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A common risk factor in global credit and equity markets: An exploratory analysis of the subprime and the Sovereign-Debt crises
Corzo Santamaría, María Teresa; Lazcano Benito, Laura; Márquez Vigil, Javier; Gismera Tierno, Laura; Lumbreras Sancho, Sara (2020-06-01)This paper investigates the existence of a common risk factor across asset classes and geographical areas, focusing on the crises and post-crisis periods. This factor has important implications for diversification in ... -
How a humbler science becomes a better science
Lumbreras Sancho, Sara; Gismera Tierno, Laura; Oviedo, Lluis (2023-01-01)Giving humility a key role in scientific practice and communication would improve its objective social function—that is, the production of knowledge about our world and its application to the improvement of the human ... -
Sources of relief funding for poverty alleviation
Aracil Fernández, Elisa María; Gismera Tierno, Laura (Springer (Cham, Suiza), 2020-09-19) -
Systematic risk from a corporate structural model approach: from Merton 1974 to Merton 2013
Corzo Santamaría, María Teresa; Lazcano Benito, Laura; Márquez Vigil, Javier; Gismera Tierno, Laura; Lumbreras Sancho, SaraThis paper presents an estimation of the financial risk underlying a worldwide sample of countries and companies by means of Principal Component Analysis and analyzes the main features of this systematic risk factor to ...