| What drives corporate default risk premia? Evidence from the CDS market A Díaz, J Groba, P Serrano Journal of international money and finance 37, 529-563, 2013 | 62 | 2013 |
| The impact of distressed economies on the EU sovereign market J Groba, JA Lafuente, P Serrano Journal of Banking & Finance 37 (7), 2520-2532, 2013 | 52 | 2013 |
| Liquidity in credit default swap markets A Arakelyan, P Serrano Journal of Multinational Financial Management 37, 139-157, 2016 | 38 | 2016 |
| Market frictions and the pricing of sovereign credit default swaps A Rubia, L Sanchis-Marco, P Serrano Journal of International Money and Finance 60, 223-252, 2016 | 17 | 2016 |
| Automatic balancing mechanisms for mixed pension systems under different investment strategies MC Boado-Penas, H Godínez-Olivares, S Haberman, P Serrano The European Journal of Finance 26 (2-3), 277-294, 2020 | 13 | 2020 |
| Statistical properties and economic implications of jump-diffusion processes with shot-noise effects M Moreno, P Serrano, W Stute European journal of operational research 214 (3), 656-664, 2011 | 13 | 2011 |
| Modelling the shape of the limit order book F Platania, P Serrano, M Tapia Quantitative Finance 18 (9), 1575-1597, 2018 | 9 | 2018 |
| Foreign monetary policy and firms' default risk J Groba, P Serrano The European Journal of Finance 26 (11), 1047-1074, 2020 | 8 | 2020 |
| Supercointegrated I Figuerola-Ferretti, P Serrano, T Tang, A Vaello-Sebastià Available at SSRN 3005358, 2017 | 6 | 2017 |
| The reward for trading illiquid maturities in credit default swap markets A Arakelyan, G Rubio, P Serrano International Review of Economics & Finance 39, 376-389, 2015 | 6 | 2015 |
| Determinants of the multiple-term structures from interbank rates JA Lafuente, N Petit, P Serrano Available at SSRN 2620841, 2015 | 4 | 2015 |
| On the compensation for illiquidity in sovereign credit markets JA Lafuente, P Serrano Journal of Multinational Financial Management 30, 83-100, 2015 | 3 | 2015 |
| Dissecting interbank risk using basis swap spreads JÁ Lafuente, N Petit, J Ruiz, P Serrano The World Economy 43 (3), 729-757, 2020 | 1 | 2020 |
| Dissecting interbank risk using basis swap spreads JÁ Lafuente, N Petit, J Ruiz, P Serrano The World Economy 43 (3), 729-757, 2020 | 1 | 2020 |
| Pricing factors in multiple-term structures from interbank rates JÁ Lafuente, N Petit, P Serrano Journal of International Money and Finance 91, 138-159, 2019 | | 2019 |
| Dissecting interbank risk using basis swap spreads JA Lafuente-Luengo, N Petit, J Ruiz, P Serrano Wiley, 2019 | | 2019 |
| Forecasting multiple-term structures from interbank rates JÁ Lafuente, N Petit, P Serrano International Review of Financial Analysis 57, 40-56, 2018 | | 2018 |
| Forecasting multiple-term structures from interbank rates JA Lafuente-Luengo, N Petit, P Serrano Elsevier, 2018 | | 2018 |
| Dissecting interbank risk N Petit, PJ Serrano Jiménez, JÁ Lafuente Luengo DEE-Working Papers. Business Economics. WB, 2017 | | 2017 |
| Dissecting interbank risk N Petit, P Serrano, JÁ Lafuente Luengo | | 2017 |
Juan Angel Lafuente LuengoProfessor, Department of Finance and Accounting, Universitat Jaume I.Verified email at uji.es
