Gerardo Manzo

AQR Capital Management

Greenwich, CT

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 23,096

SSRN RANKINGS

Top 23,096

in Total Papers Downloads

2,059

SSRN CITATIONS

2

CROSSREF CITATIONS

7

Scholarly Papers (3)

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, AQR Capital Management and AQR Capital Management, LLC
Downloads 1,319 (14,367)
Citation 2

Abstract:

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CDS, credit risk, implied volatility

2.

The Impact of Sovereign Shocks

Number of pages: 46 Posted: 17 Nov 2014 Last Revised: 03 Dec 2018
Gerardo Manzo and Antonio Picca
AQR Capital Management and The Vanguard Group, Inc.
Downloads 403 (72,733)
Citation 2

Abstract:

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

3.

Political Uncertainty, Credit Risk Premium and Default Risk

Number of pages: 36 Posted: 03 Mar 2014 Last Revised: 17 Nov 2014
Gerardo Manzo
AQR Capital Management
Downloads 337 (89,361)
Citation 6

Abstract:

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