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Information about:
Pilar Abad

Personal Details | Affiliation | Works

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Other registered authors

Personal Details

First Name: Pilar
Middle Name:
Last Name: Abad
Suffix:

RePEc Short-ID: pab62

Email: [This author has chosen not to make the email address public]
Homepage: http://webs.uvigo.es/pabad
Postal Address:
Phone:

Affiliation

(in no particular order)

Facultade de Ciencias Económicas e Empresariais (Faculty of Economics and Management)
Universidade de Vigo
Location: Vigo, Spain
Homepage: http://www.uvigo.es/webs/centros/webfccee/
Email:
Phone: +34 - 986 81 24 02
Fax: +34 - 986 81 24 01
Postal: Campus Universitario, Lagoas-Marcosende s/n, 36200 Vigo
Handle: RePEc:edi:fcviges (registered authors at this institution)

Works

Working papers

Pilar Abad Romero & Mª Dolores Robles Fernández, 2003. "Contenido informativo de los cambios de Rating en el mercado de Valores Español," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 0304, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
Pilar Abad & Alfonso Novales, 2002. "An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 0222, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
Published as:
- Abad, Pilar & Novales, Alfonso, 2005. "An error correction factor model of term structure slopes in international swap markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(3), pages 229-254, July. [Downloadable!] (restricted)
Pilar Abad & Alfonso Novales, 2002. "The Forecasting Ability of Factor Models of the Term Structure of IRS Markets," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 0221, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
Alfonso Novales & Pilar Abad, 2002. "Risk Premia in the Term Structure of Swaps in Pesetas," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 0219, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
Pilar Abad & Alfonso Novales, 2002. "Volatility Transmission acros the Term Structure of Swap Markets: International Evidence," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 0220, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
Published as:
- Pilar Abad & Alfonso Novales, 2004. "Volatility transmission across the term structure of swap markets: international evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 14(14), pages 1045-1058, October. [Downloadable!] (restricted)

Articles

Abad, Pilar & Novales, Alfonso, 2005. "An error correction factor model of term structure slopes in international swap markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(3), pages 229-254, July. [Downloadable!] (restricted)
Other versions:
- Pilar Abad & Alfonso Novales, 2002. "An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 0222, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
Pilar Abad & Alfonso Novales, 2004. "Volatility transmission across the term structure of swap markets: international evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 14(14), pages 1045-1058, October. [Downloadable!] (restricted)
Other versions:
- Pilar Abad & Alfonso Novales, 2002. "Volatility Transmission acros the Term Structure of Swap Markets: International Evidence," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 0220, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-ETS: Econometric Time Series (1) 2003-10-28
NEP-FIN: Finance (2) 2003-10-28 2003-10-28 Author is listed
NEP-RMG: Risk Management (4) 2003-10-28 2003-10-28 2003-10-28 2003-12-07 Author is listed

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This page was last updated on 2008-12-28.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.