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Juan Nave
Juan Nave
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Title
Cited by
Cited by
Year
The relationship between risk and expected return in Europe
A León, JM Nave, G Rubio
Journal of Banking & Finance 31 (2), 495-512, 2007
1212007
A genetic algorithm estimation of the term structure of interest rates
R Gimeno, JM Nave
Computational Statistics & Data Analysis 53 (6), 2236-2250, 2009
104*2009
Fundamentos de matemáticas financieras
E Navarro, JM Nave
Antoni Bosch editor, 2022
592022
Macroeconomic determinants of stock market betas
M González, J Nave, G Rubio
Journal of Empirical Finance 45, 26-44, 2018
562018
Modeling the euro overnight rate
F Benito, A Leon, J Nave
Journal of Empirical Finance 14 (5), 756-782, 2007
502007
Análisis factorial de la estructura temporal de los tipos de interés en España
DC Bayarri, RF Lapeña, EN Arribas, JMN Pineda
Revista española de financiación y contabilidad, 139-160, 1996
45*1996
The implied equity duration when discounting and forecasting parameters are industry specific
O Fullana, JM Nave, D Toscano
Accounting & Finance 58, 179-209, 2018
422018
A two-factor duration model for interest rate risk management
E Navarro, JM Nave
Investigaciones económicas 21 (1), 55-74, 1997
33*1997
Risk aversion and monetary policy in a global context
JM Nave, J Ruiz
Journal of Financial Stability 20, 14-35, 2015
282015
The cross section of expected returns with MIDAS betas
M González, J Nave, G Rubio
Journal of Financial and Quantitative Analysis 47 (1), 115-135, 2012
262012
The Cross Section of Expected Returns with MIDAS Betas
M González, J Nave, G Rubio
Journal of Financial and Quantitative Analysis 1 (1), 1-41, 2012
262012
The structure of spot rates and immunization: Some further results
E Navarro, JM Nave
Spanish economic review 3, 273-294, 2001
232001
Term structure estimation, liquidity-induced heteroskedasticity and the price of liquidity risk
E Berenguer, R Gimeno, JM Nave
Banco de Espana Working Paper, 2014
202014
Impact of IFRS: evidence from Spanish listed companies
M González, J M. Nave, D Toscano
International Journal of Accounting and Information Management 22 (2), 157-172, 2014
19*2014
Análisis de los factores de riesgo en el mercado español de deuda pública
JMN Pineda, EN Arribas
Cuadernos aragoneses de economía 5 (2), 331-341, 1995
14*1995
La hipótesis de las expectativas en el largo plazo: evidencia en el mercado español de deuda pública
MM Perelló, JMN Pineda
investigaciones económicas 27 (3), 533-564, 2003
132003
Effects of uncertainty and risk aversion on the exposure of investment-style factor returns to real activity
M González-Sánchez, J Nave, G Rubio
Research in International Business and Finance 53, 101236, 2020
102020
Estimación de primas temporales a partir de la curva de bonos cupón-cero
MM Perelló, EN Arribas, JMN Pineda
Spanish Journal of Finance and Accounting/Revista Española de Financiación y …, 2001
102001
Dynamic Immunization and Transaction Costs with Different Term Structure Models
E Navarro, JM Nave
Journal of Actuarial Practice Vol 5 (2), 1997
10*1997
Efficiency in market risk measures techniques face to crisis situations
M Gonzalez Sanchez, JM Nave Pineda
REVISTA ESPANOLA DE FINANCIACION Y CONTABILIDAD-SPANISH JOURNAL OF FINANCE …, 2010
7*2010
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