Phd. in Quantitative Finance, Universidad del País Vasco (Bilbao, Spain) - Ene 2008
University of California Los Angeles (UCLA) - Visiting scholar - Ene/Jul 2011
University of Columbia (New York) - Visiting Scholar - Ene/Ago 2015
Serrano, P., Lafuente, J.A. & Petit, N.: "Pricing factors in the multiple-term structures from interbank rates", Journal of International Money and Finance vol. 91, March 2019, 138-159.
Serrano, P., Platania, F. & Tapia, M.: "Modelling the shape of the limit order book", Quantitative Finance vol. 18 (9), January 2018, 1575-1597.
Serrano, P., Lafuente, J.A. & Petit, N.: "Forecasting multiple-term structures from interbank rates", International Review of Financial Analysis vol. 57, February 2018, 40-56.
Arakelyan, A., Rubio, G. & Serrano, P.: "The reward for trading illiquid maturities in credit default swap markets", International Review of Economics and Finance vol. 39 (C), 2015, 376-389.
Serrano, P., Rubia, A. & Sanchís-Marco, L.: "Market illiquidity and pricing errors in the term structure of CDS spreads", Journal of International Money and Finance vol. 60, February 2016, 223-252.
Serrano, P., Díaz, A. & Groba, J.: "What drives corporate default risk premium? Evidence from the CDS markets" Journal of International Money and Finance, vol. 37 (C), 2013, 529-563.
Serrano, P., Groba, J. & Lafuente, J.A.: "The impact of distressed economies on the EU sovereign market", Journal of Banking and Finance vol. 37 (7), 2013, 2520–2532.
Groba, J. & Serrano, P. (2020) "Foreign monetary policy and firms' default risk", The European Journal of Finance, 26:11, 1047-1074.
Serrano, P. Lafuente, J.A., Petit, N. & Ruiz, J.: "Dissecting interbank risk", The World Economy , Vol.43, Issue 3, March 2020, 729-757.
Serrano, P., Lafuente, J.A. & Petit, N.: "Pricing factors in the multiple-term structures from interbank rates", Journal of International Money and Finance vol. 91, March 2019, 138-159.
Serrano, P., Platania, F. & Tapia, M.: "Modelling the shape of the limit order book", Quantitative Finance vol. 18 (9), January 2018, 1575-1597.
Serrano, P., Lafuente, J.A. & Petit, N.: "Forecasting multiple-term structures from interbank rates", International Review of Financial Analysis vol. 57, February 2018, 40-56.
Serrano, P. & Arakelyan, A. "Liquidity in Credit Default Swap Markets", Journal of Multinational Financial Management vol. 37–38, December 2016, 139-157, (previously entitled 'On the effects of illiquidity in CDS spreads')
Arakelyan, A., Rubio, G. & Serrano, P.: "The reward for trading illiquid maturities in credit default swap markets", International Review of Economics and Finance vol. 39 (C), 2015, 376-389.
Serrano, P. & Lafuente, J.A.: "Market frictions and the pricing of sovereign credit default swaps", Journal of International Money and Finance vol. 60, February 2016, 223-252.
Serrano, P. & Lafuente, J.A.: "On the compensation for illiquidity in sovereign credit markets", Journal of Multinational Financial Management vol. 30, March 2015, 83–100.
Serrano, P., Díaz, A. & Groba, J.: "What drives corporate default risk premium? Evidence from the CDS markets" Journal of International Money and Finance, vol. 37 (C), 2013, 529-563.
Serrano, P., Groba, J. & Lafuente, J.A.: "The impact of distressed economies on the EU sovereign market", Journal of Banking and Finance vol. 37 (7), 2013, 2520–2532.
Serrano, P., Moreno, M. & Stute, W.: "Statistical properties and economic implications of jump-diffusion processes with shot-noise effects", European Journal of Operational Research 214, 2011, 656–664.
