Antonio Diaz

University of Castilla-La Mancha

Plaza Universidad, 1

Albacete, Albacete 02071

Spain

  • University of Castilla-La Mancha

SCHOLARLY PAPERS

8

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1,779

SSRN CITATIONS
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SSRN RANKINGS

Top 36,711

in Total Papers Citations

8

CROSSREF CITATIONS

13

Scholarly Papers (8)

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1.

On Modelling Credit Risk Using Arbitrage Free Models

Number of pages: 30 Posted: 27 Mar 2001
Frank S. Skinner and Antonio Diaz
Brunel University and University of Castilla-La Mancha
Downloads 718 (54,492)
Citation 2

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Credit risk, credit derivatives, binomial lattice, Arbitrage free pricing

2.

Yield Spread and Term to Maturity: Default vs. Liquidity

Downloads 549 (76,895)
Citation 3

Yield Spread and Term to Maturity: Default vs. Liquidity

Number of pages: 48 Posted: 12 Jun 2002
Antonio Diaz and Eliseo Navarro Arribas
University of Castilla-La Mancha and University of Castilla-La Mancha
Downloads 517 (82,052)
Citation 3

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Corporate bonds, Yield spreads, Default risk, Liquidity, Term to maturity

Yield Spread and Term to Maturity: Default vs. Liquidity

Number of pages: 29 Posted: 13 Feb 2003
Antonio Diaz and Eliseo Navarro Arribas
University of Castilla-La Mancha and University of Castilla-La Mancha
Downloads 32 (693,875)

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3.

Spanish Treasury Bond Market Liquidity Pre- and Post-European Monetary Union

EFMA 2004 Basel Meetings Paper, Journal of Banking and Finance, Vol. 30, No. 4, 2006
Number of pages: 35 Posted: 18 May 2004 Last Revised: 15 Jul 2011
Antonio Diaz, Eliseo Navarro and John J. Merrick Jr.
University of Castilla-La Mancha, University of Castilla-La Mancha and Raymond A. Mason School of Business - William & Mary
Downloads 233 (198,233)
Citation 2

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Bonds, Liquidity, Spanish Public Debt, European Monetary Union

4.

Liquidity Premiums between Treasury Asset Markets

Number of pages: 38 Posted: 08 Jun 2003
Antonio Diaz and Eliseo Navarro Arribas
University of Castilla-La Mancha and University of Castilla-La Mancha
Downloads 142 (305,777)
Citation 1

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Treasury debts, Fixed income, Liquidity, Yield Spread, Age Effect

5.

Continuous Assessment in Large Groups: A Proposal

Number of pages: 31 Posted: 26 Oct 2011
Antonio Diaz
University of Castilla-La Mancha
Downloads 109 (371,579)

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6.

Determinants of Trading Activity after Rating Actions in the Corporate Debt Market

International Review of Applied Financial Issues and Economics, Vol. 3, No. 2, 2011
Number of pages: 18 Posted: 11 Jan 2017
Pilar Abad-Romero, Antonio Diaz and M-Dolores Robles
Universidad Rey Juan Carlos - Facultad de Ciencias Jurisdicas y Sociales, University of Castilla-La Mancha and Universidad Complutense de Madrid (UCM) - Faculty of Economics and Business Administration
Downloads 24 (734,137)

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Rating Agencies, Rating Announcements, Trading Volume, Trading Frequency

7.

How Important is Green Awareness in Energy Investment Decisions? An Environmentally-Based Rebalancing Portfolio Study

Number of pages: 67 Posted: 16 Jan 2023
Carlos Esparcia, Antonio Diaz and Daniel Alonso
University of Castilla-La Mancha, University of Castilla-La Mancha and affiliation not provided to SSRN
Downloads 4 (920,578)

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Energy sector, Sustainability, environmental ratings, portfolio choice, quartiles, ADCC GARCH

8.

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