Rosa Rodríguez

Universidad Carlos III de Madrid - Department of Business Administration

Calle Madrid 126

Getafe, Madrid, Madrid 28903

Spain

http://www.business.uc3m.es/en/faculty/profesor/perfil/42

SCHOLARLY PAPERS

10

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1,670

CITATIONS

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Scholarly Papers (10)

1.

Time Horizon Trading and the Idiosyncratic Risk Puzzle

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 37 Posted: 22 Jul 2011 Last Revised: 13 Apr 2013
Juliana Malagon, David Moreno and Rosa Rodríguez
Universidad de los Andes, Colombia - School of Business Administration, Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 258 (88,075)

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idiosyncratic risk, wavelets, time-scaling risk

2.

Management Sub-Advising in the Mutual Fund Industry

Number of pages: 62 Posted: 31 Aug 2012 Last Revised: 27 Dec 2017
David Moreno, Rosa Rodríguez and Rafael Zambrana
Universidad Carlos III de Madrid - Department of Business Administration, Universidad Carlos III de Madrid - Department of Business Administration and Nova School of Business and Economics
Downloads 232 (60,213)

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Outsourcing, Sub-advisor, Mutual Funds, Management Company, Incentive Contracts, Fund Performance, Market Share, Agency Issue.

3.

Correlation between Individual Stock and Corporate Bond Returns

Number of pages: 53 Posted: 29 Jan 2014
Belen Nieto and Rosa Rodríguez
University of Alicante and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 145 (91,806)

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individual corporate bonds, stock–bond return correlation, idiosyncratic risk, economic cycles

On the Economic Link between Asset Prices and Real Activity

Number of pages: 33 Posted: 31 Jul 2010
Juan Ignacio Peña and Rosa Rodríguez
Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 103 (234,621)

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Stock market, Interest rates, Economic growth

On the Economic Link Between Asset Prices and Real Activity

Journal of Business Finance & Accounting, Vol. 34, Nos. 5-6, pp. 889-916, June/July 2007
Number of pages: 28 Posted: 11 Jul 2007
Juan Ignacio Peña and Rosa Rodríguez
Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 13 (529,800)
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5.

The Relevance of Portfolio Management Core Competencies in Outsourcing Decisions

Number of pages: 50 Posted: 29 Sep 2013 Last Revised: 15 Oct 2014
David Moreno, Rosa Rodríguez and Rafael Zambrana
Universidad Carlos III de Madrid - Department of Business Administration, Universidad Carlos III de Madrid - Department of Business Administration and Nova School of Business and Economics
Downloads 92 (181,853)

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Outsourcing, Subadvisor, Mutual Funds, Efficiency, Management Company, Fund Family, Core Competency, Portfolio Management

6.

Why is Timing Perverse?

Number of pages: 30 Posted: 16 Jan 2011
Universitat Jaume I, Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 79 (270,332)

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Mutual Funds, Asymmetric Correlations, Market Timing

7.

Diversificating the Undiversified Mutual Fund World

Number of pages: 32 Posted: 24 Feb 2012 Last Revised: 21 Feb 2016
David Moreno and Rosa Rodríguez
Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 70 (266,344)

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Mutual Funds, Diversification, Downside Risk

8.

Modelling Electricity Swaps with Stochastic Forward Premium Models

The Energy Journal, Forthcoming
Number of pages: 76 Posted: 20 Dec 2016 Last Revised: 15 May 2017
Iván Blanco, Juan Ignacio Peña and Rosa Rodríguez
CUNEF, Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 0 (201,316)

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Electricity swaps, Stochastic forward premium, Multivariate Normal Inverse Gaussian distribution, Lévy processes

9.

Idiosyncratic Volatility, Conditional Liquidity and Stock Returns

Number of pages: 32 Posted: 19 Jan 2016
Juliana Malagon, David Moreno and Rosa Rodríguez
Universidad de los Andes, Colombia - School of Business Administration, Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 0 (238,101)

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Idiosyncratic risk, idiosyncratic volatility anomaly, regime switching model, flight to liquidity

10.

Corporate Stock and Bond Return Correlations and Dynamic Adjustments of Capital Structure

Journal of Business Finance & Accounting, Vol. 42, Issue 5-6, pp. 705-746, 2015
Number of pages: 42 Posted: 17 Jul 2015
Belen Nieto and Rosa Rodríguez
University of Alicante and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 0 (591,754)
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individual stock‐bond correlation, leverage, idiosyncratic risk, economic cycles, speed of adjustment, target capital structure