Publicaciones en colaboración con investigadores/as de Universidad Complutense de Madrid (5)

2015

  1. Macroeconomic and financial determinants of the volatility of corporate bond returns

    Quarterly Journal of Finance, Vol. 5, Núm. 4

2014

  1. Stock returns with consumption and illiquidity risks

    International Review of Economics and Finance, Vol. 29, pp. 57-74

  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. Further international evidence on durable consumption growth and long-run consumption risk

    Quantitative Finance, Vol. 11, Núm. 2, pp. 195-217

2010

  1. Consumption, liquidity and the cross-sectional variation of expected returns

    Working papers = Documentos de trabajo: Serie AD