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 29 1 1 7 24
Estimating US persistent and transitory monetary shocks: implications for monetary policy 0 0 0 42 0 0 6 80
INTRODUCING THE MINI-FUTURES CONTRACT ON IBEX-35: IMPLICATIONS FOR PRICE DISCOVERY AND VOLATILITY TRANSMISSION 0 0 1 75 3 5 12 619
NEW EVIDENCE ON EXPIRATION-DAY EFFECTS USING REALIZED VOLATILITY: AN INTRADAY ANALYSIS FOR THE SPANISH STOCK EXCHANGE 0 0 1 112 0 0 3 516
Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market 0 1 2 177 1 4 20 642
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 5 332
THE EFFECT OF FUTURES TRADING ACTIVITY ON THE DISTRIBUTION OF SPOT MARKET RETURNS 0 0 0 111 0 0 2 438
THE EFFECT OF THE EMU ON SHORT AND LONG-RUN STOCK MARKET DYNAMICS: NEW EVIDENCE ON FINANCIAL INTEGRATION 0 0 0 39 0 0 3 177
The New Market Effect on Return and Volatility of Spanish Sector Indexes 0 0 0 37 1 1 6 153
Time-Varying forward Bias and the Volatility of Risk Premium: a Monetary Explanation 0 0 0 106 1 1 4 378
Total Working Papers 0 1 4 783 7 12 68 3,359


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting multiple-term structures from interbank rates 0 0 2 5 2 2 12 31
International transmission of stock exchange volatility: Empirical evidence from the Asian crisis 1 1 3 92 1 1 7 234
Intraday return and volatility relationships between the Ibex 35 spot and futures markets 0 1 2 150 0 4 7 554
Introducing the mini-futures contract on Ibex 35: implications for price discovery and volatility transmission 1 1 1 19 1 2 5 160
Monetary policy and forward bias for foreign exchange revisited: Empirical evidence from the US-UK exchange rate 0 0 0 50 0 0 6 146
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market 0 0 0 57 0 0 13 279
Pricing factors in multiple-term structures from interbank rates 0 2 3 5 0 3 17 33
The New Market effect on return and volatility of Spanish stock indexes 0 0 1 22 0 0 6 125
The effect of the EMU on short and long-run stock market dynamics: new evidence on financial integration 0 0 0 10 0 1 3 47
The impact of distressed economies on the EU sovereign market 0 1 4 18 0 1 8 75
Total Journal Articles 2 6 16 428 4 14 84 1,684


Statistics updated 2020-09-04