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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Rubio, Gonzalo
Showing results 6 to 15 of 15
| Issue Date | Title | Author(s) | Type | | Mar-2004 | Cambios de transparencia en la subasta de preapertura | Rubio, Gonzalo; Tapia, Mikel [mtapia] | article |
| Mar-1998 | The Liquidity Premium in Equity Pricing under a Continuous Auction System | Rubio, Gonzalo; Tapia, Mikel [mtapia] | article |
| Nov-1996 | The liquidity premiun in equity pricing under a continuous auction system | Rubio, Gonzalo; Tapia, Mikel [mtapia] | workingPaper |
| Mar-2001 | A nonparametric dimension test of the term structure | Gil-Bazo, Javier; Rubio, Gonzalo | workingPaper |
| 2004 | A nonparametric dimension test of the term structure | Gil-Bazo, Javier; Rubio, Gonzalo | article |
| 2001 | Smiles, Bid-ask Spreads and Option pricing | Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Rubio, Gonzalo; Serna, Gregorio | article |
| Jul-2000 | Understanding liquidity: a closer look at the limit order book | Martínez, Miguel Ángel; Tapia, Mikel [mtapia]; Rubio, Gonzalo | workingPaper |
| 2005 | Understanding the ex-ante cost of liquidity in the limit order book: a note | Martínez, Miguel Ángel; Rubio, Gonzalo; Tapia, Mikel [mtapia] | article |
| Nov-1997 | Why do we smile? on the determinants of the implied volatility function | Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Rubio, Gonzalo; Serna, Gregorio | workingPaper |
| Aug-1999 | Why do we smile? On the determinants of the implied volatility function | Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Rubio, Gonzalo; Serna, Gregorio | article |
Showing results 6 to 15 of 15
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