J. Peña

Finance · 2002–2009

A researcher in the Science corpus: 2 papers; trusts 11 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Finance — 16 citations into it; #7,889 of 10,518 by trust here, #5,336 by citations
• Economics and Econometrics — 10 citations into it; #9,940 of 23,481 by trust here, #9,665 by citations
• Accounting — 6 citations into it; #6,500 of 8,970 by trust here, #5,502 by citations

Whom J. Peña trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Hayne E. Leland
2. Francis A. Longstaff
3. Roberto Blanco Escolar
4. Richard T. Baillie

Who trusts J. Peña overall

1. Janina Ketterer
2. Florian Ziel
3. Á. Cartea
4. Rafal Weron
5. María Rodríguez-Moreno
6. Xin Huang

Papers from J. Peña's perspective

Ordered by how strongly the researchers J. Peña trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"
2. Predictions of Default Probabilities in Structural Models of Debt
3. The Determinants of Credit Spread Changes
4. Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market
5. Market Design and Price Behavior in Restructured Electricity Markets: An International Comparison
6. Insider Trading in Credit Derivatives
7. Credit Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics
8. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
9. Credit Ratings and Stock Liquidity
10. An Empirical Examination of Deregulated Electricity Prices

Their papers

• Modelling Electricity Prices: International Evidence (2002) — 362 citations
• Credit Spreads: An Empirical Analysis on the Informational Content of Stocks, Bonds, and CDS (2009) — 329 citations