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Santiago Forte
Santiago Forte
Verified email at esade.edu
Title
Cited by
Cited by
Year
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
4192009
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
532015
Calibrating structural models: a new methodology based on stock and credit default swap data
S Forte
Quantitative Finance 11 (12), 1745-1759, 2011
442011
Credit Risk Discovery in the Stock and CDS Markets: Who Leads, When, and Why?
S Forte, L Lovreta
When, and Why, 2009
402009
Endogenizing exogenous default barrier models: The MM algorithm
S Forte, L Lovreta
Journal of Banking & Finance 36 (6), 1639-1652, 2012
262012
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
172006
Volatility discovery: can the CDS market beat the equity options market?
S Forte, L Lovreta
Finance Research Letters 28, 107-111, 2019
102019
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
102012
Implied default barrier in credit default swap premia
F Alonso, JM Marqués, S Forte
Banco de España Research Paper, 2008
102008
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
72006
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
62023
The Design of Refinancing Contracts
S Forte, JI Peña
Mineo, Universidad Carlos Ⅲ, 2002
52002
The Market Price of Credit Risk in Stocks, Bonds and CDSs: Theory and Evidence
S Forte, JI Peña
ESADE, 2005
32005
Pseudo Maximum Likelihood Estimation of Structural Credit Risk Models with Exogenous Default Barrier
S Forte, L Lovreta
working paper, 2009
22009
Capital structure: optimal leverage and maturity choice in a dynamic model
S Forte
Nº.: UC3M Working Papers. Bussiness Economics 2004-06, 2004
22004
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
12006
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
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