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~person:"González-Urteaga, Ana"
~type_genre:"Article in journal"
~type_genre:"Statistics"
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González-Urteaga, Ana
Zaremba, Adam
21
Gupta, Rangan
18
Fabozzi, Frank J.
12
Demirer, Rıza
10
Jacobs, Kris
10
Long, Huaigang
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Sarno, Lucio
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Wese Simen, Chardin
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1
The quality premium with leverage and liquidity constraints
González-Urteaga, Ana
;
Rubio, Gonzalo
- In:
International review of financial analysis
75
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012804007
Saved in:
2
Do sovereign ratings cause instability in cross-border emerging CDS markets?
Ballester, Laura
;
González-Urteaga, Ana
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 643-663
Persistent link: https://www.econbiz.de/10012672072
Saved in:
3
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto, Belén
;
Rubio, Gonzalo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500183
Saved in:
4
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto Domenech, Belen
;
Rubio, …
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500184
Saved in:
5
The joint cross-sectional variation of equity returns and volatilities
González-Urteaga, Ana
;
Rubio, Gonzalo
- In:
Journal of banking & finance
75
(
2017
),
pp. 17-34
Persistent link: https://www.econbiz.de/10011742149
Saved in:
6
The cross-sectional variation of volatility risk premia
González-Urteaga, Ana
;
Rubio, Gonzalo
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 353-370
Persistent link: https://www.econbiz.de/10011589865
Saved in:
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