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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

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

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

Disentangling permanent and transitory monetary shocks with a nonlinear taylor rule

Lafuente, Juan Angel; Monfort, Mercedes; Pérez, Rafaela; … - In: Economics : the open-access, open-assessment journal 15 (2021) 1, pp. 150-162

This article provides an estimation method to decompose monetary policy innovations into persistent and transitory components using the nonlinear Taylor rule proposed in Andolfatto, Hendry, and Moran (2008) [Are inflation expectations rational? Journal of Monetary Economics , 55 , 406-422]. To...

Persistent link: https://www.econbiz.de/10012887149