Publicaciones en las que colabora con Susana Alvarez Diez (21)

2024

  1. Dividend announcement and the value of sentiment analysis

    Journal of Management Analytics, Vol. 11, Núm. 2, pp. 161-181

  2. Impact of public guarantees on optimal debt levels following the COVID-19 pandemic: efficiency in their allocation

    Revista española de financiación y contabilidad, Vol. 53, Núm. 2, pp. 176-202

  3. Subsidies for investing in energy efficiency measures: Applying a random forest model for unbalanced samples

    Applied Energy, Vol. 359

2023

  1. Corporate social responsibility and financial performance: Does country sustainability matter?

    Corporate Social Responsibility and Environmental Management, Vol. 30, Núm. 6, pp. 3075-3094

  2. Developing a country's sustainability indicator: An analysis of the effect on trade openness

    Environmental and Sustainability Indicators, Vol. 19

  3. Variable selection for classification and forecasting of the family firm's socioemotional wealth

    Journal of Forecasting, Vol. 42, Núm. 8, pp. 2063-2078

2021

  1. Empresas innovadoras y políticas públicas

    Políticas públicas e innovación (Thomson Reuters Aranzadi), pp. 111-127

2019

  1. Co-movements between the British pound, the euro and the Japanese yen: the Brexit impact

    Journal of Economic Studies, Vol. 46, Núm. 2, pp. 467-481

2016

  1. Early exercise behavior in performance-vested stock option grants

    Annals of Economics and Finance, Vol. 17, Núm. 1, pp. 55-78

2015

  1. Determinantes, factores contextuales y personales de la Intención Emprendedora de los estudiantes de la Universidad de Murcia. 2015

    Servicio de Publicaciones de la Universidad de Murcia

2014

  1. Are we using the wrong letters? An analysis of executive stock option Greeks

    Central European Journal of Operations Research, Vol. 22, Núm. 2, pp. 237-262

2012

  1. Combining structural models and accounting-based models for measuring credit risk in real estate companies

    International Journal of Managerial Finance, Vol. 8, Núm. 1, pp. 73-95

  2. Implied Severity Density Estimation: An Extended Semiparametric Method to Compute Credit Value at Risk

    Computational Economics, Vol. 40, Núm. 2, pp. 115-129

2010

  1. Coverage properties of beta estimated prediction intervals for multimodal recovery rates

    Journal of Statistical Computation and Simulation, Vol. 80, Núm. 1, pp. 111-117

  2. The role of market-implied severity modeling for credit VaR

    Annals of Economics and Finance, Vol. 11, Núm. 2, pp. 337-353

2009

  1. El papel de modernizar la severidad implícita de mercado para calcular el valor en riesgo de crédito

    Administrando en entornos inciertos = managing in uncertain environment

  2. On the accuracy of loss-given-default prediction intervals

    Journal of Risk Finance, Vol. 10, Núm. 2, pp. 131-141

2006

  1. Evaluating effects of excess kurtosis on VaR estimates: Evidence for international stock indices

    Review of Quantitative Finance and Accounting, Vol. 27, Núm. 1, pp. 27-46

  2. On the performance of recovery rate modeling

    Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

2004

  1. Analysis of the conditional stock-return distribution under incomplete specification

    European Journal of Operational Research, Vol. 155, Núm. 2, pp. 276-283