Métodos cuantitativos
Departamento
GONZALO
RUBIO IRIGOYEN
Investigador/a en el periodo 1993-2007
Publicaciones en las que colabora con GONZALO RUBIO IRIGOYEN (8)
2008
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Economic sentiment and yield spreads in Europe
European Financial Management, Vol. 14, Núm. 2, pp. 206-221
2005
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An empirical comparison of the performance of alternative option pricing models
Investigaciones económicas, Vol. 29, Núm. 3, pp. 483-523
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Consumer Confidence and Yield Spreads in Europe
DFAE-II WP Series
2003
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A semiparametric estimation of liquidity effects on option pricing
Spanish economic review, Vol. 5, Núm. 1, pp. 1-24
2002
1999
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A Semiparametric Estimation of Liquidity Effects on Option Pricing
Documentos de Trabajo BILTOKI
1990
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Asset pricing and risk aversion in the Spanish stock market
Journal of Banking and Finance, Vol. 14, Núm. 2-3, pp. 351-369
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Overreaction in the Spanish equity market
Journal of Banking and Finance, Vol. 14, Núm. 2-3, pp. 469-481