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
Disentangling permanent and transitory monetary shocks with a non-linear Taylor rule 0 0 0 32 0 1 5 37
Dissecting interbank risk 0 0 0 16 0 0 5 72
Estimating US persistent and transitory monetary shocks: implications for monetary policy 0 0 0 45 0 0 8 95
INTRODUCING THE MINI-FUTURES CONTRACT ON IBEX-35: IMPLICATIONS FOR PRICE DISCOVERY AND VOLATILITY TRANSMISSION 0 0 0 75 2 3 13 648
Intraday return and volatily relationships between the IBEX 35 stock index and stock index futures markets 0 0 0 6 0 0 14 66
Monetary policy regimes and the forward bias for foreign exchange 0 0 0 4 0 2 11 49
NEW EVIDENCE ON EXPIRATION-DAY EFFECTS USING REALIZED VOLATILITY: AN INTRADAY ANALYSIS FOR THE SPANISH STOCK EXCHANGE 0 0 0 112 1 2 6 529
On the compensation for illiquidity in sovereign credit markets 0 0 1 11 1 2 22 90
Optimal hedging under departures from the cost of carry valuation: evidence from the spanish stock index futures market 0 0 0 2 0 0 11 38
Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market 0 0 0 178 0 2 21 677
Social exclusion and convergence in the EU: An assessment of the Europe 2020 strategy 0 0 0 16 1 1 17 79
THE BIAS FOR FORWARD EXCHANGE RATE AND THE RISK PREMIUM: AN EXPLANATION WITH A STOCHASTIC AND DYNAMIC GENERAL EQUILIBRIUM MODEL 0 0 0 56 1 2 12 349
THE EFFECT OF FUTURES TRADING ACTIVITY ON THE DISTRIBUTION OF SPOT MARKET RETURNS 0 0 0 115 0 1 11 461
THE EFFECT OF THE EMU ON SHORT AND LONG-RUN STOCK MARKET DYNAMICS: NEW EVIDENCE ON FINANCIAL INTEGRATION 0 0 0 39 1 1 8 189
The New Market Effect on Return and Volatility of Spanish Sector Indexes 0 0 0 37 1 1 6 167
Time-Varying forward Bias and the Volatility of Risk Premium: a Monetary Explanation 0 0 0 106 1 1 7 385
Total Working Papers 0 0 1 850 9 19 177 3,931

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dissecting interbank risk using basis swap spreads 0 0 0 12 1 1 7 30
Forecasting multiple-term structures from interbank rates 0 1 2 8 0 1 8 53
International stock market linkages: A factor analysis approach 0 0 0 3 0 0 7 14
International transmission of stock exchange volatility: Empirical evidence from the Asian crisis 0 0 0 94 1 2 8 254
Intraday return and volatility relationships between the Ibex 35 spot and futures markets 0 0 0 151 0 0 14 576
Introducing the mini-futures contract on Ibex 35: implications for price discovery and volatility transmission 0 0 0 20 0 2 18 195
Liquidity and hedging effectiveness under futures mispricing: International evidence 0 0 0 0 0 0 10 31
Monetary policy and forward bias for foreign exchange revisited: Empirical evidence from the US-UK exchange rate 0 0 1 52 0 0 7 158
Monetary policy regimes and the forward bias for foreign exchange 0 0 0 5 0 0 5 64
New evidence on expiration‐day effects using realized volatility: An intraday analysis for the Spanish stock exchange 0 0 0 0 1 2 10 21
On the compensation for illiquidity in sovereign credit markets 0 0 0 2 0 0 6 50
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market 0 0 0 58 1 4 18 308
Pricing factors in multiple-term structures from interbank rates 0 0 0 8 0 0 7 58
Social Exclusion and Convergence in the EU: An Assessment of the Europe 2020 Strategy 0 0 0 1 0 0 8 56
The New Market effect on return and volatility of Spanish stock indexes 0 0 0 24 1 3 10 143
The effect of futures trading on the distribution of spot index returns: Implications for CVaR in the Spanish market 0 0 0 1 0 1 6 14
The effect of spot and futures trading on stock index market volatility: A nonparametric approach 0 0 0 10 0 2 6 47
The effect of the EMU on short and long-run stock market dynamics: new evidence on financial integration 0 0 0 11 0 0 6 61
The impact of distressed economies on the EU sovereign market 0 0 0 24 0 1 7 127
Total Journal Articles 0 1 3 484 5 19 168 2,260

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Statistics updated 2026-10-11