Santiago Forte
Finance · 2009
A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Finance — 12 citations into it; #7,890 of 10,518 by trust here, #5,336 by citations
- Accounting — 6 citations into it; #6,501 of 8,970 by trust here, #5,502 by citations
Whom Santiago Forte trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Hayne E. Leland
- Francis A. Longstaff
- Roberto Blanco Escolar
- Richard T. Baillie
- J. Gonzalo
- Diana Bonfim
- Ian W. Marsh
- G. Booth
- V. Acharya
- Elizabeth R. Odders-White
Who trusts Santiago Forte overall
- María Rodríguez-Moreno
- Xin Huang
- Tālis J. Putniņš
- Patrick Augustin
- Bhanu Balasubramnian
- Yu‐Lun Chen
- Juan Ignacio Peña
- Hao Zhou
Papers from Santiago Forte's perspective
Ordered by how strongly the researchers Santiago Forte trusts endorse each paper. Same corpus, a different order for every researcher.
- The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"
- Predictions of Default Probabilities in Structural Models of Debt
- The Determinants of Credit Spread Changes
- Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market
- Insider Trading in Credit Derivatives
- An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
- Credit Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics
- Credit Ratings and Stock Liquidity
- Regime dependent determinants of credit default swap spreads
- Price discovery and common factor models
Their papers
- Credit Spreads: An Empirical Analysis on the Informational Content of Stocks, Bonds, and CDS (2009) — 329 citations