publication venue for Pricing factors in multiple-term structures from interbank rates. 91:138-159. 2019 Pricing factors in the multiple-term structures from interbank rates. 91:138-159. 2019 Market frictions and the pricing of sovereign credit default swaps. 60:223-252. 2016 What drives corporate default risk premia? Evidence from the CDS market. 37:529-563. 2013 Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis. 35:124-145. 2013 Sovereign credit ratings and financial markets linkages: Application to European data. 31:606-638. 2012 What drives international equity correlations? Volatility or market direction?. 30:1234-1263. 2011 Inflation and Monetary Regimes. 28:1221-1241. 2009 Introduction to Conference Volume on Money and Monetary Policy. 28:1083-1085. 2009