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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:
2
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:
3
Un modelo estocástico de equilibrio del tipo de interés
Novales, Alfonso
- In:
Revista española de economía
3
(
1986
)
1
,
pp. 51-68
Persistent link: https://www.econbiz.de/10001016436
Saved in:
4
La controlabilidad de los agregados monetarios
Novales, Alfonso
- In:
Papeles de economía española
32
(
1987
),
pp. 63-78
Persistent link: https://www.econbiz.de/10001266596
Saved in:
5
Evolución del saneamiento financiero de las empresas industriales en España: 1984 - 1986
Novales, Alfonso
- In:
Papeles de economía española
38
(
1989
),
pp. 159-176
Persistent link: https://www.econbiz.de/10001272205
Saved in:
6
Equilibrium interest-rate determination under adjustment costs
Novales, Alfonso
- In:
Journal of economic dynamics & control
16
(
1992
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001115991
Saved in:
7
La incorporación de la mujer al mercado de trabajo en España : participación y ocupación
Novales, Alfonso
- In:
Moneda y crédito : revista de economía
(
1989
),
pp. 243-281
Persistent link: https://www.econbiz.de/10001082031
Saved in:
8
The role of simulation methods in macroeconomics
Novales, Alfonso
- In:
Spanish economic review : SER
2
(
2000
)
3
,
pp. 155-181
Persistent link: https://www.econbiz.de/10001564795
Saved in:
9
Some stochastic equilibrium models of the interest rate
Novales, Alfonso
-
1984
Persistent link: https://www.econbiz.de/10002577385
Saved in:
10
Comments on "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series : a re-examination
Novales, Alfonso
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 775-780
Persistent link: https://www.econbiz.de/10003150708
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