Publicaciones en las que colabora con Elena Márquez de la Cruz (4)

2022

  1. Illiquidity Linkages Between Individual Stocks and Corporate Bonds

    SSRN Electronic Journal, pp. 23

2014

  1. Stock returns with consumption and illiquidity risks

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

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