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CNMV - Spanish Securities & Markets Commission Research Paper Series

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1.

Non-alternative Collective Investment Schemes, Connectedness and Systemic Risk

CNMV Working Paper 71
Number of pages: 66 Posted: 28 May 2020
Working Paper Series
Comision Nacional del Mercado de Valores and Centro Universitario de la Defensa de Zaragoza

Multiple version iconThere are 2 versions of this paper

Downloads 1
2.

La interconexión en las instituciones de inversión colectiva no alternativas y el riesgo sistémico (Non-alternative Collective Investment Schemes, Connectedness and Systemic Risk)

CNMV Working Paper No. 71
Number of pages: 72 Posted: 28 May 2020
Working Paper Series
Comision Nacional del Mercado de Valores and Centro Universitario de la Defensa de Zaragoza
Downloads 1
3.

Behavioural Economics for Investor Protection- Practical Recommendations for Investors, Entities and Regulators

CNMV Working Paper No. 70
Number of pages: 38 Posted: 22 May 2020
Working Paper Series
Comisión Nacional del Mercado de Valores (CNMV)
Downloads 15
4.

Economía Conductual Para La Protección Del Inversor (Behavioural Economics for Investor Protection)

CNMV Working Paper No. 70
Number of pages: 40 Posted: 22 May 2020
Working Paper Series
Comisión Nacional del Mercado de Valores (CNMV)
Downloads 5
5.

Una propuesta para el diseño de un test de estrés del mercado de renta variable a un escenario energético (A Proposal for the Design of Energy-Related Scenario for Stock Stress Test)

CNMV Working Paper No. 69
Number of pages: 39 Posted: 28 Jun 2019
Working Paper Series
Comisión Nacional del Mercado de Valores (CNMV)
Downloads 4
7.

Fondos cotizados: características y desarrollos recientes (Exchange-Traded Funds: Features and Recent Developments)

CNMV Working Paper No. 55 (2012)
Number of pages: 40 Posted: 14 Jun 2019
Accepted Paper Series
Comisión Nacional del Mercado de Valores (CNMV) and Comisión Nacional del Mercado de Valores (CNMV)
Downloads 18
8.

Desarrollos recientes en la microestructura de los mercados secundarios de acciones (Recent Developments in Secondary Stock Markets' Microstructure)

CNMV Working Paper No. 50 (2011)
Number of pages: 66 Posted: 14 Jun 2019
Accepted Paper Series
Comisión Nacional del Mercado de Valores (CNMV), Comisión Nacional del Mercado de Valores (CNMV) and Comisión Nacional del Mercado de Valores (CNMV)
Downloads 6
9.

La titulización en Europa durante la crisis (Securitisation in Europe During the Crisis)

CNMV Working Paper No. 49 (2011)
Number of pages: 60 Posted: 14 Jun 2019
Accepted Paper Series
Comisión Nacional del Mercado de Valores (CNMV)
Downloads 7
10.

La inversión de los hogares españoles: una comparación con Estados Unidos e Italia (Investment by Spanish Households: A Comparison with the US and Italy)

CNMV Working Paper No. 45 (2001)
Number of pages: 56 Posted: 14 Jun 2019
Accepted Paper Series
Comisión Nacional del Mercado de Valores (CNMV) and Comisión Nacional del Mercado de Valores (CNMV)
Downloads 5
11.

Perfil inversor de los hogares españoles: análisis de la Encuesta Financiera de las Familias (Investment Profile of Spanish Households: Analysis of the EFF)

CNMV Working Paper No. 40 (2010); ISBN: 978-84-87870-97-2
Number of pages: 108 Posted: 14 Jun 2019
Accepted Paper Series
Comisión Nacional del Mercado de Valores (CNMV) and Comisión Nacional del Mercado de Valores (CNMV)
Downloads 18
12.

Estudio sobre la evolución y los determinantes de las comisiones de gestión y depósito de los fondos de inversión (Amount and Determinants of Mutual Fund Management and Custody Fees)

CNMV Working Paper No. 21 (2007); ISBN 84-87870-64-3
Number of pages: 85 Posted: 14 Jun 2019
Working Paper Series
Comisión Nacional de Mercado de Valores
Downloads 2
13.

Proceso de consolidación de las infraestructuras de mercado (Consolidation Process or Market Infrastructures)

CNMV Working Paper No. 39 (2010); ISBN: 978-84-87870-94-1
Number of pages: 50 Posted: 13 Jun 2019
Accepted Paper Series
Comisión Nacional del Mercado de Valores (CNMV)
Downloads 32
14.

