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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 1 1 1 16 1 1 1 67
Estimating US persistent and transitory monetary shocks: implications for monetary policy 0 0 0 45 1 1 1 86
INTRODUCING THE MINI-FUTURES CONTRACT ON IBEX-35: IMPLICATIONS FOR PRICE DISCOVERY AND VOLATILITY TRANSMISSION 0 0 0 75 0 0 2 633
Intraday return and volatily relationships between the IBEX 35 stock index and stock index futures markets 0 0 1 5 0 0 2 50
Monetary policy regimes and the forward bias for foreign exchange 0 0 2 4 0 0 2 38
NEW EVIDENCE ON EXPIRATION-DAY EFFECTS USING REALIZED VOLATILITY: AN INTRADAY ANALYSIS FOR THE SPANISH STOCK EXCHANGE 0 0 0 112 0 0 0 520
On the compensation for illiquidity in sovereign credit markets 0 0 0 10 0 0 0 66
Optimal hedging under departures from the cost of carry valuation: evidence from the spanish stock index futures market 0 0 0 2 0 1 3 25
Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market 0 1 1 178 0 1 2 656
Social exclusion and convergence in the EU: An assessment of the Europe 2020 strategy 0 0 0 16 0 0 2 61
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 0 336
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 2 5 845 2 4 16 3,736

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 1 1 2 12 1 1 4 21
Forecasting multiple-term structures from interbank rates 0 0 0 6 0 0 2 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 1 94 0 0 3 245
Intraday return and volatility relationships between the Ibex 35 spot and futures markets 0 0 0 151 0 2 3 562
Introducing the mini-futures contract on Ibex 35: implications for price discovery and volatility transmission 0 0 0 20 1 2 2 174
Liquidity and hedging effectiveness under futures mispricing: International evidence 0 0 0 0 0 0 0 19
Monetary policy and forward bias for foreign exchange revisited: Empirical evidence from the US-UK exchange rate 0 0 0 51 0 1 1 150
Monetary policy regimes and the forward bias for foreign exchange 0 0 0 5 0 0 1 58
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 43
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market 0 0 1 58 0 1 3 288
Pricing factors in multiple-term structures from interbank rates 0 0 1 8 0 0 1 50
Social Exclusion and Convergence in the EU: An Assessment of the Europe 2020 Strategy 0 0 0 1 0 0 0 46
The New Market effect on return and volatility of Spanish stock indexes 0 0 0 24 0 0 0 130
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 10 0 1 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 23 3 6 10 117
Total Journal Articles 1 1 8 480 5 14 32 2,067

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Statistics updated 2024-12-04