Juan Angel Lafuente Luengo
Juan Angel Lafuente Luengo
Professor, Department of Finance and Accounting, Universitat Jaume I.
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International transmission of stock exchange volatility: Empirical evidence from the Asian crisis
A Fernandez-Izquierdo, JA Lafuente
Global Finance Journal 15 (2), 125-137, 2004
862004
The effect of spot and futures trading on stock index market volatility: A nonparametric approach
M Illueca, JA Lafuente
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2003
702003
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market
JA Lafuente, A Novales
Journal of Banking & Finance 27 (6), 1053-1078, 2003
682003
The impact of distressed economies on the EU sovereign market
J Groba, JA Lafuente, P Serrano
Journal of Banking & Finance 37 (7), 2520-2532, 2013
412013
New evidence on expiration‐day effects using realized volatility: An intraday analysis for the Spanish stock exchange
M Illueca, JA LaFuente
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006
352006
Intraday return and volatility relationships between the Ibex 35 spot and futures markets
JA Lafuente
spanish Economic review 4 (3), 201-220, 2002
272002
Liquidity and hedging effectiveness under futures mispricing: international evidence
A Andani, JA Lafuente, A Novales
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2009
262009
Intraday realised volatility relationships between the S&P 500 spot and futures market
JA Lafuente-Luengo
Journal of Derivatives & Hedge Funds 15 (2), 116-121, 2009
222009
International stock market linkages: A factor analysis approach
M Illueca, JA Lafuente
Journal of Asset Management 3 (3), 253-265, 2002
212002
Productivity and scale effect in closely related firms: evidence from the Spanish tile sector
M Illueca, JA Lafuente
International Small Business Journal 21 (2), 161-180, 2003
162003
The effect of the EMU on short and long-run stock market dynamics: new evidence on financial integration
JA Lafuente, J Ordóñez
International Journal of Financial Markets and Derivatives 1 (1), 75-95, 2009
102009
Introducing the mini-futures contract on Ibex 35: implications for price discovery and volatility transmission
M Illueca, JA Lafuente
Spanish Economic Review 10 (3), 197-219, 2008
102008
The New Market effect on return and volatility of Spanish stock indexes
JÁ Lafuente*, J Ruiz
Applied Financial Economics 14 (18), 1343-1350, 2004
92004
Monetary policy and forward bias for foreign exchange revisited: Empirical evidence from the US–UK exchange rate
JA Lafuente, J Ruiz
Economic Modelling 23 (2), 238-264, 2006
62006
Rendimientos y volatilidad en el mercado de futuros Sobre El IBEX 35: Implicaciones para la Cobertura de Carteras de Renta Variable
JÁ Lafuente Luengo
Universidad Complutense de Madrid, Servicio de Publicaciones, 2003
62003
Estrategias dinámicas de cobertura en el mercado de futuros sobre el IBEX-35
JA Lafuente
III Jornadas de Economía Financiera 2, 85-138, 1998
51998
Rendimientos y volatilidad en el mercado español de futuros sobre el IBEX-35
JA Lafuente
mimeo, 1995
51995
Social exclusion and convergence in the EU: An assessment of the Europe 2020 strategy
JÁ Lafuente, A Marco, M Monfort, J Ordóñez
Sustainability 12 (5), 1843, 2020
42020
Time-varying inflation targeting after the nineties
JA Lafuente, R Pérez, J Ruiz
International Review of Economics & Finance 29, 400-408, 2014
42014
The effect of futures trading activity on the distribution of spot market returns
M Illueca, JA Lafuente
Instituto Valenciano de Investigaciones Económicas, 2003
42003
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