Publicaciones (52) Publicaciones de GONZALO RUBIO IRIGOYEN

2008

  1. Economic sentiment and yield spreads in Europe

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

2007

  1. Portfolio Choice and the Effects of Liquidity

    Working Papers ( Universitat Pompeu Fabra. Departamento de Economía y Empresa )

  2. The relationship between risk and expected return in Europe

    Journal of Banking and Finance, Vol. 31, Núm. 2, pp. 495-512

2006

  1. Option-implied preferences adjustments, density forecasts, and the equity risk premium

    Documentos de trabajo - Banco de España

2005

  1. An empirical comparison of the performance of alternative option pricing models

    Investigaciones económicas, Vol. 29, Núm. 3, pp. 483-523

  2. Análisis del comportamiento predictivo de las densidades neutrales al riesgo implícitas en las opciones sobre el Ibex-35

    Cuadernos económicos de ICE, Núm. 69, pp. 11-32

  3. Asset pricing and systematic liquidity risk: An empirical investigation of the Spanish stock market

    International Review of Economics and Finance, Vol. 14, Núm. 1, pp. 81-103

  4. Autoregresive conditional volatility, skewness and kurtosis

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

  5. Consumer Confidence and Yield Spreads in Europe

    DFAE-II WP Series

  6. Option-Implied Preferences Adjustments and Risk-Neutral Density Forecasts

    DFAE-II WP Series

  7. Testing the forecasting performance of IBEX 35 option-implied risk-neutral densities

    Documentos de trabajo - Banco de España

  8. Testing the forecasting performance of Ibex-35 option-implied risk-neutral densities

    DFAE-II WP Series

  9. The Relationship between Risk and Expected Return in Europe

    DFAE-II WP Series

  10. The Relationship between Risk and Expected Return in Europe

    Documentos de trabajo ( Fundación BBVA )

  11. Understanding the ex-ante cost of liquidity in the limit order book: a note

    Revista de economía aplicada, Vol. 13, Núm. 38, pp. 95-110

2004

  1. Autoregressive conditional volatility, skewness and kurtosis

    Working papers = Documentos de trabajo: Serie AD

  2. Smiling under stochastic volatility

    Spanish economic review, Vol. 6, Núm. 1, pp. 53-76

2003

  1. A semiparametric estimation of liquidity effects on option pricing

    Spanish economic review, Vol. 5, Núm. 1, pp. 1-24

2002

  1. A Nonparametric Dimension Test of the Term Structure

    DFAE-II WP Series

  2. An empirical comparison of the performance of alternative option pricing models

    DFAE-II WP Series