Finanzas y Control de Gestión

Lidija Lovreta

Lidija Lovreta

Dr. Lidija Lovreta és doctora en Ciències de la Gestió amb el Doctorat Europeu d'ESADE. La seva recerca se centra en el risc de crèdit (modelatge, calibratge, aplicacions). Ha participat en diverses conferències internacionals i el seu treball ha estat publicat a la Journal of Banking and Finance, European Financial Management Journal i European Journal of Finance. Va ser docent de diversos cursos de finances al CUNEF i la Universitat Autònoma de Barcelona (UAB). També té experiència professional com a consultora, principalment en valoració d'empreses.

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

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. , Silaghi, F. (2017). The surface of implied firm’s asset volatility. : JOURNAL OF BANKING & 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.