- Email: margarita.samartin@uc3m.es
- Dirección / oficina: C/ Madrid, 126 - 28903 Getafe (Madrid) Spain / 6.0.16
- Teléfono / fax: (34) 91 624 96 47
BUSINESS UC3M
@UC3M_BUSINESS
Margarita Sanmartín
Publicaciones seleccionadas
Van Bommel, J., Hasman, A. & Samartín, M.: «Financial Intermediation in an Overlapping Generations Model with Transaction Costs«, Journal of Economic Dynamics and Control vol. 45, August 2014, 111-125.
Van Bommel, J., Hasman, A. & Samartín, M.: «Financial Contagion and Depositor Monitoring«, Journal of Banking and Finance vol. 37 (8), Agosto 2007, 3076-3084
López, A.L., Hasman, A. & Samartín, M.: «Government, taxes and banking crises«, Journal of Banking and Finance vol. 35 (10), Octubre 2011, 2761-2770
Hasman, A. & Samartín, M.: «Information Acquisition and Financial Contagion«, Journal of Banking and Finance vol. 32 (10), Octubre 2008, 2136-2147
Samartín, M. «Should bank runs be prevented?«, Journal of Banking and Finance vol. 27 (5), May 2003, 977-1000.
Samartín, M.: «Suspension of convertibility versus deposit insurance: a welfare comparison«, Review of Finance (former European Finance Review) vol. 6 (2), 2002, 223-244
Margarita Samartín es Profesora Titular de Economía Financiera en el Departamento de Economía de la Empresa de la Universidad Carlos III de Madrid. Posee un Doctorado Europeo en Economía Cuantitativa por el CORE (Universidad Católica de Lovaina, Bélgica), la London School of Economics (Inglaterra), DELTA (Francia) y la Universidad de Bonn (Alemania). Posee tambien un Master en Ciencias Económicas por la Universidad Católica de Lovaina (Bégica) y una licenciatura en Ciencias Económicas y Empresariales por la Universidad de Cantabria. Imparte las asignaturas de Economía Financiera y Banca a nivel de grado y postgrado.
Margarita ha centrado su investigación en el campo de la economía bancaria, y en particular ha estudiado el papel de los bancos en la economía, las crisis financieras y la regulación bancaria. Sus trabajos han aparecido publicados en revistas internacionales como Review of Finance, Journal of Banking and Finance, Geneva Papers on Risk and Insurance Theory, Journal of Financial Stability and Financial Markets, Institutions and Instruments.
Actualmente, Margarita es directora del Máster en Ciencias Actuariales y Financieras, de la Universidad Carlos III de Madrid. Es también subdirectora del Curso de especialización en Economía de las Telecomunicaciones, dentro del Master en Economía Industrial de la Universidad Carlos III de Madrid.
Hasman, A. & Samartín, M.: "Capital and liquidity in a Dynamic Model of Banking", Economic Modelling vol. 64, Agosto 2017, 172–177
Samartín, M., Cabrera, M. & Dwyer, G.: "Government finances and bank bailouts: Evidence from European Stock markets", Journal of Empirical Finance vol. 39, Diciembre 2016, 169-179
García-Palacios, J.H., Hasman, A. & Samartín, M. "Banking crises and government intervention", Journal of Financial Stability vol. 15, Diciembre 2014, 32-42
Van Bommel, J., Hasman, A. & Samartín, M.: "Financial Intermediation in an Overlapping Generations Model with Transaction Costs", Journal of Economic Dynamics and Control vol. 45, Agosto 2014, 111-125
Van Bommel, J., Hasman, A. & Samartín, M.: "Financial Contagion and Depositor Monitoring", Journal of Banking and Finance vol. 37 (8), Agosto 2007, 3076-3084
López, A.L., Hasman, A. & Samartín, M.: "Government, taxes and banking crises", Journal of Banking and Finance vol. 35 (10), Octubre 2011, 2761-2770
Samartín, M. & Dywer, G. "Why do banks promise to pay par on demand?", Journal of Financial Stability, vol. 5 (2), Junio 2009, 147-169
Hasman, A. & Samartín, M.: "Information Acquisition and Financial Contagion", Journal of Banking and Finance vol. 32 (10), Octubre 2008, 2136-2147
Samartín, M, Cardone, C. & Bustamante, R. "Was the Argentine corralito an efficient measure?: a note", International Review of Economics and Finance vol. 16 (3), Diciembre 2007, 444-453
Samartín, M. "Comment on: Bank Runs, Welfare and Policy Implications", Journal of Financial Stability, vol. 1 (3), Abril 2005, 426-432
Samartín, M. "Should bank runs be prevented?", Journal of Banking and Finance vol. 27 (5), Mayo 2003, 977-1000
