Author Archives: coralio

Pandemic Effects in the Solow Growth Model

Carmona J. & A. León
Bulletin of Economic Research – Forthcoming

Wednesday March 8th, 2023Pub, PubFac, PubfacCarmonaJ, PubfacLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubyearForthcomingBy coralio

Pricing executive stock options under employment shocks

Carmona J. & A. León
Journal of Economic Dynamics and Control – 2011

Wednesday March 8th, 2023Pub, PubFac, PubfacCarmonaJ, PubfacLeonA, PubFeatured, Pubfield, PubfieldFeatured, Pubyear2011By coralio

Investment option under CIR interest rates

Carmona J. & A. León
Finance Research Letters – 2007

Wednesday March 8th, 2023Pub, PubFac, PubfacCarmonaJ, PubfacLeonA, PubFeatured, Pubfield, PubfieldFeatured, Pubyear2007By coralio

Polynomial adjusted Student-t densities for modeling asset returns

León, A & T. Ñiguez
European Journal of Finance – 2022

Wednesday March 8th, 2023Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2022By coralio

Backtesting VaR under the COVID-19 sudden changes in volatility

Castillo, B., León, A & T. Ñiguez
Finance Research Letters – 2021

Wednesday March 8th, 2023Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2021By coralio

Copula methods for evaluating relative tail forecasting performance

León, A & T. Ñiguez
Journal of Risk Finance – 2021

Wednesday March 8th, 2023Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2021By coralio

Prometeo/2021/073 – Information transmission in a polarized society

Wednesday February 8th, 2023rgBy coralio

Carlos Cueva Herrero

Associate Professor
Ph.D. University of Cambridge
email: carlos.cueva@ua.es
Office: 10
Ext.: 3223

Monday January 30th, 2023Faculty, FacultyCourse, FacultyCourseMicroeconomicsI, FacultyField, FacultyFieldExperimental, FacultyFieldTheory, FacultyFT, LabAssocDir, MasterPhD, OrgGradProgramBy coralio

Francesco Turino

Associate Professor
Ph.D. Universitat Pompeu Fabra
email: fturino@ua.es
Office: 16
Ext.: 3224

Monday January 30th, 2023Faculty, FacultyCourseAdvancedTopicsMacroeconomics, FacultyCourseAdvMacroeconomicsII, FacultyCourseMacroeconomicsIII, FacultyField, FacultyFieldLabor, FacultyFieldMacro, FacultyFT, MasterPhD, OrgHiringBy coralio

Land-capital and emissions convergence in an extended Green Solow model

Guilló, M.D, & M. Magalhaes
Environment and Development Economics – 2022

Thursday January 26th, 2023Pub, PubFac, PubfacGuilloL, PubFeatured, Pubfield, PubfieldFeatured, Pubyear2022By coralio