Isabel Figuerola-Ferretti

Charles III University of Madrid - Department of Business Administration

Calle Madrid 126

Getafe, Madrid, Madrid 28903

Spain

  • Charles III University of Madrid - Department of Business Administration

SCHOLARLY PAPERS

7

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2,062

TOTAL CITATIONS

13

Scholarly Papers (7)

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1.

Pairing Market Risk and Credit Risk

Downloads 769 (71,101)
Citation 3

Pairing Market Risk and Credit Risk

Number of pages: 85 Posted: 09 Mar 2010 Last Revised: 06 Apr 2015
Isabel Figuerola-Ferretti and Ioannis Paraskevopoulos
Charles III University of Madrid - Department of Business Administration and Bankia
Downloads 619 (92,780)
Citation 3

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Cointegration, Price Discovery, Market Risk, Credit Risk, VIX, Itraxx, CDS, Portfolio Replication

Pairing Market Risk and Credit Risk

Number of pages: 40 Posted: 19 Mar 2011
Isabel Figuerola-Ferretti and Ioannis G. Paraskevopoulos
Charles III University of Madrid - Department of Business Administration and Caja Madrid
Downloads 150 (422,081)

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Pairs Strategies, VIX, iTraxx, Price Discovery

2.

Modelling and Measuring Price Discovery in Commodity Markets

Number of pages: 28 Posted: 04 Feb 2008
Jesús Gonzalo and Isabel Figuerola-Ferretti
Universidad Carlos III de Madrid - Department of Economics and Charles III University of Madrid - Department of Business Administration
Downloads 738 (75,255)
Citation 7

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Backwardation, Cointegration, Commodity Markets, Contango, Convenience Yield, Future Prices, Permanent-Transitory Decomposition, Price Discovery

3.

Has Futures Trading Affected the Volatility of Aluminium Transactions Prices?

Queen Mary & Westfield College Economics Working Paper No. 432
Number of pages: 25 Posted: 12 Feb 2001
Isabel Figuerola-Ferretti and Christopher L. Gilbert
Charles III University of Madrid - Department of Business Administration and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 270 (244,200)
Citation 2

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aluminium, transaction prices, futures trading, price volatility

4.

Price Variability and Marketing Method in the Non-Ferrous Metals Industry

Queen Mary & Westfield College Economics Working Paper No. 431
Number of pages: 18 Posted: 12 Feb 2001
Isabel Figuerola-Ferretti and Christopher L. Gilbert
Charles III University of Madrid - Department of Business Administration and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 204 (321,316)
Citation 1

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metals, futures, exchange pricing, producer pricing, price volatily

5.

Credit Default Swaps: Does the Traded Volume Influence Research Interest?

Number of pages: 14 Posted: 27 Jan 2017
Karin Martin-Bujack, M. Teresa Corzo and Isabel Figuerola-Ferretti
Comillas Pontifical University - Department of Financial Management, Universidad Pontificia Comillas and Charles III University of Madrid - Department of Business Administration
Downloads 81 (657,611)

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Credit Default Swaps (CDS), Textual Analysis, Dodd-Frank Act.

6.

International Diversification and Global Credit Risk: A Methodology for Portfolio Building

Universia Business Review, Forthcoming
Posted: 25 Oct 2018
Karin Martin-Bujack, M. Teresa Corzo and Isabel Figuerola-Ferretti
Comillas Pontifical University - Department of Financial Management, Universidad Pontificia Comillas and Charles III University of Madrid - Department of Business Administration

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diversification, global credit risk, investments, market risk, Credit Default Swap

7.

Price Discovery in Commodity Markets: The Case of Metals

Posted: 16 Mar 2006
Isabel Figuerola-Ferretti and Jesús Gonzalo
Charles III University of Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Economics

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price idiscovery, future prices, commodity markets