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Full Professor of Economics and Finance

BS, Universidad del País Vasco; MBA Columbia University; PhD University of California at Berkeley

Professor Rubio´s research interest focuses on the field of asset pricing with special interest on empirical models both in the time series and the cross-section. Recent research emphasis the uncertainty embedded in stock prices as a powerful indicator of future real activity, the macroeconomic determinants of corporate bonds volatility and stock market betas, the cross-section of volatility risk premia, the joint cross-section of equity returns and volatilities, the effects of funding versus market liquidity on asset pricing, and the factor structure of expected returns and conditional volatilities. He teaches Asset Pricing, Financial Derivatives, Investments and Macroeconomics. He has taught at the University of California at Berkeley, Universidad del País Vasco, CEMFI, Universitat Pompeu Fabra, and Universidad Carlos III de Madrid.

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