Bank of America, SA
My research interests are Financial Risk Management, Fixed Income, Credit Risk and Monetary Policy.
J. Groba, J.A. Lafuente, and P. Serrano (2013): "The impact of distressed economies on the EU sovereign market" Journal of Banking & Finance, vol. 37 (7), pp. 2520-2532
A. Diaz, J. Groba and P. Serrano (2013): "What drives corporate default risk premia? Evidence from the CDS market" Journal of International Money and Finance , vol. 37, pp. 529-563
My work has been accepted for participation at the XVIII Finance Forum in Elche (Spain), the II World Finance Conference in Rhodes (Greece), the 18th Annual Conference of the Multinational Finance Society in Rome (Italy), the XII Iberian-Italian Congress of Financial and Actuarial Mathematics in Lisbon (Portugal), the 4th Workshop on Risk Management and Insurance in Seville (Spain), the XIX Finance Forum in Granada (Spain), the 2012 FMA European Conference in Istanbul (Turkey), the 4th International IFABS Conference in Valencia (Spain), the 19th Annual Conference of the Multinational Finance Society in Kraków (Poland), the 11th CREDIT 2012 conference in Venice (Italy), the XX Finance Forum in Oviedo (Spain), the XXXVII Spanish Economic Association (SAEe) symposium in Vigo (Spain), the Conference on "Banking, Finance, Money and Institutions: The Post Crisis Era" in Guildford (UK), the XXI Finance Forum in Segovia (Spain), the 14th CREDIT 2015 conference in Venice (Italy), and the EBC Network Workshop in Lancaster (UK).