sample of publications

• articles 

  • Dissecting interbank risk using basis swap spreads.  WORLD ECONOMY.  43:729-757. 2020
  • Foreign monetary policy and firms' default risk.  European Journal of Finance.  2020
  • Automatic Balancing Mechanisms for Mixed Pension Systems under Different Investment Strategies.  European Journal of Finance.  26:277-294. 2019
  • Forecasting multiple-term structures from interbank rates.  International Review of Financial Analysis.  57:40-56. 2018
  • Liquidity in credit default swap markets.  Journal of Multinational Financial Management.  37-38 (2016):139-157. 2016
  • Market frictions and the pricing of sovereign credit default swaps.  JOURNAL OF INTERNATIONAL MONEY AND FINANCE.  60:223-252. 2016
  • The reward for trading illiquid maturities in credit default swap markets.  International Review of Economics & Finance.  39:376-389. 2015
  • On the compensation for iliquidity in sovereign credit markets.  Journal of Multinational Financial Management.  30:83-100. 2015
  • What drives corporate default risk premia? Evidence from the CDS market.  JOURNAL OF INTERNATIONAL MONEY AND FINANCE.  37:529-563. 2013
  • The impact of distressed economies on the EU sovereign market.  JOURNAL OF BANKING & FINANCE.  37:2520-2523. 2013
  • Statistical properties and economic implications of jump-diffusion processes with shot-noise effects.  EUROPEAN JOURNAL OF OPERATIONAL RESEARCH.  3:656-664. 2011

• book chapters 

  • Monte Carlo Valuation of CDOs under a Reduced Form Approach. In: New Frontiers in Insurance and Bank Risk Management.  MCGRAW-HILL. 133-148. 2009

• books 

  • Cómo complementar la pensión utilizando la vivienda en propiedad: Alternativas factibles para conseguir ingresos extra y seguir residiendo en casa.  Aula Magna Proyecto Clave McGraw Hill. 2022

• conference contributions 

  • Monetary Policy Effect on Firm's Default Risk 2011
  • What Drives Corporate Default Risk Premia? Evidence from the CDS Market 2011
  • What Drives Corporate Default Risk Premia? Evidence from the CDS Market 2011
  • What Drives Corporate Default Risk Premia? Evidence from the CDS Market 2011
  • What Drives Corporate Default Risk Premium? Evidence from the CDS Market 2011
  • Statistical Properties and Economic Implications of Jump-Diffusion Processes with Shot-Noise Effects 2008

• working papers 

  • Determinants of the multiple-term structures from interbank rates 2015
  • On the compensation for illiquidity in sovereign credit markets 2014