Miguel Martin-Valmayor

Universidad Complutense de Madrid (UCM)

Carretera de Humera s/n

Madrid, Madrid 28223

Spain

SCHOLARLY PAPERS

3

DOWNLOADS

57

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Persistence in the Market Risk Premium: Evidence Across Countries

CESifo Working Paper No. 8211
Number of pages: 31 Posted: 15 Apr 2020
Guglielmo Maria Caporale, Luis A. Gil-Alana and Miguel Martin-Valmayor
affiliation not provided to SSRN, affiliation not provided to SSRN and Universidad Complutense de Madrid (UCM)
Downloads 28 (588,559)

Abstract:

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CAPM, risk premium, persistence, mean reversion, long memory

2.

Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market

CESifo Working Paper No. 8171
Number of pages: 27 Posted: 31 Mar 2020
Guglielmo Maria Caporale, Luis A. Gil-Alana and Miguel Martin-Valmayor
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics and Universidad Complutense de Madrid (UCM)
Downloads 17 (663,978)

Abstract:

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realized beta, CAPM, persistence, mean reversion, long memory

3.

Non-Linearities and Persistence in US Long-Run Interest Rates

CESifo Working Paper No. 8744
Number of pages: 11 Posted: 08 Dec 2020
Guglielmo Maria Caporale, Luis A. Gil-Alana and Miguel Martin-Valmayor
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics and Universidad Complutense de Madrid (UCM)
Downloads 12 (702,044)

Abstract:

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