Jonatan Groba

Strategic Link

Kennesaw, GA 30144

United States

SCHOLARLY PAPERS

3

DOWNLOADS

91

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Foreign Monetary Policy and Firms' Default Risk

The European Journal of Finance, Doi.org/10.1080/1351847X.2019.1710225
Number of pages: 53 Posted: 11 Mar 2016 Last Revised: 13 Jan 2020
Jonatan Groba and Pedro Serrano
Strategic Link and University Carlos III of Madrid - Department of Business Administration
Downloads 91 (402,160)

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
Strategic Link, 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, Strategic Link 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