Vol 14 Issue 02 – SRFE

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2016 - Volume 14 - Issue 01 (January - June)

Systemic liquidity risk and portfolio theory: An application to the Italian financial markets

Eleonora Iachinia, Stefano Nobilib,∗

Measuring market liquidity in US xed income markets: A new synthetic indicator

Carmen Broto∗, Matías Lamas

A Spanish Financial Market Stress Index (FMSI)

MaIsabel Cambón∗, Leticia Estévez

2016 - Volume 14 - Issue 02 (July - December)

A Poisson process with random intensity for modeling financial stability

Deniz Ilalan

The impact of prudential regulation on bank capital and risk-taking: The case of MENA countries

Khemaies Bougatef,∗, Nidhal Mgadmi

Flows impact on pension funds. Evidence from UK conventional and social responsible pension funds

Mercedes Alda

Analyst consensus in the Eurozone stock markets

Ignacio Cervera