Access Statistics for Juan Angel Lafuente

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
INTRODUCING THE MINI-FUTURES CONTRACT ON IBEX-35: IMPLICATIONS FOR PRICE DISCOVERY AND VOLATILITY TRANSMISSION 2 3 8 42 20 53 131 304
NEW EVIDENCE ON EXPIRATION-DAY EFFECTS USING REALIZED VOLATILITY: AN INTRADAY ANALYSIS FOR THE SPANISH STOCK EXCHANGE 3 4 20 77 13 37 102 293
THE BIAS FOR FORWARD EXCHANGE RATE AND THE RISK PREMIUM: AN EXPLANATION WITH A STOCHASTIC AND DYNAMIC GENERAL EQUILIBRIUM MODEL 1 1 20 27 14 41 118 155
THE EFFECT OF FUTURES TRADING ACTIVITY ON THE DISTRIBUTION OF SPOT MARKET RETURNS 5 13 36 43 18 57 149 183
THE EFFECT OF THE EMU ON SHORT AND LONG-RUN STOCK MARKET DYNAMICS: NEW EVIDENCE ON FINANCIAL INTEGRATION 0 2 15 15 1 17 59 59
Total Working Papers 11 23 99 204 66 205 559 994


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
International transmission of stock exchange volatility: Empirical evidence from the Asian crisis 2 3 11 41 6 11 33 110
Intraday return and volatility relationships between the Ibex 35 spot and futures markets 4 6 11 117 4 10 36 405
Monetary policy and forward bias for foreign exchange revisited: Empirical evidence from the US-UK exchange rate 0 1 9 33 2 6 22 86
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market 0 1 6 42 2 7 30 192
The New Market effect on return and volatility of Spanish stock indexes 0 0 0 13 0 2 9 70
Total Journal Articles 6 11 37 246 14 36 130 863


Statistics updated 2008-08-03