Finanzas y Control de Gestión

Lidija Lovreta

Lidija Lovreta

Researcher

Dr. Lidija Lovreta es Doctora en Management Sciences con Doctorado Europeo de ESADE. Su investigación se centra en el riesgo de crédito (modelado, calibración, aplicaciones). Ha participado en varias conferencias internacionales y su trabajo ha sido publicado en la Journal of Banking and Finance , European Financial Management Journal y European Journal of Finance. Fue docente de varios cursos de finanzas en el CUNEF y la Universidad Autónoma de Barcelona (UAB). También tiene experiencia profesional como consultora, principalmente en valoración de empresas.

Ph D - Doctor of Philosophy | , ESADE Business School, Universidad Ramon Llull

Academic

Visiting Professor, Universidad Autónoma de Barcelona (UAB) (2014-2017)

Assistant Professor, CUNEF (Colegio Universitario de Estudios Financieros) (2010-2014)

Professional

Consultant, Corporate Finance sector, Centre for Economic Studies, CES Mecon (1999-2006)

Journal Article, Scholarly

Forte, S. , LOVRETA, L. (2023). Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility. : JOURNAL OF CORPORATE FINANCE.

LOVRETA, L. , González-Pla, F. (2022). Modeling and forecasting firm-specific volatility: The role of asymmetry and long-memory. : FINANCE RESEARCH LETTERS.

LOVRETA, L. , López Pascual , J. (2020). Structural breaks in the interaction between bank and sovereign default risk. Journal of the Spanish Economic Association: SERIEs.

LOVRETA, L. , Silaghi, F. (2020). The surface of implied firm’s asset volatility. : JOURNAL OF BANKING & FINANCE.

LOVRETA, L. , González-Pla, F. (2019). Persistence in firm’s asset and equity volatility. : PHYSICA A: STATISTICAL MECHANICS AND ITS APPLICATIONS.

LOVRETA, L. , Forte, S. (2019). Volatility discovery: Can the CDS market beat the equity options market?. : FINANCE RESEARCH LETTERS.

LOVRETA, L. , Mladenović, Z. (2018). Do the stock and CDS markets price credit risk equally in the long-run?. : EUROPEAN JOURNAL OF FINANCE.

LOVRETA, L. (2016). Demand-supply imbalances in the credit default swap market: empirical evidence. : EUROPEAN JOURNAL OF FINANCE.

LOVRETA, L. , Forte, S. (2015). Time-Varying Credit Risk Discovery in the Stock and CDS Markets: Evidence from Quiet and Crisis Times. : EUROPEAN FINANCIAL MANAGEMENT.

Forte, S. , LOVRETA, L. (2012). Endogenizing exogenous default barrier models: The MM algorithm. : JOURNAL OF BANKING & FINANCE.

Case Study with Teaching Note

LOVRETA, L. , Duca, E. (2015). Bankinter: Growth Options During the Spanish Crisis. : Ivey Publishing.