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2007

2007


Value at risk in fixed income portfolios: A comparison between empirical models of term structure


Abad, P.; Benito, S.

The Business Review, 7(2): 342-346.


Bond rating changes and stock returns: new evidence from the Spanish stock market .

Abad, P.; Robles, M.D.

Spanish Economic Review, 9(2): 79-103.

 
Value at risk in fixed income portfolios: A comparison between empirical models of term structure.
 
Abad, P.; Robles, M.D.

The Business Review, 7(2): 342-346.

 
Stochastic convergence amongst Mexican states.

Abad, P.; Robles, M.D.

The Business Review, 41(4): 531-541.

 
The dynamic behaviour of budget components and output – the cases of France, Germany, Portugal, and Spain.

Afonso A.; Claeys P.

Economic Modelling, 25: 93-117.

The dynamic behaviour of budget components and output.

Afonso A.; Claeys P.
 
ECB working paper, 775.

 
Una estimación actuarial del coste individual de la dependencia en la población de mayor edad en España.

Artís, M.; Ayuso, M.; Guillén, M.; Monteverde, M..

Estadística Española, 49 (165): 373-402.

 
El pricing en el seguro del automóvil.

Ayuso, M.; Guillén, M. ; Santolino, M.

Cuadernos Actuariales, 11: 1-12.

 
Predicting automobile claims bodily injury severity with sequential Ordered Logit Models .
 
Ayuso, M.; Santolino, M.

Insurance: Mathematics and Economics, 41(1): 71-83.

 
Local government reform: privatization and its alternatives.

Bel, G.; Hebdon, R.; Warner, M.

Local Government Studies, 33(4): 507 - 515.

 
Why do local governments privatize public services? A survey of empirical studies.

Bel, G.; Fageda, X.

Local Government Studies, 33(4): 517 - 534.

 
Access pricing to a digital broadcasting platform.

Bel, G.; Calzada, J.; Insa, R.

Journal of Media Economics, 20(1): 29-53.

 
Greatest accuracy credibility with dynamic heterogeneity: the Harvey-Fernandes mode.
 
Bolance, C.; Denuit, M.; Guillén, M. ; Lambert, Ph.

Belgian Actuarial Bulletin, 7(1): 14-18.

 
Patents and Pricing HIV/AIDS Drugs in Developing Countries.

Borrell, J.R.

Applied Economics, 39(4): 505-518.

 
Risk classification for claim counts: a comparative analysis of various zero-inflated mixed Poisson and hurdle models.

Boucher, J.P.; Denuit, M.; Guillén, M.

North American Actuarial Journal, 11(4): 110-131.

 
Solidaridad entre asegurados, ¿existen alternativas a los sistemas bonus-malus en uso?.

Carrilo, M.; Bermúdez, Ll.; Guillén, M.

Actuarios Españoles, 10: 55-90.

 
The KPSS test with two structural breaks.

Carrion-i-Silvestre, J.L.; Sansó, A.

Spanish Economic Review, 9(2): 105-127.

 
Sustainability of EU fiscal policies: a panel test,.

Claeys, P.

Journal of Economic Integration, 22(1): 112-127.

   
Forecasting Business and Consumer Surveys Indicators. A Time Series Models Competition.

Clar, M.; Duque, J.C.; Moreno, M.

Applied Economics, 39(20): 2565-2580.

 
Wage flexibility and labour market institutions: a meta-analysis.

Clar, M.; Dreger, C.; Ramos, R.

Kyklos, 60(2): 145-163.

 
Business and consumer expectations: Are they useful for forecasting?27 (1): 47-69.

Claveria, O.; Pons, E. ; Ramos, R.

International Journal of Forecasting.

 
Application of the Poisson log-bilinear projection model to the G5 mortality experience.
 
Delwarde, A.; Denuit.; M.; Guillén, M.; Vidiella-i-Anguera, A.

Belgian Actuarial Bulletin, 6(1): 54-68.

 
Supervised regionalization methods: a survey.

Duque, J.C.; Ramos, R.; Suriñach, J.

International Regional Science Review, 30(3): 195-220.

 
Efectos de la Unión Cambiaria sobre los diferenciales de rentabilidad de la Unión Europea-15.

Gómez-Puig, M.

Cuadernos de Economía, 30(32): 101-114.

 
Using External Data in Operational Risk.

Guillén, M.; Gustafsson, J.; Nielsen, J.P.; Pritchard, P.

Geneva Papers of Risk and Insurance- Issues and Practice, 32(2): 178-189.

 
Improving the efficiency of the Nelson-Aalen estimator: the naive local constant estimator.
 
Guillén, M.; Nielsen, J.P.; Pérez-Marín, A.

Scandinavian Journal of Statistics, 34: 419-431.

 
Comparación de planes de pensiones desde la perspectiva del inversor.

Guillen, M.; Nielsen, J. P.; Perez-Marin, A.M.
 
Anales del Instituto de Actuarios Españoles, 13: 173-186.

 
The new responsibilities of social sciences in aging societies. The case of Spain.
 
Guillén, M.; Rodríguez, N. ; Strassberg, B.A.

International Journal of Interdisciplinary Social Sciences, 2: 213-228.

 
Returns to Local and Transport Infrastructure under Regional Spillovers.

Moreno, R.; López-Bazo, E.

International Regional Science Review, 30(1): 47-71.

 
Regional Heterogeneity in the Private and Social Returns to Human Capital.

Moreno, R.; López-Bazo, E.

Spatial Economic Analysis, 2(1): 23-45.

 
Selection Bias and Auditing Policies for Insurance Claims.
 
Pinquet, J.; Ayuso, M.; Guillén, M.

Journal of Risk and Insurance, 74(2): 425-440.

 
An analysis of the determinants in Economics and Busines publications by Spanish universities between 1994 and 2004.

Ramos, R.; Royuela, V.; Suriñach, J.

Scientometrics, 71(1): 117-144.

 
An analysis of the determinants in Economics and Business publications by Spanish Universities between 1994 and 2004.

Ramos, R.; Royuela, V.; Suriñach, J.

Scientometrics. 71 (1): 117-144.

Quality of life and urban economics.

Royuela, V.; Lambiri, D.; B. Biagi.

Social Indicators Research, 84(1): 1-25.

 
Local human capital and productivity: An analysis for Spanish regions.
 
Sanromá, E.; Ramos, R.

Regional Studies. 41 (3): 349-359.

   
La banda ancha como dinamizador de la actividad económica. Análisis y efectos sobre los diferentes agentes .

Suriñach, J.; Romaní, J.; Termes, M.

Investigaciones Regionales, 10: 207-235.

 
¿Afecta la banda ancha al crecimiento económico?. Evidencia sobre agentes y territorio.

Suriñach, J.; Romaní, J.; Termes, M.
 
Investigaciones Regionales, 10: 207-235.

 
Patrones de publicación ISI en España 1994-04: Estudios de Economía Aplicada.

Suriñach, J.; Royuela, V.; Duque, J.C.

Estudios de Economía Aplicada, 25(1): 277-312.

 
Patrones de publicación internacional (ssci) de los autores afiliados a universidades españolas, en el ámbito económico-empresarial (1994-2004).

Suriñach, J.; Carlos Duque, J.; Royuela, V.

Estudios de Economía Aplicada, 25 (1): 277-312.

 
Strategies to detect and prevent fraudulent claims in the automobile insurance industry.
 
Viaene, S.; Ayuso, A.; Guillén, M.; VanGheel, D.

European Journal of Operational Research, 176(1): 565-583.