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 30 0 0 1 28
Dissecting interbank risk 1 1 1 15 1 1 3 64
Estimating US persistent and transitory monetary shocks: implications for monetary policy 0 0 2 45 0 0 2 85
INTRODUCING THE MINI-FUTURES CONTRACT ON IBEX-35: IMPLICATIONS FOR PRICE DISCOVERY AND VOLATILITY TRANSMISSION 0 0 0 75 0 0 3 629
Intraday return and volatily relationships between the IBEX 35 stock index and stock index futures markets 0 0 1 4 0 0 3 48
Monetary policy regimes and the forward bias for foreign exchange 0 0 0 2 1 1 2 36
NEW EVIDENCE ON EXPIRATION-DAY EFFECTS USING REALIZED VOLATILITY: AN INTRADAY ANALYSIS FOR THE SPANISH STOCK EXCHANGE 0 0 0 112 0 0 0 518
On the compensation for illiquidity in sovereign credit markets 0 0 0 10 0 0 1 65
Optimal hedging under departures from the cost of carry valuation: evidence from the spanish stock index futures market 0 0 0 1 1 2 2 21
Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market 0 0 0 177 0 0 2 654
Social exclusion and convergence in the EU: An assessment of the Europe 2020 strategy 0 0 1 15 1 3 12 52
THE BIAS FOR FORWARD EXCHANGE RATE AND THE RISK PREMIUM: AN EXPLANATION WITH A STOCHASTIC AND DYNAMIC GENERAL EQUILIBRIUM MODEL 0 0 0 55 0 0 1 336
THE EFFECT OF FUTURES TRADING ACTIVITY ON THE DISTRIBUTION OF SPOT MARKET RETURNS 0 0 1 114 0 0 3 447
THE EFFECT OF THE EMU ON SHORT AND LONG-RUN STOCK MARKET DYNAMICS: NEW EVIDENCE ON FINANCIAL INTEGRATION 0 0 0 39 0 0 0 180
The New Market Effect on Return and Volatility of Spanish Sector Indexes 0 0 0 37 1 1 1 160
Time-Varying forward Bias and the Volatility of Risk Premium: a Monetary Explanation 0 0 0 106 0 0 0 378
Total Working Papers 1 1 6 837 5 8 36 3,701

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 1 1 7 0 1 1 13
Forecasting multiple-term structures from interbank rates 0 0 0 6 0 0 2 42
International stock market linkages: A factor analysis approach 1 1 1 2 1 1 1 6
International transmission of stock exchange volatility: Empirical evidence from the Asian crisis 0 0 1 93 0 0 1 242
Intraday return and volatility relationships between the Ibex 35 spot and futures markets 0 0 1 151 0 0 1 559
Introducing the mini-futures contract on Ibex 35: implications for price discovery and volatility transmission 0 0 0 20 0 0 0 169
Liquidity and hedging effectiveness under futures mispricing: International evidence 0 0 0 0 0 0 2 18
Monetary policy and forward bias for foreign exchange revisited: Empirical evidence from the US-UK exchange rate 0 0 0 51 0 0 2 149
Monetary policy regimes and the forward bias for foreign exchange 0 0 0 5 0 0 3 57
New evidence on expiration‐day effects using realized volatility: An intraday analysis for the Spanish stock exchange 0 0 0 0 0 0 0 9
On the compensation for illiquidity in sovereign credit markets 0 0 0 2 0 0 0 42
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market 0 0 0 57 0 0 0 285
Pricing factors in multiple-term structures from interbank rates 0 0 1 6 0 1 2 47
Social Exclusion and Convergence in the EU: An Assessment of the Europe 2020 Strategy 0 0 0 1 2 4 7 39
The New Market effect on return and volatility of Spanish stock indexes 0 0 0 24 0 0 1 130
The effect of futures trading on the distribution of spot index returns: Implications for CVaR in the Spanish market 0 0 0 1 0 0 0 8
The effect of spot and futures trading on stock index market volatility: A nonparametric approach 0 0 0 9 0 0 1 38
The effect of the EMU on short and long-run stock market dynamics: new evidence on financial integration 0 0 1 11 0 0 1 53
The impact of distressed economies on the EU sovereign market 0 0 1 19 1 4 7 101
Total Journal Articles 1 2 7 465 4 11 32 2,007

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2023-03-10