Items where Author is "Peñaranda, Francisco"

Peñaranda, Francisco and Micola, Augusto (2011) On the drivers of commodity co-movement: evidence from biofuels. Financial Markets Group Discussion Papers (695). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Danielsson, Jon ORCID: 0009-0006-9844-7960 and Peñaranda, Francisco (2011) On the impact of fundamentals, liquidity, and coordination on market stability. International Economic Review, 52 (3). pp. 621-638. ISSN 0020-6598

Peñaranda, Francisco (2009) Understanding portfolio efficiency with conditioning information. Financial Markets Group Discussion Papers (626). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Peñaranda, Francisco and Sentana, Enrique (2004) Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach. Financial Markets Group Discussion Papers (497). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Peñaranda, Francisco (2003) Evaluation of joint density forecasts of stock and bond returns: predictability and parameter uncertainty. Financial Markets Group Discussion Papers (458). Financial Markets Group, The London School of Economics and Political Science, London, UK.