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Dr Jonatan Groba

Research overview

My research interests are Financial Risk Management, Fixed Income, Credit Risk and Monetary Policy.

Profile

Jonatan Groba is a Lecturer (Assistant Professor) in Finance at Lancaster University Management School. He joined Lancaster in 2013 after completing his PhD from the University Carlos III de Madrid. His thesis received a Cum Laude Distinction by the thesis committee, an International Distinction by the government, and an Outstanding Doctorate Award by the PhD Program.  His research studies credit risk premium in corporate and sovereign credit derivatives using reduced-form pricing models. His work has been published in the Journal of Banking & Finance and in the Journal of International Money and Finance

Research Grants

Member of project ECO2011-28134 titled “Risk Analysis in fixed income markets: volatility, liquidity, and insolvency”.  €54,450

Member of project PEII-2014-019-P titled “Corporate bond valuation, the impact of liquidity”. €75,000

Member of project ECO2014-59664-P titled “The impact of risk in the valuation of fixed income assets”.  €35,000

LUMS’ Research Pump-Priming Grant Scheme 2013/2014.  £4,847

Current Teaching

Undergraduate: AcF 304 Bond Markets

Posgraduate:  AcF 608 Fixed Income Markets 

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