Pilar Abad-Romero

Universidad Rey Juan Carlos - Facultad de Ciencias Jurisdicas y Sociales

Po. de Artilleros, s/n

Madrid, 28032

Spain

University of Barcelona - Riskcenter-IREA

Av. Diagonal, 690

Barcelona, 08034

Spain

SCHOLARLY PAPERS

10

DOWNLOADS

293

SSRN CITATIONS
Rank 26,606

SSRN RANKINGS

Top 26,606

in Total Papers Citations

2

CROSSREF CITATIONS

31

Scholarly Papers (10)

1.

Entrepreneurship by Women in the Rural Environment: Tourism as a Spur to Development

Esic Market Economics and Business Journal Vol. 45, Issue 3, September-December 2014, 553-578
Number of pages: 26 Posted: 05 Mar 2015
Universidad Rey Juan Carlos, Universidad Rey Juan Carlos - Facultad de Ciencias Jurisdicas y Sociales and Universidad Rey Juan Carlos
Downloads 99 (305,113)

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Women, entrepreneurship, rural tourism, rural development, profile of women entrepreneurs, logit model

2.

EMU and European Government Bond Market Integration

ECB Working Paper No. 1079
Number of pages: 33 Posted: 31 Aug 2009
Pilar Abad-Romero, Helena Chuliá and Marta Gómez-Puig
Universidad Rey Juan Carlos - Facultad de Ciencias Jurisdicas y Sociales, University of Barcelona - Faculty of Economic Science and Business Studies and Economic Theory Department. University of Barcelona
Downloads 82 (343,352)
Citation 1

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Monetary integration, sovereign securities markets, bond markets integration

3.

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 34 (511,501)

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

4.

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 (555,173)
Citation 1
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5.

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 (561,401)

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Credit rating agencies, Rating changes, Liquidity, Event study

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 (620,398)

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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 (656,195)

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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
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9.

Time‐Varying Integration in European Government Bond Markets

European Financial Management, Vol. 20, Issue 2, pp. 270-290, 2014
Number of pages: 21 Posted: 15 Mar 2014
Pilar Abad-Romero, Helena Chuliá and Marta Gómez-Puig
Universidad Rey Juan Carlos - Facultad de Ciencias Jurisdicas y Sociales, University of Barcelona - Faculty of Economic Science and Business Studies and Economic Theory Department. University of Barcelona
Downloads 0 (755,007)
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Monetary Union, sovereign securities markets, bond market integration

10.

Accurate of VAR Calculated Using Empirical Models of the Term Structure

International Journal of Theoretical and Applied Finance, Forthcoming
Posted: 20 May 2010
Pilar Abad-Romero
Universidad Rey Juan Carlos - Facultad de Ciencias Jurisdicas y Sociales

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Value at Risk (VaR), multi-factor models, term structure of interest rates, risk management