Las características de los fondos de inversión monetarios en distintas jurisdicciones (Characteristics of Money-Market Funds in Diverse Jurisdictions)

CNMV Working Paper No. 36 (2009); ISBN: 978-84-87870-92-7
Number of pages: 100 Posted: 13 Jun 2019
Accepted Paper Series
Comisión Nacional del Mercado de Valores (CNMV)
Downloads 8
15.

Agencias de rating: hacia una nueva regulación (Rating Agencies: Towards a New Regulation)

CNMV Working Paper No. 34 (2009); ISBN: 978-84-87870-87-3
Number of pages: 65 Posted: 13 Jun 2019
Accepted Paper Series
Comision Nacional del Mercado de Valores
Downloads 5
16.

Contagio e interdependencias entre mercados de valores. Mecanismos y evidencias (Contagion and Interdependence between Stock Markets. Mechanisms and Evidence)

CNMV Working Paper No. 33 (2008); ISBN: 978-84-87870-85-9
Number of pages: 76 Posted: 13 Jun 2019
Working Paper Series
Comisión Nacional del Mercado de Valores (CNMV)
Downloads 19
17.

La liquidez en los mercados financieros: repercusiones de la crisis crediticia (Liquidity in Financial Markets: Repercussions of the Credit Crunch)

CNMV Working Paper No. 32 (2008); ISBN: 978-84-87870-83-5
Number of pages: 54 Posted: 13 Jun 2019
Accepted Paper Series
Comisión Nacional de Mercado de Valores
Downloads 18
18.

Condiciones De Admisión a Cotización Y Permanencia En Los Mercados Regulados De Acciones (Listing Requirements in the Regulated Markets for Equity)

CNMV Working Paper No. 30 (2008); ISBN: 978-84-87870-80-4
Number of pages: 41 Posted: 13 Jun 2019
Accepted Paper Series
Comisión Nacional del Mercado de Valores (CNMV)
Downloads 7
19.

Rendimientos anormales persistentes: un ejercicio con datos del mercado continuo para el período enero-septiembre 2006 (Persistent Abnormal Returns: An Exercise with Electronic Market Data for January-September 2006)

CNMV Working Paper No. 29 (2007); ISBN: 978-84-87870-74-3
Number of pages: 66 Posted: 13 Jun 2019
Working Paper Series
Comisión Nacional del Mercado de Valores (CNMV)
Downloads 4
20.

La eficacia de las suspensiones de cotización: evidencia empírica con datos de la CNMV para el período 2000-2005 (The Effectiveness of Trading Suspensions: Empirical Evidence with CNMV Data for the 2000-2005 Period)

CNMV Working Paper No. 13 (2006); ISBN: 84-87870-55-4
Number of pages: 81 Posted: 13 Jun 2019
Working Paper Series
Comisión Nacional del Mercado de Valores (CNMV)
Downloads 4
21.

Actividad de las entidades de capital riesgo en España (The Activity of Venture Capital Entities in Spain)

CNMV Working Paper No. 16 (2006); ISBN: 84-87870-59-7
Number of pages: 64 Posted: 13 Jun 2019
Working Paper Series
Comisión Nacional del Mercado de Valores (CNMV)
Downloads 6
22.

La relación entre el valor de la empresa y su estructura accionarial en España (Relationship between the Value of Companies and their Ownership Structure)

CNMV Working Paper No. 15 (2006); ISBN: 84-87870-57-0
Number of pages: 61 Posted: 13 Jun 2019
Working Paper Series
Comisión Nacional del Mercado de Valores (CNMV)
Downloads 19
23.

Valor de realización de los activos de renta fija privada en los fondos de inversión (Realisation Value of the Private Fixed-Income Assets Held by Mutual Funds)

CNMV Working Paper No. 17 (2006); ISBN: 84-87870-58-9
Number of pages: 50 Posted: 13 Jun 2019
Accepted Paper Series
Comisión Nacional de Mercado de Valores
Downloads 16
24.

Estructuras de Titulización: Modelos de Valoración de CDOs (Securitisation Structures: CDO Valuation Models)

CNMV Working Paper No. 18 (2006); ISBN: 84-87870-60-0
Number of pages: 43 Posted: 13 Jun 2019
Working Paper Series
Comision Nacional del Mercado de Valores
Downloads 9
25.

