//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"ARCH model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Lafuente, Juan Angel"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Theorie
10
Theory
10
Spain
9
Spanien
9
Volatility
9
Volatilität
9
Monetary policy
6
Aktienindex
5
Geldpolitik
5
Stock index
5
Credit risk
4
Derivat
4
Derivative
4
Estimation
4
Kreditrisiko
4
Risk premium
4
Schätzung
4
USA
4
United States
4
Aktienmarkt
3
Country risk
3
Geldmarkt
3
Länderrisiko
3
Money market
3
Risikoprämie
3
Schock
3
Shock
3
Stock market
3
Swap
3
ARCH-Modell
2
Basis swap
2
Capital income
2
Credit default swap
2
Credit derivative
2
Credit market
2
Currency derivative
2
Default
2
EU countries
2
EU-Staaten
2
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Lafuente, Juan Angel
2
Novales, Alfonso
1
Published in...
All
Journal of banking & finance
1
Spanish economic review : SER
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->