Forecasting Distress in European SME Portfolios
Sara Ferreira Filipe,
Theoharry Grammatikos,
Dimitra Michala
Journal of Banking and Finance,
vol. 64, 2016, p. 112-135.
Pricing Default Risk: The Good, the Bad, and the Anomaly
Sara Ferreira Filipe,
Theoharry Grammatikos,
Dimitra Michala
Journal Of Financial Stability,
vol. 26, 2016, p. 190-213.
Equity Order Flow and Exchange Rate Dynamics
Sara Ferreira Filipe
Journal Of Empirical Finance,
vol. 19, 2012, p. 359-381.