Projects per year
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Dive into the research topics where Santiago Forte Arcos is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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GREF: Group for Research in Economics and Finance
Bayona Font, A. (PI), Ansotegui Olcoz, C. (Research), Arcalean, C. (Research), Ballabriga Clavería, F. (Research), Bermejo Boixareu, V. J. (Research), Bisbe Viñas, J. (Research), Brandao de Mello Souza, A. (Research), Del Viva, L. (Research), Dumitrescu, A. (Research), Errico, M. (Research), Forte Arcos, S. (Research), Guasch Mercadé, M. (Research), Platikanova, P. (Research), Rachedi, O. (Research), Redigolo, G. (Research), Sala, C. (Research), Schiopu, I. (Research), Simkievich, C. (Research), Thuy Linh, V. (Research), Villegas Sanchez, C. (Research) & Jhunjhunwala, T. (Research)
Agència de Gestió d'Ajuts Universitaris i de Recerca (AGAUR)
1/01/22 → 30/06/25
Project: Research Groups and Network Grants › Research Groups
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VOLATILIDADES IMPLÍCITAS: EFECTO APALANCAMIENTO Y GESTIÓN DEL RIESGO.
Forte Arcos, S. (PI)
Ministerio de Ciencia, Innovacion y Universidades
1/06/20 → 31/05/23
Project: Research Grants › Research
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GREF: Grup de recerca en Economics and Finance
Villegas Sanchez, C. (PI), Ansotegui Olcoz, C. (Research), Arcalean, C. (Research), Bayona Font, A. (Research), Bisbe Viñas, J. (Research), Dumitrescu, A. (Research), Platikanova, P. (Research), Schiopu, I. (Research), Ballabriga Clavería, F. (Research), Forte Arcos, S. (Research), Bermejo Boixareu, V. J. (Research), Sala, C. (Research), Zakriya, M. (Research) & El Hefnawy, M. (Research)
1/01/17 → 31/12/21
Project: Research Groups and Network Grants › Research Groups
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GREF: Group of Research in Economics and Finance
Dumitrescu, A. (PI), Forte Arcos, S. (Research), Schiopu, I. (Research), Arcalean, C. (Research), Villegas Sanchez, C. (Research), Platikanova, P. (Research) & Del Viva, L. (Research)
1/01/14 → 30/04/17
Project: Research Groups and Network Grants › Research Groups
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Información financiera, estructura de la propiedad y cotizaciones en el mercado bursátil español
Dumitrescu, A. (PI), Ansotegui Olcoz, C. (Research), Batllori Lloveras, G. (Research), Forte Arcos, S. (Research), HANHARDT, A. (Research) & Matei, M. (Research)
Ministerio de Ciencia e Innovación
1/01/09 → 31/12/11
Project: Research Grants › Research
Research output
- 9 Article
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Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility
Forte Arcos, S. & Lovreta, L., Apr 2023, In: Journal of Corporate Finance. 79, 33 p., 102347.Research output: Indexed journal article › Article › peer-review
Open Access1 Citation (Scopus) -
Volatility discovery: Can the CDS market beat the equity options market?
Forte Arcos, S. & Lovreta, L., Mar 2019, In: Finance Research Letters. 28, p. 107-111 5 p.Research output: Indexed journal article › Article › peer-review
8 Citations (Scopus) -
Time-Varying Credit Risk Discovery in the Stock and CDS Markets: Evidence from Quiet and Crisis Times
Forte Arcos, S. & Lovreta, L., 1 Jun 2015, In: European Financial Management. 21, 3, p. 430-461 32 p.Research output: Indexed journal article › Article › peer-review
19 Citations (Scopus) -
Endogenizing exogenous default barrier models: The MM algorithm
Forte Arcos, S. & Lovreta, L., Jun 2012, In: Journal of Banking and Finance. 36, 6, p. 1639-1652 14 p.Research output: Indexed journal article › Article › peer-review
9 Citations (Scopus) -
Calibrating structural models: A new methodology based on stock and credit default swap data
Forte Arcos, S., Dec 2011, In: Quantitative Finance. 11, 12, p. 1745-1759 15 p.Research output: Indexed journal article › Article › peer-review
14 Citations (Scopus)