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Juan Angel Lafuente

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This is information that was supplied by Juan Angel Lafuente in registering through RePEc. If you are Juan Angel Lafuente , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Juan Angel
Middle Name:
Last Name: Lafuente
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RePEc Short-ID: pla141

Email: [This author has chosen not to make the email address public]
Homepage: http://www3.uji.es/~lafuen/
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Affiliation

Works


Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Juan Angel Lafuente & Rafaela Pérez & Jesús Ruiz, 2011. "Estimating US persistent and transitory monetary shocks: implications for monetary policy," Business Economics Working Papers wb113108, Universidad Carlos III, Departamento de Economía de la Empresa.
  2. Juan A. Lafuente & Javier Ordoñez, 2007. "The Effect Of The Emu On Short And Long-Run Stock Market Dynamics: New Evidence On Financial Integration," Working Papers. Serie EC 2007-12, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  3. Juan A. Lafuente & Manuel Illueca Muñoz, 2006. "New Evidence On Expiration-Day Effects Using Realized Volatility: An Intraday Analysis For The Spanish Stock Exchange," Working Papers. Serie EC 2006-05, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  4. Juan A. Lafuente & Manuel Illueca Muñoz, 2004. "Introducing The Mini-Futures Contract On Ibex-35: Implications For Price Discovery And Volatility Transmission," Working Papers. Serie EC 2004-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  5. Juan A. Lafuente & Manuel Illueca Muñoz, 2003. "The Effect Of Futures Trading Activity On The Distribution Of Spot Market Returns," Working Papers. Serie EC 2003-23, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  6. Juan Ángel Lafuente & Jesús Ruiz, 2002. "Time-Varying forward Bias and the Volatility of Risk Premium: a Monetary Explanation," Documentos del Instituto Complutense de Análisis Económico 0214, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  7. Alfonso Novales & J.A. Lafuente, 2002. "Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market," Documentos del Instituto Complutense de Análisis Económico 0223, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  8. Juan Ángel Lafuente & Jesús Ruiz, 2002. "The New Market Effect on Return and Volatility of Spanish Sector Indexes," Documentos del Instituto Complutense de Análisis Económico 0213, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  9. Juan A. Lafuente & Jesús Ruiz, 2002. "The Bias For Forward Exchange Rate And The Risk Premium: An Explanation With A Stochastic And Dynamic General Equilibrium Model," Working Papers. Serie EC 2002-20, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  10. Lafuente, Juan A., . "Intraday return and volatily relationships between the IBEX 35 stock index and stock index futures markets," Open Access publications from Universidad Carlos III de Madrid info:hdl:10016/9849, Universidad Carlos III de Madrid.

Articles

  1. Juan Angel Lafuente & Javier Ordonez, 2009. "The effect of the EMU on short and long-run stock market dynamics: new evidence on financial integration," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 1(1), pages 75-95, January.
  2. M. Illueca & J. Lafuente, 2008. "Introducing the mini-futures contract on Ibex 35: implications for price discovery and volatility transmission," Spanish Economic Review, Springer, vol. 10(3), pages 197-219, September.
  3. Lafuente, Juan Angel & Ruiz, Jesus, 2006. "Monetary policy and forward bias for foreign exchange revisited: Empirical evidence from the US-UK exchange rate," Economic Modelling, Elsevier, vol. 23(2), pages 238-264, March.
  4. Fernandez-Izquierdo, Angeles & Lafuente, Juan Angel, 2004. "International transmission of stock exchange volatility: Empirical evidence from the Asian crisis," Global Finance Journal, Elsevier, vol. 15(2), pages 125-137, August.
  5. Juan Angel Lafuente & Jesus Ruiz, 2004. "The New Market effect on return and volatility of Spanish stock indexes," Applied Financial Economics, Taylor and Francis Journals, vol. 14(18), pages 1343-1350.
  6. Lafuente, Juan A. & Novales, Alfonso, 2003. "Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market," Journal of Banking & Finance, Elsevier, vol. 27(6), pages 1053-1078, June.
  7. Juan A. Lafuente, 2002. "Intraday return and volatility relationships between the Ibex 35 spot and futures markets," Spanish Economic Review, Springer, vol. 4(3), pages 201-220.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2011-10-01
  2. NEP-CFN: Corporate Finance (1) 2006-02-19
  3. NEP-CMP: Computational Economics (1) 2003-11-03
  4. NEP-ECM: Econometrics (1) 2011-10-01
  5. NEP-EEC: European Economics (1) 2007-11-17
  6. NEP-FIN: Finance (1) 2006-03-11
  7. NEP-FMK: Financial Markets (2) 2006-02-19 2006-03-11 Author is listed
  8. NEP-IFN: International Finance (1) 2003-11-03
  9. NEP-MAC: Macroeconomics (2) 2007-11-17 2011-10-01 Author is listed
  10. NEP-MFD: Microfinance (1) 2003-11-03
  11. NEP-MON: Monetary Economics (2) 2007-11-17 2011-10-01 Author is listed
  12. NEP-RMG: Risk Management (2) 2003-10-28 2003-10-28 Author is listed

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