Publications by the researcher in collaboration with Gonzalo Rubio Irigoyen (3)

2020

  1. Effects of uncertainty and risk aversion on the exposure of investment-style factor returns to real activity

    Research in International Business and Finance, Vol. 53

2018

  1. Macroeconomic determinants of stock market betas

    Journal of Empirical Finance, Vol. 45, pp. 26-44

2012

  1. The cross section of expected returns with MIDAS betas

    Journal of Financial and Quantitative Analysis, Vol. 47, Núm. 1, pp. 115-135