Category Archives: PubfacLeonA

Economic stress in non-poor Spanish households during the Great Recession

Ródenas, C., Martí, M., and A. León
Applied Economic Analysis – 2020

Friday June 5th, 2020Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2020By coralio

Modeling asset returns under time-varying semi-nonparametric distributions

Leon, A. and T.M. Ñiguez
Journal of Banking and Finance – Forthcoming

Friday June 5th, 2020Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, PubyearForthcomingBy coralio

Estimating the Expected Shortfall of Cryptocurrencies: An Evaluation Based on Backtesting

Acereda, B., León, A. and Mora, J
Finance Research Letters – Forthcoming

Friday October 25th, 2019Pub, PubFac, PubfacLeonA, PubFacMoraJ, Pubfield, PubyearForthcomingBy coralio

Screening rules and portfolio performance

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

Friday October 25th, 2019Pub, PubFac, PubfacLeonA, Pubfield, PubfieldEconometrics, Pubyear2018By coralio

One-sided performance measures under Gram-Charlier distributions

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

Friday October 25th, 2019Pub, PubFac, PubfacLeonA, Pubfield, PubfieldEconometrics, Pubyear2017By coralio

Does Stock Return Predictability Affect ESO Fair Value?”.

Carmona, J., A. Leon and A. Vaello-Sebastia
European Journal of Operational Research – 2012

Friday October 25th, 2019Pub, PubFac, PubfacCarmonaJ, PubfacLeonA, PubfacSelected, PubfacSelectedCarmonaJ, PubfacSelectedLeonA, Pubfield, PubfieldMath, PubSelected, Pubyear2012By coralio

New measures of monetary policy surprises and jumps in interest rates

Leon, A. and S. Sebestyén
Journal of Banking & Finance – 2012

Friday October 25th, 2019Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, Pubfield, PubfieldMacro, PubSelected, Pubyear2012By coralio

Pricing executive stock options under employment shocks

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

Friday October 25th, 2019Pub, PubFac, PubfacCarmonaJ, PubfacLeonA, Pubfield, PubfieldEconometrics, Pubyear2011By coralio

A simulation-based algorithm for American executive stock option valuation

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

Friday October 25th, 2019Pub, PubFac, PubfacLeonA, Pubfield, PubfieldEconometrics, Pubyear2010By coralio

Modeling the euro overnight rate

Benito, F., A. León and J. Nave
Journal of Empirical Finance – 2007

Friday October 25th, 2019Pub, PubFac, PubfacLeonA, Pubfield, Pubyear2007By coralio