2018

Alcañiz, M. and Solé-Auró, A., (2018) “Ageing and health-related quality of life: evidence from Catalonia (Spain)“,    UB Riskcenter Working Papers Series 2018-01.

Claveria, O., Monte, E. and Torra, S. (2018). ““Tracking economic growth by evolving expectations via genetic programming: A two-step approach”,” AQR Working Papers 2018/01, University of Barcelona, Regional Quantitative Analysis Group.

Claveria, O., Monte, E. and Torra, (2018). ““A regional perspective on the accuracy of machine learning forecasts of tourism demand based on data characteristics”,” AQR Working Papers 2018/02, University of Barcelona, Research Institute of Applied Economics.

Claveria, O., Monte, E. and Torra, S. (2018). ““A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”,” AQR Working Papers 2018/03, University of Barcelona, Regional Quantitative Analysis Group

Gómez-Puig, M., Singh, M. and Sosvilla-Rivero, S. (2018) The robustness of the sovereign-bank interconnection: Evidence from contingent claims analysis”, Document de Treball 2018/04, Institut de Recerca en Economia Aplicada Regional i Pública, Universitat de Barcelona.

Gómez-Puig, M., Singh, M. and Sosvilla-Rivero, S. (2018) Incorporating creditors’ seniority into contingent claim models: Applicarion to peripheral euro area countries, Document de Treball 2018/03, Institut de Recerca en Economia Aplicada Regional i Pública, Universitat de Barcelona

Guillen, M., Nielsen, J. P., Ayuso, M. and Pérez Marín, A. M. (2018) “Exposure to risk increases the excess of zero accident claims frequency in automobile insuranceUB Economics–Working Papers, 2018, IR18/10

Guillen, M. and Pérez Marín, A. M. (2018) “The transition towards semi-autonomoues vehicle insurance: the contribution ofusage-based dataUB Economics–Working Papers, 2018, IR18/11.

Alemany, R., Ayuso, M. and Guillen, M. (2018) “Impacto de los accidentes domésticos y de ocio en las tasas de discapacidad y costes de cuidados de larga duración en EspañaUB Riskcenter Working Papers Series 2018-02.

Alemany, R., Ayuso, M. and Guillen, M. (2018) “Impact of home and leisure accident rates on disability and costs of long term care in Spain UB Riskcenter Working Papers Series 2018-03.

 

2017

Ayuso, M., Guillen, M. and Nielsen, J.P. (2017) “Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data“, UB Riskcenter Working Papers Series 2017-01.

Bolancé, C. and Vernic, R. (2017) “Multivariate count data generalized linear models: Three approaches based on the Sarmanov distribution”, Institut de Recerca en Economia Aplicada (IREA) Working Papers. Universitat de Barcelona. 2017/18 DOI: http://dx.doi.org/10.2139/ssrn.3069467

Gómez-Puig, M. and Sosvilla-Rivero, S. (2017) “Heterogeneity in the debt-growth nexus: Evidence from EMU countriesInstitut de Recerca en Economia Aplicada (IREA) Working Papers. Universitat de Barcelona. 2016/17.

 

2016

Abío, G., Alcañiz, M, Gómez-Puig, M., Rubert, G., Serrano, M., Stoyanova, A. and Vilalta-Bufí, M. (2016) “Retaking a course in Economics: Innovative methodologies to simulate academic performance in large groups”, IREA Working Paper 201609.

Ayuso, M., Bravo, J. M. and Holzmann, R. (2016) “Addressing Longevity Heterogeneity in Pension Scheme Design and Reform”. IZA Discussion Paper 10378, November 2016 (in Spanish: Instituto BBVA de Pensiones, in press).

Ayuso, M., Bravo, J. M. and Holzmann, R. (2016) “On the Heterogeneity in Longevity among Socioeconomic Groups: Scope, Trends, and Implications for Earning-Related Pension Schemes”. IZA Discussion Paper 10060 (in Spanish: Instituto BBVA de Pensiones, Working Paper nº16/2016, March. Madrid: BBVA).

Gómez-Puig, M. and Sosvilla-Rivero, S. (2016) “Debt-growth linkages in EMU across countries and time horizons” Institut de Recerca en Economia Aplicada (IREA) Working Papers. Universitat de Barcelona. 2016/10.

Triadó, X. M.; Aparicio-Chueca, P.; Romeo-Delgado, M.; Solé-Moro, M.; Pérez-Marín, A.; López-Jurado, P.; Elasri-Ejjaberi, A.; Viñas-Fort, J. (2015) “Normativa de elaboración del Trabajo Final de Master: guía del estudiante” Dipòsit Digital de la UB. Col•lecció Omado.

