ALFONSO SANTIAGO
NOVALES CINCA
Chercheur dans le période 1987-2018
Gonzalo
Rubio Irigoyen
Publications dans lesquelles il/elle collabore avec Gonzalo Rubio Irigoyen (6)
2015
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Macroeconomic and financial determinants of the volatility of corporate bond returns
Quarterly Journal of Finance, Vol. 5, Núm. 4
2014
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Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns.
Documentos de Trabajo (ICAE)
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Variance swaps, non-normality and macroeconomic and financial risks
Quarterly Review of Economics and Finance, Vol. 54, Núm. 2, pp. 257-270
2011
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Variance Swaps and Intertemporal Asset Pricing
Documentos de Trabajo (ICAE)
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Variance swaps and intertemporal asset pricing
The Spanish Review of Financial Economics, Vol. 9, Núm. 1, pp. 20-30
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Why do variance swaps exist?
Documentos de Trabajo (ICAE)