Publicaciones en las que colabora con Gonzalo Rubio Irigoyen (6)

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

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

2011

  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)