Publications by the researcher in collaboration with Gonzalo Rubio Irigoyen (6)


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

    Documentos de Trabajo (ICAE)

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

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


  1. Variance Swaps and Intertemporal Asset Pricing

    Documentos de Trabajo (ICAE)

  2. Variance swaps and intertemporal asset pricing

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

  3. Why do variance swaps exist?

    Documentos de Trabajo (ICAE)