Belen Nieto

University of Alicante

Campus de San Vicente

Carretera San Vicente del Raspeig

San Vicente del Raspeig, Alicante 03690

Spain

SCHOLARLY PAPERS

5

DOWNLOADS

500

CITATIONS

0

Scholarly Papers (5)

1.

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 (91,064)

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

2.

Measuring Time-Varying Economic Fears with Consumption-Based Stochastic Discount Factors

Number of pages: 38 Posted: 26 Jul 2007
Belen Nieto and Gonzalo Rubio
University of Alicante and Universidad del País Vasco (UPV/EHU) - Department of Foundations of Economic Analysis I
Downloads 72 (289,194)

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Stochastic discount factor, economic fears, distance between probability measures, volatility of stochastic discount factor, consumption

3.

Liquidity and Corporate Debt Market Timing

Number of pages: 39 Posted: 28 May 2014 Last Revised: 08 Oct 2014
Marina Balboa and Belen Nieto
University of Alicante - Department of Financial Economics and University of Alicante
Downloads 29 (358,071)

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corporate bonds issuances, liquidity, market timing, multi-way cluster, panel data, rating

4.

Screening Rules and Portfolio Performance

Number of pages: 42 Posted: 06 Mar 2018 Last Revised: 03 Jun 2018
Angel Leon, Lluis Navarro and Belen Nieto
Universidad de Alicante, CaixaBank and University of Alicante
Downloads 0 (287,014)

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Performance Measure, Ranking, Stochastic Dominance, Skewness

5.

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 (602,016)
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Abstract:

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individual stock‐bond correlation, leverage, idiosyncratic risk, economic cycles, speed of adjustment, target capital structure