Publicaciones en las que colabora con Francisco Jareño Cebrián (8)

2022

  1. Yield curve data choice and potential moral hazard: An empirical exercise on pricing callable bonds

    International Journal of Finance and Economics, Vol. 27, Núm. 2, pp. 2124-2145

2020

  1. Yield curves from different bond data sets

    Review of Derivatives Research, Vol. 23, Núm. 2, pp. 191-226

2019

  1. Zero-coupon interest rates: Evaluating three alternative datasets

    Economic Research-Ekonomska Istrazivanja , Vol. 32, Núm. 1, pp. 3987-4014

2016

  1. European inflation and the Spanish Stock Market

    European Review, Vol. 24, Núm. 4, pp. 609-630

2011

  1. Term structure of volatilities and yield curve estimation methodology

    Quantitative Finance, Vol. 11, Núm. 4, pp. 573-586

2010

  1. A principal component analysis of the Spanish volatility term structure

    International Research Journal of Finance and Economics, Vol. 49, pp. 150-155

  2. Estimating the volatility term structure

    Mathematical and Statistical Methods for Actuarial Sciences and Finance

  3. Stock interest rate risk and inflation shocks

    European Journal of Operational Research, Vol. 201, Núm. 2, pp. 337-348