"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.
"Statistical properties and economic implications of jump-diffusion processes with shot-noise effects", with Manuel Moreno and Winfried Stute, European Journal of Operational Research, 214 (2011) pp. 656–664.
"Monte Carlo Valuation of CDOs under a Reduced Form Approach", with Antton Barandiarán and Manuel Moreno, in New Frontiers in Insurance and Bank Risk Management, 2009, pp. 133-148, edited by C. Angela, S. Carrillo Menédez, M. Micocci, E. Navarro Arribas, R. Ottaviani, F. Pressacco. Milano: MCGraw-Hill.
”Pricing Tranched Credit Products with Generalized Multifactor Models”, joint with M. Moreno and J.I. Peña, in Credit Risk Models, Derivatives and Management (Ed. Niklas Wagner) Financial Mathematics Series Vol. 6, Chapman & Hall, 2007.
“Numerical Pricing of Collateral Debt Obligations: A Monte Carlo Approach”, joint with M. Moreno, in Credit Risk Models, Derivatives and Management (Ed. Niklas Wagner) Financial Mathematics Series Vol. 6, Chapman & Hall, 2007.