Eva Ferreira

University of the Basque Country - Department of Applied Economics III (Econometrics and Statistics)

Avda. Lehendakari Aguirre 83

Bilbao, Vizcaya 48015

Spain

SCHOLARLY PAPERS

4

DOWNLOADS

572

SSRN CITATIONS

0

CROSSREF CITATIONS

7

Scholarly Papers (4)

1.

A Semiparametric Estimation of Liquidity Effects on Option Pricing

Biltoki Working Paper No. 08, 1999
Number of pages: 48 Posted: 10 Oct 2000
Eva Ferreira, Mónica Gago and Gonzalo Rubio
University of the Basque Country - Department of Applied Economics III (Econometrics and Statistics), Mondragon University - Ciencias Empresariales and University of the Basque Country - Department of Foundations of Economic Analysis I
Downloads 416 (88,127)
Citation 1

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Multivariate Kernel and SNN Regressions, Volatility Smile, Option Pricing

2.

Conditional Beta Pricing Models: A Nonparametric Approach

Number of pages: 47 Posted: 15 May 2011 Last Revised: 04 Jul 2011
Eva Ferreira, Javier Gil-Bazo and Susan Orbe
University of the Basque Country - Department of Applied Economics III (Econometrics and Statistics), Universitat Pompeu Fabra and affiliation not provided to SSRN
Downloads 147 (246,568)

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Kernel estimation, Conditional asset pricing models, Fama-French three-factor model, Locally stationary processes

3.

Economic Sentiment and Yield Spreads in Europe

European Financial Management, Vol. 14, Issue 2, pp. 206-221, March 2008
Number of pages: 16 Posted: 12 Mar 2008
University of the Basque Country - Department of Applied Economics III (Econometrics and Statistics), University of Murcia, University of Castilla-La Mancha and University of the Basque Country - Department of Foundations of Economic Analysis I
Downloads 9 (719,769)
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4.

Beyond Single-Factor Affine Term Structure Models

Journal of Financial Econometrics, Vol. 2, pp. 565-591, 2004
Posted: 29 Feb 2008
Eva Ferreira and Javier Gil-Bazo
University of the Basque Country - Department of Applied Economics III (Econometrics and Statistics) and Universitat Pompeu Fabra

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bond risk premiums, Kolmogorov-Smirnov test, nonparametric estimation, single-factor term structure models

Other Papers (1)

Total Downloads: 262
1.

Beyond Single-Factor Affine Term Structure Models

Number of pages: 37 Posted: 22 Mar 2002
Eva Ferreira and Javier Gil-Bazo
University of the Basque Country - Department of Applied Economics III (Econometrics and Statistics) and Universitat Pompeu Fabra
Downloads 262

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nonparametric estimation, term structure of interest rates