Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
The effect of futures trading on the distribution of spot index returns : implications for CVAR int he Spanish market
Illueca, Manuel; Lafuente, Juan Angel - In: The journal of futures markets 27 (2007) 9, pp. 839-866
Persistent link: https://www.econbiz.de/10003518521