Publicacions en col·laboració amb investigadors/es de Universidad del País Vasco/Euskal Herriko Unibertsitatea (6)

2014

  1. The Efficiency of Performance-Based Fee Funds

    European Financial Management, Vol. 20, Núm. 4, pp. 825-855

2011

  1. The Efficiency of Performance-based-fee Funds

    Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]

2007

  1. The relationship between risk and expected return in Europe

    Journal of Banking and Finance, Vol. 31, Núm. 2, pp. 495-512

2005

  1. Asset pricing and systematic liquidity risk: An empirical investigation of the Spanish stock market

    International Review of Economics and Finance, Vol. 14, Núm. 1, pp. 81-103

  2. Autoregresive conditional volatility, skewness and kurtosis

    Quarterly Review of Economics and Finance, Vol. 45, Núm. 4-5, pp. 599-618

2002

  1. Estimation and empirical performance of Heston's stochastic volatility model: The case of a thinly traded market

    Journal of Empirical Finance, Vol. 9, Núm. 2, pp. 225-255