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Spain

Activities

Employment (3)

Universidad Rey Juan Carlos - Campus de Vicálvaro: Madrid, Madrid, ES

2008-10-01 to present | Associate Professor
Employment
Source: Self-asserted source
Pilar Abad

Universitat de Barcelona Departament d'Estadística: Barcelona, Catalunya, ES

2004-10-01 to 2008-09-30 | Associate Professor
Employment
Source: Self-asserted source
Pilar Abad

Universidade de Vigo - Campus Lagoas Marcosende: Vigo, Galicia, ES

2002-10-06 to 2004-09-30 | Associate Professor
Employment
Source: Self-asserted source
Pilar Abad

Works (32)

Stress testing programs and credit risk opacity of banks: USA vs Europe

Journal of International Financial Markets, Institutions and Money
2023-12 | Journal article
Contributors: Pilar Abad; M.-Dolores Robles; Carlos Alonso Orts
Source: check_circle
Crossref

Do the business and finance Spanish journals cover high-impact topics? A co-keyword analysis

Anales del Instituto de Actuarios Españoles
2022-12-15 | Journal article
Contributors: Pilar Abad; Pilar Abad; Jorge Cruz; M.-Dolores Robles
Source: check_circle
Crossref

Crossing boundaries beyond the investment grade: Induced trading by rating-contingent investment constraints

Journal of Corporate Finance
2021 | Journal article
EID:

2-s2.0-85101409476

Part of ISSN: 09291199
Contributors: Abad, P.; Díaz, A.; Escribano, A.; Robles, M.-D.
Source: Self-asserted source
Pilar Abad via Scopus - Elsevier

A university training programme for acquiring entrepreneurial and transversal employability skills, a students' assessment

Sustainability (Switzerland)
2020 | Journal article
EID:

2-s2.0-85081242970

Part of ISSN: 20711050
Contributors: Laguna-Sánchez, P.; Abad, P.; de la Fuente-Cabrero, C.; Calero, R.
Source: Self-asserted source
Pilar Abad via Scopus - Elsevier

Information opacity and corporate bond returns: The dynamics of split ratings

Journal of International Financial Markets, Institutions and Money
2020-09 | Journal article
Contributors: Pilar Abad; Rodrigo Ferreras; M.-Dolores Robles
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Does the Single Supervisory Mechanism Reduce Overall Risk in the European Stock Market?

Global Policy
2020-01 | Journal article
Contributors: Pilar Abad; Myriam García‐Olalla; M. Dolores Robles
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Intra-industry transfer effects of credit risk news: Rated versus unrated rivals

The British Accounting Review
2020-01 | Journal article
Contributors: P. Abad; R. Ferreras; M.D. Robles
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Dual-evaluation with formative peer-assessment by rubrics: A teaching experience in Business and Economics studies

2019-06-26 | Conference paper
Contributors: M-Dolores Robles; Pilar Abad
Source: check_circle
Crossref

Determinants of successful revenue management

Tourism Review
2019-06-12 | Journal article
Part of ISSN: 1660-5373
Source: Self-asserted source
Pilar Abad
grade
Preferred source (of 2)‎

Informational role of rating revisions after reputational events and regulation reforms

International Review of Financial Analysis
2019-03 | Journal article
Contributors: Pilar Abad; Rodrigo Ferreras; M-Dolores Robles
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Institutional versus retail investors’ Behavior around credit rating news

Contributions to Management Science
2018 | Book chapter
EID:

2-s2.0-85064927669

Part of ISSN: 2197716X 14311941
Contributors: Abad, P.; Díaz, A.; Escribano, A.; Robles, M.D.
Source: Self-asserted source
Pilar Abad via Scopus - Elsevier

The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions

Journal of International Money and Finance
2018 | Journal article
EID:

2-s2.0-85044609984

Contributors: Abad, P.; Alsakka, R.; ap Gwilym, O.
Source: Self-asserted source
Pilar Abad via Scopus - Elsevier

European government bond market contagion in turbulent times

Finance a Uver - Czech Journal of Economics and Finance
2016 | Journal article
EID:

2-s2.0-84971529419

Contributors: Abad, P.; Chuliá, H.
Source: Self-asserted source
Pilar Abad via Scopus - Elsevier

Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis

Journal of Risk
2016 | Journal article
EID:

2-s2.0-84976334757

Contributors: Abad, P.; Muela, S.B.; López-Martín, C.; Granero, M.A.S.
Source: Self-asserted source
Pilar Abad via Scopus - Elsevier

Do changes in debt rating have effects on the risk of the issuers?,¿reflejan los cambios de rating de la deuda variaciones en el riesgo de los emisores?

