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Estimating the elasticity of intertemporal substitution with leverage

González-Urteaga, Ana; Rubio, Gonzalo - In: The North American journal of economics and finance : a … 41 (2017), pp. 18-31

Persistent link: https://www.econbiz.de/10011878926

The role of internal corporate governance mechanisms on default risk : a systematic review for different institutional settings

Ballester, Laura; González-Urteaga, Ana; Martínez, Beatriz - In: Research in international business and finance 54 (2020), pp. 1-29

Persistent link: https://www.econbiz.de/10012581477

The quality premium with leverage and liquidity constraints

González-Urteaga, Ana; Rubio, Gonzalo - In: International review of financial analysis 75 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012804007

Do sovereign ratings cause instability in cross-border emerging CDS markets?

Ballester, Laura; González-Urteaga, Ana - In: International review of economics & finance : IREF 72 (2021), pp. 643-663

Persistent link: https://www.econbiz.de/10012672072

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

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

A systematic review of sovereign connectedness on emerging economies

Ballester, Laura; Díaz-Mendoza, Ana Carmen; … - In: International review of financial analysis 62 (2019), pp. 157-163

Persistent link: https://www.econbiz.de/10012207293

Guarantee requirements by European central counterparties and international volatility spillovers

González-Urteaga, Ana; Rubio, Gonzalo - In: Research in international business and finance 62 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10014247244

Spillover dynamics effects between risk-neutral equity and Treasury volatilities

González-Urteaga, Ana; Nieto, Belén; Rubio, Gonzalo - In: SERIEs : Journal of the Spanish Economic Association 13 (2022) 4, pp. 663-708

Macro-finance asset pricing models provide a rationale for connectedness dynamics between equity and Treasury risk-neutral volatilities. In this paper, we study the total and directional connectedness, in the sense of spillover effects, between risk-neutral volatilities from the equity and...

Persistent link: https://www.econbiz.de/10013459960