SESSION 3.5
FRIDAY. 5th JUNE. 12.00 h.

"FINANCIAL ECONOMICS II"
Chairperson: Pilar Grau
 
AUTHORS ESTEBAN, M. VICTORIA
TUSELL, FERNANDO
PAPER
"An empirical investigation on the filtering and prediction of time varying betas"
 
AUTHORS BLASCO DE LAS HERAS, NATIVIDAD
CORREDOR CASADO, PILAR
FERRERUELA GARCÉS, SANDRA
PAPER
"The implications of herding on volatility. The case of the spanish stock market"
 
AUTHORS ABÍNZANO, ISABEL
NAVAS, JAVIER F.
PAPER
"Pricing levered warrants with dilution using observable variables"