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La estructura temporal de las volatilidades implícitas en la opción sobre el IBEX 35
Corredor, Pilar; Santamaría Aquilué, Rafael - In: Investigaciones económicas 24 (2000) 2, pp. 385-417
Persistent link: https://www.econbiz.de/10001488451
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El vencimiento de los derivados y el IBEX-35
Corredor, Pilar - In: Revista de economía aplicada : publicación cuatrimestral 5 (1997) 14, pp. 81-97
Persistent link: https://www.econbiz.de/10001239832
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Option-expiration effects in small markets : the Spanish stock exchange
Corredor, Pilar; Lechón, P.; Santamaría Aquilué, Rafael - In: The journal of futures markets 21 (2001) 10, pp. 905-928
Persistent link: https://www.econbiz.de/10001613568
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Predicción de volatilidad y precios de las opciones en el IBEX-35
Corredor, Pilar; Santamaría Aquilué, Rafael - In: Revista de economía aplicada : publicación cuatrimestral 9 (2001) 25, pp. 39-64
Persistent link: https://www.econbiz.de/10001586901
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Transaction costs, arbitrage, and volatility spillover : a note
Aragó, V.; Corredor, Pilar; Santamaría Aquilué, Rafael - In: International review of economics & finance : IREF 12 (2003) 3, pp. 399-415
Persistent link: https://www.econbiz.de/10001797311
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Forecasting volatility in the Spanish option market
Corredor, Pilar; Santamaría Aquilué, Rafael - In: Applied financial economics 14 (2004) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10001898771
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Technological alliances and the market valuation of new economy firms
Bayona Sáez, Cristina; Corredor, Pilar; Santamaría … - In: Technovation : the international journal of … 26 (2006) 3, pp. 369-383
Persistent link: https://www.econbiz.de/10003317027
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Descubrimiento de precios entre mercados de opciones y contado : el caso del Ibex-35
Corredor, Pilar; Santamaría Aquilué, Rafael - In: Información comercial española / Cuadernos económicos 69 (2005), pp. 147-162
Persistent link: https://www.econbiz.de/10003375720
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The profitability of momentum strategies using stock futures contracts in small markets
Corredor, Pilar; Muga, Luis; Santamaría Aquilué, Rafael - In: Applied financial economics letters 2 (2006) 3, pp. 173-177
Persistent link: https://www.econbiz.de/10003326273
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Information spillovers between derivative markets with differences in transaction costs and liquidity
Blasco, Natividad; Corredor, Pilar; Santamaría … - In: Applied economics letters 16 (2009) 10/12, pp. 1039-1047
Persistent link: https://www.econbiz.de/10003886624