Credit rating agencies and idiosyncratic risk : is there a linkage? ; evidence from the Spanish Market

von Abad, Pilar
Veröffentlicht in International review of economics & finance (2014)

The risk-return binomial after rating changes

von Abad, Pilar
Veröffentlicht in Economic notes (2015)

Bond rating changes and stock returns : evidence from the Spanish stock market

von Abad-Romero, Pilar
Veröffentlicht in Spanish economic review (2007)

Risk-taking behaviour and ownership in the banking industry : the Spanish evidence

von García-Marco, Teresa
Veröffentlicht in Journal of economics & business (2008)

Time varying term premia and risk : the case of the Spanish interbank money market

von Robles Fernández, M. Dolores
Veröffentlicht in Applied financial economics (2000)

Informational role of rating revisions after reputational events and regulation reforms

von Abad, Pilar
Veröffentlicht in International review of financial analysis (2019)

PPP : delusion or reality? ; evidence from a nonlinear analysis

von Jiménez-Martin, Juan A.
Veröffentlicht in Open economies review (2010)

Information opacity and corporate bond returns : the dynamics of split ratings

von Abad, Pilar
Veröffentlicht in Journal of international financial markets, institutions & money (2020)

Time-series model forecasts and structural breaks : evidence from Spanish pre-EMU interest rates

von Fernández-Serrano, José Luis
Veröffentlicht in Applied economics (2008)

Intra-industry transfer effects of credit risk news : rated versus unrated rivals

von Abad, Pilar
Veröffentlicht in The British accounting review (2020)

Política monetaria y cambios de régimen en los tipos de interés del mercado interbancario español

von Fernández-Serrano, José Luis
Veröffentlicht in Investigaciones económicas (2004)

Stress testing programs and credit risk opacity of banks : USA vs Europe

von Abad, Pilar
Veröffentlicht in Journal of international financial markets, institutions & money (2023)

Credit rating announcements, trading activity and yield spreads : the Spanish evidence

von Abad, Pilar
Veröffentlicht in International journal of monetary economics and finance (2012)

The effects of credit rating announcements on bond liquidity : an event study

von Abad, Pilar
Veröffentlicht in MAF (7. : 2016 : Paris) Mathematical and statistical methods for actuarial sciences and finance (2017)

Crossing boundaries beyond the investment grade : induced trading by rating-contingent investment constraints

von Abad, Pilar
Veröffentlicht in The journal of corporate finance (2021)

Institutional versus retail investors' behavior around credit rating news

von Abad, Pilar
Veröffentlicht in New methods in fixed income modeling (2018)