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Stock market reactions during different phases of the COVID-19 pandemic : cases of Italy and Spain
Keliuotyte-Staniuleniene, Greta; Kviklis, Julius - In: Economies : open access journal 10 (2022) 1, pp. 1-32
countries - Italy and Spain. To reach the aim of the research OLS regression models, heteroscedasticity-corrected models, GARCH … models (in the case of Spain) confirmed that the COVID-19 pandemic increased the volatility of stock market return. This …
Persistent link: https://www.econbiz.de/10012800500
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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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New evidence on expiration-day effects using realized volatility : an intraday analysis for the Spanish stock exchange
Illueca, M.; Lafuente, J. A. - In: The journal of futures markets 26 (2006) 9, pp. 923-938
Persistent link: https://www.econbiz.de/10003356507
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Periodicidad intradía en la relación entre contado y futuro
Pérez Rodríguez, Jorge V. - In: Revista de economía aplicada : publicación cuatrimestral 13 (2005) 38, pp. 65-94
Persistent link: https://www.econbiz.de/10003311960
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Influence of structural changes in transmission of information between stock markets : a European empirical study
Aragó-Manzana, Vicent; Ángeles Fernández-Izquierdo, Maria - In: Journal of multinational financial management 17 (2007) 2, pp. 112-124
Persistent link: https://www.econbiz.de/10003441959
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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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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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The impact of stock index futures trading on daily returns seasonality : a multicountry study
Faff, Robert W.; McKenzie, Michael D. - In: The journal of business : B 75 (2002) 1, pp. 95-125
Persistent link: https://www.econbiz.de/10001641883
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The effect of spot and futures trading on stock index market volatility : a nonparametric approach
Illueca, M.; Lafuente, J. A. - In: The journal of futures markets 23 (2003) 9, pp. 841-858
Persistent link: https://www.econbiz.de/10001789582
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Modelling conditional heteroskedasticity : application to the "IBEX-35" stock-return index
León Valle, Ángel Manuel; Mora, Juan - In: Spanish economic review : SER 1 (1999) 3, pp. 215-238
Persistent link: https://www.econbiz.de/10001463551