 

2015

Alaminos, E. and Ayuso, M. (2015) “Desarrollo metodológico del modelo actuarial de múltiples estados casado–viudo y cálculo actuarial del coste por pensiones de jubilación y viudedad”, UB Riskcenter Working Papers Series 2015-04.

Ayuso, M., Bravo, J.M. and Holzmann, R. (2015) “Population Projections Revisited: Moving beyond convenient assumptions on fertility, mortality and migration” [In Spanish], [In English], Documentos de trabajo Instituto BBVA de Pensiones, 10, 1-32.

Ayuso, M., Bravo, J. and Holzmann, R (2015) “Indicadores demográficos alternativos en el cálculo de las proyecciones de población para España y Portugal”, Documentos de trabajo Instituto BBVA de Pensiones, 11, 1-22.

Belles-Sampera, J., Guillén, M. and Santolino, M. (2015) “What attitudes to risk underlie distortion risk measure choices?”, UB Riskcenter Working Paper Series 2015-05.

Bolancé, C., Bahraoui,Z. and Alemany, R. (2015) “Estimating extreme value cumulative distribution functions using bias-corrected kernel approaches”, Documents de treball de la Xarxa de Referència en Economia Aplicada, XREAP2015-01.

Bolancé, C., Guillén, M. and Padilla, A. (2015) “Estimación del riesgo mediante el ajuste de cópulas”, UB Riskcenter Working Papers Series 2015-01.

Chuliá, H., Guillén, M. and Uribe, J.M. (2015) “Mortality and longevity risks in the United Kingdom: Dynamic factor models and copula-functions”, UB Riskcenter Working Papers Series 2015-03.

Donnelly, C., Guerrard, R., Guillén, M. and Nielsen, J.P. (2015) “Less is more: increasing retirement gains by using an upside terminal wealth constraint”, UB Riskcenter Working Papers Series 2015-02.

Donnelly, C., Guillén, M., Nielsen, J.P. and Pérez-Marín, A.M. (2015) “On the practical implementation of retirement gains by using an upside and a downside terminal wealth constraint”, UB Riskcenter Working Papers Series 2015-07.

Fernández-Rodríguez, F., Gómez-Puig, M. and Sosvilla-Rivero, S. (2015). “Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”. Institut de Recerca en Economia Aplicada (IREA) Working Papers. Universitat de Barcelona. 2015/08.

Fernández-Rodríguez, F., Gómez-Puig, M. and Sosvilla-Rivero, S. (2015). “Volatility spillovers in EMU sovereign bond markets” Institut de Recerca en Economia Aplicada (IREA) Working Papers. Universitat de Barcelona. 2015/10.

Gómez-Puig, M. and Sosvilla-Rivero, S.(2015) “On the bi-directional causal relationship between public debt and economic growth in EMU countries”. Institut de Recerca en Economia Aplicada (IREA) Working Papers. Universitat de Barcelona. 2015/12.

Gómez-Puig, M. and Sosvilla-Rivero, S.(2015) “Short-run and long-run effects of public debt on economic performance: Evidence from EMU countries”. Institut de Recerca en Economia Aplicada (IREA) Working Papers. Universitat de Barcelona. 2015/22.

Solé-Auró, A., and Alcañiz, M. (2015) “Is the educational health gap increasing for women? Results from Catalonia (Spain)”, UB Riskcenter Working Papers Series 2015-06.

Singh, M.K., Gómez-Puig, M. and Sosvilla-Rivero, S. (2015) “Bank risk behavior and connectedness in EMU countries” Institut de Recerca en Economia Aplicada (IREA) Working Papers. Universitat de Barcelona. 2015/17.

Singh, M.K., Gómez-Puig, M. and Sosvilla-Rivero, S. (2015) “Sovereigns and banks in the euro area: a tale of two crises” Institut de Recerca en Economia Aplicada (IREA) Working Papers. Universitat de Barcelona. 2015/04.

2014

Abad, P. and Chuliá, H. (2014) “European government bond market integration in turbulent times”, UB Riskcenter Working Papers Series 2014-08.

Alemany, R., Bolancé, C. and Guillén, M. (2014) “Accounting for severity of risk when pricing insurance products”, UB Riskcenter Working Papers Series 2014-05.

