Narrow search
Showing 1 - 10 of 21
Cover Image
Consumption, liquidity and the cross-sectional variation of expected returns
Márquez De la Cruz, Elena; Nieto Domenech, Belen; … - 2010
Persistent link: https://www.econbiz.de/10009724980
Cover Image
Macroeconomic and financial determinants of the volatility of corporate bond returns
Nieto Domenech, Belen; Novales, Alfonso; Rubio, Gonzalo - In: The quarterly journal of finance 5 (2015) 4, pp. 1-41
Persistent link: https://www.econbiz.de/10011414145
Cover Image
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 Domenech, Belen; Rubio, … - In: Quantitative finance 21 (2021) 5, pp. 713-727
Persistent link: https://www.econbiz.de/10012500184
Cover Image
Market-wide illiquidity and the distribution of non-parametric stochastic discount factors
Abad Díaz, David; Nieto Domenech, Belen; Pascual, Roberto - In: International review of financial analysis 87 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014460538
Cover Image
Corporate stock and bond return correlations and dynamic adjustments of capital structure
Nieto Domenech, Belen; Rodriguez, Rosa - In: Journal of business finance & accounting : JBFA 42 (2015) 5/6, pp. 705-746
Persistent link: https://www.econbiz.de/10011442336
Cover Image
Screening rules and portfolio performance
León Valle, Ángel Manuel; Navarro, Lluís; Nieto … - In: The North American journal of economics and finance : a … 48 (2019), pp. 642-662
Persistent link: https://www.econbiz.de/10012120318
Cover Image
Further evidence on performance evaluation : portfolio holdings, recommendations, and turnover costs
Rubio, Gonzalo - 1992
Persistent link: https://www.econbiz.de/10013444281
Cover Image
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
Cover Image
The cross section of expected returns with MIDAS betas
González, Mariano; Nave Pineda, Juan M.; Rubio, Gonzalo - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 1, pp. 115-135
Persistent link: https://www.econbiz.de/10009623141
Cover Image
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