M-Dolores Robles

Universidad Complutense de Madrid (UCM) - Faculty of Economics and Business Administration

School of Business Administration

Somosaguas Campus

Madrid, Madrid 28223

Spain

http://https://www.ucm.es/fundamentos-analisis-economico2/MDRF

ICAE

Campus de Somosaguas

Madrid, 28223

Spain

http://https://www.ucm.es/fundamentos-analisis-economico2/MDRF

SCHOLARLY PAPERS

8

DOWNLOADS

421

SSRN CITATIONS
Rank 49,512

SSRN RANKINGS

Top 49,512

in Total Papers Citations

1

CROSSREF CITATIONS

11

Scholarly Papers (8)

1.

PPP: Delusion or Reality? Evidence from a Nonlinear Analysis

Open Economies Review, Forthcoming
Number of pages: 32 Posted: 12 Mar 2009
Juan-Angel Jiménez-Martin and M-Dolores Robles
Complutense University of Madrid and Universidad Complutense de Madrid (UCM) - Faculty of Economics and Business Administration
Downloads 293 (117,296)

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Unit-root test, Cointegration test, Fourier approximation, nonlinear VECM, exchange rates, purchasing power parity

2.

Informational Role of Rating Revisions After Reputational Events and Regulation Reforms

Number of pages: 37 Posted: 22 Sep 2018
Pilar Abad-Romero, Rodrigo Ferreras and M-Dolores Robles
Universidad Rey Juan Carlos - Facultad de Ciencias Jurisdicas y Sociales, Universidad Complutense de Madrid (UCM) - Santa Lucía and Universidad Complutense de Madrid (UCM) - Faculty of Economics and Business Administration
Downloads 33 (506,791)

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Stock Price Synchronicity, Rating Changes, Reputational Shocks, Regulatory Reforms

3.

Risk and Return Around Bond Rating Changes: New Evidence from the Spanish Stock Market

Journal of Business Finance & Accounting, Vol. 33, No. 5-6, pp. 885-908, June/July 2006
Number of pages: 24 Posted: 13 Aug 2006
Pilar Abad-Romero and M-Dolores Robles
Universidad Rey Juan Carlos - Facultad de Ciencias Jurisdicas y Sociales and Universidad Complutense de Madrid (UCM) - Faculty of Economics and Business Administration
Downloads 26 (544,885)
Citation 1
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4.

Stock Liquidity Around Credit Risk Changes: Evidence from the Spanish Market

Number of pages: 33 Posted: 13 Feb 2017
Pilar Abad-Romero, M-Dolores Robles and Gare Cuervo
Universidad Rey Juan Carlos - Facultad de Ciencias Jurisdicas y Sociales, Universidad Complutense de Madrid (UCM) - Faculty of Economics and Business Administration and Independent
Downloads 25 (551,050)

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Credit rating agencies, Rating changes, Liquidity, Event study

5.

Bank Credit Risk Events and Peers’ Equity Value

Number of pages: 56 Posted: 14 Jul 2020
Ana-Maria Fuertes and M-Dolores Robles
Cass Business School, City University of London and Universidad Complutense de Madrid (UCM) - Faculty of Economics and Business Administration
Downloads 17 (602,730)

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Credit Risk Events; Credit Default Swaps; Equity Value; European Banking; Cross-Transmission; Wake-Up Call

6.

Risk and Returns Around Bond Rating Changes: New Evidence from the Spanish Stock Market

Journal of Business Finance and Accounting
Number of pages: 30 Posted: 20 Apr 2005 Last Revised: 10 Jan 2017
M-Dolores Robles and Pilar Abad-Romero
Universidad Complutense de Madrid (UCM) - Faculty of Economics and Business Administration and Universidad Rey Juan Carlos - Facultad de Ciencias Jurisdicas y Sociales
Downloads 16 (609,360)

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Credit Rating Agencies, rating changes, event study, stock returns, event study dummy approach, systematic risk, SUR

7.

Determinants of Trading Activity after Rating Actions in the Corporate Debt Market

International Review of Applied Financial Issues and Economics, Vol. 3, No. 2, 2011
Number of pages: 18 Posted: 11 Jan 2017
Pilar Abad-Romero, Antonio Diaz and M-Dolores Robles
Universidad Rey Juan Carlos - Facultad de Ciencias Jurisdicas y Sociales, University of Castilla-La Mancha and Universidad Complutense de Madrid (UCM) - Faculty of Economics and Business Administration
Downloads 11 (644,624)

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Rating Agencies, Rating Announcements, Trading Volume, Trading Frequency

8.

The Risk–Return Binomial after Rating Changes

Economic Notes, Vol. 44, Issue 2, pp. 249-274, 2015
Number of pages: 26 Posted: 30 Jun 2015
Pilar Abad-Romero and M-Dolores Robles
Universidad Rey Juan Carlos - Facultad de Ciencias Jurisdicas y Sociales and Universidad Complutense de Madrid (UCM) - Faculty of Economics and Business Administration
Downloads 0 (744,706)
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