Dr Jonatan Groba



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.

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