Revista Europea de Direccion y Economia de la Empresa
2015 | Journal article
EID:

2-s2.0-84930715774

Contributors: Abad, P.; Robles, M.D.
Source: Self-asserted source
Pilar Abad via Scopus - Elsevier

The Risk-Return Binomial After Rating Changes

Economic Notes
2015 | Journal article
EID:

2-s2.0-84933179540

Contributors: Abad, P.; Robles, M.D.
Source: Self-asserted source
Pilar Abad via Scopus - Elsevier

The role of the loss function in value-at-risk comparisons

Journal of Risk Model Validation
2015 | Journal article
EID:

2-s2.0-84976898138

Part of ISSN: 17539587 17539579
Contributors: Abad, P.; Muela, S.B.; Martín, C.L.
Source: Self-asserted source
Pilar Abad via Scopus - Elsevier

The role of the loss function in value-at-risk comparisons

Journal of Risk Model Validation
2015 | Journal article
WOSUID:

WOS:000353652300002

Contributors: Abad, Pilar; Benito Muela, Sonia; Lopez Martin, Carmen
Source: Self-asserted source
Pilar Abad via ResearcherID

A comprehensive review of Value at Risk methodologies

Spanish Review of Financial Economics
2014 | Journal article
EID:

2-s2.0-84903458712

Contributors: Abad, P.; Benito, S.; López, C.
Source: Self-asserted source
Pilar Abad via Scopus - Elsevier

Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market

International Review of Economics and Finance
2014 | Journal article
EID:

2-s2.0-84901927407

Contributors: Abad, P.; Robles, M.D.
Source: Self-asserted source
Pilar Abad via Scopus - Elsevier

The effects of macroeconomic news announcements during the global financial crisis

Contemporary Studies in Economic and Financial Analysis
2014 | Book
EID:

2-s2.0-84911388822

Contributors: Abad, P.; Chulia, H.
Source: Self-asserted source
Pilar Abad via Scopus - Elsevier

Time-varying integration in European government bond markets

European Financial Management
2014 | Journal article
EID:

2-s2.0-84897818587

Contributors: Abad, P.; Chuliá, H.; Gómez-Puig, M.
Source: Self-asserted source
Pilar Abad via Scopus - Elsevier

A detailed comparison of value at risk estimates

Mathematics and Computers in Simulation
2013 | Journal article
EID:

2-s2.0-84888381889

Contributors: Abad, P.; Benito, S.
Source: Self-asserted source
Pilar Abad via Scopus - Elsevier

Credit rating announcements, trading activity and yield spreads: The Spanish evidence

International Journal of Monetary Economics and Finance
2012 | Journal article
EID:

2-s2.0-84859762529

Contributors: Abad, P.; Díaz, A.; Robles-Fernández, M.D.
Source: Self-asserted source
Pilar Abad via Scopus - Elsevier

EMU and European government bond market integration

Journal of Banking and Finance
2010 | Journal article
EID:

2-s2.0-77954143976

Contributors: Abad, P.; Chuliá, H.; Gómez-Puig, M.
Source: Self-asserted source
Pilar Abad via Scopus - Elsevier

Variance reduction technique for calculating value at risk in fixed income portfolios

SORT
2010 | Journal article
EID:

2-s2.0-77953854596

Contributors: Abad, P.; Benito, S.
Source: Self-asserted source
Pilar Abad via Scopus - Elsevier

Accurate of var calculated using empirical models of the term structure

International Journal of Theoretical and Applied Finance
2009 | Journal article
EID:

2-s2.0-70450189532

Contributors: Abad, P.; Benito, S.
Source: Self-asserted source
Pilar Abad via Scopus - Elsevier

Rationing through waiting lists: Measuring improvement and possible implications,Racionamiento vía listas de espera: Medidas de mejora y posibles implicaciones

Cadernos de Saude Publica
2008 | Journal article
EID:

2-s2.0-41549152207

Contributors: Rodríguez, E.; Álvarez, B.; Abad, P.
Source: Self-asserted source
Pilar Abad via Scopus - Elsevier

Bond rating changes and stock returns: Evidence from the Spanish stock market

Spanish Economic Review
2007 | Journal article
EID:

2-s2.0-34249045727

Contributors: Abad-Romero, P.; Robles-Fernández, M.D.
Source: Self-asserted source
Pilar Abad via Scopus - Elsevier

Risk and return around bond rating changes: New evidence from the Spanish stock market

Journal of Business Finance and Accounting
2006 | Journal article
EID:

2-s2.0-33747194106

Contributors: Abad-Romero, P.; Robles-Fernandez, M.D.
Source: Self-asserted source
Pilar Abad via Scopus - Elsevier

An error correction factor model of term structure slopes in international swap markets

Journal of International Financial Markets, Institutions and Money
2005 | Journal article
EID:

2-s2.0-20344400597

Contributors: Abad, P.; Novales, A.
Source: Self-asserted source
Pilar Abad via Scopus - Elsevier

Volatility transmission across the term structure of swap markets: International evidence

Applied Financial Economics
2004 | Journal article
EID:

2-s2.0-7244227859

Contributors: Abad, P.; Novales, A.
Source: Self-asserted source
Pilar Abad via Scopus - Elsevier