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SESSION 3.5
FRIDAY. 5th JUNE. 12.00 h.
"FINANCIAL ECONOMICS II"
Chairperson: Pilar Grau
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AUTHORS |
ESTEBAN, M. VICTORIA
TUSELL, FERNANDO |
PAPER |
"An empirical investigation on the filtering and prediction of time varying betas" |
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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" |
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AUTHORS |
ABÍNZANO, ISABEL
NAVAS, JAVIER F. |
PAPER |
"Pricing levered warrants with dilution using observable variables" |
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