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Meneu, Vicente's
Scholarly Papers
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Total
Downloads
2,210 |
Total
Citations
4 |
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1.
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Single Factor Stochastic Models with Seasonality Applied to Underlying Weather Derivatives Variables
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Torró, Hipòlit
University of Valencia Meneu, Vicente
University of Valencia - Department of Financial Economics Valor, Enric
University of Valencia - Department of Financial Economics
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Posted:
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21 Mar 01
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Last Revised:
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17 Oct 03
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949
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Torró, Hipòlit
University of Valencia Meneu, Vicente
University of Valencia - Department of Financial Economics Valor, Enric
University of Valencia - Department of Financial Economics
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Torró, Hipòlit
University of Valencia Meneu, Vicente
University of Valencia - Department of Financial Economics Valor, Enric
University of Valencia - Department of Financial Economics
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949
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Cooling Degree-days, Energy, Heating Degree-days, Seasonality, Stochastic Models, Weather Derivatives.
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2.
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Pardo Tornero, Ángel
University of Valencia - Department of Financial Economics Meneu, Vicente
University of Valencia - Department of Financial Economics
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684
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holiday effect, stocks, order size, small investor behaviour
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3.
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Has 1997 Asian Crisis Increased Information Flows Between International Markets?
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Climent, Francisco J.
University of Valencia - Department of Financial Economics Meneu, Vicente
University of Valencia - Department of Financial Economics
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Posted:
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16 Jul 01
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Last Revised:
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05 Aug 02
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262
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Climent, Francisco J.
University of Valencia - Department of Financial Economics Meneu, Vicente
University of Valencia - Department of Financial Economics
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Asian crisis, stock market, information flow, cointegration, VAR
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Climent, Francisco J.
University of Valencia - Department of Financial Economics Meneu, Vicente
University of Valencia - Department of Financial Economics
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262
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Asian crisis, stock market, information flow, cointegration, VAR
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4.
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Climent, Francisco J.
University of Valencia - Department of Financial Economics Meneu, Vicente
University of Valencia - Department of Financial Economics Pardo Tornero, Ángel
University of Valencia - Department of Financial Economics
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201
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Information flows, MSCI index, influence, sensibility, stock market
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5.
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Balbás, Alejandro
Universidad Carlos III de Madrid - Department of Business Administration Pardo Tornero, Ángel
University of Valencia - Department of Financial Economics Meneu, Vicente
University of Valencia - Department of Financial Economics
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114
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market integration, statistical techniques, principles of asset valuation, arbitrage, IBEX-35, futures contract
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6.
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Furió, Dolores
University of Valencia - Department of Financial Economics Meneu, Vicente
University of Valencia - Department of Financial Economics
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24 Jun 08
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Last Revised:
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09 Oct 10
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Extreme Values, Temperature, Block Maxima
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7.
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Furió, Dolores
University of Valencia - Department of Financial Economics Lucia, Julio J.
University of Valencia - Faculty of Economics Meneu, Vicente
University of Valencia - Department of Financial Economics
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11 Jan 08
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Last Revised:
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23 Oct 09
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liquidity, adjustments, intraday market, price convergence, market efficiency
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8.
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Furió, Dolores
University of Valencia - Department of Financial Economics Meneu, Vicente
University of Valencia - Department of Financial Economics
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03 Oct 07
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Last Revised:
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09 Oct 10
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deregulation, agents’ behaviour, forward premium
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