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 1 32 0 0 1 32
Dissecting interbank risk 0 0 0 16 1 1 1 68
Estimating US persistent and transitory monetary shocks: implications for monetary policy 0 0 0 45 1 3 3 90
INTRODUCING THE MINI-FUTURES CONTRACT ON IBEX-35: IMPLICATIONS FOR PRICE DISCOVERY AND VOLATILITY TRANSMISSION 0 0 0 75 2 4 5 639
Intraday return and volatily relationships between the IBEX 35 stock index and stock index futures markets 0 0 1 6 4 5 7 57
Monetary policy regimes and the forward bias for foreign exchange 0 0 0 4 2 2 2 40
NEW EVIDENCE ON EXPIRATION-DAY EFFECTS USING REALIZED VOLATILITY: AN INTRADAY ANALYSIS FOR THE SPANISH STOCK EXCHANGE 0 0 0 112 0 0 3 523
On the compensation for illiquidity in sovereign credit markets 1 1 1 11 6 10 12 78
Optimal hedging under departures from the cost of carry valuation: evidence from the spanish stock index futures market 0 0 0 2 0 2 4 29
Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market 0 0 0 178 1 1 1 657
Social exclusion and convergence in the EU: An assessment of the Europe 2020 strategy 0 0 0 16 1 5 6 67
THE BIAS FOR FORWARD EXCHANGE RATE AND THE RISK PREMIUM: AN EXPLANATION WITH A STOCHASTIC AND DYNAMIC GENERAL EQUILIBRIUM MODEL 0 0 1 56 0 3 4 340
THE EFFECT OF FUTURES TRADING ACTIVITY ON THE DISTRIBUTION OF SPOT MARKET RETURNS 0 0 1 115 2 4 6 454
THE EFFECT OF THE EMU ON SHORT AND LONG-RUN STOCK MARKET DYNAMICS: NEW EVIDENCE ON FINANCIAL INTEGRATION 0 0 0 39 1 1 2 182
The New Market Effect on Return and Volatility of Spanish Sector Indexes 0 0 0 37 1 1 1 162
Time-Varying forward Bias and the Volatility of Risk Premium: a Monetary Explanation 0 0 0 106 1 4 4 382
Total Working Papers 1 1 5 850 23 46 62 3,800

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 0 0 2 23
Forecasting multiple-term structures from interbank rates 0 0 0 6 0 2 2 47
International stock market linkages: A factor analysis approach 0 0 0 3 1 2 2 9
International transmission of stock exchange volatility: Empirical evidence from the Asian crisis 0 0 0 94 1 1 2 247
Intraday return and volatility relationships between the Ibex 35 spot and futures markets 0 0 0 151 0 0 0 562
Introducing the mini-futures contract on Ibex 35: implications for price discovery and volatility transmission 0 0 0 20 1 4 7 181
Liquidity and hedging effectiveness under futures mispricing: International evidence 0 0 0 0 1 1 3 22
Monetary policy and forward bias for foreign exchange revisited: Empirical evidence from the US-UK exchange rate 0 0 0 51 0 2 3 153
Monetary policy regimes and the forward bias for foreign exchange 0 0 0 5 0 1 2 60
New evidence on expiration‐day effects using realized volatility: An intraday analysis for the Spanish stock exchange 0 0 0 0 0 1 3 12
On the compensation for illiquidity in sovereign credit markets 0 0 0 2 0 1 2 45
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market 0 0 0 58 1 1 3 291
Pricing factors in multiple-term structures from interbank rates 0 0 0 8 1 3 4 54
Social Exclusion and Convergence in the EU: An Assessment of the Europe 2020 Strategy 0 0 0 1 0 0 2 48
The New Market effect on return and volatility of Spanish stock indexes 0 0 0 24 0 1 4 134
The effect of futures trading on the distribution of spot index returns: Implications for CVaR in the Spanish market 0 0 0 1 1 1 1 9
The effect of spot and futures trading on stock index market volatility: A nonparametric approach 0 0 0 10 0 0 1 41
The effect of the EMU on short and long-run stock market dynamics: new evidence on financial integration 0 0 0 11 0 0 0 55
The impact of distressed economies on the EU sovereign market 0 0 1 24 0 1 3 121
Total Journal Articles 0 0 1 481 7 22 46 2,114

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Statistics updated 2026-01-09