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Optimal cross-hedging under futures mispricing : a note
Lafuente, Juan Angel - In: Journal of derivatives & hedge funds 19 (2013) 3, pp. 181-188
Persistent link: https://www.econbiz.de/10010259438
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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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Productivity and Scale Effect in Closely Related Firms: Evidence from the Spanish Tile Sector
Illueca, Manuel; Lafuente, Juan A. - In: International small business journal 21 (2003) 2, pp. 161-180
Persistent link: https://www.econbiz.de/10006256098
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Monetary policy and forward bias for foreign exchange revisited: Empirical evidence from the US-UK exchange rate
Lafuente, Juan Angel; Ruiz, Jesus - In: Economic modelling 23 (2006) 2, pp. 238-264
Persistent link: https://www.econbiz.de/10003299377
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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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On the compensation for illiquidity in sovereign credit markets
Lafuente, Juan Angel; Serrano, Pedro - In: Journal of multinational financial management 30 (2015), pp. 83-100
Persistent link: https://www.econbiz.de/10011539536
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Time-varying inflation targeting after the nineties
Lafuente, Juan Angel; Pérez, Rafaela; Ruiz, Jesús - In: International review of economics & finance : IREF 29 (2014), pp. 400-408
Persistent link: https://www.econbiz.de/10010432341
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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