“Quality Portfolios and Funding Liquidity Crisis”, September 2017.
“Expected Stock Returns” (with A. González-Urteaga and B. Nieto), April 2018.
Opening Lecture Academic Year 2017-2018 (in Spanish), Universidad CEU Cardenal Herrera
“Risk-Neutral Volatilities of Equity and Treasury Bond Returns” (with A. González-Urteaga and B. Nieto), June 2018.
Work in progress:
* “The Dynamic Effects of Uncertainty on Real Activity Betas of Stock and Corporate Bond Returns” (M. González, J. Nave, and G. Rubio).
* “The Pricing of Market Frictions in Value, Momentum, and Quality Portfolios” (D. Abad, B. Nieto, R. Pascual, and G. Rubio)
* “Market Frictions and the Volatility of the Stochastic Discount Factor and Economic Activity” (D. Abad, B. Nieto, R. Pascual, and G. Rubio)
* “Connectedness Dynamics in the Spanish Financial Market” (with A. González-Urteaga)