Samartín, M., Álvarez, M.J., Cardone, C., Lado, N.: "Financial Service Firms’ Entry-Mode Choice and Cultural Diversity: Spanish Companies in Latin America", International Journal of Bank Marketing vol. 21 (3), Junio 2003, 109-121
Samartín, M.: "On the optimality of bank runs: a comment on Allen and Gale", Geneva Papers on Risk and Insurance Theory vol.28 (1), Junio 2003, 33-57
Samartín, M.: "Suspension of convertibility versus deposit insurance: a welfare comparison", Review of Finance (former European Finance Review) vol. 6 (2), 2002, 223-244
Samartín, M. "Banks Increase Welfare", Financial Markets, Institutions and Instruments vol. 10 (5), Abril 2002, 203-233
Peña, J.I , Mayoral, S. and Rodríguez, R. "Cannibalization, depredation, and market remuneration of power plants", Energy Policy, 2022
Peña, J.I and Rodríguez, R. " Market Makers and Liquidity Premium in Electricity Futures Markets (2022). The energy Journal, 43 (2)
Peña, J.I & Mayoral, S. and Rodríguez, R. "Tail Risk of Electricity Futures" , Energy Economics, 2020
Peña, J.I and Rodríguez, R. "Are EU’s Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices" Energy, 183, pages 477-486 , 2019,
Rodríguez, R. and Peña, J.I.: "Default supply auctions in electricity markets: Challenges and proposals", Energy Policy vol. 122, Noviembre 2018, 142-151
Rodríguez, R., Moreno J.D. & Zambrana, R.: "Management Sub-Advising in the Mutual Fund Industry", Journal of Financial Economics, vol. 127 (3), Marzo 2018, 567-587
Peña, J.I and Blanco Ivan and Rodríguez, R. "Modelling Electricity Swaps with Stochastic Forward Premium Models " ( 2018), The Energy Journal, vol. 39 (2)
Rodríguez, R. & Peña, I.: "Time-Zero Efficiency of European Power Derivatives Markets”, Energy Policy vol. 95, August 2016, 253-268
Rodríguez, R. & Rubio, G.: “Teaching Quality and Academic Research”, International Review of Economics Education vol. 23, Septiembre 2016, 10-27
Rodríguez, R, Moreno, J.D. & Malagón, J.: “The Idiosyncratic Volatility Anomaly: Corporate Investment or Investor Mispricing?”, Journal of Banking and Finance vol. 60, Noviembre 2015, 224-238
Rodríguez, R. & Nieto, B.: “Corporate stock and bond return correlations and dynamic adjustments of capital structure ”, Journal of Business Finance and Accounting vol. 42 (5-6), Junio-Julio 2015, 705–746
Rodríguez, R., Moreno, J.D. & Matallín-Sáez, J.C.: “Why is timing perverse?”, The European Journal of Finance, vol. 21, 2015, 1334-1356
Rodríguez, R., Moreno, J.D. & Malagón, J.: “Time horizon trading and the idiosyncratic risk puzzle”, Quantitative Finance, vol. 15 (2), 2015, 327-343
Rodríguez, R., Moreno, J.D. & Cáceres, E.: “A study on short-selling constraints: total ban versus partial ban”, Applied Economics Letters vol. 22 (2), 2015, 99-103
Rodríguez, R., Moreno, J.D. & Wang, C.:“Accurately Measuring Gold Mutual Fund Performance”, Applied Economics Letters, vol. 21 (4), 2014, 268-271
Rodríguez, R.& Moreno, J.D.: "Optimal Diversification across Mutual Funds", Applied Financial Economics vol. 23 (2), 2013, 199-203
Rodríguez, R. & Moreno, J.D.: "The value of coskewness in mutual fund performance evaluation", Journal of Banking & Finance vol. 33, 2009, 1664–1676
Rodríguez, R. & Peña, I.: "On the economic link between asset prices and real activity”, Journal of Business Finance and Accounting vol. 34 (5-6), Junio-Julio 2007, 889-916
Rodríguez, R. & Nieto, B.: "The consumption-wealth and Book-to Market ratios
in a Dynamic asset-pricing context", Spanish
Economic Review vol. 9, 2006
Rodríguez, R. & Moreno, J.D.: "Performance Evaluation considering the Coskewness: A Stochastic Discount Factor Framework", Managerial Finance vol. 32 (4), 2006, 375-392
Rodríguez, R. & Restoy, F.: "Can Fundamentals
Explain Cross-Country Correlations of Asset Returns? ”, Review of World Economics, vol. 142 (3), 2006
Rodríguez, R. & Nieto, B.: "Los
Modelos de Valoración de Activos Condicionales: un Panorama Comparativo
Ilustrado con Datos Españoles" (2005) Investigaciones Económicas, vol. 29 (1), 2004
Rodríguez, R., Restoy, F. & Oeña, I.: "Can Output Explain the
Predictability and Volatility of Stock Returns?", Journal of International Money and Finance vol. 21 (2), Abril 2002, 163-182
- Email: margarita.samartin@uc3m.es
- Dirección / oficina: C/ Madrid, 126 - 28903 Getafe (Madrid) Spain / 6.0.16
- Teléfono / fax: (34) 91 624 96 47
BUSINESS UC3M
@UC3M_BUSINESS
