Vol 12 Issue 01 – SRFE

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2014 - Volume 12 - Issue 01 (January - June)

Financial crises and the transfer of risk between the private and public sectors: Evidence from European financial markets

Teresa Corzo Santamaríaa, Javier Gómez Biscarrib, Laura Lazcano Benito

A comprehensive review of Value at Risk methodologies

Pilar Abad, Sonia Benito, Carmen López

The implied equity duration for the Spanish listed firms

Olga Fullana, David Toscano

Modeling credit spreads under multifactor stochastic volatility

Jacinto Marabel Romo

2014 - Volume 12 - Issue 02 (July - August)

Aggregate default and illiquidity of credit default swap spreads

Armen Arakelyan

Competition and structure of the mutual fund industry in Spain: The role of credit institutions

Isabel Cambon, Ramiro Losada

Growth opportunities and the effect of corporate diversification on value

Pablo de Andrésa, Gabriel de la Fuenteb, Pilar Velasco

Do analyst’s pre-issue recommendation create value? Empirical evidence from Indian IPO market

Seshadev Sahoo