Belen Nieto

University of Alicante

Campus de San Vicente

Carretera San Vicente del Raspeig

San Vicente del Raspeig, Alicante 03690

Spain

SCHOLARLY PAPERS

6

DOWNLOADS

612

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (6)

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 348 (93,367)
Citation 1

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

2.

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 110 (268,693)

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Performance Measure, Ranking, Stochastic Dominance, Skewness

3.

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 University of the Basque Country - Department of Foundations of Economic Analysis I
Downloads 78 (334,803)

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

4.

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 63 (376,085)

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

5.

Market-Wide Illiquidity and the Volatility of a Model-Free Stochastic Discount Factor

Number of pages: 59 Posted: 09 Jun 2020
Universidad de Alicante, University of Alicante, Universidad de las Islas Baleares and Universidad CEU Cardenal Herrera
Downloads 13 (608,635)

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stochastic discount factor, market-wide illiquidity, illiquidity risk, illiquidity spillovers, asset pricing

6.

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 (720,938)
Citation 1
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Abstract:

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