Juan Miguel Nave

University of Castilla-La Mancha

Plaza Universidad, 1

02071 Albacete, Ciudad Real 13071

Spain

Universidad CEU Cardenal Herrera

Comissari, 1

Elche, Alicante

Spain

SCHOLARLY PAPERS

3

DOWNLOADS

707

SSRN CITATIONS
Rank 21,745

SSRN RANKINGS

Top 21,745

in Total Papers Citations

0

CROSSREF CITATIONS

43

Scholarly Papers (3)

1.

Genetic Algorithm Estimation of Interest Rate Term Structure

Banco de Espana Research Paper No. WP-0634
Number of pages: 35 Posted: 13 Dec 2006
Ricardo Gimeno and Juan Miguel Nave
Banco de España and University of Castilla-La Mancha
Downloads 626 (47,688)
Citation 45

Abstract:

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forward and spot interest rates, Nelson and Siegel model, non-linear optimization, numerical methods, Svensson model, yield curve estimation

2.

A Measure of Liquidity Risk in a Sovereign Debt Market

Number of pages: 20 Posted: 16 Sep 2011
Emma Berenguer, Ricardo Gimeno and Juan Miguel Nave
Universidad Pablo de Olavide, Banco de España and University of Castilla-La Mancha
Downloads 81 (340,224)

Abstract:

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liquidity risk, liquidity premium, yield curve, Spanish Sovereign Bonds

3.

Macroeconomic Determinants of Stock Market Betas

Posted: 07 Sep 2016
Mariano Gonzalez, Juan Miguel Nave and Gonzalo Rubio
Universidad San Pablo CEU, University of Castilla-La Mancha and Universidad CEU Cardenal Herrera

Abstract:

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Stock market betas; Mix-data sampling (MIDAS); Low-frequency component; High-frequency component; Macroeconomic indicators