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

Wednesday October 14th, 2020Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2020By coralio

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

Acereda, B., León, A. and Mora, J
Finance Research Letters – 2020

Wednesday October 14th, 2020Pub, PubFac, PubfacLeonA, PubFacMoraJ, Pubfield, Pubyear2020By coralio

Modeling the euro overnight rate

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

Monday January 7th, 2019Pub, PubFac, PubfacLeonA, Pubfield, Pubyear2007By coralio

The relationship between risk and expected return in Europe

León, A., J, Nave and G. Rubio
Journal of Banking and Finance – 2007

Monday January 7th, 2019Pub, PubFac, PubfacLeonA, Pubfield, Pubyear2007By 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

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

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

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

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

A note on adjusting correlations matrices

Leon, A., Peris, J. E., Silva-Reus, J. A. and B. Subiza
Applied Mathematical Finance – 2002

Monday March 7th, 2016Pub, PubFac, PubfacLeonA, PubfacPerisJ, PubfacSelected, PubfacSelectedLeonA, PubfacSelectedPerisJ, PubfacSelectedSubizaB, PubfacSubizaB, Pubfield, PubfieldMath, PubSelected, Pubyear2002By coralio