Dr Jonatan Groba

Lecturer

Profile

Jonatan Groba is a Lecturer (Assistant Professor) in Finance at Lancaster University Management School. He joined Lancaster in 2013 after completing his PhD from the University Carlos III de Madrid. His thesis received a Cum Laude Distinction by the thesis committee, an International Distinction by the government, and an Outstanding Doctorate Award by the PhD Program. His research studies credit risk premium in corporate and sovereign credit derivatives using reduced-form pricing models. His work has been published in the Journal of Banking & Finance and in the Journal of International Money and Finance.

Foreign Monetary Policy and Firms' Default Risk
Groba, J., Serrano, P. 10/10/2017 Lancaster : Lancaster University, Department of Accounting and Finance, 86 p.
Working paper

What drives corporate default risk premia?: evidence from the CDS market
Diaz, A., Groba, J., Serrano, P. 10/2013 In: Journal of International Money and Finance. 37, p. 529-563. 35 p.
Journal article

The impact of distressed economies on the EU sovereign market
Groba, J., Lafuente, J.A., Serrano, P. 07/2013 In: Journal of Banking and Finance. 37, 7, p. 2520-2532. 13 p.
Journal article

European FMA 2017
Participation in conference

Financial Econometrics and Empirical Asset Pricing Conference
Participation in conference

3rd Young Finance Scholar Conference
Participation in conference

1st EBC Network Workshop
Participation in workshop, seminar, course

Journal of Empirical Finance
Publication peer-review

14th CREDIT conference
Participation in conference

Journal of International Money and Finance
Publication peer-review

XXI Finance Forum
Participation in conference

Conference "Banking, Finance, Money and Institutions: The Post Crisis Era"
Participation in conference

Journal of Banking and Finance
Publication peer-review

European Journal of Finance
Publication peer-review

XXXVII Symposium of the Spanish Economic Association
Participation in conference

11th CREDIT 2012 Conference
Participation in conference

19th Annual Conference of the Multinational Finance Society
Participation in conference

4th International IFABS Conference
Participation in conference

2012 FMA European Conference
Participation in conference

XIX Finance Forum
Participation in workshop, seminar, course

4th Workshop on Risk Management and Insurance
Participation in workshop, seminar, course

XII Iberian-Italian Congress of Financial and Actuarial Mathematics
Participation in conference

18th Annual Conference of the Multinational Finance Society
Participation in conference

II World Finance Conference
Participation in conference

XVIII Finance Forum
Participation in conference

IX International Conference CREDIT 2010
Participation in conference

XXV Jornadas de Economía Industrial Conference
Participation in conference