WORKING PAPERS

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

Quality Portfolios and Funding Liquidity Crises

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

MacroBetas032017

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

Expected Stock Returns April2017

 Inaugural Lecture of the 2017-18 Academic Year (in Spanish), Universidad CEU Cardenal Herrera

Lección Inaugural. Gonzalo Rubio