Sara Ferreira Filipe

Luxembourg School of Finance

Post-Doctoral Researcher

4 Rue Albert Borschette

Luxembourg, L-1246

Luxembourg

http://www.lsf.lu/

SCHOLARLY PAPERS

3

DOWNLOADS

393

CITATIONS

0

Scholarly Papers (3)

1.

Currency Carry Trades and Funding Risk

EFA 2013 Cambridge Meetings, AFA 2014 Philadelphia Meetings
Number of pages: 58 Posted: 28 Oct 2012 Last Revised: 13 Jun 2014
Sara Ferreira Filipe and Matti Suominen
Luxembourg School of Finance and Aalto University School of Business
Downloads 293 (63,011)

Abstract:

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carry trade, funding risk, currency crashes, exchange rates

2.

Forecasting Distress in European SME Portfolios

Journal of Banking and Finance, Vol. 64, No. 1, 2016
Posted: 18 May 2013 Last Revised: 12 Jan 2016
Sara Ferreira Filipe, Theoharry Grammatikos and Dimitra Michala
Luxembourg School of Finance, Luxembourg School of Finance and Luxembourg School of Finance

Abstract:

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credit risk; distress; forecasting; SMEs; logit

3.

Pricing Default Risk: The Good, The Bad, and The Anomaly

Journal of Financial Stability, Vol. 26, No. 1, 2016
Posted: 03 Feb 2014 Last Revised: 16 Oct 2016
Sara Ferreira Filipe, Theoharry Grammatikos and Dimitra Michala
Luxembourg School of Finance, Luxembourg School of Finance and Luxembourg School of Finance

Abstract:

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default risk; Merton model; default anomaly; idiosyncratic risk