Giovanni Guazzarotti
Economics and Econometrics · 2010–2012
A researcher in the Science corpus: 2 papers; trusts 18 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 105 citations into it; #23,262 of 23,481 by trust here, #8,485 by citations
- Finance — 62 citations into it; #10,443 of 10,518 by trust here, #3,361 by citations
- Accounting — 43 citations into it
- General Health Professions — 13 citations into it
- Sociology and Political Science — 6 citations into it
Whom Giovanni Guazzarotti trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Joost Driessen
- Michael Grossman
- Carol Alexander
- Silvia Magri
- L. Gambacorta
- Jan Ericsson
- P. Angelini
- G. Ferrero
- M. Paiella
- Andrea Nobili
Who trusts Giovanni Guazzarotti overall
Papers from Giovanni Guazzarotti's perspective
Ordered by how strongly the researchers Giovanni Guazzarotti trusts endorse each paper. Same corpus, a different order for every researcher.
- The Determinants of Credit Spread Changes
- Explaining the Rate Spread on Corporate Bonds
- An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
- The relationship between credit default swap spreads, bond yields, and credit rating announcements
- The Pricing of Options and Corporate Liabilities
- The Determinants of Credit Default Swap Premia (Journal of Financial and Quantitative Analysis)
- The Human Capital Model
- Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements
- Regime dependent determinants of credit default swap spreads
- Structural Models of Corporate Bond Pricing: An Empirical Analysis
Their papers
- What Determines Annuity Demand at Retirement? (2012) — 169 citations
- An Analysis of the Determinants of Credit Default Swap Spread Changes Before and During the Subprime Financial Turmoil (2010) — 208 citations