Follow
Juan Ignacio Peña
Juan Ignacio Peña
Catedratico de Economia Financiera, Universidad Carlos III
Verified email at eco.uc3m.es - Homepage
Title
Cited by
Cited by
Year
Modelling Electricity Prices : International Evidence
A Escribano, JI Peña, P Villaplana
Oxford Bulletin of Economics and Statistics 73 (5), 622-650, 2011
4802011
Fudamentos de Finanzas Corporativas
RRL Richard A Brealey, Stewart C Myers, Alan J Marcus, Teresa García Marco ...
McGraw-Hill, 1996
453*1996
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
3692009
Systemic risk measures: The simpler the better?
M Rodríguez-Moreno, JI Peña
Journal of Banking & Finance 37 (6), 1817-1831, 2013
2832013
Why do we smile? On the determinants of the implied volatility function
JI Peña, G Rubio, G Serna
Journal of Banking and Finance 23, 1151-1179, 1999
2321999
Are all credit default swap databases equal?
S Mayordomo, JI Peña, ES Schwartz
European Financial Management 20 (4), 677-713, 2014
1672014
Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis
O Arce, S Mayordomo, JI Peña
Journal of International Money and Finance 35, 124-145, 2013
1402013
Derivatives holdings and systemic risk in the US banking sector
S Mayordomo, M Rodriguez-Moreno, JI Peña
Journal of Banking & Finance 45, 84-104, 2014
1212014
La gestión de riesgos financieros de mercado y crédito
JIPS de Rivera
Financial Times-Prentice Hall, 2002
692002
Daily seasonalities and stock market reforms in Spain
JI Pena
Applied Financial Economics 5 (6), 419-423, 1995
661995
Can output explain the predictability and volatility of stock returns?
R Rodriguez, F Restoy, JI Pena
Journal of International Money and Finance 21 (2), 163-182, 2002
472002
Industry characteristics and financial risk contagion
WC Chiu, JI Peña, CW Wang
Journal of Banking & Finance 50, 411-427, 2015
462015
Liquidity commonalities in the corporate CDS market around the 2007–2012 financial crisis
S Mayordomo, M Rodriguez-Moreno, JI Peña
International Review of Economics & Finance 31, 171-192, 2014
382014
Tail risk in energy portfolios
C González-Pedraz, M Moreno, JI Peña
Energy Economics 46, 422-434, 2014
342014
Smiles, Bid-ask Spreads and Option pricing
JI Peña, G Rubio, G Serna
European Financial Management 7 (3), 351-374, 2001
312001
Systemic risk measures: the simpler the better?
M Rodríguez-Moreno, JI Peña
bis Papers 60, 2011
282011
The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress
S Mayordomo, JI Peña, J Romo
The European Journal of Finance 17 (9-10), 851-881, 2011
272011
Effect of rollover risk on default risk: Evidence from bank financing
CW Wang, WC Chiu, JI Peña
International Review of Financial Analysis 54, 130-143, 2017
242017
Do sovereign CDS and bond markets share the same information to price credit risk? An empirical application to the European monetary union case
Ó Arce, S Mayordomo, JI Peña
XIX Foro de Finanzas, 2011
242011
Are EU's Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices
JI Peña, R Rodríguez
Energy 183, 477-486, 2019
232019
The system can't perform the operation now. Try again later.
Articles 1–20