Karin Martín-Bujack - Google Scholar

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Co-authors

M Teresa Corzo SantamaríaUniversidad Pontificia ComillasVerified email at comillas.edu
Isabel Figuerola-FerrettiICADE, Universidad Pontificia ComillasVerified email at comillas.edu
Jose PortelaUniversidad Pontificia ComillasVerified email at comillas.edu
Rocio Saenz-DiezUniversidad Pontificia ComillasVerified email at comillas.edu
Ioannis ParaskevopoulosEconomics Department, ICADE MadridVerified email at comillas.edu

Karin Martín-Bujack

Karin Martín-Bujack

Universidad Pontificia Comillas

Verified email at comillas.edu - Homepage

Credit Default Swaps Financial Risks Market Efficiency Financial Derivatives


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Early market efficiency testing among hydrogen players TC Santamaría, K Martin-Bujack, J Portela, R Sáenz-Diez International Review of Economics & Finance 82, 723-742, 2022	5	2022
International diversification and global credit risk: A methodology for portfolio building 1 K Martin-Bujack, MT Corzo, I Figuerola-Ferretti UCJC Business and Society Review, 92-136, 2018	2	2018
Credit Default Swaps and Financial Risks in the 21st Century K Martin-Bujack, MT Corzo Journal of Insurance and Financial Management 1 (5), 19-64, 2016	2	2016
Building Knowledge in the Oil Market K Martín-Bujack, I Figuerola Ferretti, T Corzo, I Paraskevopoulos SAGE Open 12 (1), 1-13, 2022		2022
Diversificación internacional y riesgo de crédito global: una metodología para construir carteras K Martín-Bujack, MT Corzo, I Figuerola-Ferretti UCJC Business and Society Review (formerly known as Universia Business Review), 2018		2018
Credit Default Swaps: does the traded volume influence research interest? K Martin-Bujack, MT Corzo, I Figuerola-Ferretti Available at SSRN 2906363, 2017		2017

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Articles 1–6