| 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 | 394 | 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 | 48 | 2015 |
| Calibrating structural models: a new methodology based on stock and credit default swap data S Forte Quantitative Finance 11 (12), 1745-1759, 2011 | 41 | 2011 |
| Credit Risk Discovery in the Stock and CDS Markets: Who Leads, When, and Why? S Forte, L Lovreta When, and Why, 2009 | 36 | 2009 |
| Endogenizing exogenous default barrier models: The MM algorithm S Forte, L Lovreta Journal of Banking & Finance 36 (6), 1639-1652, 2012 | 25 | 2012 |
| Debt refinancing and credit risk S Forte, JI Peña The Spanish Review of Financial Economics 9 (1), 1-10, 2011 | 22* | 2011 |
| Credit spreads: Theory and evidence about the information content of stocks, bonds and CDSs S Forte, JI Peña Business Economics Working Papers wb063310, Universidad Carlos III …, 2006 | 16 | 2006 |
| Debt refinancing and credit risk S Forte, JI Peña The Spanish Review of Financial Economics 9 (1), 1-10, 2011 | 15 | 2011 |
| Peña; JI (2009). Credit Spreads: An Empirical Analysis on the Informational Content of Stocks, Bonds, and CDS S Forte, I Juan Journal of Banking and Finance 33 (11), 2013-2025, 0 | 12 | |
| Implied default barrier in credit default swap premia F Alonso, JM Marqués, S Forte Banco de España Research Paper, 2008 | 11 | 2008 |
| 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 |
| Volatility discovery: can the CDS market beat the equity options market? S Forte, L Lovreta Finance Research Letters 28, 107-111, 2019 | 8 | 2019 |
| Credit spreads: Theory and evidence about the information content of stocks, bonds and CDSs JI Peña, S Forte | 8 | 2006 |
| Credit spreads: Theory and evidence about the information content of stocks, bonds and CDSs JI Peña, S Forte | 8 | 2006 |
| The Design of Refinancing Contracts S Forte, JI Peña Mineo, Universidad Carlos Ⅲ, 2002 | 6 | 2002 |
| Capital structure: optimal leverage and maturity choice in a dynamic model S Forte | 5 | 2004 |
| Punto de Quiebra Implícito en la Prima de" credit Default Swaps" F Alonso, S Forte, JM Marqués Banco de España, 2006 | 3* | 2006 |
| 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 |
| 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 | 1 | 2023 |
