Lydia González Serrano

Universidad Rey Juan Carlos

Calle Tulipán, s/n

Madrid, Móstoles 28032

Spain

SCHOLARLY PAPERS

3

DOWNLOADS

768

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Currency Hedging Strategies Using Dynamic Multivariate GARCH

Number of pages: 36 Posted: 02 Nov 2011 Last Revised: 14 Feb 2012
Chia-Lin Chang, Lydia González Serrano and Juan-Angel Jiménez-Martin
National Chung Hsing University - Department of Applied Economics, Department of Finance, Universidad Rey Juan Carlos and Complutense University of Madrid
Downloads 540 (57,477)

Abstract:

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multivariate GARCH, conditional correlations, exchange rates, optimal hedge ratio, optimal portfolio weights, hedging strategies

2.

Currency Hedging Strategies, Strategic Benchmarks and the Global and Euro Sovereign Financial Crises

Number of pages: 72 Posted: 09 Oct 2013 Last Revised: 23 Oct 2013
Massimiliano Caporin, Juan-Angel Jiménez-Martin and Lydia González Serrano
University of Padova - Department of Statistical Sciences, Complutense University of Madrid and Universidad Rey Juan Carlos
Downloads 130 (246,762)

Abstract:

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Multivariate GARCH, conditional correlations, currency futures, optimal hedge ratios, hedging strategies.

3.

Entrepreneurship by Women in the Rural Environment: Tourism as a Spur to Development

Esic Market Economics and Business Journal Vol. 45, Issue 3, September-December 2014, 553-578
Number of pages: 26 Posted: 05 Mar 2015
Pilar Talón Ballestero, Pilar Abad-Romero and Lydia González Serrano
Universidad Rey Juan Carlos, Universidad Rey Juan Carlos - Facultad de Ciencias Jurisdicas y Sociales and Universidad Rey Juan Carlos
Downloads 98 (301,481)

Abstract:

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Women, entrepreneurship, rural tourism, rural development, profile of women entrepreneurs, logit model