Eliseo
Navarro Arribas
Catedrático/a de Universidad
Francisco
Jareño Cebrián
Publicaciones en las que colabora con Francisco Jareño Cebrián (8)
2022
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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
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Yield curves from different bond data sets
Review of Derivatives Research, Vol. 23, Núm. 2, pp. 191-226
2019
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Zero-coupon interest rates: Evaluating three alternative datasets
Economic Research-Ekonomska Istrazivanja , Vol. 32, Núm. 1, pp. 3987-4014
2016
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European inflation and the Spanish Stock Market
European Review, Vol. 24, Núm. 4, pp. 609-630
2011
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Term structure of volatilities and yield curve estimation methodology
Quantitative Finance, Vol. 11, Núm. 4, pp. 573-586
2010
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A principal component analysis of the Spanish volatility term structure
International Research Journal of Finance and Economics, Vol. 49, pp. 150-155
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Estimating the volatility term structure
Mathematical and Statistical Methods for Actuarial Sciences and Finance
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Stock interest rate risk and inflation shocks
European Journal of Operational Research, Vol. 201, Núm. 2, pp. 337-348