Economia Financera i Actuarial

2017

1. A Study on Entrepreneurship at the University of Valencia

   Innovation, Technology and Knowledge Management (Springer), pp. 229-237

2. A “Swedish” actuarial balance for a notional defined contribution pension scheme with disability and minimum pension benefits

   International Social Security Review, Vol. 70, Núm. 3, pp. 79-104

3. Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach

   Economic Modelling, Vol. 60, pp. 211-230

4. Automatic regrouping of strata in the chi-square test

   Documentos de Trabajo (ICAE)

5. Converting retirement benefit into a life care annuity with graded benefits*

   Scandinavian Actuarial Journal, Vol. 2017, Núm. 10, pp. 829-853

6. Determinants of interest margins in Spanish credit institutions before and after the 2008 financial crash

   Banks and Bank Systems, Vol. 12, Núm. 2, pp. 39-50

7. Do carbon traders behave as a herd?

   North American Journal of Economics and Finance, Vol. 41, pp. 204-216

8. Dotaciones para los deterioros de los créditos: Un estudio por ciclos económicos

   Cuadernos de economía: Spanish Journal of Economics and Finance, Vol. 40, Núm. 112, pp. 56-67

9. El complemento por maternidad de las pensiones de la seguridad social en España: Análisis financiero actuarial basado en la MCVL

   Economía española y Protección Social, Núm. 9, pp. 117-157

10. Evaluación de las tarifas de las pensiones de accidentes de trabajo y enfermedades profesionales (2011-2015)

    Innovar: revista de ciencias administrativas y sociales, Vol. 27, Núm. 66, pp. 153-167

11. Gender Differences in Unemployment Dynamics and Initial Wages over the Business Cycle

    Journal of Labor Research, Vol. 38, Núm. 2, pp. 228-260

12. Hedging spark spread risk with futures

    Working papers = Documentos de trabajo: Serie EC - (Instituto Valenciano de Investigaciones Económicas)

13. How credit ratings affect sovereign credit risk: Cross-border evidence in Latin American emerging markets

    Emerging Markets Review, Vol. 30, pp. 200-214

14. How do unisex life care annuities embedded in a pay-as-you-go retirement system affect gender redistribution?

    Documentos de Trabajo (ICAE)

15. Impact of wind electricity forecasts on bidding strategies

    Sustainability (Switzerland), Vol. 9, Núm. 8

16. Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach

    Manchester School, Vol. 85, Núm. 2, pp. 212-242

17. Main driving factors of the interest rate-stock market Granger causality

    International Review of Financial Analysis, Vol. 52, pp. 260-280

18. New job matches and their stability before and during the crisis

    International Journal of Manpower, Vol. 38, Núm. 7, pp. 975-995

19. Offshoring in the european union: A study of the evolution of the tax burden

    Contemporary Economics, Vol. 11, Núm. 2, pp. 235-248

20. Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis

    International Review of Financial Analysis, Vol. 52, pp. 9-26