Ayuso, M. and Holzmann, R. (2014) “Natalidad, pirámide poblacional y movimientos migratorios en España: su efecto en el sistema de pensiones”, Documentos de trabajo Instituto BBVA de Pensiones, 8, 1-18.

Ayuso, M. and Holzmann, R. (2014) “Demographic drivers, population structures and pensions systems” [In Spanish], [In English] Documentos de trabajo Instituto BBVA de Pensiones, 5, 1-12.

Ayuso, M. and Holzmann, R. (2014) “Longevidad: un breve análisis global y actuarial”, Documentos de trabajo Instituto BBVA de Pensiones, 1, 1-14.

Belles-Sampera, J., Guillén, M. and Santolino, M. (2014) “The use of flexible quantile-based measures in risk assessment”, UB Riskcenter Working Papers Series 2014-09.

Bolancé, C., Guillén, M. and Pitt, D. (2014) “Non-parametric models for univariate claim severity distributions – an approach using R”, UB Riskcenter Working Papers Series 2014-01.

Claveria, O., Monte, E. and Torra, S. (2014) “A multivariate neural network approach to tourism demand forecasting”, Working Paper 2014/17. Research Institute of Applied Economics.

Gómez-Puig, M., Sosvilla-Rivero, S. and Ramos-Herrera, M.C. (2014) “An update on EMU sovereign yields spreads drivers in time of crisis: A panel data analysis”, UB Riskcenter Working Papers Series 2014-04.

Gómez-Puig, M. and Sosvilla-Rivero, S. (2014) “Causality and contagion in EMU sovereign debt markets”, UB Riskcenter Working Papers Series 2014-03.

Guelman, L., Guillén, M. and Pérez-Marin, A.M. (2014) “Optimal personalized treatment rules for marketing interventions: A review of methods, a new proposal, and an insurance case study”, UB Riskcenter Working Papers Series 2014-06.

Mari del Cristo, L. and Gómez-Puig, M. (2014) “Dollarization and the relationship between EMBI and fundamentals in Latin American countries”, UB Riskcenter Working Papers Series 2014-02.

Piulachs, X., Alemany, R. and Guillén, M. (2014) “A joint longitudinal and survival model with health care usage for insured elderly”, UB Riskcenter Working Papers Series 2014-07.

Solé-Auró, A. and Alcañiz, M. (2014) “Are we living longer but less healthy? Trends in mortality and morbidity in Catalonia (Spain), 1994-2011”, XREAP-Xarxa de Referència en Economia Aplicada, XREAP2014-01, 1-19.

Valls, N. and Culiá, H. (2014) “Volatility Transmission between the Stock and Currency Markets in Emerging Asia: the Impact of the Global Financial Crisis”, Working paper 2014/31, Research Institute of Applied Economics.

2013

Abad, P. and Chuliá, H. (2013) “European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration”, Working paper 2013/25, Research Institute of Applied Economics.

Abad, P., Benito, S., Sánchez-Granero, M. A. and López, C. (2013) “Evaluating the performance of the skewed distributions to forecast Value at Risk in the Global Financial Crisis”, Documento de Trabajo 40-2013, Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid.

Abad, P., Benito, S. and López, C. (2013) “A Comprehensive Review of Value at Risk Methodologies”, Documento de Trabajo 711, FUNCAS Fundación de las Cajas de Ahorros.

Abad, P. and Chuliá, H. (2013) “European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration”, Working paper 2013/25, Research Institute of Applied Economics.

Alcañiz, M., Guillén, M., Sánchez-Moscona, D., Santolino, M, Llatje, O. and Ramón, L. (2013) “Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey”, Documents de treball de la Xarxa de Referència en Economia Aplicada, XREAP 2013-05.

Belles-Sampera, J., Guillén, M. and Santolino, M. (2013) “Beyond Value-at-Risk: GlueVaR Distortion Risk Measures”, Working paper 2013/02, Research Institute of Applied Economics.

Belles-Sampera, J., Guillén, M., Merigó, J.M. and Santolino, M. (2013) “Indicators for the characterization of discrete Choquet integrals”. Working Papers 2013/11, Research Institute of Applied Economics.

Belles-Sampera, J., Guillén, M. and Santolino, M. (2013) “The use of flexible quantile-based measures in risk assessment”. Working paper 2013/23, Research Institute of Applied Economics.

Bahraoui, Z., Bolancé, C. and Pérez-Marín, A.M. (2013) “esting extreme value copulas to estimate the quantile”. Documents de treball de la Xarxa de Referència en Economia Aplicada, XREAP 2013-09.

