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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
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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
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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
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La relación rentabilidad-riesgo en un contexto de información asimétrica : una aplicación al mercado español
López Espinosa, Germán (contributor);  … - 2004 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10002186593
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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
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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
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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
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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
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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
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The liquidity premium in equity pricing under a continuous auction system
Rubio, Gonzalo - In: The European journal of finance 4 (1998) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10001247522