| Modelling Electricity Prices : International Evidence A Escribano, JI Peña, P Villaplana Oxford Bulletin of Economics and Statistics 73 (5), 622-650, 2011 | 480 | 2011 |
| 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 | 369 | 2009 |
| Systemic risk measures: The simpler the better? M Rodríguez-Moreno, JI Peña Journal of Banking & Finance 37 (6), 1817-1831, 2013 | 283 | 2013 |
| 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 | 232 | 1999 |
| Are all credit default swap databases equal? S Mayordomo, JI Peña, ES Schwartz European Financial Management 20 (4), 677-713, 2014 | 167 | 2014 |
| 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 | 140 | 2013 |
| 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 | 121 | 2014 |
| La gestión de riesgos financieros de mercado y crédito JIPS de Rivera Financial Times-Prentice Hall, 2002 | 69 | 2002 |
| Daily seasonalities and stock market reforms in Spain JI Pena Applied Financial Economics 5 (6), 419-423, 1995 | 66 | 1995 |
| 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 | 47 | 2002 |
| Industry characteristics and financial risk contagion WC Chiu, JI Peña, CW Wang Journal of Banking & Finance 50, 411-427, 2015 | 46 | 2015 |
| 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 | 38 | 2014 |
| Tail risk in energy portfolios C González-Pedraz, M Moreno, JI Peña Energy Economics 46, 422-434, 2014 | 34 | 2014 |
| Smiles, Bid-ask Spreads and Option pricing JI Peña, G Rubio, G Serna European Financial Management 7 (3), 351-374, 2001 | 31 | 2001 |
| Systemic risk measures: the simpler the better? M Rodríguez-Moreno, JI Peña bis Papers 60, 2011 | 28 | 2011 |
| 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 | 27 | 2011 |
| 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 | 24 | 2017 |
| 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 | 24 | 2011 |
| 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 | 23 | 2019 |
Sergio MayordomoBanco de EspañaVerified email at bde.es
