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Jose Miguel Rodríguez Fernández

University of Valladolid

8 C/Plaza de Santa Cruz

Valladolid, 47002

Spain

  • University of Valladolid

SCHOLARLY PAPERS

2

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94

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Scholarly Papers (2)

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1.

Financial Misconduct: Effects on Euribor Yield Curve

Number of pages: 24 Posted: 23 Jan 2024
Araceli Rodríguez-López, Hermenegildo Fernández-Abascal, Jorge Julio Mate, Jose Miguel Rodríguez Fernández, José-Luis Rojo-García and José-Antonio Sanz-Gómez
University of Valladolid, University of Valladolid, University of Valladolid - Department of Foundations of Economic Analysis, University of Valladolid, University of Valladolid and University of Valladolid
Downloads 78 (816,709)

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Euribor Manipulation, VEC Models, Bank misconduct

2.

Quantifying Euribor Manipulation Across the Term Structure: A Vector Error Correction Approach

Number of pages: 30 Posted: 16 May 2026
Araceli Rodríguez-López, Hermenegildo Fernández-Abascal, Jorge Julio Mate, Jose Miguel Rodríguez Fernández, José-Luis Rojo-García and José-Antonio Sanz-Gómez
University of Valladolid, University of Valladolid, University of Valladolid - Department of Foundations of Economic Analysis, University of Valladolid, University of Valladolid and University of Valladolid
Downloads 16 (1,500,778)

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Euribor, Benchmark misconduct, Term structure distortions, harm quantification, VECM