Laura Lazcano

Universidad Pontificia Comillas

Professor

United States

SCHOLARLY PAPERS

2

DOWNLOADS

393

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

A Case for Europe: The Relationship between Sovereign CDs and Stock Indexes

Frontiers in Finance and Economics, Vol. 9, No. 2, 32-63
Number of pages: 32 Posted: 19 Dec 2012
Maria Coronado, M. Teresa Corzo and Laura Lazcano
Universidad Pontificia Comillas, Universidad Pontificia Comillas and Universidad Pontificia Comillas
Downloads 220 (151,928)

Abstract:

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sovereign credit risk, sovereign credit derivatives, stock markets, lead-lag relationships

2.

The Co-Movement of Sovereign Credit Default Swaps and Bonds, and Stock Markets in Europe

Number of pages: 36 Posted: 06 Feb 2012 Last Revised: 11 Mar 2012
Universidad Pontificia Comillas, affiliation not provided to SSRN and Universidad Pontificia Comillas
Downloads 173 (189,152)
Citation 5

Abstract:

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sovereign credit risk, sovereign credit derivatives, price discovery, stock markets, lead-lag relationships