7
H index
6
i10 index
139
Citations
Juan Angel Lafuente : Citation Profile
Universitat Jaume I | RESEARCH PRODUCTION: 19 Articles 16 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2000 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Juan Angel Lafuente. | Is cited by:
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Main data
Where Juan Angel Lafuente has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Futures Markets | 4 |
| Spanish Economic Review | 2 |
| Journal of Banking & Finance | 2 |
Recent works citing Juan Angel Lafuente (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Systemic risk of Chinese financial institutions and asset price bubbles. (2023). Tian, Yiming ; Lee, Chien-Chiang ; Wei, Chunyan ; Zhang, Xiaoming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000037. Full description at Econpapers || Download paper |
| 2023 | Networks in risk spillovers: A multivariate GARCH perspective. (2023). Caporin, Massimiliano ; Pelizzon, Loriana ; Frattarolo, Lorenzo ; Billio, Monica. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:1-29. Full description at Econpapers || Download paper |
| 2023 | Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis N ; Bampinas, Georgios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001031. Full description at Econpapers || Download paper |
| 2023 | Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis ; Bampinas, Georgios. In: Post-Print. RePEc:hal:journl:hal-04164277. Full description at Econpapers || Download paper |
| 2023 | Le modèle hybride de la structure par terme des primes souveraines de crédit et de liquidité dans la zone UEMOA. (2023). Bamba, Lambert Ngaladjo ; Gbongue, Florent Kanga. In: Region et Developpement. RePEc:tou:journl:v:57:y:2023:p:101-145. Full description at Econpapers || Download paper |
Works by Juan Angel Lafuente:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Dissecting interbank risk using basis swap spreads In: The World Economy. [Full Text][Citation analysis] | article | 1 |
| 2012 | Monetary policy regimes and the forward bias for foreign exchange In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Monetary policy regimes and the forward bias for foreign exchange.(2016) In: Journal of Economics and Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2017 | Dissecting interbank risk In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Intraday return and volatily relationships between the IBEX 35 stock index and stock index futures markets In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Optimal hedging under departures from the cost of carry valuation: evidence from the spanish stock index futures market In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] | paper | 17 |
| 2003 | Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market.(2003) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | ||
| 2011 | Estimating US persistent and transitory monetary shocks: implications for monetary policy In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] | paper | 0 |
| 2014 | On the compensation for illiquidity in sovereign credit markets In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] | paper | 1 |
| 2015 | On the compensation for illiquidity in sovereign credit markets.(2015) In: Journal of Multinational Financial Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2006 | Monetary policy and forward bias for foreign exchange revisited: Empirical evidence from the US-UK exchange rate In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
| 2018 | Forecasting multiple-term structures from interbank rates In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2004 | International transmission of stock exchange volatility: Empirical evidence from the Asian crisis In: Global Finance Journal. [Full Text][Citation analysis] | article | 30 |
| 2013 | The impact of distressed economies on the EU sovereign market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 24 |
| 2019 | Pricing factors in multiple-term structures from interbank rates In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | Social Exclusion and Convergence in the EU: An Assessment of the Europe 2020 Strategy In: Sustainability. [Full Text][Citation analysis] | article | 11 |
| 2020 | Social exclusion and convergence in the EU: An assessment of the Europe 2020 strategy.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2009 | The effect of the EMU on short and long-run stock market dynamics: new evidence on financial integration In: International Journal of Financial Markets and Derivatives. [Full Text][Citation analysis] | article | 3 |
| 2007 | THE EFFECT OF THE EMU ON SHORT AND LONG-RUN STOCK MARKET DYNAMICS: NEW EVIDENCE ON FINANCIAL INTEGRATION.(2007) In: Working Papers. Serie EC. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2002 | THE BIAS FOR FORWARD EXCHANGE RATE AND THE RISK PREMIUM: AN EXPLANATION WITH A STOCHASTIC AND DYNAMIC GENERAL EQUILIBRIUM MODEL In: Working Papers. Serie EC. [Full Text][Citation analysis] | paper | 0 |
| 2003 | THE EFFECT OF FUTURES TRADING ACTIVITY ON THE DISTRIBUTION OF SPOT MARKET RETURNS In: Working Papers. Serie EC. [Full Text][Citation analysis] | paper | 4 |
| 2004 | INTRODUCING THE MINI-FUTURES CONTRACT ON IBEX-35: IMPLICATIONS FOR PRICE DISCOVERY AND VOLATILITY TRANSMISSION In: Working Papers. Serie EC. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Introducing the mini-futures contract on Ibex 35: implications for price discovery and volatility transmission.(2008) In: Spanish Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2006 | NEW EVIDENCE ON EXPIRATION-DAY EFFECTS USING REALIZED VOLATILITY: AN INTRADAY ANALYSIS FOR THE SPANISH STOCK EXCHANGE In: Working Papers. Serie EC. [Full Text][Citation analysis] | paper | 13 |
| 2006 | New evidence on expiration?day effects using realized volatility: An intraday analysis for the Spanish stock exchange.(2006) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2002 | International stock market linkages: A factor analysis approach In: Journal of Asset Management. [Full Text][Citation analysis] | article | 7 |
| 2002 | Intraday return and volatility relationships between the Ibex 35 spot and futures markets In: Spanish Economic Review. [Full Text][Citation analysis] | article | 2 |
| 2004 | The New Market effect on return and volatility of Spanish stock indexes In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| 2003 | The effect of spot and futures trading on stock index market volatility: A nonparametric approach In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 11 |
| 2007 | The effect of futures trading on the distribution of spot index returns: Implications for CVaR in the Spanish market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 4 |
| 2009 | Liquidity and hedging effectiveness under futures mispricing: International evidence In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team