Claveria, O. and Torra, S. (2013) “Tourism demand forecasting with different neural networks models”. Working Paper 2013/21. Research Institute of Applied Economics.

Claveria, O., Monte, E. and Torra, S. (2013) “Forecasting Businesssurveys indicators: neural networks vs. time series models”. Working Paper 2013/20. Research Institute of Applied Economics.

Mari del Cristo, L. and Gómez-Puig, M. (2013) “Fiscal sustainability and fiscal shocks in a dollarized and oil- exporting country: Ecuador”. Working Papers 2013/06, Research Institute of Applied Economics.

Marí del Cristo, L. and Gómez-Puig, M. (2013) “Fiscal dynamics in a dollarized, oil-exporting country: Ecuador”. Working Papers on International Economics and Finance DEFI 13-06. October. AEEFI. ISNN: 1696-6376.

Osorio, A., Bolancé, C., Madise N. and Rathmann, K. (2013) “Social Determinants of Child Health in Colombia: Can Community Education Moderate the Effect of Family Characteristics?”, Documents de treball de la Xarxa de Referència en Economia Aplicada, XREAP 2013-02. Valls, N. and Chuliá, H. (2013) “The impact of US macroeconomic announcements on Emerging Asia” Working paper nº 712, Fundación de Cajas de Ahorros (FUNCAS).

Valls, N. and Chuliá, H. (2013) “The impact of US macroeconomic announcements on Emerging Asia”, Working paper 712, FUNCAS Fundación de Cajas de Ahorros.

2012

Alemany, R., Bolancé, C. and Guillén, M. (2012) “Nonparametric estimation of Value-at-Risk”, Documents de treball de la Xarxa de Referència en Economia Aplicada, XREAP 2012-19.

Belles-Sampere, J., Merigó, J.M. and Santolino, M. (2012) “The connection beween distortion risk measures and ordered weighted averaging operators”, Working paper 2012/01, Research Institute of Applied Economics.

D’Amico, G., Guillén, M. and Manca, R. (2012) “Discrete time non-homogeneous semi-Markov processes applied to models for disability insurance”, Documents de treball de la Xarxa de Referència en Economia Aplicada, XREAP 2012-05.

Ferri, A., Guillén, M. and Bermúdez, L. (2012) “Solvency capital estimation and risk measures”, Documents de treball de la Xarxa de Referència en Economia Aplicada, XREAP 2012-02.

Ferri, A., Bermúdez, L. and Guillén, M. (2012) “How to use the standard model with own data?”, Documents de treball de la Xarxa de Referència en Economia Aplicada, XREAP 2012-03.

Marí del Cristo, L. andGómez-Puig, M. (2012) “Pass-through in dollarized countries: should Ecuador abandon the U.S. Dollar?”, Working Paper 2012/16, Research Institute of Applied Economics.

Osorio, A., Bolance, C. and Madise, N. (2012) “Intermediary and structural determinants of early childhood health in Colombia: exploring the role of communities”, Documents de treball de la Xarxa de Referència en Economia Aplicada, XREAP 2012-13.

2011

Ayuso, M., Bermúdez, L. and Santolino, M. (2011) “Influence of the parties’ behavioural features on motor compensation outcomes”, Working paper 2011/08, Research Institute of Applied Economics.

Ayuso, M., Guillén, M. and Bolancé, C. (2011) “Loss risk through fraud in car insurance”, Documents de treball de la Xarxa de Referència en Economia Aplicada, XREAP 2011-08.

Bermúdez, L., Ferri, A. and Guillén, M. (2011) “A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation”, Documents de treball de la Xarxa de Referència en Economia Aplicada, XREAP 2011-12 and Working paper 2011/13, Research Institute of Applied Economics.

Bermúdez, L. and Karlis, D. (2011) “Mixture of bivariate Poisson regression models with an application to insurance”, Documents de treball de la Xarxa de Referència en Economia Aplicada, XREAP 2011-10.

Gómez-Puig, M., Abad, P. and Chuliá, H. (2011) “Time-varying integration in European government bond markets”, Documento de trabajo 611, FUNCAS.

Gómez-Puig, M. and Sosvilla-Rivero, S. (2011) “Causality and Contagion in Peripheral EMU Public Debt Markets: a Dynamic Approach”, Working Papers on International Economics and Finance Nº 11-06, AEEFI. ISNN: 1696-6376.

Guillén, M. and Comas-Herrera, A. (2011) “How much risk is mitigated by LTC Insurance? A case study of the public system in Spain”, Documents de treball de la Xarxa de Referència en Economia Aplicada, XREAP 2011-07.

