo / Artikulua  OpenAccess
      This paper analyses the role of investor sentiment in the contemporaneous dynamics of spot and futures markets and in volatility spillovers between them. To explore this issue, we analyse spot and futures markets on stock ...
    • 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 ...