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Laura Ballester

Departmen of Financial Economics, Faculty of Economics · University of Valencia

https://researchid.co/bamilau
@uv.es
1023Google Scholar Citations
14Google Scholar h-index
18Google Scholar i10-index

Research Interests

Quantitative finance, Interest rate risk, Credit risk, CDS, Contagion

Biography

Framed within the field of ​​quantitative finance, my research career has been mainly focused on the analysis and measurement of financial risks, specifically the study of interest rate risk and credit risk. With regard to my research on the management of interest risk, this has focused on determining the incidence of interest rate risk in the Spanish banking sector by measuring the sensitivity of credit institutions to interest rate movements. Regarding the credit risk studies, these have focused on the analysis of the transmission and contagion of this type of risk, measured through the credit default swap (CDS) market, both for the European and American markets.

Education

2010: PhD in Quantitative Finance. Quality Recognition by the Spanish Government. MCD 2007-00261 2010: Thesis “Impact of Interest Rate Changes on the Distribution of Spanish Banks Stock Returns”. Cum Laude mention. 2006: Diploma of Advanced Studies in Quantitative Finance. Delivered jointly by the University of Valencia, Complutense University of Madrid, University of Castilla La Mancha, and University of the Basque Country. o Research project: “Impact of Interest Rate Exposure of Spanish Banking Sector”. o Specific areas of interest: Interest rate exposure of financial institutions, f...

Recent Google Scholar Publications

  1. When is environmental performance most valued? International evidence from the CDS market
    International Review of Economics & Finance 99, 104057 , 2025, 2025 | Citations: 2.0
  2. Rebuttal to
    Coordinated Journals and Citation Patterns, by Carol Alexander, Xi Chen … , 2025, 2025
  3. Green bond issuance and credit risk: International evidence
    Journal of International Financial Markets, Institutions and Money 94, 102013 , 2024, 2024 | Citations: 33.0
  4. Journal of International Financial Markets, Institutions & Money
    Journal of International Financial Markets, Institutions & Money 94, 102013 , 2024, 2024
  5. Guest Editorial: Recent advances and future directions in macrofinance: Geopolitical Risk and Uncertainty–University Jaume I-2023
    Finance Research Letters 68 (C) , 2024, 2024

Grants / Consultancy

• 2019. Teaching Excellence Award. Consell Social de la Universidad de Valencia. • 2016/2017. Faculty of Economics. Grant for conference’s organization.

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