Publicaciones en las que colabora con GONZALO RUBIO IRIGOYEN (51)

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

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