Publicaciones en las que colabora con Ana González Urteaga (4)

2022

  1. On the Behavior of the Spanish Capital Market

    Documentos de trabajo ( CNMV )

  2. Spillover dynamics effects between risk-neutral equity and Treasury volatilities

    SERIEs : Journal of the Spanish Economic Association, Vol. 13, Núm. 4, pp. 663-708

2021

  1. Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors

    Quantitative Finance, Vol. 21, Núm. 5, pp. 713-727

2019

  1. A forecasting analysis of risk-neutral equity and Treasury volatilities

    Journal of Forecasting, Vol. 38, Núm. 7, pp. 681-698