Suivre
Juan Ignacio Peña
Juan Ignacio Peña
Catedratico de Economia Financiera, Universidad Carlos III
Adresse e-mail validée de eco.uc3m.es - Page d'accueil
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Année
Modelling Electricity Prices : International Evidence
A Escribano, JI Peña, P Villaplana
Oxford Bulletin of Economics and Statistics 73 (5), 622-650, 2011
5512011
Fudamentos de Finanzas Corporativas
RRL Richard A Brealey, Stewart C Myers, Alan J Marcus, Teresa García Marco ...
McGraw-Hill, 1996
515*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
4202009
Systemic risk measures: The simpler the better?
M Rodríguez-Moreno, JI Peña
Journal of Banking & Finance 37 (6), 1817-1831, 2013
3532013
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
2671999
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
1832013
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
1682014
Are all credit default swap databases equal?
S Mayordomo, JI Peña, ES Schwartz
European Financial Management 20 (4), 677-713, 2014
1332014
Industry characteristics and financial risk contagion
WC Chiu, JI Peña, CW Wang
Journal of Banking & Finance 50, 411-427, 2015
832015
La gestión de riesgos financieros de mercado y crédito
JI Peña
Pearson Educación, 2002
782002
Daily seasonalities and stock market reforms in Spain
JI Pena
Applied Financial Economics 5 (6), 419-423, 1995
711995
Are all credit default swap databases equal?
S Mayordomo, JI Pena, ES Schwartz
National Bureau of Economic Research, 2010
592010
Tail risk in energy portfolios
C González-Pedraz, M Moreno, JI Peña
Energy Economics 46, 422-434, 2014
452014
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
442002
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
432019
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
392017
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
Smiles, Bid-ask Spreads and Option pricing
JI Peña, G Rubio, G Serna
European Financial Management 7 (3), 351-374, 2001
382001
The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress
S Mayordomo, JI Peña, J Romo
Contemporary Issues in Financial Institutions and Markets, 86-116, 2015
322015
Cannibalization, depredation, and market remuneration of power plants
JI Peña, R Rodriguez, S Mayoral
Energy Policy 167, 113086, 2022
312022
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