Pricing Financial Risks and Real Activity”, RESEARCH PROJECT FOR EXCELLENCE IN ACADEMIC RESEARCH, PROMETEO/2008/106, GENERALITAT VALENCIANA, 2008-2012 (Principal Researcher)

 “Capital Structure, Stock Returns, Corporate Bond Returns, and Credit Default Derivatives: Interactions and Implications for Financial and Industrial Companies, SPANISH MINISTRY OF ECONOMICS AND COMPETITIVENESS, ECO2012-34268, 2013, 2015 (Principal Researcher)

“Interconnections between Capital Structure and Asset Pricing”, PROJECT FOR EXCELLENCE IN RESEARCH PROMETEOII/2013/015, COMUNIDAD VALENCIANA 2013-2016 (Principal Researcher)

“Identification and Prediction of Systemic Shocks: An Analysis of the Macroeconomic Determinants of Financial Risks and its Implications”, BANK OF SPAIN RESEARCH PROJECTS IN MACROECONOMICS, FINANCE, AND BANKING 2016-2017 (Member of the research team)

“Relations between Asset Prices and Macroeconomic Variables: Implications for Corporate Finance”, MEC, ECO2015-67035-P, 2016-2018 (Member of the research team)

«Expectations, Asset Prices, and Market Frictions», PROJECT FOR EXCELLENCE IN RESEARCH PROMETEO/2017/158, COMUNIDAD VALENCIANA 2017-2021 (Principal Researcher)

«Uncertainty, Volatility Connections, and the Effects of Market Frictions on Asset Pricing and Real Activity», MINISTRY OF SCIENCE, INNOVATION, AND UNIVERSITIES, PGC2018-095072-B-I00, 2019-2021 (Member of the research team)

“Volatility Bound”

Vol Bound and Recessions 2018