Isabel Figuerola-Ferretti

Comillas Pontifical University

Alberto Aguilera 21

Madrid, Madrid 28015

Spain

  • Comillas Pontifical University

SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Supercointegrated

Number of pages: 51 Posted: 21 Jul 2017 Last Revised: 27 Nov 2017
Isabel Figuerola-Ferretti, Pedro Serrano, Tao Tang and Antoni Vaello-Sebastià
Comillas Pontifical University, University Carlos III of Madrid - Department of Business Administration, Jinan University and University of the Balearic Islands
Downloads 762 (53,437)

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Supercointegrated pairs; Pairs trading; Risk-return relationship

2.

Bubbles in Ethereum

Number of pages: 8 Posted: 29 Mar 2021 Last Revised: 06 Apr 2021
Carlos Bellon and Isabel Figuerola-Ferretti
Universidad Pontificia Comillas and Comillas Pontifical University
Downloads 50 (612,022)

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Cryptocurrency, Bubble, Ethereum, Explosiveness, Fundamentals

3.

Pairs Trading and Spread Persistence in the European Stock Market

Forthcoming, Journal of Futures Markets
Posted: 11 Nov 2017 Last Revised: 07 May 2018
Isabel Figuerola-Ferretti, Ioannis Paraskevopoulos and Tao Tang
Comillas Pontifical University, Bankia and Jinan University

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pairs trading, cointegration, price discovery, error persistence, trading trigger