Publications by the researcher in collaboration with Esther Basilia del Brío González (20)


  1. Insider Trading and Corporate Governance in the Banking Sector. New Lessons on the Entrenchment Effect

    CSR, Sustainability, Ethics and Governance (Springer Nature), pp. 219-233

  2. Insider Trading of Corporate Governance in the Banking Sector: new Lessons on the Entrenchment Effect

    Corporate Governance in Banking and Investor Protection: from Theory to Practice (Springer Suiza), pp. 219-233


  1. Insider trading, earnings and stock based compensation: A view to speculation

    Advances in Intelligent Systems and Computing

  2. Semi-nonparametric VaR forecasts for hedge funds during the recent crisis

    Physica A: Statistical Mechanics and its Applications, Vol. 401, pp. 330-343

  3. VaR performance during the subprime and sovereign debt crises: An application to emerging markets

    Emerging Markets Review, Vol. 20, pp. 23-41


  1. Estimating semi-nonparametric densities by the method of moments

    Studies in Fuzziness and Soft Computing

  2. Gram-Charlier densities: Maximum likelihood versus the method of moments

    Insurance: Mathematics and Economics, Vol. 51, Núm. 3, pp. 531-537


  1. Multivariate semi-nonparametric distributions with dynamic conditional correlations

    International Journal of Forecasting, Vol. 27, Núm. 2, pp. 347-364


  1. The snp-dcc model: a new methodology for risk management and forecasting

    Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]


  1. Gram-charlier densities: A multivariate approach

    Quantitative Finance, Vol. 9, Núm. 7, pp. 855-868


  1. Forecasting market crashes: Does density specification matter?

    Applied econometrics and international development, Vol. 8, Núm. 1, pp. 53-58

  2. Multivariate gram-charlier densities

    Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]


  1. Corporate governance mechanisms and their impact on firm value

    Corporate Ownership and Control, Vol. 4, Núm. 1 A, pp. 25-36


  1. Measuring the impact of corporate investment announcements on share prices: The Spanish experience

    Journal of Business Finance and Accounting, Vol. 30, Núm. 5-6, pp. 715-747


  1. An investigation of insider trading profits in the Spanish stock market

    Quarterly Review of Economics and Finance, Vol. 42, Núm. 1, pp. 73-94


  1. Análisis de la distribución subyacente del Índice General de la Bolsa de Madrid

    Revista europea de dirección y economía de la empresa, Vol. 9, Núm. 4, pp. 123-138