Publications in collaboration with researchers from Universidad de Castilla-La Mancha (3)

2008

  1. Economic sentiment and yield spreads in Europe

    European Financial Management, Vol. 14, Núm. 2, pp. 206-221

2005

  1. Autoregresive conditional volatility, skewness and kurtosis

    Quarterly Review of Economics and Finance, Vol. 45, Núm. 4-5, pp. 599-618

2001

  1. Smiles, bid-ask spreads and option pricing

    European Financial Management, Vol. 7, Núm. 3, pp. 351-374