| 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 | 101 | 2004 |
| 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 | 84 | 2003 |
| 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 | 75 | 2003 |
| 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 | 52 | 2013 |
| New evidence on expiration‐day effects using realized volatility: An intraday analysis for the Spanish stock exchange M Illueca, JÁ Lafuente Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006 | 40 | 2006 |
| Intraday realised volatility relationships between the S&P 500 spot and futures market JA Lafuente-Luengo Journal of Derivatives & Hedge Funds 15, 116-121, 2009 | 28 | 2009 |
| Intraday return and volatility relationships between the Ibex 35 spot and futures markets JA Lafuente Spanish Economic Review 4, 201-220, 2002 | 28 | 2002 |
| 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 | 26 | 2020 |
| 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 | 25 | 2009 |
| International stock market linkages: A factor analysis approach M Illueca, JA Lafuente Journal of Asset Management 3, 253-265, 2002 | 24 | 2002 |
| The New Market effect on return and volatility of Spanish stock indexes JÁ Lafuente*, J Ruiz Applied Financial Economics 14 (18), 1343-1350, 2004 | 16 | 2004 |
| 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 | 15 | 2009 |
| 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 | 15 | 2003 |
| Introducing the mini-futures contract on Ibex 35: implications for price discovery and volatility transmission M Illueca, JA Lafuente Spanish Economic Review 10, 197-219, 2008 | 11 | 2008 |
| 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 | 6 | 2006 |
| 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 | 6 | 2003 |
| The effect of futures trading activity on the distribution of spot market returns M Illueca, JA Lafuente Instituto Valenciano de Investigaciones Economicas, 2003 | 5 | 2003 |
| Estrategias dinámicas de cobertura en el mercado de futuros sobre el IBEX-35 JA Lafuente III Jornadas de Economía Financiera 2, 85-138, 1998 | 5 | 1998 |
| Rendimientos y volatilidad en el mercado español de futuros sobre el Ibex 35 JA Lafuente mimeo, 1995 | 5 | 1995 |
| Determinants of the multiple-term structures from interbank rates JA Lafuente, N Petit, P Serrano Available at SSRN 2620841, 2015 | 4 | 2015 |
