Listar Colecciones de Investigación y Producción Científica - Ikerketa eta ekoizpen zientifikoko Bildumak por autor UPNA "González Urteaga, Ana"
Mostrando ítems 21-27 de 27
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The role of internal corporate governance mechanisms on default risk: a systematic review for different institutional settings
Recent financial downturns, characterized by the significant failures of firms, have revealed the need to control credit risk. Latest literature has shown that weak corporate governance structures are related to high levels ... -
Spillover dynamics effects between risk-neutral equity and treasury volatilities
Macro-finance asset pricing models provide a rationale for connectedness dynamics between equity and Treasury risk-neutral volatilities. In this paper, we study the total and directional connectedness, in the sense of ... -
A systematic review of sovereign connectedness on emerging economies
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 ... -
Transmisión del riesgo de crédito en el sector bancario Europeo: crisis subprime y deuda soberana
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 ... -
Volatility risk premia betas
This paper analyzes the cross-sectional and time-series behavior of thevolatility risk premia betas at the portfolio level. These betas show a monotonic relation with respect to the magnitude of the volatility risk premium ... -
Volatility spillovers in the European bank CDS market
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 ... -
Volatility transmission among European Bank CDS
A partir de la crisis subprime en 2007 y hasta la reciente crisis de deuda de la zona euro el sector bancario europeo ha experimentado una terrible situación de inestabilidad financiera traducida en un aumento de los niveles ...