WORKING PAPERS

“Quality Portfolios and Funding Liquidity Crisis”, September 2017.

Quality Portfolios and Funding Liquidity Crisis

“Expected Stock Returns” (with A. González-Urteaga and B. Nieto), April 2018.

Expected Stock Returns_April2018

Opening Lecture Academic Year 2017-2018 (in Spanish), Universidad CEU Cardenal Herrera

Lección Inaugural. Gonzalo Rubio

Risk-Neutral Volatilities of Equity and Treasury Bond Returns (with A. González-Urteaga and B. Nieto), Spring 2018.