Buscar
Cobertura con contratos de futuro sobre el IBEX 35
(Universitat Jaume I, 2014-11-24)
Durante las últimas décadas la cobertura con futuros ha sido tema de mucha
investigación, y como consecuencia de ello, en la literatura existen muchos métodos
para lograr un ratio óptimo de cobertura. El problema se ...
Bitcoin: La nueva moneda virtual que está revolucionando el mundo de las divisas digitales
(Universitat Jaume I, 2014)
Bitcoin es una moneda que en los últimos años ha tomado mucha importancia, aunque aún se considera una moneda digital en desarrollo. Por dicha importancia, mi objetivo en el presente trabajo ha sido explicar qué es el ...
Profitability of spanish savings banks according to size, efficiency and risk
(Universitat Jaume I, 2015)
In Spain between 2007 and 2010 there has been a restructuring in the sector of savings
banks, which has led to the virtual disappearance of dominant positions by mergers and
subsequent changes in ownership structure ...
Which cryptocurrency data sources should scholars use?
(Elsevier, 2022-02-16)
Inspired by Alexander and Dakos (2020), we shed more light on the adequacy of data in the cryptocurrency literature by analysing the scaling properties and underlying processes of the main cryptocurrency databases ...
Liberalization and Risk-Taking: Evidence from Government-Controlled Banks
(Oxford University Press, 2014-07)
We study the effects of the interplay between deregulation and governance on risk-taking in the financial industry. We consider the removal of regulatory geographic constraints for savings banks in Spain, the cajas, which ...
The non-linear trade-off between return and risk and its determinants
(Elsevier, 2022-04-08)
We estimate a discrete approximation of the risk-return trade-off for the US market by using the whole universe of stocks from July 1963 to September 2017. We find the relationship between return and total risk to be ...
Anatomy of a Stablecoin’s failure: The Terra-Luna case
(Elsevier, 2023)
We quantitatively describe the main events that led to the Terra project’s failure in May
2022. We first review, in a systematic way, news from heterogeneous social media sources;
we discuss the fragility of the Terra ...
Blockchain, sport and fan tokens
(Emerald, 2023-04-28)
Purpose
This paper provides a thorough examination of Socios.com, a blockchain platform that integrates token sales with the fan experience in the sports industry. The study focuses on three key aspects: the performance, ...
A note on institutional hierarchy and volatility in financial markets
(Taylor & Francis, 2012)
From a statistical point of view, the prevalence of non-Gaussian distributions in financial returns and their volatilities shows that the Central Limit Theorem (CLT) often does not apply in financial markets. In this ...
FTX’s downfall and Binance’s consolidation: The fragility of centralised digital finance
(Elsevier ScienceDirect, 2023-07-16)
This paper investigates the causes and the consequences of the FTX digital currency exchange’s failure in November 2022. Analysing on-chain data, we report that FTX heavily relied on leveraging and misusing its native ...