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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

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

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

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

The effect of the EMU on short and long-run stock market dynamics : new evidence on financial integration

Lafuente, Juan Angel; Ordóñez, Javier - In: International journal of financial markets and derivatives 1 (2009) 1, pp. 75-95

Persistent link: https://www.econbiz.de/10003984994

The impact of distressed economies on the EU sovereign market

Groba, Jonatan; Lafuente, Juan Angel; Serrano, Pedro - In: Journal of banking & finance 37 (2013) 7, pp. 2520-2532

Persistent link: https://www.econbiz.de/10009760595

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

The effect of the EMU on short and long-run stock market dynamics : new evidence on financial integration

Lafuente, Juan Angel; Ordóñez, Javier - 2007

Persistent link: https://www.econbiz.de/10003826310

Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns

Novales, Alfonso; Nieto, Belén; Rubio, Gonzalo - Facultad de Ciencias Económicas y Empresariales, … - 2014

This paper analyzes the relationship between the volatility of corporate bond returns and standard financial and macroeconomic indicators reflecting the state of the economy. We employ the GARCHMIDAS multiplicative two-component model of volatility that distinguishes the short-term dynamics from...

Persistent link: https://www.econbiz.de/10010812479

Volatility transmission across the term structure of swap markets : international evidence

Abad, Pilar; Novales, Alfonso - In: Applied financial economics 14 (2004) 14, pp. 1045-1058

Persistent link: https://www.econbiz.de/10002377770