Similar Search Results

Narrow search

Nonsimultaneous prices and the evaluation of managed portfolios in Spain

Basarrate Urízar, Begoña; Rubio, Gonzalo - In: Applied financial economics 9 (1999) 3, pp. 273-281

Persistent link: https://www.econbiz.de/10001454515

The liquidity premium in equity pricing under a continuous auction system

Rubio, Gonzalo - In: The European journal of finance 4 (1998) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10001247522

The cross section of expected returns with MIDAS betas

González, Mariano; Nave, Juan M.; Rubio, Gonzalo - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 1, pp. 115-135

Persistent link: https://www.econbiz.de/10009623141

Stock returns with consumption and illiquidity risks

Márquez De la Cruz, Elena; Nieto, Belén; Rubio, Gonzalo - In: International review of economics & finance : IREF 29 (2014), pp. 57-74

Persistent link: https://www.econbiz.de/10010431504

Estimating the elasticity of intertemporal substitution with leverage

González-Urteaga, Ana; Rubio, Gonzalo - In: The North American journal of economics and finance : a … 41 (2017), pp. 18-31

Persistent link: https://www.econbiz.de/10011878926

Volatility risk premia betas

Gonález-Urteaga, Ana; Rubio, Gonzalo - In: Revista de economía aplicada : publicación cuatrimestral 24 (2016) 70, pp. 111-145

Persistent link: https://www.econbiz.de/10011632944

Spillover dynamics effects between risk-neutral equity and Treasury volatilities

González-Urteaga, Ana; Nieto Domenech, Belen; Rubio, … - In: SERIEs : Journal of the Spanish Economic Association 13 (2022) 4, pp. 663-708

Macro-finance asset pricing models provide a rationale for connectedness dynamics between equity and Treasury risk-neutral volatilities. In this paper, we study the total and directional connectedness, in the sense of spillover effects, between risk-neutral volatilities from the equity and...

Persistent link: https://www.econbiz.de/10013459960