Professor Rubio is Professor of Economics and Finance at Universidad CEU Cardenal Herrera. His 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, and the effects of funding versus market liquidity on asset pricing. 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.
