Publications (12) ANTONIO VAELLO SEBASTIA publications

2024

  1. International evidence of the forecasting ability of option-implied distributions

    Journal of Forecasting, Vol. 43, Núm. 5, pp. 1447-1464

  2. The global spillovers of unconventional monetary policies on tail risks

    Finance Research Letters, Vol. 59

  3. The international linkages of market risk perception

    Journal of Multinational Financial Management, Vol. 72

2012

  1. Does stock return predictability affect ESO fair value?

    European Journal of Operational Research, Vol. 223, Núm. 1, pp. 188-202

2011

  1. Pricing executive stock options under employment shocks

    Journal of Economic Dynamics and Control, Vol. 35, Núm. 1, pp. 97-114

2010

  1. A simulation-based algorithm for American executive stock option valuation

    Finance Research Letters, Vol. 7, Núm. 1, pp. 14-23

  2. Market valuation of employee stock options: the spanish case

    Revista de economía financiera, Núm. 21, pp. 5-22

2009

  1. American GARCH employee stock option valuation

    Journal of Banking and Finance, Vol. 33, Núm. 6, pp. 1129-1143

  2. Pricing executive stock options under employment shocks

    Working papers = Documentos de trabajo: Serie AD

2008

  1. 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