Guillén, M., Pérez-Marín, A.M. and Alcañiz, M. (2011) “A logistic regression approach to estimating customer profit loss due to lapses in insurance”, Documents de treball de la Xarxa de Referència en Economia Aplicada, XREAP 2011-10.

Osorio, A., Bolancé, C. and Alcañiz, M. (2011) “Measuring Early Childhood Health: a composite index comparing Colombian departments”, Working paper 2011/22, Research Institute of Applied Economics.

Pitt, D., Guillén, M. and Bolancé, C. (2011) “Estimation of Parametric and Nonparametric Models for Univariate Claim Severity Distributions – an approach using R”, Documents de treball de la Xarxa de Referència en Economia Aplicada, XREAP 2011-06.

Santolino, M. and Söderbeg, M. (2011) “The role of selection in drawing correct inference on factors influencing appealed rulings in two diverse legal settings”, in progress.

Santolino, M., Karlis, D. and Bermúdez, L. (2011) “The cost of rounding the work disability period resulting from motor accidents: a mixture discrete distribution to model the length of inability to work”, in progress.

Santolino, M., Bolancé, C. and Alcañiz, M. (2011) “Factors affecting hospital admission and recovery stay duration of in-patient motorvictims in Spain”, Working paper 2011/19, Research Institute of Applied Economics.

Santolino, M. and Söderberg, M. (2011) “The influence of decision-maker effort and case complexity on appealed rulings subject to multi-categorical selection”, Working paper 2011/15, Research Institute of Applied Economics.

2010

Bolancé, C., Alemany, R., and Guillén, M. (2010) “Prediction of the economic cost of individual long-term care in the Spanish population”, Documents de treball de la Xarxa de Referència en Economia Aplicada, XREAP2010-8 and Research Institute of Applied Economics 2010-11.

Bermúdez, L. and Karlis, D. (2010) “Modelling dependence in a ratemaking procedure with multivariate Poisson regression models”, Documents de treball de la Xarxa de Referència en Economia Aplicada, XREAP 2010-4.

Gómez-Puig, M. and Cuñado, J. (2010) “Monetary integration and risk diversification in EU-15 sovereign debt markets”, Documento de trabajo 498, FUNCAS.

Pitt, D. and Guillén, M. (2010) “An introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions”, Documents de treball de la Xarxa de Referència en Economia Aplicada, XREAP 2010-3.

2009

Abad, P., Chuliá, H. and Gómez-Puig, M. (2009) “EMU and European government bond market integration”, Working Paper Series Nº 1079, European Central Bank.

Ayuso, M. and Santolino, M. (2009) “Individual prediction of automobile bodily injury claims liabilities”, Documents de treball de la Facultat d’Economia i Empresa, Col·lecció d’Economia, E09/220.

Ayuso, M., Bermúdez, L. and Santolino, M. (2009) “Factores influyentes en el coste de liquidación de los daños personales derivados de accidentes de circulación ante la futura reforma del baremo”, Investigaciones en Seguros y Gestión de riesgos: RIESGO 2009.

Bermúdez, L., Prieto, F. and Sarabia, J.M. (2009) “Valoración de derivados de crédito mediante distribuciones multivariantes tipo Marshall-Olkin”, Investigaciones en Seguros y Gestión de riesgos: RIESGO 2009.

Solé-Auró, A., Guillén, M. and Crimmins, E.M. (2009) “Health care utilization among immigrants and native-born populations in 11 European countries. Results from the survey of health, ageing and retirement in Europe”, Documents de treball de la Xarxa de Referència en Economia Aplicada, XREAP 2009-10.

Solé-Auró, A., Guillén, M. and Crimmins, E.M. (2009) “Health care utilization among immigrants and native-born populations in 11 European countries. Results from the survey of health, ageing and retirement in Europe”, Working Paper 2009/20, Research Institute of Applied Economics.

2008

Abad, P., Díaz, A. and Robles, M.D. (2008) “Determinants of abnormal liquidity after rating actions in the corporate debt market”, Documento de Trabajo 427, FUNCAS.

Bermúdez, L. (2008). “A priori ratemaking using bivariate Poisson regression models”, Documents de treball de la Xarxa de Referència en Economia Aplicada, XREAP 2008-09.

2007

Abad, P., Díaz, A. and Robles, M.D. (2007) “The impact of credit rating announcements on Spanish corporate fixed income performance: returns, yields and liquidity”, Documento de Trabajo 316, FUNCAS.

