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 31 0 0 0 31
Dissecting interbank risk 0 0 1 16 0 0 1 67
Estimating US persistent and transitory monetary shocks: implications for monetary policy 0 0 0 45 0 0 2 87
INTRODUCING THE MINI-FUTURES CONTRACT ON IBEX-35: IMPLICATIONS FOR PRICE DISCOVERY AND VOLATILITY TRANSMISSION 0 0 0 75 0 0 2 634
Intraday return and volatily relationships between the IBEX 35 stock index and stock index futures markets 0 0 0 5 0 1 1 51
Monetary policy regimes and the forward bias for foreign exchange 0 0 1 4 0 0 1 38
NEW EVIDENCE ON EXPIRATION-DAY EFFECTS USING REALIZED VOLATILITY: AN INTRADAY ANALYSIS FOR THE SPANISH STOCK EXCHANGE 0 0 0 112 0 1 1 521
On the compensation for illiquidity in sovereign credit markets 0 0 0 10 0 0 1 67
Optimal hedging under departures from the cost of carry valuation: evidence from the spanish stock index futures market 0 0 0 2 1 1 3 26
Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market 0 0 1 178 0 0 2 656
Social exclusion and convergence in the EU: An assessment of the Europe 2020 strategy 0 0 0 16 0 0 1 61
THE BIAS FOR FORWARD EXCHANGE RATE AND THE RISK PREMIUM: AN EXPLANATION WITH A STOCHASTIC AND DYNAMIC GENERAL EQUILIBRIUM MODEL 1 1 1 56 1 1 1 337
THE EFFECT OF FUTURES TRADING ACTIVITY ON THE DISTRIBUTION OF SPOT MARKET RETURNS 0 0 0 114 0 0 0 448
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 0 0 1 161
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 4 846 2 4 17 3,743

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 1 12 0 0 1 21
Forecasting multiple-term structures from interbank rates 0 0 0 6 0 0 1 45
International stock market linkages: A factor analysis approach 0 0 0 3 0 0 0 7
International transmission of stock exchange volatility: Empirical evidence from the Asian crisis 0 0 0 94 0 0 1 245
Intraday return and volatility relationships between the Ibex 35 spot and futures markets 0 0 0 151 0 0 2 562
Introducing the mini-futures contract on Ibex 35: implications for price discovery and volatility transmission 0 0 0 20 0 0 3 175
Liquidity and hedging effectiveness under futures mispricing: International evidence 0 0 0 0 0 1 1 20
Monetary policy and forward bias for foreign exchange revisited: Empirical evidence from the US-UK exchange rate 0 0 0 51 0 0 1 150
Monetary policy regimes and the forward bias for foreign exchange 0 0 0 5 0 0 0 58
New evidence on expiration‐day effects using realized volatility: An intraday analysis for the Spanish stock exchange 0 0 0 0 0 1 1 10
On the compensation for illiquidity in sovereign credit markets 0 0 0 2 0 0 1 44
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market 0 0 1 58 0 2 5 290
Pricing factors in multiple-term structures from interbank rates 0 0 0 8 0 0 0 50
Social Exclusion and Convergence in the EU: An Assessment of the Europe 2020 Strategy 0 0 0 1 0 0 1 47
The New Market effect on return and volatility of Spanish stock indexes 0 0 0 24 0 1 2 132
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 10 0 0 1 40
The effect of the EMU on short and long-run stock market dynamics: new evidence on financial integration 0 0 0 11 0 0 1 55
The impact of distressed economies on the EU sovereign market 0 0 3 24 0 1 12 120
Total Journal Articles 0 0 5 481 0 6 34 2,079

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Statistics updated 2025-05-12