Lidija Lovreta

EADA Business School

CIF ESG08902645

C/ Aragó 204

Barcelona, CP 08011

Spain

SCHOLARLY PAPERS

2

DOWNLOADS

222

TOTAL CITATIONS

5

Scholarly Papers (2)

1.

Credit Default Swaps, the Leverage Effect, and Cross-Sectional Predictability of Equity and Firm Asset Volatility

Journal of Corporate Finance, 2023, Vol. 79, 102347.
Number of pages: 92 Posted: 25 Jun 2019 Last Revised: 14 Feb 2023
Santiago Forte and Lidija Lovreta
ESADE Business School, Ramon Llull University and EADA Business School
Downloads 123 (470,579)

Abstract:

Loading...

Credit Default Swaps; Capital Structure; Asset Volatility; Equity Volatility; Leverage Effect; Cross-Sectional Predictability

2.

Volatility Discovery: Can the CDS Market Beat the Equity Options Market?

Finance Research Letters, 2019, Vol. 28, 107-111.
Number of pages: 10 Posted: 20 Nov 2017 Last Revised: 14 Feb 2023
Santiago Forte and Lidija Lovreta
ESADE Business School, Ramon Llull University and EADA Business School
Downloads 99 (551,532)
Citation 5

Abstract:

Loading...

CDS market; options market; implied volatility; fractional cointegration; volatility discovery