Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS S Forte, JI Pena Journal of Banking & Finance 33 (11), 2013-2025, 2009 | 419 | 2009 |
Time‐V arying Credit Risk Discovery in the Stock and CDS Markets: Evidence from Quiet and Crisis Times S Forte, L Lovreta European Financial Management 21 (3), 430-461, 2015 | 53 | 2015 |
Calibrating structural models: a new methodology based on stock and credit default swap data S Forte Quantitative Finance 11 (12), 1745-1759, 2011 | 44 | 2011 |
Credit Risk Discovery in the Stock and CDS Markets: Who Leads, When, and Why? S Forte, L Lovreta When, and Why, 2009 | 40 | 2009 |
Endogenizing exogenous default barrier models: The MM algorithm S Forte, L Lovreta Journal of Banking & Finance 36 (6), 1639-1652, 2012 | 26 | 2012 |
Debt refinancing and credit risk S Forte, JI Peña The Spanish Review of Financial Economics 9 (1), 1-10, 2011 | 21* | 2011 |
Credit spreads: Theory and evidence about the information content of stocks, bonds and CDSs S Forte | 17 | 2006 |
Volatility discovery: can the CDS market beat the equity options market? S Forte, L Lovreta Finance Research Letters 28, 107-111, 2019 | 10 | 2019 |
Credit risk discovery in the stock and CDS markets: Who leads in times of financial crisis S Forte, L Lovreta SSRN-FEN working paper, 2012 | 10 | 2012 |
Implied default barrier in credit default swap premia F Alonso, JM Marqués, S Forte Banco de España Research Paper, 2008 | 10 | 2008 |
Credit spreads: Theory and evidence about the information content of stocks, bonds and CDSs JI Peña, S Forte Business Economics Working Papers, Universidad Carlos III, Departamento de …, 2006 | 7 | 2006 |
Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility S Forte, L Lovreta Journal of Corporate Finance 79, 102347, 2023 | 6 | 2023 |
The Design of Refinancing Contracts S Forte, JI Peña Mineo, Universidad Carlos Ⅲ, 2002 | 5 | 2002 |
The Market Price of Credit Risk in Stocks, Bonds and CDSs: Theory and Evidence S Forte, JI Peña ESADE, 2005 | 3 | 2005 |
Pseudo Maximum Likelihood Estimation of Structural Credit Risk Models with Exogenous Default Barrier S Forte, L Lovreta working paper, 2009 | 2 | 2009 |
Capital structure: optimal leverage and maturity choice in a dynamic model S Forte Nº.: UC3M Working Papers. Bussiness Economics 2004-06, 2004 | 2 | 2004 |
Punto de quiebra implícito en la prima de credit default swaps FA Sánchez, SF Arcos, JMM Sevillano Documentos de trabajo del Banco de España, 1-48, 2006 | 1 | 2006 |
A Simple Nonparametric Approach to the Term Structure of Credit Default Swap Spreads S Forte | | 2023 |
A Simple No-Arbitrage Approach to Pricing Single-Name Credit Risky Securities S Forte A Simple No-Arbitrage Approach to Pricing Single-Name Credit Risky …, 2022 | | 2022 |
A Simple Non-Parametric Approach to the Term Structure and Time Decomposition of Credit Default Swap Spreads S Forte Available at SSRN 4158338, 2021 | | 2021 |