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Última actualización: 09/11/2009
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Curriculum
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Javier Gil-Bazo holds a doctorate in Economics and a B.A. degree in Business Administration from the University of the Basque Country (Spain). He has also been a visiting professor at University Pompeu Fabra and has undertaken research at Tilburg University and the Wharton School of the University of Pennsylvania.
His main research interests cover the study of institutional investment, and the pricing of fixed income assets and derivatives. His research results have been published in journals such as Quantitative Finance, Journal of Business Finance and Accounting, Journal of Financial Econometrics, and Journal of Economic Behavior and Organization. His research has been awarded with the Best Paper Award at the European Conference of the Financial Management Association and the Best Derivatives Paper Award at the Annual Meeting of the Spanish Finance Association.
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 Javier Gil-Bazo
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Associate Professor of Finance
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Javier has served as referee for Journal of Business Finance and Accounting, Spanish Economic Review, the European Journal of Finance, Computational Intelligence, Applied Intelligence, Moneda y Crédito, Revista de Economía Financiera, and Revista de Economía Aplicada. He has also belonged to the programme committee of the Annual Meeting of the European Finance Association, the European Conference of the Financial Management Association and the Annual Meeting of the Spanish Finance Association.
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Significant Publications
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- “The Relation between Price and Performance in the Mutual Fund Industry,” with Pablo Ruiz-Verdú, Journal of Finance, forthcoming.
- “When Cheaper is Better: Fee Determination in the Market for Equity Mutual Funds,” with Pablo Ruiz-Verdú, Journal of Economic Behavior and Organization, 67 (3-4), 871-885, 2008.
- “Price Dynamics, Informational Efficiency and Wealth Distribution in Continuous Double Auction Markets,” with David Moreno and Mikel Tapia, Computational Intelligence, 23 (2), 176-196, 2007.
- “Investment Horizon Effects”. Journal of Business Finance and Accounting, 33 (1-2), 179–202, 2006.
- “The Value of the ‘Swap’ Feature in Equity Default Swaps”. Quantitative Finance, 6 (1), 67-74, 2006
- “Beyond Single-Factor Affine Term Structure Models”, with Eva Ferreira, Journal of Financial Econometrics, 2 (4), 565-591, 2004.
- “A Nonparametric Dimension Test of the Term Structure”, with Gonzalo Rubio, Studies in Nonlinear Dynamics and Econometrics, 8 (3), Article 6, 2004.
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