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The effect of futures trading...
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Lafuente, Juan Angel
33
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10
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8
Monfort, Mercedes
6
Ordóñez, Javier
6
Petit, Nuria
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ECONIS (ZBW)
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1
Introducing the mini-futures contract on IBEX 35 : implications for price discovery and volatility transmission
Illueca, Manuel
(
contributor
); …
-
2004
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10002186690
Saved in:
2
The effect of futures trading activity on the distribution of spot market returns
Illueca, Manuel
(
contributor
); …
-
2003
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10002181643
Saved in:
3
New evidence on expiration-day effects using realized volatility : an intraday analysis for the Spanish stock exchange
Illueca, Manuel
(
contributor
); …
-
2006
-
1. ed.
Persistent link: https://www.econbiz.de/10003330250
Saved in:
4
Optimal cross-hedging under futures mispricing : a note
Lafuente, Juan Angel
- In:
Journal of derivatives & hedge funds
19
(
2013
)
3
,
pp. 181-188
Persistent link: https://www.econbiz.de/10010259438
Saved in:
5
Intraday return and volatility relationships between the Ibex 35 spot and futures markets
Lafuente, Juan Angel
- In:
Spanish economic review : SER
4
(
2002
)
3
,
pp. 201-220
Persistent link: https://www.econbiz.de/10001702849
Saved in:
6
Dissecting interbank risk using basis swap spreads
Lafuente, Juan Angel
;
Petit, Nuria
;
Ruíz, Jesús
; …
- In:
The World Economy
43
(
2019
)
3
,
pp. 729-757
Persistent link: https://www.econbiz.de/10012193042
Saved in:
7
Optimal hedging under departures from the cost-of-carry valuation : evidence from the Spanish stock index futures market
Lafuente, Juan Angel
;
Novales, Alfonso
- In:
Journal of banking & finance
27
(
2003
)
6
,
pp. 1053-1078
Persistent link: https://www.econbiz.de/10001757808
Saved in:
8
The bias for forward exchange rate and the risk premium: an explanation with a stochastic and dynamic general equilibrium model
Lafuente, Juan Angel
(
contributor
);
Ruiz, Jesús
(
contributor
)
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001696615
Saved in:
9
The new market effect on return and volatility of Spanish stock indexes
Lafuente, Juan Angel
;
Ruiz, Jesús
- In:
Applied financial economics
14
(
2004
)
18
,
pp. 1343-1350
Persistent link: https://www.econbiz.de/10002438284
Saved in:
10
International transmission of stock exchange volatility : empirical evidence from the Asian crisis
Fernández Izquierdo, María Ángeles
;
Lafuente, Juan Angel
- In:
Global finance journal
15
(
2004
)
2
,
pp. 125-137
Persistent link: https://www.econbiz.de/10002375082
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