Phd. in Quantitative Finance, Universidad del País Vasco (Bilbao, Spain) - Ene 2008
University of California Los Angeles (UCLA) - Visiting scholar - Ene/Jul 2011
University of Columbia (New York) - Visiting Scholar - Ene/Ago 2015
"The reward for trading illiquid maturities in credit default swap
markets", con Armen Arakelyan y Gonzalo Rubio, International Review of
Economics and Finance, 39 (2015), pp. 376-389.
"Maket illiquidity and pricing errors in the term structure of CDS
spreads", with Antonio Rubia and Lidia Sanchís-Marco, Journal of
International Money and Finance, forthcoming.
"On the compensation for illiquidity in sovereign credit markets", with
Juan Ángel Lafuente, Journal of Multinational Financial Management,
Volume 30, March 2015, pp. 83–100.
What drives corporate default risk premium? Evidence from the CDS
markets", with Antonio Díaz and Jonatan Groba, Journal of International
Money and Finance, 37 (2013), pp. 529-563.
"The impact of distressed economies on the EU sovereign market", with
Jonatan Groba and Juan Ángel Lafuente, Journal of Banking and Finance,
37 (2013) pp. 2520–2532.