Estructuras de titulización: características e implicaciones para el sistema financiero (Securitisation Structures: Characteristics and Implications for the Financial System)

CNMV Working Paper No. 14 (2006)
Number of pages: 54 Posted: 12 Jun 2019
Accepted Paper Series
Comision Nacional del Mercado de Valores
Downloads 5
26.

Regulación de las OPA: teoría económica, regulación europea y ofertas sobre empresas españolas (The regulation of takeover bids: economic theory, European regulation and takeovers of Spanish companies)

CNMV Working Paper No. 20 (2007); ISBN: 978-84-87870-63-7
Number of pages: 76 Posted: 12 Jun 2019
Accepted Paper Series
Comisión Nacional del Mercado de Valores (CNMV)
Downloads 9
27.

Una década de blindaje en España. 1996-2005 (A Decade of Anti-Takeover Tactics in Spain.1996-2005)

CNMV Working Paper No. 22 (2007); ISBN: 978-84-87870-66-8
Number of pages: 83 Posted: 12 Jun 2019
Working Paper Series
University of Las Palmas de Gran Canaria and University of Las Palmas de Gran Canaria
Downloads 6
28.

Análisis de los movimientos en los precios previos a los anuncios de opa (Analysis of Price Movements in the Lead-Up to Takeover Bid Announcements)

CNMV Working Paper No. 23 (2007); ISBN: 978-84-87870-675
Number of pages: 58 Posted: 12 Jun 2019
Accepted Paper Series
Comisión Nacional del Mercado de Valores (CNMV)
Downloads 8
29.

Participaciones preferentes: Rentabilidad de las emisiones (Preference Share Returns)

CNMV Working Paper No. 24 (2007); ISBN: 978-84-87870-68-2
Number of pages: 82 Posted: 12 Jun 2019
Accepted Paper Series
Comisión Nacional del Mercado de Valores (CNMV)
Downloads 9
30.

Activismo e ingeniería financiera: implicaciones para el gobierno de las empresas y sus accionistas (Activism and Financial Engineering: Implications for Corporate Governance and the Interests of Shareholders)

CNMV Working Paper No. 25 (2007); ISBN: 978-84-87870-69-9
Number of pages: 41 Posted: 12 Jun 2019
Accepted Paper Series
Comision Nacional del Mercado de Valores
Downloads 5
31.

Los fondos de inversión: "performance" y persistencia (Mutual Funds: Performance and Persistence)

CNMV Working Paper No. 26 (2007); ISBN: 978-84-87870-70-5
Number of pages: 66 Posted: 12 Jun 2019
Accepted Paper Series
Comisión Nacional del Mercado de Valores (CNMV)
Downloads 10
33.

Comentario sobre la nueva normativa de hedge funds. Reforma y temas pendientes (Commentary on the New Hedge Fund Regulations. Contents and Omissions)

CNMV Working Paper No. 28 (2007); ISBN: 978-84-87870-73-6
Number of pages: 54 Posted: 12 Jun 2019
Accepted Paper Series
Comisión Nacional del Mercado de Valores (CNMV)
Downloads 8
34.

The Effects of Liquidity on the Price Discovery Process in Credit Derivatives Markets in Times of Financial Distress

CNMV Working Paper No. 41 (2010)
Number of pages: 54 Posted: 12 Jun 2019
Working Paper Series
Universidad Carlos III de Madrid - Department of Business Administration, Universidad Carlos III de Madrid and Banco de España
Downloads 27
35.

A New Test of Statistical Arbitraje with Applications to Credit Derivatives Markets

CNMV Working Paper No. 47 (2011)
Number of pages: 52 Posted: 12 Jun 2019
Accepted Paper Series
Banco de España, Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid
Downloads 10
36.

Are All Credit Default Swap Databases Equal?

CNMV Working Paper No. 44 (2010)
Number of pages: 68 Posted: 12 Jun 2019
Working Paper Series
Banco de España, Universidad Carlos III de Madrid - Department of Business Administration and Simon Fraser University (SFU)

Multiple version iconThere are 4 versions of this paper

Downloads 10
37.

Towards a Common European Monetary Union Risk Free Rate

CNMV Working Paper No. 51 (2011)
Number of pages: 56 Posted: 12 Jun 2019
Accepted Paper Series
Banco de España, Universidad Carlos III de Madrid - Department of Business Administration and Simon Fraser University (SFU)

Multiple version iconThere are 2 versions of this paper

Downloads 7
38.

