Cristina Vespro
Economics and Econometrics · 2010–2011
A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 78 citations into it
- Finance — 71 citations into it
- Accounting — 26 citations into it
Whom Cristina Vespro trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Cristina Vespro's perspective
Ordered by how strongly the researchers Cristina Vespro trusts endorse each paper. Same corpus, a different order for every researcher.
- Pricing Default Swaps: Empirical Evidence
- Explaining credit default swap premia
- Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
- The intersection of market and credit risk
- Structural Models of Corporate Bond Pricing: An Empirical Analysis
- Regime dependent determinants of credit default swap spreads
- Insider Trading in Credit Derivatives
- Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements
- Liquidity and Credit Default Swap Spreads
- The Financial Turmoil of 2007-?: A Preliminary Assessment and Some Policy Considerations
Their papers
- The impact of sovereign credit risk on bank funding conditions (2011) — 252 citations
- What Determines Euro Area Bank CDS Spreads (2010) — 249 citations