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Measuring time-varying economic fears with consumption-based stochastic discount factors
Nieto Domenech, Belen; Rubio, Gonzalo - 2007
Persistent link: https://www.econbiz.de/10008662440
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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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Variance swaps, non-normality and macroeconomic and financial risks
Nieto Domenech, Belen; Novales, Alfonso; Rubio, Gonzalo - In: The quarterly review of economics and finance : journal … 54 (2014) 2, pp. 257-270
Persistent link: https://www.econbiz.de/10010467548
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The risk aversion and uncertainty channels between finance and macroeconomics
Nieto Domenech, Belen; Rubio, Gonzalo - In: Finance research letters 45 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014578143
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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
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The volatility of consumption-based stochastic discount factors and economic cycles
Nieto Domenech, Belen; Rubio, Gonzalo - In: Journal of banking & finance 35 (2011) 9, pp. 2197-2216
Persistent link: https://www.econbiz.de/10009247241
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The relationship between risk and expected returns with incomplete information
Lopez-Espinosa, Germán; Marhuenda Fructuoso, Joaquín; … - In: Investigaciones económicas 33 (2009) 1, pp. 69-96
Persistent link: https://www.econbiz.de/10003806446
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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
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Formación de precios en el mercado bursátil : teoría y evidencia empírica
Rubio, Gonzalo - In: Información comercial española / Cuadernos económicos (1991), pp. 157-186
Persistent link: https://www.econbiz.de/10001122052
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Fundamentos de la teoría financiera
Rubio, Gonzalo - In: Homenaje a Luis Lumbreras Fontecha : Lecturas en economía, (pp. 45-102). 1993
Persistent link: https://www.econbiz.de/10001286726