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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

Bitcoin attention and economic policy uncertainty

Gill de Albornoz Noguer, Belén; Lafuente, Juan Angel; … - In: Finance research letters 60 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10014490191

Does perceived corruption converge? : international evidence

Lafuente, Juan Angel; Marco, Amparo; Monfort, Mercedes; … - In: Economics : the open-access, open-assessment journal 16 (2022) 1, pp. 43-56

This article analyses the evolution over time of perceived corruption for a large set of countries worldwide. To proxy corruption, we use the recently proposed Bayesian Corruption Index (Standaert, S. (2015). Divining the level of corruption: A bayesian state space approach, Journal of...

Persistent link: https://www.econbiz.de/10013252556

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

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

Dissecting interbank risk using basis swap spreads

Lafuente, Juan Angel; Petit, Nuria; Ruíz, Jesús; … - In: The World Economy 43 (2019) 3, pp. 729-757

Persistent link: https://www.econbiz.de/10012193042

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

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

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

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