IDEAS home Printed from https://ideas.repec.org/f/pre463.html
   My authors  Follow this author

Sebastian A. Rey

Personal Details

First Name:Sebastian
Middle Name:A.
Last Name:Rey
Suffix:
RePEc Short-ID:pre463
[This author has chosen not to make the email address public]
https://www.researchgate.net/profile/Sebastian-A-Rey

Affiliation

Centro de Investigación en Métodos Cuantitativos Aplicados a la Economía y la Gestión
Facultad de Ciencias Económicas
Universidad de Buenos Aires

Buenos Aires, Argentina
http://www.economicas.uba.ar/institutos_y_centros/cma/
RePEc:edi:cmaubar (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Sebastián Alberto Rey & Javier Ignacio García-Fronti & María Teresa Casparri, 2005. "Liquidity Risk Estimation Using Fuzzy Measure Theory," Finance 0504012, University Library of Munich, Germany.

Articles

  1. Sebastián A. Rey, 2024. "Unconditional Volatility Framework: Theoretical and Empirical Insights," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-30, March.
  2. Sebastiã N A. Rey, 2022. "A Linkage Between The Financial And The Real Economy," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 17(03), pages 1-33, September.
  3. Sebastián A. Rey, 2016. "The Valuation of Equities and the GDP Growth Effect: A Global Empirical Study," IJFS, MDPI, vol. 4(4), pages 1-18, October.
  4. Sebastián A. Rey, 2016. "Theory of long-term interest rates," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 3(03), pages 1-18, September.
  5. Sebastián A. Rey, 2015. "Non-arbitrage valuation of equities," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 4(3/4), pages 231-245.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Sebastián Alberto Rey & Javier Ignacio García-Fronti & María Teresa Casparri, 2005. "Liquidity Risk Estimation Using Fuzzy Measure Theory," Finance 0504012, University Library of Munich, Germany.

    Cited by:

    1. Artan Xhaferaj, 2022. "The Sonority Dispersion Principle in Albanian," European Journal of Social Sciences Education and Research Articles, Revistia Research and Publishing, vol. 9, January -.

Articles

  1. Sebastián A. Rey, 2015. "Non-arbitrage valuation of equities," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 4(3/4), pages 231-245.

    Cited by:

    1. Sebastián A. Rey, 2016. "The Valuation of Equities and the GDP Growth Effect: A Global Empirical Study," IJFS, MDPI, vol. 4(4), pages 1-18, October.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (1) 2005-04-16
  2. NEP-RMG: Risk Management (1) 2005-04-16

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Sebastian A. Rey should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.