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91
Testing for statistical arbitrage in credit derivatives markets
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
Journal of empirical finance
26
(
2014
),
pp. 59-75
Persistent link: https://www.econbiz.de/10010472006
Saved in:
92
An empirical analysis of dynamic dependences in the European corporate credit markets : bonds versus credit derivatives
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
- In:
Applied financial economics
24
(
2014
)
7/9
,
pp. 605-619
Persistent link: https://www.econbiz.de/10010402682
Saved in:
93
Are all credit default swap databases equal?
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
European financial management : the journal of the …
20
(
2014
)
4
,
pp. 677-713
Persistent link: https://www.econbiz.de/10010503546
Saved in:
94
Industry characteristics and financial risk contagion
Chiu, Wan-chien
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
Journal of banking & finance
50
(
2015
),
pp. 411-427
Persistent link: https://www.econbiz.de/10010509513
Saved in:
95
Liquidity commonalities in the corporate CDS market around the 2007-2012 financial crisis
Mayordomo, Sergio
;
Rodriguez-Moreno, Maria
;
Peña …
- In:
International review of economics & finance : IREF
31
(
2014
),
pp. 171-192
Persistent link: https://www.econbiz.de/10010490426
Saved in:
96
Systemic risk measures : the simpler the better
Rodrígez-Moreno, María
;
Peña Sánchez de Rivera, …
-
2010
Persistent link: https://www.econbiz.de/10009686233
Saved in:
97
Are all credit default swap databases equal?
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
-
2010
Persistent link: https://www.econbiz.de/10009686926
Saved in:
98
Measuring systemic risk : common factor exposures and tail dependence effects
Chiu, Wan-Chien
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
European financial management : the journal of the …
21
(
2015
)
5
,
pp. 833-866
Persistent link: https://www.econbiz.de/10011408533
Saved in:
99
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
Saved in:
100
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
Saved in:
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