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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

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

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 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

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

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

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

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

Calendar effects in daily aggregate employment creation and destruction in Spain

Conde-Ruiz, José Ignacio; García, Manu; Puch, Luis; … - In: SERIEs : Journal of the Spanish Economic Association 10 (2019) 1, pp. 25-63

In this paper, we discuss the time series properties of a novel daily series of aggregate employment creation and destruction as registered by the Social Security in Spain. We focus on the period of economic recovery after the 2012 Labour Market Reform. Our concern for high-frequency data is...

Persistent link: https://www.econbiz.de/10012033375