coralio – Page 51 – Department of Economics

Microeconomía Aplicada y Economía Financiera Empírica

Active: No

Code: ECO2017-87069P

Granting institution: Ministerio de Economía, Industria y Competitividad y cofinanciado por el Fondo Europeo de Desarrollo Regional (FEDER) y Unión Europea

Main researchers: Anna Sanz-de-Galdeano and M. Ángeles Carnero

Period: from 1/01/2018 to 31/12/2021

Summary

Monday October 22nd, 2018Proyectos, Proyectos activosBy coralio

One-sided performance measures under Gram-Charlier distributions

León, A., and M. Moreno
Journal
of Banking and Finance – 2017

Tuesday October 16th, 2018Pub, PubFac, PubfacLeonA, Pubfield, PubfieldEconometrics, Pubyear2017By coralio

Pricing executive stock options under employment shocks

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

Tuesday October 16th, 2018fac, facCarmonaJ, facLeonA, field, fieldEconometrics, year2011By coralio

Parametric properties of semi-nonparametric distribution, with application to option valuation

León, A., J. Mencía and E. Sentana
Journal of Business and Economic Statistics – 2009

Tuesday October 16th, 2018Pub, PubFac, PubfacLeonA, Pubfield, Pubyear2009By coralio

American GARCH employee stock option valuation

León, A., and A. Vaello
Journal of Banking and Finance – 2009

Tuesday October 16th, 2018Pub, PubFac, PubfacLeonA, Pubfield, Pubyear2009By coralio

A simulation-based algorithm for American executive stock option valuation

León A., and A. Vaello
Finance Research Letters – 2010

Tuesday October 16th, 2018Pub, PubFac, PubfacLeonA, Pubfield, PubfieldEconometrics, Pubyear2010By coralio

Screening rules and portfolio performance

León, A., L. Navarro, and B. Nieto.
The
North American Journal of Economics and Finance, – 2018

Wednesday October 10th, 2018Pub, PubFac, PubfacLeonA, Pubfield, PubfieldEconometrics, Pubyear2018By coralio

Interview with Carmen Herrero (Radio Nacional de España, October 7th, 2018)

Podcast of the Interview

Monday October 8th, 2018 Leave a commentBlogFacultyHerreroC, BlogFAE, Events, News, UncategorizedBy coralio

Peer networks and entrepreneurship: a Pan-African RCT

Fernando Vega-Redondo
30-May-2018. 14:30
Applied Seminar

Tuesday September 25th, 2018 Leave a commentSeminar, SeminarApplied2017-18By coralio

Foreign Exchange Intervention in the Face of Capital Outflows

Pablo Winant (with Suman Bas, Atish Rex Gosh and Jonathan Ostry)
29-May-2018. 14:00
Applied Seminar

Tuesday September 25th, 2018 Leave a commentSeminar, SeminarApplied2017-18By coralio

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