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Lidija Lovreta

Observed name: Pascual Lidija Lovreta
ORCID: 0000-0002-6643-5555
Observed ORCID: 0000-0002-6643-5555
OpenAlex ID: A5067657949
Time‐ V arying Credit Risk Discovery in the Stock and CDS Markets: Evidence from Quiet and Crisis Times
2013 · Santiago Forte, Lidija Lovreta · European Financial Management · 29
Credit Risk Discovery in the Stock and CDS Markets: Who Leads, When, and Why?
2008 · Santiago Forte, Lidija Lovreta · SSRN Electronic Journal · 22
Endogenizing exogenous default barrier models: The MM algorithm
2012 · Santiago Forte, Lidija Lovreta · Journal of Banking & Finance · 15
Structural breaks in the interaction between bank and sovereign default risk
2020 · Lidija Lovreta, Joaquín López Pascual · SERIEs · 14
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The surface of implied firm’s asset volatility
2017 · Lidija Lovreta, Florina Silaghi · Journal of Banking & Finance · 12
Volatility Discovery: Can the CDS Market Beat the Equity Options Market?
2017 · Santiago Forte, Lidija Lovreta · Finance research letters · 11
Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility
2019 · Santiago Forte, Lidija Lovreta · Journal of Corporate Finance · 6
Do the stock and CDS markets price credit risk equally in the long-run?
2018 · Lidija Lovreta, Zorica Mladenović · European Journal of Finance · 5
Modeling and forecasting firm-specific volatility: The role of asymmetry and long-memory
2022 · Francisco González-Pla, Lidija Lovreta · Finance research letters · 4
Persistence in firm’s asset and equity volatility
2019 · Francisco González-Pla, Lidija Lovreta · Physica A Statistical Mechanics and its Applications · 4
Credit Risk Discovery in the Stock and CDS Markets: Who Leads in Times of Financial Crisis?*
2012 · Santiago Forte, Lidija Lovreta · 4
Demand–supply imbalances in the credit default swap market: empirical evidence
2014 · Lidija Lovreta · European Journal of Finance · 2
Credit Risk Discovery in the Stock and Cds Market: Who, When and Why Leads? *
· Santiago Forte, Lidija Lovreta · 1
Temperature Anomalies and the Term Structure of Credit Risk
2026 · Santiago Forte, Lidija Lovreta · SSRN Electronic Journal
Equity Volatility Persistence and Leverage Adjustment Speed
2025 · Santiago Forte, Lidija Lovreta · SSRN Electronic Journal
Equity Volatility Persistence and Leverage Adjustment Speed
2025 · Santiago Forte, Lidija Lovreta · SSRN Electronic Journal
The Surface of Asset Implied Volatility
2016 · Lidija Lovreta, Florina Silaghi · SSRN Electronic Journal
Distance to default as a measure of default risk
2015 · Fernando Luna Goris, Lidija Lovreta · Dipòsit Digital de Documents de la UAB (Universitat Autònoma de Barcelona)
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Structural Credit Risk Models: Estimation and Applications
2010 · Lidija Lovreta · LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas)
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Structural Imbalances in the Credit Default Swap Market: Empirical Evidence
2010 · Lidija Lovreta
Works count: 22
Citation count: 129
H-index: 6
I10-index: 6
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