Credit-Valuation in the Sovereing CDS and Bonds Markets: Evidence from the Euro Area Crisis

CNMV Working Paper No. 53 (2012)
Number of pages: 44 Posted: 12 Jun 2019
Accepted Paper Series
CNMV, Universidad Carlos III de Madrid - Department of Business Administration and Banco de España
Downloads 31
39.

Rethinking Capital Regulation: The Case for Dividend Prudential Target

CNMV Working Paper No. 68, December 2018
Number of pages: 72 Posted: 10 Jun 2019
Working Paper Series
Spanish Ministry for Economy and Business
Downloads 10
40.

Financial Density Forecasts: A Comprehensive Comparison of Risk-Neutral and Historical Schemes

CNMV Working Paper No. 67 (2017)
Number of pages: 42 Posted: 10 Jun 2019
Working Paper Series
Comisión Nacional del Mercado de Valores (CNMV) and Caixa Bank Asset Management

Multiple version iconThere are 2 versions of this paper

Downloads 10
41.

Measuring Liquidity of Spanish Debt

CNMV Working Paper No. 66 (2017)
Number of pages: 54 Posted: 10 Jun 2019
Working Paper Series
Comisión Nacional de Mercado de Valores, Independent and Comisión Nacional del Mercado de Valores (CNMV)
Downloads 17
42.

Why Is Investors' Mutual Fund Market Allocation Far from the Optimum?

CNMV Working Paper No. 65 (2017)
Number of pages: 42 Posted: 10 Jun 2019
Working Paper Series
Centro Universitario de la Defensa de Zaragoza and Comision Nacional del Mercado de Valores
Downloads 6
43.

Switching to a Temporary Call Auction in Times of High Uncertainty

CNMV Working Paper No. 19 (2007)
Number of pages: 45 Posted: 10 Jun 2019
Working Paper Series
Universidad de Alicante and Universidad de las Islas Baleares

Multiple version iconThere are 2 versions of this paper

Downloads 4
44.

The Financial Institutions Incentives When They Place Financial Assets With Credit Risk to Retail Investors

CNMV Working Paper No. 43
Number of pages: 42 Posted: 10 Jun 2019
Working Paper Series
Comision Nacional del Mercado de Valores

Multiple version iconThere are 2 versions of this paper

Downloads 2
45.

Interest Rates and Credit Risk

CNMV Working Paper No. 46
Number of pages: 52 Posted: 10 Jun 2019
Working Paper Series
Comisión Nacional del Mercado de Valores (CNMV) and Centre for Monetary and Financial Studies (CEMFI)
Downloads 116
46.

La aversión al riesgo en el mercado español de renta variable y sus determinantes (Risk Aversion in the Spanish Equity Market and Its Determinants)

CNMV Working Paper No. 9
Number of pages: 54 Posted: 10 Jun 2019 Last Revised: 15 Jun 2019
Working Paper Series
Comisión Nacional del Mercado de Valores (CNMV)
Downloads 6
47.

Spanish Mutual Funds Yield: An Analysis of Its Determinants

CNMV Working Paper No. 48
Number of pages: 46 Posted: 10 Jun 2019
Working Paper Series
Comisión Nacional de Mercado de Valores
Downloads 15
48.

e-Gobierno corporativo y transparencia informativa en las sociedades cotizadas españolas: un estudio empírico (e-Corporate Governance and Transparency in Spanish Listed Companies: An Empirical Study

CNMV Working Paper No. 8
Number of pages: 47 Posted: 10 Jun 2019 Last Revised: 13 Jun 2019
Working Paper Series
University of Valencia - Department of Accounting and affiliation not provided to SSRN
Downloads 9
49.

Access of SMEs With Growth Potential to the Capital Markets

CNMV Working Paper No. 52
Number of pages: 52 Posted: 10 Jun 2019
Working Paper Series
CNMV, Comisión Nacional del Mercado de Valores (CNMV) and Comisión Nacional del Mercado de Valores (CNMV)
Downloads 6
50.

The Credit Default Swaps Market: Areas of Vulnerability and Regulatory Responses

CNMV Working Paper No. 42
Number of pages: 56 Posted: 10 Jun 2019
Working Paper Series
CNMV, Comisión Nacional del Mercado de Valores (CNMV) and Comisión Nacional del Mercado de Valores (CNMV)
Downloads 55