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Are all credit default swap databases equal?
Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio; … - 2010
Persistent link: https://www.econbiz.de/10009686926
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Are there arbitrage opportunities in credit derivatives markets? : a new test and an application to the case of CDS and ASPs
Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio; … - 2009
Persistent link: https://www.econbiz.de/10003972605
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Pricing tranched credit products with generalized multifactor models
Moreno, Manuel (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003570823
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Systemic risk measures : the simpler the better
Rodrígez-Moreno, María; Peña Sánchez de Rivera, … - 2010
Persistent link: https://www.econbiz.de/10009686233
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Risk premium : insights over the threshold
Fernandes, José L. B. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003397973
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On the economic link between asset prices and real activity
Peña Sánchez de Rivera, Juan Ignacio (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003397975
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Credit spreads : theory and evidence about the information content of stocks, bonds and CDSs
Peña Sánchez de Rivera, Juan Ignacio (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003397998