| Time‐V arying Credit Risk Discovery in the Stock and CDS Markets: Evidence from Quiet and Crisis Times S Forte, L Lovreta European Financial Management 21 (3), 430-461, 2015 | 52 | 2015 |
| Credit Risk Discovery in the Stock and CDS Markets: Who Leads, When, and Why ‘ S Forte, L Lovreta When, and Why ‘(December 17, 2009), 2009 | 37 | 2009 |
| Endogenizing exogenous default barrier models: The MM algorithm S Forte, L Lovreta Journal of Banking & Finance 36 (6), 1639-1652, 2012 | 24 | 2012 |
| The surface of implied firm’s asset volatility L Lovreta, F Silaghi Journal of Banking & Finance 112, 105253, 2020 | 16 | 2020 |
| Volatility discovery: can the CDS market beat the equity options market? S Forte, L Lovreta Finance Research Letters 28, 107-111, 2019 | 13 | 2019 |
| Structural breaks in the interaction between bank and sovereign default risk L Lovreta, J López Pascual SERIEs 11 (4), 531-559, 2020 | 11 | 2020 |
| Credit risk discovery in the stock and CDS markets: Who leads in times of financial crisis S Forte, L Lovreta SSRN-FEN working paper, 2012 | 10 | 2012 |
| Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility S Forte, L Lovreta Journal of Corporate Finance 79, 102347, 2023 | 6 | 2023 |
| Do the stock and CDS markets price credit risk equally in the long-run? L Lovreta, Z Mladenović The European Journal of Finance 24 (17), 1699-1726, 2018 | 5 | 2018 |
| Persistence in firm’s asset and equity volatility F Gonzalez-Pla, L Lovreta Physica A: Statistical Mechanics and its Applications 535, 122265, 2019 | 4 | 2019 |
| Demand–supply imbalances in the credit default swap market: empirical evidence L Lovreta The European Journal of Finance 22 (1), 28-58, 2016 | 4 | 2016 |
| Modeling and forecasting firm-specific volatility: The role of asymmetry and long-memory F González-Pla, L Lovreta Finance Research Letters 48, 102931, 2022 | 2 | 2022 |
| Structural Imbalances in the Credit Default Swap Market: Empirical Evidence L Lovreta | 2 | 2010 |
| Pseudo Maximum Likelihood Estimation of Structural Credit Risk Models with Exogenous Default Barrier S Forte, L Lovreta working paper, 2009 | 2 | 2009 |
| Credit risk discovery in the stock and CDS markets: who S Forte, L Lovreta ESADE, 2008 | 2 | 2008 |
| Implied Equity and Firm Asset Volatility in Credit Default Swap Premia S Forte, L Lovreta | | 2019 |
| The Surface of Asset Implied Volatility L Lovreta, F Silaghi Available at SSRN 2789150, 2016 | | 2016 |
| Structural Credit Risk Models: Estimation and Applications L Lovreta Universitat Ramon Llull, 2010 | | 2010 |
| A Practical Approach to the Estimation of Structural Credit Risk Models with Constant Default Barrier: The MM Algorithm S Forte, L Lovreta | | |
