Publicaciones en las que colabora con Gonzalo Rubio Irigoyen (5)

2008

  1. Economic sentiment and yield spreads in Europe

    European Financial Management, Vol. 14, Núm. 2, pp. 206-221

2005

  1. Autoregresive conditional volatility, skewness and kurtosis

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

  2. Consumer Confidence and Yield Spreads in Europe

    DFAE-II WP Series

2001

  1. Smiles, bid-ask spreads and option pricing

    European Financial Management, Vol. 7, Núm. 3, pp. 351-374

1999

  1. Why do we smile? on the determinants of the implied volatility function

    Journal of Banking and Finance, Vol. 23, Núm. 8, pp. 1151-1179