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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
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Variance swaps, non-normality and macroeconomic and financial risks
Nieto Domenech, Belen; Novales, Alfonso; Rubio, Gonzalo - In: The quarterly review of economics and finance : journal … 54 (2014) 2, pp. 257-270
Persistent link: https://www.econbiz.de/10010467548
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Option-implied preferencec adjustments, density forecasts, and the equity risk premium
Alonso Sánchez, Francisco; Blanco, Roberto; Rubio, Gonzalo - 2006
Persistent link: https://www.econbiz.de/10003396849
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The relationship between risk and expected return in Europe
León Valle, Ángel Manuel; Nave, Juan M.; Rubio, Gonzalo - In: Journal of banking & finance 31 (2007) 2, pp. 495-512
Persistent link: https://www.econbiz.de/10003421299
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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
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The reward for trading illiquid maturities in credit default swap markets
Arakelyan, Armen; Rubio, Gonzalo; Serrano, Pedro - In: International review of economics & finance : IREF 39 (2015), pp. 376-389
Persistent link: https://www.econbiz.de/10011572470
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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
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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
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The risk aversion and uncertainty channels between finance and macroeconomics
Nieto Domenech, Belen; Rubio, Gonzalo - In: Finance research letters 45 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014578143
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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/10012500183