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Momentum and default risk : some results using the jump component
González-Urteaga, Ana; Muga, Luis; Santamaría … - In: International review of financial analysis 40 (2015), pp. 185-193
Persistent link: https://www.econbiz.de/10011475738
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Sentiment-prone investors and volatility dynamics between spot and futures markets
Corredor, Pilar; Ferrer, Elena; Santamaría Aquilué, Rafael - In: International review of economics & finance : IREF 35 (2015), pp. 180-196
Persistent link: https://www.econbiz.de/10011333698
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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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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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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