The data shown for the Universidad Carlos III de Madrid are partial, as they are intended to answer 2 questions:

  • Who is researching a specific topic?
  • What is an expert, group or particular department researching?

The search results will adhere to the following limits: active Researchers at Carlos III University of Madrid, Projects since 2006 and Publications, Theses, Patents and Software since 2008.

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Author profile at the institutional portal

Serrano Jimenez, Pedro Jose pjserran@emp.uc3m.es

Economía de la Empresa / Universidad Carlos III de Madrid

Publications

Statistical properties and economic implications of jump-diffusion processes with shot-noise effects

  • Moreno, Manuel
  • Serrano Jimenez, Pedro Jose
  • Stute, Winfried

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (p. 656-664) - 11/2011

  • EISSN 1872-6860
  • ISSN 0377-2217

Foreign monetary policy and firms' default risk

  • Groba Dominguez, Jonatan
  • Serrano Jimenez, Pedro Jose

European Journal of Finance - 1/2020

https://doi.org/10.1080/1351847x.2019.1710225 View at source

  • EISSN 1466-4364
  • ISSN 1351-847X

Automatic Balancing Mechanisms for Mixed Pension Systems under Different Investment Strategies

  • Boado-penas, María Del Carmen
  • Godínez-olivaves, Humberto
  • Haberman, Steven
  • Serrano Jimenez, Pedro Jose

European Journal of Finance (p. 277-294) - 7/2019

https://doi.org/10.1080/1351847x.2019.1647260 View at source

  • EISSN 1466-4364
  • ISSN 1351-847X

The reward for trading illiquid maturities in credit default swap markets

  • Arakelyan, Armen
  • Rubio Irigoyen, Gonzalo
  • Serrano Jimenez, Pedro Jose

International Review of Economics & Finance (p. 376-389) - 9/2015

https://doi.org/10.1016/j.iref.2015.07.006 View at source

  • EISSN 1873-8036
  • ISSN 1059-0560

Forecasting multiple-term structures from interbank rates

  • Lafuente Luengo, Juan Angel
  • Petit, Nuria
  • Serrano Jimenez, Pedro Jose

International Review of Financial Analysis (p. 40-56) - 5/2018

https://doi.org/10.1016/j.irfa.2018.02.004 View at source

  • ISSN 1057-5219

The impact of distressed economies on the EU sovereign market

  • Groba Dominguez, Jonatan
  • Lafuente Luengo, Juan Angel
  • Serrano Jimenez, Pedro Jose

JOURNAL OF BANKING & FINANCE (p. 2520-2523) - 7/2013

https://doi.org/10.1016/j.jbankfin.2013.02.003 View at source

  • EISSN 1872-6372
  • ISSN 0378-4266

Market frictions and the pricing of sovereign credit default swaps

  • Rubia Serrano, Antonio
  • Sanchis Marco, Lidia
  • Serrano Jimenez, Pedro Jose

JOURNAL OF INTERNATIONAL MONEY AND FINANCE (p. 223-252) - 2/2016

10.1016/j.jimonfin.2015.04.006 View at source

  • EISSN 1873-0639
  • ISSN 0261-5606

Liquidity in credit default swap markets

  • Arakelyan, Armen
  • Serrano Jimenez, Pedro Jose

Journal of Multinational Financial Management (p. 139-157) - 12/2016

10.1016/j.mulfin.2016.09.001 View at source

  • EISSN 1042-444X
  • ISSN 1873-1309

Dissecting interbank risk using basis swap spreads

  • Lafuente Luengo, Juan Angel
  • Petit, Nuria
  • Ruiz Andújar, Jesús
  • Serrano Jimenez, Pedro Jose

WORLD ECONOMY (p. 729-757) - 3/2020

10.1111/twec.12878 View at source

  • EISSN 0378-5920
  • ISSN 1467-9701

Cómo complementar la pensión utilizando la vivienda en propiedad: Alternativas factibles para conseguir ingresos extra y seguir residiendo en casa

  • Lafuente Luengo, Juan Angel
  • Serrano Jimenez, Pedro Jose

2022

Editor: Aula Magna Proyecto Clave McGraw Hill

  • ISBN 9788419187017

Monte Carlo Valuation of CDOs under a Reduced Form Approach. In: New Frontiers in Insurance and Bank Risk Management

  • Barandiarán, Antton
  • Moreno, Manuel
  • Serrano Jimenez, Pedro Jose

New Frontiers in Insurance and Bank Risk Management (p. 133-148) - 1/2009

Editor: MCGRAW-HILL

  • ISBN 978-88-386-6061-0

Monetary Policy Effect on Firm's Default Risk

  • Groba Dominguez, Jonatan
  • Serrano Jimenez, Pedro Jose

19th Finance Forum - 2011

What Drives Corporate Default Risk Premia? Evidence from the CDS Market

  • Díaz, Antonio
  • Groba, Jonatan
  • Serrano Jimenez, Pedro Jose

4th Workshop on Risk Management and Insurance (RISK 2011) (p. 529-563) - 10/2011

Editor: GRUPO DE INVESTIGACIÓN EN MERCADO Y ACTIVOS FINANCIEROS (GIMAF)

https://doi.org/10.1016/j.jimonfin.2013.07.003 View at source

  • EISSN 1873-0639
  • ISSN 0261-5606
Open Access

On the compensation for illiquidity in sovereign credit markets

  • Lafuente Luengo, Juan Angel
  • Serrano Jimenez, Pedro Jose

Journal of Multinational Financial Management (p. 83-100) - 3/2014

Editor: UNIVERSIDAD CARLOS III DE MADRID

https://doi.org/10.1016/j.mulfin.2015.03.003 View at source

  • EISSN 1042-444X
  • ISSN 1873-1309
Open Access

Determinants of the multiple-term structures from interbank rates

  • Lafuente Luengo, Juan Angel
  • Petit, Nuria
  • Serrano Jimenez, Pedro Jose

2015

Editor: UNIVERSIDAD CARLOS III DE MADRID

This researcher has no technical reports.

Alternativas a la insuficiencia de las pensiones. La hipoteca inversa y las rentas vitalicias

  • Serrano Jimenez, Pedro Jose
  • Lafuente Luengo, Juan Angel

Period: 07-05-2018 - 30-09-2018

Type of funding: Regional

Funding entity: SANTA LUCIA-SEGUROS

Optimal Portfolio Strategy of Cointegrated assets

  • Serrano Jimenez, Pedro Jose
  • Tang, Tao
  • Figuerola-ferretti Garrigues, Isabel

Reading date: 04-07-2017

Three essays on the interest rate curve multiplicity in the interbank market

  • Petit, Nuria
  • Serrano Jimenez, Pedro Jose
  • Lafuente Luengo, Juan Angel

Reading date: 29-10-2015

The Macro-Financial Transmission of Shocks

  • Alonso Alvarez, Irma
  • Escribano Saez, Alvaro
  • Serrano Jimenez, Pedro Jose

Reading date: 12-01-2022

This researcher has no patents or software licenses.

Last data update: 4/8/24 3:56 PM