ANTONIO
VAELLO SEBASTIA
Researcher in the period 2005-2007
Publications (12) ANTONIO VAELLO SEBASTIA publications
2024
-
International evidence of the forecasting ability of option-implied distributions
Journal of Forecasting, Vol. 43, Núm. 5, pp. 1447-1464
-
The global spillovers of unconventional monetary policies on tail risks
Finance Research Letters, Vol. 59
-
The international linkages of market risk perception
Journal of Multinational Financial Management, Vol. 72
2023
-
The international integration of the term structure of expected market risk premia
Finance Research Letters, Vol. 58
2021
-
The impact of heterogeneous unconventional monetary policies on the expectations of market crashes
Documentos de trabajo - Banco de España
2012
-
Does stock return predictability affect ESO fair value?
European Journal of Operational Research, Vol. 223, Núm. 1, pp. 188-202
2011
-
Pricing executive stock options under employment shocks
Journal of Economic Dynamics and Control, Vol. 35, Núm. 1, pp. 97-114
2010
-
A simulation-based algorithm for American executive stock option valuation
Finance Research Letters, Vol. 7, Núm. 1, pp. 14-23
-
Market valuation of employee stock options: the spanish case
Revista de economía financiera, Núm. 21, pp. 5-22
2009
-
American GARCH employee stock option valuation
Journal of Banking and Finance, Vol. 33, Núm. 6, pp. 1129-1143
-
Pricing executive stock options under employment shocks
Working papers = Documentos de trabajo: Serie AD
2008
-
Transacciones con pagos basados en instrumentos de patrimonio (NRV 17ª)
Fundamentos teóricos y prácticos del nuevo plan general contable (Thomson Reuters Aranzadi), pp. 631-644