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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
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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
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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
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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
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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
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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
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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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The effect of geographic expansion on the productivity of Spanish savings banks
Illueca, Manuel (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003048647
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The effects of geographic expansion on the productivity of Spanish savings banks
Illueca, Manuel; Pastor, José Manuel; Tortosa-Ausina, Emili - In: Journal of productivity analysis 32 (2009) 2, pp. 119-143
Persistent link: https://www.econbiz.de/10003903684
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When good intentions go wrong : effects of bank deregulation and governance on risk-taking
Illueca, Manuel; Norden, Lars; Udell, Gregory F. - In: CESifo DICE report : journal for institutional comparisons 11 (2013) 3, pp. 48-54
Persistent link: https://www.econbiz.de/10010201518