| Testing for changes in the unconditional variance of financial time series A Sansó, JL Carrion, V Aragó Revista de Economía Financiera, 2004, vol. 4, p. 32-52, 2004 | 420 | 2004 |
| Testing for changes in the unconditional variance of financial time series A Sansó, JL Carrion, V Aragó Revista de Economía Financiera, 2004, vol. 4, p. 32-52, 2004 | 420 | 2004 |
| Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effects V Aragó, L Nieto Journal of International Financial Markets, Institutions and Money 15 (3 …, 2005 | 75 | 2005 |
| Influence of structural changes in transmission of information between stock markets: A European empirical study V Aragó-Manzana, MÁ Fernández-Izquierdo Journal of multinational financial management 17 (2), 112-124, 2007 | 52 | 2007 |
| Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off? E Salvador, C Floros, V Arago Journal of Empirical Finance 28, 60-77, 2014 | 47 | 2014 |
| Measuring Hedging Effectiveness of Index Futures Contracts: Do Dynamic Models Outperform Static Models? A Regime‐Switching Approach E Salvador, V Aragó Journal of Futures Markets 34 (4), 374-398, 2014 | 38 | 2014 |
| Sudden changes in variance and time varying hedge ratios V Aragó, E Salvador European Journal of Operational Research 215 (2), 393-403, 2011 | 35 | 2011 |
| Sudden changes in variance and time varying hedge ratios V Aragó, E Salvador European Journal of Operational Research 215 (2), 393-403, 2011 | 35 | 2011 |
| Expiration and maturity effect: empirical evidence from the Spanish spot and futures stock index V Arago, A Fernandez Applied Economics 34 (13), 1617-1626, 2002 | 27 | 2002 |
| Dirección financiera de la empresa: financiación, planificación y gestión de activo corriente V Aragó, JD Cabedo Universitat Jaume I, 2011 | 26 | 2011 |
| Dirección financiera de la empresa: financiación, planificación y gestión de activo corriente V Aragó, JD Cabedo Universitat Jaume I, 2011 | 26 | 2011 |
| Lead-lag relationship between spot and futures stock indexes: Intraday data and regime-switching models N Alemany, V Aragó, E Salvador International Review of Economics & Finance 68, 269-280, 2020 | 21 | 2020 |
| Teorías sobre cobertura con contratos de futuro V Aragó Manzana Cuadernos de Economía 28 (50), 157-190, 2009 | 20 | 2009 |
| European volatility transmission with structural changes in variance A Fernández, V Aragó Working Paper presented at the XI Foro de Finanzas, Alicante (Spain), 2003 | 18 | 2003 |
| Transaction costs, arbitrage, and volatility spillover: a note V Aragó, P Corredor, R Santamarıa International Review of Economics & Finance 12 (3), 399-415, 2003 | 17 | 2003 |
| GARCH models with changes in variance: An approximation to risk measurements V Arago, A Fernandez-Izquierdo Journal of Asset Management 4, 277-287, 2003 | 13 | 2003 |
| Monthly seasonality of the returns and volatility of the IBEX-35 index and its futures contract V AragÓ-Manzana, M ANGELES FERNÁNDEZIZQUIERDO Applied Economics Letters 10 (3), 129-133, 2003 | 13 | 2003 |
| Do investors in Spain react to news on sustainability and corporate social responsibility (CSR) M Fernández, V Aragó, JC Matallín, ML Nieto International Journal of Sustainable Economy 1 (3), 227-244, 2009 | 10 | 2009 |
| Market risk aversion under volatility shifts: An experimental study V Aragó, I Barreda-Tarrazona, A Breaban, JC Matallín, E Salvador International Review of Economics & Finance 80, 552-568, 2022 | 7 | 2022 |
| Re-examining the risk-return relationship: The influence of financial crisis (2007-2009) V Aragó, E Salvador Working paper, Universitat Jaume I of Castellón, 2010 | 6 | 2010 |
