The relationship between risk and expected return in Europe A León, JM Nave, G Rubio Journal of Banking & Finance 31 (2), 495-512, 2007 | 121 | 2007 |
A genetic algorithm estimation of the term structure of interest rates R Gimeno, JM Nave Computational Statistics & Data Analysis 53 (6), 2236-2250, 2009 | 104* | 2009 |
Fundamentos de matemáticas financieras E Navarro, JM Nave Antoni Bosch editor, 2022 | 60 | 2022 |
Macroeconomic determinants of stock market betas M González, J Nave, G Rubio Journal of Empirical Finance 45, 26-44, 2018 | 56 | 2018 |
Modeling the euro overnight rate F Benito, A Leon, J Nave Journal of Empirical Finance 14 (5), 756-782, 2007 | 51 | 2007 |
Análisis factorial de la estructura temporal de los tipos de interés en España DC Bayarri, RF Lapeña, EN Arribas, JMN Pineda Revista española de financiación y contabilidad, 139-160, 1996 | 45* | 1996 |
The implied equity duration when discounting and forecasting parameters are industry specific O Fullana, JM Nave, D Toscano Accounting & Finance 58, 179-209, 2018 | 42 | 2018 |
A two-factor duration model for interest rate risk management E Navarro, JM Nave Investigaciones económicas 21 (1), 55-74, 1997 | 33* | 1997 |
Risk aversion and monetary policy in a global context JM Nave, J Ruiz Journal of Financial Stability 20, 14-35, 2015 | 30 | 2015 |
The cross section of expected returns with MIDAS betas M González, J Nave, G Rubio Journal of Financial and Quantitative Analysis 47 (1), 115-135, 2012 | 26 | 2012 |
The Cross Section of Expected Returns with MIDAS Betas M González, J Nave, G Rubio Journal of Financial and Quantitative Analysis 1 (1), 1-41, 2012 | 26 | 2012 |
The structure of spot rates and immunization: Some further results E Navarro, JM Nave Spanish economic review 3, 273-294, 2001 | 23 | 2001 |
Term structure estimation, liquidity-induced heteroskedasticity and the price of liquidity risk E Berenguer, R Gimeno, JM Nave Banco de Espana Working Paper, 2014 | 20 | 2014 |
Impact of IFRS: evidence from Spanish listed companies M González, J M. Nave, D Toscano International Journal of Accounting and Information Management 22 (2), 157-172, 2014 | 19* | 2014 |
Análisis de los factores de riesgo en el mercado español de deuda pública JMN Pineda, EN Arribas Cuadernos aragoneses de economía 5 (2), 331-341, 1995 | 14* | 1995 |
La hipótesis de las expectativas en el largo plazo: evidencia en el mercado español de deuda pública MM Perelló, JMN Pineda investigaciones económicas 27 (3), 533-564, 2003 | 13 | 2003 |
Effects of uncertainty and risk aversion on the exposure of investment-style factor returns to real activity M González-Sánchez, J Nave, G Rubio Research in International Business and Finance 53, 101236, 2020 | 10 | 2020 |
Estimación de primas temporales a partir de la curva de bonos cupón-cero MM Perelló, EN Arribas, JMN Pineda Spanish Journal of Finance and Accounting/Revista Española de Financiación y …, 2001 | 10 | 2001 |
Dynamic Immunization and Transaction Costs with Different Term Structure Models E Navarro, JM Nave Journal of Actuarial Practice Vol 5 (2), 1997 | 10* | 1997 |
Financial knowledge and financial behaviour: The moderating role of home ownership JM Nave, L Oliva, D Toscano Finance Research Letters 57, 104208, 2023 | 8 | 2023 |