Publicaciones en las que colabora con Belén Nieto Domenech (10)

2022

  1. Illiquidity Linkages Between Individual Stocks and Corporate Bonds

    SSRN Electronic Journal, pp. 23

2015

  1. Macroeconomic and financial determinants of the volatility of corporate bond returns

    Quarterly Journal of Finance, Vol. 5, Núm. 4

2014

  1. Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns.

    Documentos de Trabajo (ICAE)

  2. Stock returns with consumption and illiquidity risks

    International Review of Economics and Finance, Vol. 29, pp. 57-74

  3. Variance swaps, non-normality and macroeconomic and financial risks

    Quarterly Review of Economics and Finance, Vol. 54, Núm. 2, pp. 257-270

2011

  1. Further international evidence on durable consumption growth and long-run consumption risk

    Quantitative Finance, Vol. 11, Núm. 2, pp. 195-217

  2. Variance Swaps and Intertemporal Asset Pricing

    Documentos de Trabajo (ICAE)

  3. Variance swaps and intertemporal asset pricing

    The Spanish Review of Financial Economics, Vol. 9, Núm. 1, pp. 20-30

  4. Why do variance swaps exist?

    Documentos de Trabajo (ICAE)

2010

  1. Consumption, liquidity and the cross-sectional variation of expected returns

    Working papers = Documentos de trabajo: Serie AD