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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
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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
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The effect of futures trading on the distribution of spot index returns : implications for CVAR int he Spanish market
Illueca, Manuel; Lafuente, Juan Angel - In: The journal of futures markets 27 (2007) 9, pp. 839-866
Persistent link: https://www.econbiz.de/10003518521
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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
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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