Gonzalo Rubio
Universidad CEU Cardenal Herrera
H-index: 25
Europe-Spain
Top articles of Gonzalo Rubio
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
The Exposure of Treasury Bond Returns to Stock Market Returns the Cases of the US And Spain | Available at SSRN 4520082 | Juan Ángel Lafuente Belen Nieto Gonzalo Rubio | 2023 |
The international integration of the term structure of expected market risk premia | Finance Research Letters | Gonzalo Rubio Pedro Serrano Antoni Vaello-Sebastià | 2023/12/1 |
Market-wide illiquidity and the distribution of non-parametric stochastic discount factors | International Review of Financial Analysis | David Abad Belen Nieto Roberto Pascual Gonzalo Rubio | 2023/5/1 |
On the Behavior of the Spanish Capital Market | Documentos de trabajo (CNMV) | Ana González Urteaga Belén Nieto Domenech Gonzalo Rubio Irigoyen | 2022 |
Guarantee requirements by European central counterparties and international volatility spillovers | Research in International Business and Finance | Ana González-Urteaga Gonzalo Rubio | 2022/12/1 |
Spillover dynamics effects between risk-neutral equity and Treasury volatilities | SERIEs | Ana González-Urteaga Belén Nieto Gonzalo Rubio | 2022/12 |
The risk aversion and uncertainty channels between finance and macroeconomics | Finance Research Letters | Belén Nieto Gonzalo Rubio | 2022/3/1 |
The effects of the COVID-19 crisis on risk factors and option-implied expected market risk premia: an international perspective | Journal of Risk and Financial Management | Belén Nieto Gonzalo Rubio | 2022/1/3 |
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors | Quantitative Finance | Ana González-Urteaga Belén Nieto Gonzalo Rubio | 2021/5/4 |
The quality premium with leverage and liquidity constraints | International Review of Financial Analysis | Ana González-Urteaga Gonzalo Rubio | 2021/5/1 |
Desplomes bursátiles, volatilidad y aversión al riesgo | BME | GONZALO RUBIO DOMINGO GARCÍA COTO | 2020 |
Effects of uncertainty and risk aversion on the exposure of investment-style factor returns to real activity | Research in International Business and Finance | Mariano González-Sánchez Juan Nave Gonzalo Rubio | 2020/10/1 |
Quality portfolios and funding liquidity crises | Spanish Journal of Finance and Accounting/Revista Española de Financiación y Contabilidad | Gonzalo Rubio | 2020/7/2 |