Jonatan Groba

Lancaster University - Department of Accounting and Finance

The Management School

Lancaster LA1 4YX

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

79

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Foreign Monetary Policy and Firms' Default Risk

Number of pages: 86 Posted: 11 Mar 2016 Last Revised: 20 Mar 2018
Jonatan Groba and Pedro Serrano
Lancaster University - Department of Accounting and Finance and University Carlos III of Madrid - Department of Business Administration
Downloads 79 (314,255)

Abstract:

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Foreign Monetary Policy, Default Risk, Foreign Demand, Foreign Debt

2.

The Impact of Distressed Economies in the EU Sovereign Market

Journal of Banking and Finance, Vol. 37, No. 7, 2013
Posted: 29 Mar 2012 Last Revised: 21 Oct 2017
Jonatan Groba, Juan Angel Lafuente and Pedro Serrano
Lancaster University - Department of Accounting and Finance, Jaume I University and University Carlos III of Madrid - Department of Business Administration

Abstract:

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Sovereign CDS, volatility transmission, default risk premium

3.

What Drives Corporate Bond Risk Premia? Evidence from the CDS Market

Journal of International Money and Finance, Vol. 37, 2013
Posted: 18 Mar 2011 Last Revised: 21 Oct 2017
Antonio Diaz, Jonatan Groba and Pedro Serrano
University of Castilla-La Mancha, Lancaster University - Department of Accounting and Finance and University Carlos III of Madrid - Department of Business Administration

Abstract:

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Credit Default Swap, Distress Risk Premium, Expected Default Frequency, Jump-At-Default Risk Premium