WORKING PAPERS

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

Quality Portfolios and Funding Liquidity Crisis

“Macroeconomic Determinants of Stock Market Betas” (with M. González and J. Nave), June 2017. Revise & Resubmitted in the Journal of Empirical Finance.

MacroBetas072017

“Expected Stock Returns” (with A. González-Urteaga and B. Nieto), October 2017.

Expected Stock Returns October 2017

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

Lección Inaugural. Gonzalo Rubio