Gerardo Manzo

Independent

10

New York, NY 10018

United States

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 28,332

in Total Papers Downloads

3,415

SSRN CITATIONS
Rank 48,151

SSRN RANKINGS

Top 48,151

in Total Papers Citations

7

CROSSREF CITATIONS

11

Scholarly Papers (4)

1.

Credit-Implied Volatility

Number of pages: 47 Posted: 11 Mar 2015 Last Revised: 05 Jun 2019
Bryan T. Kelly, Gerardo Manzo and Diogo Palhares
Yale SOM, Independent and Independent
Downloads 2,308 (12,312)
Citation 8

Abstract:

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CDS, credit risk, implied volatility

2.

Political Uncertainty, Credit Risk Premium and Default Risk

Number of pages: 36 Posted: 03 Mar 2014 Last Revised: 17 Nov 2014
Gerardo Manzo
Independent
Downloads 573 (90,654)
Citation 7

Abstract:

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Political Uncertainty, Credit Risk Premium, Default Risk, Sovereign Debt Crisis

3.

The Impact of Sovereign Shocks

Number of pages: 46 Posted: 17 Nov 2014 Last Revised: 03 Dec 2018
Gerardo Manzo and Antonio Picca
Independent and Goldman Sachs Group, Inc.
Downloads 534 (99,077)
Citation 7

Abstract:

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Systemic Risk, Contagion Risk, Banking Risk, Sovereign Risk, Fiscal Fragility, Narrative Approach

4.

Deep Learning Credit Risk Modeling

Forthcoming Journal of Fixed Income
Posted: 04 Aug 2020 Last Revised: 11 Jun 2021
Gerardo Manzo and Xiao Qiao
Independent and City University of Hong Kong (CityU)

Abstract:

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Deep Learning, Machine Learning, Credit Risk Modeling, Default Risk, Sovereign Risk, Neural Networks