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The volatility of consumption-based stochastic discount factors and economic cycles
Nieto, Belén; Rubio, Gonzalo - In: Journal of banking & finance 35 (2011) 9, pp. 2197-2217
Persistent link: https://www.econbiz.de/10009177955
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Why do we smile? : On the determinants of the implied volatility function
Peña Sánchez de Rivera, Juan Ignacio; Rubio, Gonzalo; … - In: Journal of banking & finance 23 (1999) 8, pp. 1151-1179
Persistent link: https://www.econbiz.de/10001391604
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Overreaction in the Spanish equity market
Alonso, Aurora - In: Journal of banking & finance 14 (1990) 2, pp. 469-481
Persistent link: https://www.econbiz.de/10001092353
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Asset pricing and risk aversion in the Spanish stock market
Alonso, Aurora - In: Journal of banking & finance 14 (1990) 2, pp. 351-369
Persistent link: https://www.econbiz.de/10001092359
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Further international evidence on asset pricing : the case of the Spanish capital market
Rubio, Gonzalo - In: Journal of banking & finance 12 (1988) 2, pp. 221-242
Persistent link: https://www.econbiz.de/10001048590
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The joint cross-sectional variation of equity returns and volatilities
González-Urteaga, Ana; Rubio, Gonzalo - In: Journal of banking & finance 75 (2017), pp. 17-34
Persistent link: https://www.econbiz.de/10011742149
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The relationship between risk and expected return in Europe
León Valle, Ángel Manuel; Nave Pineda, Juan M.; … - In: Journal of banking & finance 31 (2007) 2, pp. 495-512
Persistent link: https://www.econbiz.de/10003421299