Bermúdez, L. (2007) “Modelos de regresión Poisson bivariante: aplicación a una cartera de seguros de Automóviles”, Investigaciones en Seguros y Gestión de riesgos: RIESGO 2007, 3-14.

Bermúdez, L.and Solé, A. (2007) “El impacto del desconocimiento de la tasa de prevalencia de las discapacidades en la población inmigrante sobre la esperanza de vida en salud en España” Investigaciones en Seguros y Gestión de riesgos: RIESGO 2007, 365-386.

Bermúdez, L., Guillén, M. and Solé-Auró, A. (2007) “Impacto de la inmigración sobre la esperanza de vida en salud y en discapacidad de la pobalción española”, Documents de treball de la Xarxa de Referència en Economia Aplicada, XREAP 2007-13.

Chuliá, H., Martens, M. and van Dijk, D. (2007) “The effect of fed funds target rate changes on S&P100 stock returns, volatilities and correlations”, ERIM Report Series 2007-66-F&A.

Chuliá, H., Climent, F.J., Soriano, P. and Torró, H. (2007) “Volatility transmission patterns and terrorist attacks”, Instituto Valenciano de Investigaciones Económicas (IVIE).

Gómez-Puig, M. (2007) “EU-15 sovereign governments’ cost of borrowing seven years after monetary union”, Working Papers on International Economics and Finance, DEFI 07-03, ISNN: 1696-6376 and Working Paper 2007/11, Research Institute of Applied Economics.

Rodríguez, E., Álvarez, B. and Abad, P. (2007) “Modelos alternativos de gestión de las listas de espera en sanidad: aplicación al Servicio Galego de Saúde”, Papeles de Trabajo WP71, Instituto de Estudios Económicos de Galicia Pedro Barrié de la Maza.

2006

Abad, P. and Benito, S. (2006) “A parametric model to estimate risk in a fixed income portfolio”, Documento de Trabajo 300, FUNCAS.

Abad, P. and Benito, S. (2006) “Valor en riesgo en carteras de renta fija. Una comparación entre modelos empíricos de la estructura temporal”, Documento de Trabajo 0604, Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid.

Alcañiz, M., Costa, A., Guillén, M., Luna, C. and Rovira, C. (2006) “Calculation of the variance in surveys of the economic climate”, Working Paper 2006/5, Research Institute of Applied Economics.

Guillén, M., Nielsen, J.P., Scheike, T. and Pérez-Marín, A.M. (2006) “Time-varying effects when analysing customer lifetime duration: application to the insurance market”, Working Paper 2006/4, Research Institute of Applied Economics.

Gómez-Puig, M. (2006) “The impact of monetary union over EU-15’s sovereign debt yield spreads”, Documents de Treball, Espai de Recerca en Economia, Universitat de Barcelona, E06/142.

Pelegrín, A. and Bolancé, C. (2006) “Regional foreign direct investment in manufacturing: do agglomeration economies matter?”, Documents de Treball IEB, 2.

Ruiz, E., Fontanals, H. and Bolancé, C. (2006) “Term structure of interest rates. European financial integration”, Working Papers in Economics, Universitat de Barcelona, 163.

2005

Gómez-Puig, M (2005) “The impact of monetary union over EU-15’s sovereign debt yield spreads”, Working Papers on International Economics and Finance, DEFI 05-11, ISNN: 1696-6376.

Gómez-Puig, M. (2005) “Monetary integration and the cost of borrowing”, Working Papers on International Economics and Finance, DEFI 05-05, ISNN: 1696-6376 and Documents de Treball, Espai de Recerca en Economia, Universitat de Barcelona, E05/134.

Gómez-Puig, M and Tremosa, R. (2005) “La empresa familiar española y los mercados bursátiles”, Estudios Sobre el Mercado de Valores, Nº 36, Servicio de Estudios de la Bolsa de Barcelona.

2004

Bolancé, C., Denuit, M., Guillén, M. and Lambert, Ph. (2004) “Bayesian experience rating with dynamic heterogeneity”, Working Paper 04-10, Institut des Sciences Actuarielles, Université Catholique de Louvain, Louvain-la-Neuve, Belgium.

Delwarde, A., Denuit, M., Guillén, M. and Vidiella, A. (2004) “Application of the Poisson log-bilinear projection model to the G5 mortality experience”, Working Paper 04-11, Institut des Sciences Actuarielles, Université Catholique de Louvain, Louvain-la-Neuve, Belgium.