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ANTONIO DIAZ
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An Empirical Study of Credit Default Swaps
FS Skinner, A Díaz
The Journal of Fixed Income 13 (1), 28-38, 2003
117*2003
Measuring the multi-faceted dimension of liquidity in financial markets: A literature review
A Díaz, A Escribano
Research in International Business and Finance 51, 101079, 2020
922020
Spanish Treasury Bond Market Liquidity and Volatility Pre- and Post-European Monetary Union
A Díaz, JJ Merrick, E Navarro
Journal of Banking and Finance 30 (4), 1309-1332, 2006
702006
What drives corporate default risk premia? Evidence from the CDS market
A Díaz, J Groba, P Serrano
Journal of International Money and Finance 37, 529-563, 2013
642013
Yield spread and term to maturity: default vs. liquidity
A Díaz, E Navarro
European Financial Management 8 (4), 449-477, 2002
612002
The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis
A Díaz, C Esparcia, R López
Economic Analysis and Policy 75, 39-60, 2022
562022
Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios
A Díaz, C Esparcia, D Huélamo
The North American Journal of Economics and Finance 64, 101838, 2023
452023
Estimating Corporate Yield Curves
A Díaz, F Skinner
The Journal of Fixed Income 11 (2), 95-103, 2001
442001
Explanatory factors of the inflation news impact on stock returns by sector: the Spanish case
A Díaz, J Jareño
Research in International Business and Finance 23 (3), 349-368, 2009
412009
Assessing risk aversion from the investor’s point of view
A Díaz, C Esparcia
Frontiers in psychology 10, 1490, 2019
382019
Sustainability premium in energy bonds
A Díaz, A Escribano
Energy Economics 95, 105113, 2021
362021
Liquidity measures throughout the lifetime of the US Treasury bond
A Díaz, A., Escribano
Journal of Financial Markets 33, 42-74, 2017
322017
The impact of COVID-19 induced panic on stock market returns: A two-year experience
P Cervantes, A Díaz, C Esparcia, D Huélamo
Economic Analysis and Policy 76, 1075-1097, 2022
222022
Inflation news and stock returns: market direction and flow-through ability
A Díaz, F Jareño
Empirical Economics 44 (2), 775–798, 2013
212013
Term structure of volatilities and yield curve estimation methodology
A Díaz, F Jareño, E Navarro
Quantitative Finance 11 (4), 573-586, 2011
212011
An Evaluation of Contingent Immunization
A Díaz, MO González, E Navarro, FS Skinner
Journal of Banking and Finance 33 (10), 1874-1883, 2009
212009
Risk quantification in turmoil markets
A Díaz, G García-Donato, A Mora
Risk Management, 1-23, 2017
202017
Credit Rating and Liquidity in the US Corporate Bond Market
A Díaz, A Escribano
The Journal of Fixed Income 28 (4), 46-59, 2019
192019
La prima de liquidez en la Deuda del Estado española
A Díaz, E Navarro
Revista de Economía Aplicada 10 (29), 23-58, 2002
152002
El diferencial de rentabilidad en la deuda privada española
A Díaz, E Navarro
Revista de Economía Aplicada 5 (14), 51-79, 1997
121997
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