Publicacions en què col·labora amb ANTONIO VAELLO SEBASTIA (13)

2024

  1. International evidence of the forecasting ability of option-implied distributions

    Journal of Forecasting, Vol. 43, Núm. 5, pp. 1447-1464

  2. The global spillovers of unconventional monetary policies on tail risks

    Finance Research Letters, Vol. 59

  3. The international linkages of market risk perception

    Journal of Multinational Financial Management, Vol. 72

2023

  1. The international integration of the term structure of expected market risk premia

    Finance Research Letters, Vol. 58

2021

  1. The impact of heterogeneous unconventional monetary policies on the expectations of market crashes

    Documentos de trabajo - Banco de España

2012

  1. Does stock return predictability affect ESO fair value?

    European Journal of Operational Research, Vol. 223, Núm. 1, pp. 188-202

2011

  1. Pricing executive stock options under employment shocks

    Journal of Economic Dynamics and Control, Vol. 35, Núm. 1, pp. 97-114

2010

  1. A simulation-based algorithm for American executive stock option valuation

    Finance Research Letters, Vol. 7, Núm. 1, pp. 14-23

  2. Market valuation of employee stock options: the spanish case

    Revista de economía financiera, Núm. 21, pp. 5-22

2009

  1. American GARCH employee stock option valuation

    Journal of Banking and Finance, Vol. 33, Núm. 6, pp. 1129-1143

  2. Pricing executive stock options under employment shocks

    Working papers = Documentos de trabajo: Serie AD

  3. Three essays on executive stock options

    Three essays on executive stock options

2008

  1. Transacciones con pagos basados en instrumentos de patrimonio (NRV 17ª)

    Fundamentos teóricos y prácticos del nuevo plan general contable (Thomson Reuters Aranzadi), pp. 631-644