Ana Escribano
Biographic Data
| ID | 9695639 |
|---|---|
| NAME | Ana Escribano |
| GIVEN NAMES | Ana |
| FAMILY NAME | Escribano |
| SIGNATURE | ESCRIBANO A |
| AFFILIATIONS | University of Castilla-La Mancha |
| ORCID | 0000-0003-1416-3401 |
| VERIFIED | Yes |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2022 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 0 |
The impact of the Covid-19 outbreak on the connectedness of the BRICS’s term structure
This study aims to examine the impact of the different waves of the COVID-19 pandemic on the connectedness of the BRICS (Brazil, Russia, India, China, and South Africa) term structure of interest rates and its components (level, slope and curvature). For that purpose, this research applies the time-varying parameter vector autoregression (TVP-VAR) approach in order to assess the direction of spillovers among countries and factors and measure thei…
Analysis of stock returns of main European service and tourism companies
This research explores the sensitivity of the returns of some selected European companies to changes in the explanatory factors proposed during the sample period between January 2000 and December 2019. We focus on listed companies in the tourism and services sector and estimate an extension of the Fama and French five-factor model (2015) by applying the quantile regression approach. Specifically, this study starts from the Fama and French risk fa…
No prominent works on this page.
Analysis of stock returns of main European service and tourism companies
This research explores the sensitivity of the returns of some selected European companies to changes in the explanatory factors proposed during the sample period between January 2000 and December 2019. We focus on listed companies in the tourism and services sector and estimate an extension of the Fama and French five-factor model (2015) by applying the quantile regression approach. Specifically, this study starts from the Fama and French risk fa…
The impact of the Covid-19 outbreak on the connectedness of the BRICS’s term structure
This study aims to examine the impact of the different waves of the COVID-19 pandemic on the connectedness of the BRICS (Brazil, Russia, India, China, and South Africa) term structure of interest rates and its components (level, slope and curvature). For that purpose, this research applies the time-varying parameter vector autoregression (TVP-VAR) approach in order to assess the direction of spillovers among countries and factors and measure thei…
Econometrics (2 works) · Economics (2 works) · Geography (2 works) · Market Dynamics and Volatility (2 works) · China (1 work) · COVID-19 Pandemic Impacts (1 work) · Curvature (1 work) · Demographic economics (1 work) · Energy, Environment, Economic Growth (1 work) · Explanatory power (1 work)