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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 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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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
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The effect of the EMU on short and long-run stock market dynamics : new evidence on financial integration
Lafuente, Juan Angel; Ordóñez, Javier - In: International journal of financial markets and derivatives 1 (2009) 1, pp. 75-95
Persistent link: https://www.econbiz.de/10003984994
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The impact of distressed economies on the EU sovereign market
Groba, Jonatan; Lafuente, Juan Angel; Serrano, Pedro - In: Journal of banking & finance 37 (2013) 7, pp. 2520-2532
Persistent link: https://www.econbiz.de/10009760595
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The effect of the EMU on short and long-run stock market dynamics : new evidence on financial integration
Lafuente, Juan Angel; Ordóñez, Javier - 2007
Persistent link: https://www.econbiz.de/10003826310
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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
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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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Bitcoin attention and economic policy uncertainty
Gill de Albornoz Noguer, Belén; Lafuente, Juan Angel; … - In: Finance research letters 60 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10014490191