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Content
2023
- CNMV Working Papers no. 83 2023 Analysys of the implementation of the Spanish Financial Transaction Tax in equity markets
by Ramiro Losada, Albert Martínez Pastor - CNMV Working Papers no. 82 2023 Spanish securities issuers and their relstionship with climate change
by Ramiro Losada, Albert Martínez Pastor - CNMV Working Papers no. 81 2023 Measuring Transition Risk in Investment Funds
by Ricardo Crisóstomo
2022
- CNMV Working Papers no. 78 2022 Analysys of the behaviour of retail investors in the financial markets during the COVID-19 crisis
by Guillermo Cambronero Pérez, Gloria Ruiz Suarez - CNMV Working Papers no. 77 2022 Characteristics of sustainable Spanish CISs in 2020
by Maria Isabel Cambón, Anna Ispierto - CNMV Working Papers no. 76 2022 Periodic public information on investment funds and how it influences investors´ decisions
by Ramiro Losada
2021
- CNMV Working Papers no. 75 2021 Financial education and savings and investment decisions: An analysis of the Survey of financial competences (ECF)
by Anna Ispierto Maté, Irma Martínez García, Gloria Ruiz Suárez - CNMV Working Papers no. 74 2021 Deconstructing systemic risk: A reverse stress testing approach
by Javier Ojea-Ferreiro - CNMV Working Papers no. 73 2021 Estimating real word probabilities: a forward-looking behavioral framework
by Ricardo Crisóstomo
2020
- CNMV Working Papers no. 71. 2020 Non-alternative collective investment schemes, connectedness and systemic risk
by Ramiro Losada & Ricardo Laborda - CNMV Working Papers no. 70. 2020 Behavioural economics for investor protection
by María Eugenia Cadenas Sáez - CNMV Working Papers (others) 2020 Analysis of the effect of restrictions on net short positions on Spanish shares between March and May 2020
by Ramiro Losada & Albert Martinez
2019
- CNMV Working Papers no. 69. 2019 A proposal for the design of energy-related scenario for stock stress testing
by Javier Ojea Ferreiro
2018
- CNMV Working Papers no. 68. 2018 Rethinking Capital Regulation: The Case for a Dividend Prudential Target
by Manuel Muñoz
2017
- CNMV Working Papers no. 67. 2017 Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes
by Ricardo Crisóstomo & Lorena Couso - CNMV Working Papers no. 66. 2017 Measuring liquidity of Spanish debt
by María Isabel Cambón Murcia & José Luis Cano Coello & Jesús González Redondo - CNMV Working Papers no. 65. 2017 Why is investors'mutual fund market allocation far from the optimum?
by Ricardo Laborda & Ramiro Losada - CNMV Working Papers no. 64. 2017 Speed and biases of Fourier-based pricing choices: Analysis of the Bates and Asymmetric Variance Gamma models
by Ricardo Crisóstomo
2016
- CNMV Working Papers no. 63. 2016 The Nature of Volatility Spillovers across the International Capital Markets
by Gustavo Peralta - CNMV Working Papers no. 62. 2016 Managerial ability, risk preferences and the incentives for active management
by Ramiro Losada López
2015
- CNMV Working Papers no. 61. 2015 High yield bond market: features and risks of a growing market
by María del Rosario Martín Martín - CNMV Working Papers no 60. 2015 A Spanish Financial Market Stress Indicator (FMSI)
by Leticia Estévez Cerqueira & María Isabel Cambón Murcia - CNMV Working Papers no 59. 2015 Network-based Measures as Leading Indicators of Market Instability: The case of the Spanish Stock
by Gustavo Peralta
2014
- CNMV Working Papers no 58. 2014 An analisys of the Heston Stochastic Volatility Model: Implementation and Calibration using Matlab
by Ricardo Crisóstomo
2013
- CNMV Working Papers no 56. 2013 Evidence from purchases and redemptions in the Spanish equity fund market
by María Isabel Cambón Murcia & Ramiro Losada
2012
- CNMV Working Papers no. 54. 2012 Competition and structure of the mutual fund industry in Spain: the role of credit institutions
by María Isabel Cambón Murcia & Ramiro Losada - CNMV Working Papers no. 53. 2012 Credit-valuation in the sovereing CDS and bonds markets: Evidence from the euro area crisis
by Óscar Arce & Sergio Mayordomo & Juan Ignacio Peña
2011
- CNMV Working Papers no. 52. 2011 Access of SMEs with growth potential to the capital markets
by Óscar Arce & Elías López & Lucio Sanjuán - CNMV Working Papers no. 51. 2011 Towards a common European Monetary Union risk free rate
by Sergio Mayordomo & Juan Ignacio Peña & Eduardo S. Schwartz - CNMV Working Papers no. 48. 2011 Spanish Mutual Funds Yield: An Analysis of its Determinants
by María Isabel Cambón Murcia - CNMV Working Papers no. 47. 2011 A New Test of Statistical Arbitrage with Applications to Credit Derivatives Markets
by Sergio Mayordomo & Juan Ignacio Peña & Juan Romo - CNMV Working Papers no. 46. 2011 Interest Rates and Credit Risk
by Carlos González-Aguado
2010
- CNMV Working Papers no. 44. 2010 Are all Credit Default Swap Databases Equal?
by Sergio Mayordomo & Juan Ignacio Peña & Eduardo S. Schwartz - CNMV Working Papers no. 43. 2010 The financial institutions incentives when they place financial assets with credit risk to retail investors
by Ramiro Losada López - CNMV Working Papers no. 42. 2010 The Credit Default Swaps market: areas of vulnerability and regulatory responses
by Óscar Arce & Fco. Javier González Pueyo & Lucio Sanjuán - CNMV Working Papers no. 41. 2010 The Effects of Liquidity on the Price Discovery Process in Credit Derivatives Markets in Times of Financial Distress
by Sergio Mayordomo & Juan Ignacio Peña & Juan Romo - CNMV Working Papers no. 38. 2010 On the role of transparency in the ABS secondary market
by Ramiro Losada López
2009
- CNMV Working Papers no. 37. 2009 Could regulation of the ABS secondary market improve social welfare?
by Ramiro Losada López
2008
- CNMV Working Papers no. 31. 2008 The subprime crisis: some lessons for financial supervisors
by Fernando Restoy
2007
- CNMV Working Papers no. 19. 2007 Switching to a temporary call auction in times of high uncertainty
by David Abad & Roberto Pascual