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Forte, Santiago
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ResearcherID: E-5547-2012
URL: http://www.researcherid.com/rid/E-5547-2012
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This list contains papers that I have authored.

publication(s)  
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1.  Title: Volatility discovery: Can the CDS market beat the equity options market?
 Author(s): Forte, Santiago; Lovreta, Lidija
 Source: Finance Research Letters Published: 2018/04/27/
 DOI: https://doi.org/10.1016/j.frl.2018.04.015 /  Author-provided URL : http://www.sciencedirect.com/science/article/pii/S154461231730572X
added
30-Jun-18
2.  Title: Time-Varying Credit Risk Discovery in the Stock and CDS Markets: Evidence from Quiet and Crisis Times
 Author(s): Forte, Santiago; Lovreta, Lidija
 Source: European Financial Management Volume: 21 Issue: 3 Pages: 430-461 Published: JUN 2015
 Times Cited: 6
 DOI: 10.1111/j.1468-036X.2013.12020.x
added
26-Jun-15
3.  Title: Endogenizing exogenous default barrier models: The MM algorithm
 Author(s): Forte, Santiago; Lovreta, Lidija
 Source: Journal of Banking & Finance Volume: 36 Issue: 6 Pages: 1639-1652 Published: JUN 2012
 Times Cited: 3
 DOI: 10.1016/j.jbankfin.2012.01.010
added
13-Jun-12
4.  Title: Calibrating structural models: a new methodology based on stock and credit default swap data
 Author(s): Forte, Santiago
 Source: Quantitative Finance Volume: 11 Issue: 12 Pages: 1745-1759 Published: 2011
 Times Cited: 6
 DOI: 10.1080/14697688.2010.550308
added
13-Jun-12
5.  Title: Debt refinancing and credit risk
 Author(s): Forte, Santiago; Peña, Juan Ignacio
 Source: The Spanish Review of Financial Economics Volume: 9 Issue: 1 Pages: 1-10 Published: 2011/01/01/
 DOI: https://doi.org/10.1016/j.srfe.2010.10.001 /  Author-provided URL : http://www.sciencedirect.com/science/article/pii/S2173126811000027
added
30-Jun-18
6.  Title: Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS
 Author(s): Forte, Santiago; Ignacio Pena, Juan
 Source: Journal of Banking & Finance Volume: 33 Issue: 11 Pages: 2013-2025 Published: NOV 2009
 Times Cited: 102
 DOI: 10.1016/j.jbankfin.2009.04.015
added
13-Jun-12
publication(s)  
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