Economía y Dirección de Empresas
Departamento
Gonzalo
Rubio Irigoyen
Publicaciones en las que colabora con Gonzalo Rubio Irigoyen (5)
2008
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Economic sentiment and yield spreads in Europe
European Financial Management, Vol. 14, Núm. 2, pp. 206-221
2005
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Autoregresive conditional volatility, skewness and kurtosis
Quarterly Review of Economics and Finance, Vol. 45, Núm. 4-5, pp. 599-618
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Consumer Confidence and Yield Spreads in Europe
DFAE-II WP Series
2001
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Smiles, bid-ask spreads and option pricing
European Financial Management, Vol. 7, Núm. 3, pp. 351-374
1999
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Why do we smile? on the determinants of the implied volatility function
Journal of Banking and Finance, Vol. 23, Núm. 8, pp. 1151-1179