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Asset pricing and systematic l...
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CAPM
Spain
33
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31
Theorie
30
Theory
30
Capital income
17
Kapitaleinkommen
17
Risikoprämie
16
Risk premium
16
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14
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14
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14
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14
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13
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9
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9
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electricity market
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business cycles
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experiments
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22
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5
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Rubio, Gonzalo
23
Nieto, Belén
7
Nieto Domenech, Belen
5
González-Urteaga, Ana
3
Rodríguez, Rosa
3
Martínez Sedano, Miguel Angel
2
Márquez De la Cruz, Elena
2
Serrano, Pedro
2
Tapia, Mikel
2
Abad Díaz, David
1
Arakelyan, Armen
1
Basarrate Urízar, Begoña
1
González, Mariano
1
Gonález-Urteaga, Ana
1
León Valle, Ángel Manuel
1
Lozano-Banda, Martín
1
Nave Pineda, Juan M.
1
Pascual, Roberto
1
Serna, Gregorio
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Instituto Valenciano de Investigaciones Económicas
3
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4
International review of economics & finance : IREF
3
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3
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2
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2
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1
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1
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ECONIS (ZBW)
27
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1
Stock returns with consumption and illiquidity risks
Márquez De la Cruz, Elena
;
Nieto, Belén
;
Rubio, Gonzalo
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 57-74
Persistent link: https://www.econbiz.de/10010431504
Saved in:
2
Asset pricing and systematic liquidity risk : an empirical investigation of the Spanish stock market
Martínez Sedano, Miguel Angel
;
Nieto, Belén
;
Rubio, …
- In:
International review of economics & finance : IREF
14
(
2005
)
1
,
pp. 81-103
Persistent link: https://www.econbiz.de/10002468118
Saved in:
3
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto, Belén
;
Rubio, Gonzalo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500183
Saved in:
4
Los modelos multifactoriales de valoración de activos: un análisis empírico comparativo
Nieto, Belén
(
contributor
)
-
2001
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001608367
Saved in:
5
Análisis multivariante del cero-beta CAPM : el mercado español de capitales
Rubio, Gonzalo
- In:
Revista española de economía
3
(
1986
)
2
,
pp. 343-365
Persistent link: https://www.econbiz.de/10001035592
Saved in:
6
La evaluación de los fondos de inversión : el análisis de la composición mensual de las carteras
Rubio, Gonzalo
- In:
Revista española de economía
(
1992
),
pp. 7-32
Persistent link: https://www.econbiz.de/10001331335
Saved in:
7
Modelos de valoración de activos condicionales : un panorama comparativo
Nieto, Belén
;
Rodríguez, Rosa
- In:
Investigaciones económicas
29
(
2005
)
1
,
pp. 33-71
Persistent link: https://www.econbiz.de/10003316040
Saved in:
8
The consumption-wealth and book-market ratios in a dynamic asset pricing contex
Nieto, Belén
;
Rodríguez, Rosa
- In:
Spanish economic review : SER
8
(
2006
)
3
,
pp. 199-226
Persistent link: https://www.econbiz.de/10003372877
Saved in:
9
The consumption-wealth and book-to-market ratios in a dynamic asset pricing context
Nieto, Belén
(
contributor
);
Rodríguez, Rosa
(
contributor
)
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001702858
Saved in:
10
Measuring time-varying economic fears with consumption-based stochastic discount factors
Nieto Domenech, Belen
;
Rubio, Gonzalo
-
2007
Persistent link: https://www.econbiz.de/10008662440
Saved in:
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