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Term structure of risk factor premiums used for pricing asset : emerging vs. developed markets
González Sánchez, Mariano - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 5, pp. 1339-1358
Persistent link: https://www.econbiz.de/10013167085
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Is there a relationship between the time scaling property of asset returns and the outliers? : evidence from international financial markets
González Sánchez, Mariano - In: Finance research letters 38 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012490299
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Asset pricing models in emerging markets : factorial approaches vs. information stochastic discount factor
González Sánchez, Mariano - In: Finance research letters 46 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013341609
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Macroeconomic determinants of stock market betas
González Sánchez, Mariano; Nave, Juan; Rubio, Gonzalo - In: Journal of empirical finance 45 (2018), pp. 26-44
Persistent link: https://www.econbiz.de/10012102444