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 1 2 33
Dissecting interbank risk 0 0 0 16 0 2 2 69
Estimating US persistent and transitory monetary shocks: implications for monetary policy 0 0 0 45 3 4 6 93
INTRODUCING THE MINI-FUTURES CONTRACT ON IBEX-35: IMPLICATIONS FOR PRICE DISCOVERY AND VOLATILITY TRANSMISSION 0 0 0 75 1 4 7 641
Intraday return and volatily relationships between the IBEX 35 stock index and stock index futures markets 0 0 1 6 1 8 10 61
Monetary policy regimes and the forward bias for foreign exchange 0 0 0 4 2 6 6 44
NEW EVIDENCE ON EXPIRATION-DAY EFFECTS USING REALIZED VOLATILITY: AN INTRADAY ANALYSIS FOR THE SPANISH STOCK EXCHANGE 0 0 0 112 0 2 4 525
On the compensation for illiquidity in sovereign credit markets 0 1 1 11 1 12 17 84
Optimal hedging under departures from the cost of carry valuation: evidence from the spanish stock index futures market 0 0 0 2 2 5 9 34
Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market 0 0 0 178 3 14 14 670
Social exclusion and convergence in the EU: An assessment of the Europe 2020 strategy 0 0 0 16 0 9 14 75
THE BIAS FOR FORWARD EXCHANGE RATE AND THE RISK PREMIUM: AN EXPLANATION WITH A STOCHASTIC AND DYNAMIC GENERAL EQUILIBRIUM MODEL 0 0 1 56 1 3 7 343
THE EFFECT OF FUTURES TRADING ACTIVITY ON THE DISTRIBUTION OF SPOT MARKET RETURNS 0 0 1 115 0 2 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 6 7 187
The New Market Effect on Return and Volatility of Spanish Sector Indexes 0 0 0 37 0 4 4 165
Time-Varying forward Bias and the Volatility of Risk Premium: a Monetary Explanation 0 0 0 106 0 2 5 383
Total Working Papers 0 1 5 850 15 84 120 3,861

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 2 4 25
Forecasting multiple-term structures from interbank rates 0 0 0 6 0 1 3 48
International stock market linkages: A factor analysis approach 0 0 0 3 0 5 6 13
International transmission of stock exchange volatility: Empirical evidence from the Asian crisis 0 0 0 94 0 4 5 250
Intraday return and volatility relationships between the Ibex 35 spot and futures markets 0 0 0 151 3 7 7 569
Introducing the mini-futures contract on Ibex 35: implications for price discovery and volatility transmission 0 0 0 20 3 6 11 186
Liquidity and hedging effectiveness under futures mispricing: International evidence 0 0 0 0 2 7 8 28
Monetary policy and forward bias for foreign exchange revisited: Empirical evidence from the US-UK exchange rate 1 1 1 52 2 5 8 158
Monetary policy regimes and the forward bias for foreign exchange 0 0 0 5 0 3 5 63
New evidence on expiration‐day effects using realized volatility: An intraday analysis for the Spanish stock exchange 0 0 0 0 2 3 5 15
On the compensation for illiquidity in sovereign credit markets 0 0 0 2 1 3 4 48
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market 0 0 0 58 5 10 10 300
Pricing factors in multiple-term structures from interbank rates 0 0 0 8 1 3 6 56
Social Exclusion and Convergence in the EU: An Assessment of the Europe 2020 Strategy 0 0 0 1 4 4 5 52
The New Market effect on return and volatility of Spanish stock indexes 0 0 0 24 0 1 3 135
The effect of futures trading on the distribution of spot index returns: Implications for CVaR in the Spanish market 0 0 0 1 1 3 3 11
The effect of spot and futures trading on stock index market volatility: A nonparametric approach 0 0 0 10 0 2 3 43
The effect of the EMU on short and long-run stock market dynamics: new evidence on financial integration 0 0 0 11 0 2 2 57
The impact of distressed economies on the EU sovereign market 0 0 0 24 1 4 5 125
Total Journal Articles 1 1 1 482 25 75 103 2,182

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Statistics updated 2026-03-04