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0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Showing results 1 to 5 of 5

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Is market liquidity less resilient after the financial crisis? : evidence for US treasuries
Broto Pelegrín, Carmen; Lamas Rodríguez, Matías
2019
Liquidez de mercado; Deuda pública en Estados Unidos; Modelos CC-GARCH; Market liquidity; Volatility; US Treasuries; CC-GARCH model; Riesgos y liquidez; Deuda pública; Déficit y deuda públicos; Modelos de datos de panel; Estados Unidos
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Market microstructure factors in the determination of oil prices
González Pedraz, Carlos; González Pérez, María Teresa
17-Jul-2020
Oil prices; COVID-19; Volatility; ETFs; Futures; Spot prices; Economic situation; Financial analysis; International economy; Petróleo y gas (extracción y refino); Mercados internacionales de mercancías; Activos derivados
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Measuring and explaining the volatility of capital flows towards emerging countries
Broto Pelegrín, Carmen; Díaz Cassou, Javier; Erce Domínguez, Aitor
2008
Capital flows; Volatility; Panel data; Emerging markets; Modelos de datos de panel; Liquidez internacional y capitales a corto plazo; Movimientos de capital a largo plazo
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The Great Moderation in historical perspective. Is it that great?
Gadea Rivas, María Dolores; Gómez Loscos, Ana; Pérez Quirós, Gabriel
2015
Ciclo económico; Volatilidad; Rupturas estructurales; Cambios seculares; Business cycle; Volatility; Structural breaks; Secular changes; Fluctuaciones y ciclos económicos; Modelos de series temporales
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The two greatest : great recession vs. great moderation
Gadea Rivas, María Dolores; Gómez Loscos, Ana; Pérez Quirós, Gabriel
2014
Ciclo económico; Volatilidad; Recuperación; Cycle; Volatility; Recoveries; Modelos de series temporales; Fluctuaciones y ciclos económicos