Publications dans lesquelles il/elle collabore avec Francisco Alonso (5)

2006

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

    Documentos de trabajo - Banco de España

2005

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

    DFAE-II WP Series

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

    Documentos de trabajo - Banco de España

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

    DFAE-II WP Series

1995

  1. La remuneración de la volatilidad en el mercado español de renta variable

    Moneda y crédito, Núm. 200, pp. 95-132