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11
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
Saved in:
12
The effects of index changes in the
Spain
stock market
Singh, Tarika
;
Mehta, Seema
;
Hoolani, Umesh
- In:
International journal of managerial and financial accounting
2
(
2010/11
)
3
,
pp. 305-325
Persistent link: https://www.econbiz.de/10009009360
Saved in:
13
Evaluating value at risk using selection criteria of the model and the information set
Gargallo, Pilar
;
Miguel, Jesús
;
Olave Rubio, Pilar
; …
- In:
Applied financial economics
20
(
2010
)
16/18
,
pp. 1415-1428
Persistent link: https://www.econbiz.de/10009010927
Saved in:
14
Network-based measures as leading indicators of market instability : the case of the Spanish stock market
Peralta, Gustavo
- In:
The journal of network theory in finance
1
(
2015
)
3
,
pp. 91-122
Persistent link: https://www.econbiz.de/10011399509
Saved in:
15
Revisiting serial dependence in the stock markets of the G7 countries, Portugal,
Spain
and Greece
Ferreira, Paulo
;
Dionísio, Andreia
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 319-331
Persistent link: https://www.econbiz.de/10010399410
Saved in:
16
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
Saved in:
17
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
Saved in:
18
Impacto sobre el mercado bursatil del vencimiento de los contratos de derivados sobre el Ibex 35
Andrés Alonso, Ana
- In:
Investigaciones económicas
25
(
2001
)
1
,
pp. 203-234
Persistent link: https://www.econbiz.de/10002171199
Saved in:
19
IBEX-35 option pricing under alternative models
Prado Enrico, Juan Manuel
-
2005
Persistent link: https://www.econbiz.de/10003229482
Saved in:
20
Testing the forecasting performance of IBEX 35 option-implied risk-neutral densities
Alonso Sánchez, Francisco
;
Blanco, Roberto
;
Rubio, Gonzalo
-
2005
Persistent link: https://www.econbiz.de/10002992833
Saved in:
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