Barcelona GSE - Graduate School of Economics    Close Window

 Gonzalo Rubio 

Gonzalo Rubio

PhD, University of California-Berkeley
Professor, Universidad CEU Cardenal Herrera
webpage | email

Gonzalo Rubio is Full Professor of Economics (on leave) at the University of the Basque Country. He has conducted his teaching and research activities at the Universities of California at Berkeley, Carlos III in Madrid, Pompeu Fabra, and Basque Country. He is currently Professor of Financial Economics in the Department of Business and Economics at the University CEU Cardenal Herrera. His research has been funded by public and private institutions, such as the Interministerial General Directorate of Science and Technology, the Basque Government, the Valencian Government within the PROMETEO project for excellence in research, the Ministry of Science and Education, and the BBVA Foundation. Along his teaching and research career, Gonzalo Rubio has obtained several grants and awards, such as the Iddo Sarnat Award 1989, given by the European Finance Association to the best article published in the Journal of Banking and Finance in 1988. Additionally, he received the prize of the Spanish Stock Exchange to the best work on Equity Pricing at the XVI ESADE Finance Forum for the paper entitled Consumption, Liquidity and the Cross-sectional Variation of Expected Returns, and he has also been awarded the Angel Herrera prizes to the best research career in Social Sciences at the Foundation CEU San Pablo.

Professor Rubio holds a BA in Business Economics from the University of the Basque Country, a Master in Business Administration (MBA) from Columbia University, New York, and a Doctorate (Ph.D.) in Management and Business Administration from the University of California at Berkeley.

 Research interests:

Asset pricing derivatives, financial econometrics, pricing anomalies, investment funds

 Selected publications:

"Evaluating Alternative Methods for Testing Asset Pricing Models with Historical Data" (with M. Lozano), Journal of Empirical Finance, Vol. 18, 2011. 136-146

"The Cross-Section of Expected Returns with MIDAS Betas" (with M. González and J. Nave) Forthcoming in Journal of Financial and Quantitative Analysis ,2011.

"The Volatility of Consumption-Based Stochastic Discount Factors and Economic Cycles" (with B. Nieto), Forthcoming in Journal of Banking and Finance, 2011