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Publications

by members of

Universitat Jaume I → Departamento de Finanzas y Contabilidad

Jaume I University → Department of Finance and Accounting

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2020

  1. Juan Ángel Lafuente & Amparo Marco & Mercedes Monfort & Javier Ordóñez, 2020, "Social exclusion and convergence in the EU: An assessment of the Europe 2020 strategy," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2020/10.

2018

  1. J. A. Lafuente & R. Pérez & J. Ruiz, 2018, "Disentangling permanent and transitory monetary shocks with a non-linear Taylor rule," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-19, Sep.

2017

  1. Petit, Nuria & Serrano, Pedro & Lafuente Luengo, Juan Ángel, 2017, "Dissecting interbank risk," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 24553, May.

2016

  1. Mª Pilar García-Alcober & Manuel Illueca & Diego Prior & Emili Tortosa-Ausina, 2016, "Risk-taking behavior, earnings quality, and performance in Spanish banking: A profit frontier approach," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2016/19.

2014

  1. Mª Pilar García-Alcober & Emili Tortosa-Ausina & Diego Prior & Manuel Illueca, 2014, "Cost and revenue efficiency in Spanish banking: What distributions show," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2014/12.
  2. Diego Prior & Emili Tortosa-Ausina & Manuel Illueca & Mª Pilar Garcí­a-Alcober, 2014, "Earnings quality and performance in the banking industry: A profit frontier approach," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2014/11.
  3. Groba, Jonatan & Serrano, Pedro & Lafuente Luengo, Juan Ángel, 2014, "On the compensation for illiquidity in sovereign credit markets," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb142911, Oct.

2012

  1. Pérez, Rafaela & Ruiz, Jesús & Lafuente Luengo, Juan Ángel, 2012, "Monetary policy regimes and the forward bias for foreign exchange," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 12960, Jan.

2011

  1. Pérez, Rafaela & Ruiz, Jesús & Lafuente Luengo, Juan Ángel, 2011, "Estimating US persistent and transitory monetary shocks: implications for monetary policy," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb113108, Sep.

2009

  1. Manuel Illueca & Lars Norden & Gregory F. Udell, 2009, "Liberalization, Corporate Governance, and Savings Banks," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 17, Feb.

2007

  1. 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, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2007-12, Oct.

2006

  1. Belén Gill de Albornoz & Manuel Illueca Muñoz, 2006, "Subjetividad De Los Ajustes Por Devengo Y Valoración De Su Calidad En El Mercado De Deuda: Evidencia Empirica Para Empresas No Cotizadas," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2006-14, Dec.
  2. Gill de Albornoz Noguer Belén & Illueca Muñoz Manuel, 2006, "Efectos de la confianza en la información contable sobre el coste de la deuda," Working Papers, Fundacion BBVA / BBVA Foundation, number 201038, Jun.
  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, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2006-05, Feb.

2005

  1. Belén Gill de Albornoz & Beatriz García Osma, 2005, "El Gobierno Corporativo Y Las Practicas De Earnings Management: Evidencia Empirica En España," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-11, Apr.

2004

  1. Belén Gill de Albornoz & Peter F. Pope, 2004, "The Determinants Of The Going Public Decision: Evidence From The U.K," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-22, Jun.
  2. 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, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-13, May.

2003

  1. Juan A. Lafuente & Manuel Illueca Muñoz, 2003, "The Effect Of Futures Trading Activity On The Distribution Of Spot Market Returns," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2003-23, Nov.
  2. Inmaculada Fuertes & Manuel Illueca Muñoz & María Teresa Balaguer-Coll, 2003, "La Armonización Contable En Las Cc.Ll. Europeas: La Influencia Del Entorno," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2003-13, Jun.

2002

  1. 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, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2002-20, Aug.
  2. Juan Ángel Lafuente & Jesús Ruiz, 2002, "The New Market Effect on Return and Volatility of Spanish Sector Indexes," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0213.
  3. Juan Ángel Lafuente & Jesús Ruiz, 2002, "Time-Varying forward Bias and the Volatility of Risk Premium: a Monetary Explanation," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0214.
  4. 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 de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0223.

2000

  1. Manuel Illueca Muñoz & María Teresa Balaguer-Coll, 2000, "- La Convergencia De Las Realidades Económicas Como Motor Del Proceso De Armonización Internacional De La Contabilidad Pública: El Caso De Las Corporaciones Locales Europeas," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2000-01, Feb.
  2. Lafuente Luengo, Juan Ángel, 2000, "Intraday return and volatily relationships between the IBEX 35 stock index and stock index futures markets," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 9849, Jan.

1998

  1. Joaquín Maudos Villarroya & Manuel Illueca Muñoz, 1998, "- Rendimientos Bursátiles Y Eficiencia Productiva: El Caso De La Banca Española," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1998-14, Jun.

1997

  1. José Manuel Pastor Monsálvez & Manuel Illueca Muñoz, 1997, "El tamaño como determinante de la estrategia de las empresas españolas," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1997-14, Jan.

Journal articles

2024

  1. Martinez Meyers, Susana & Ferrero-Ferrero, Idoya & Muñoz-Torres, María Jesus, 2024, "ARE sustainable funds doing the talk and the walk? An ESG score analysis of fund portfolio holdings," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 1526-1541, DOI: 10.1016/j.iref.2024.04.023.

2023

  1. Idoya Ferrero-Ferrero & María Jesús Muñoz-Torres & Juana María Rivera-Lirio & Elena Escrig-Olmedo & María Ángeles Fernández-Izquierdo, 2023, "Sustainable development goals in the hospitality industry: a dream or reality?," Journal of Accounting & Organizational Change, Emerald Group Publishing Limited, volume 20, issue 5, pages 773-796, December, DOI: 10.1108/JAOC-09-2022-0146.

2021

  1. María Jesús Muñoz-Torres & María Ángeles Fernández-Izquierdo & Juana María Rivera-Lirio & Idoya Ferrero-Ferrero & Elena Escrig-Olmedo, 2021, "Sustainable supply chain management in a global context: a consistency analysis in the textile industry between environmental management practices at company level and sectoral and global environmental challenges," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 23, issue 3, pages 3883-3916, March, DOI: 10.1007/s10668-020-00748-4.
  2. Idoya Ferrero-Ferrero & Raúl León & María Jesús Muñoz-Torres, 2021, "Sustainability materiality matrices in doubt: may prioritizations of aspects overestimate environmental performance?," Journal of Environmental Planning and Management, Taylor & Francis Journals, volume 64, issue 3, pages 432-463, February, DOI: 10.1080/09640568.2020.1766427.

2020

  1. Juan Ángel Lafuente & Nuria Petit & Jesús Ruiz & Pedro Serrano, 2020, "Dissecting interbank risk using basis swap spreads," The World Economy, Wiley Blackwell, volume 43, issue 3, pages 729-757, March, DOI: 10.1111/twec.12878.
  2. Juan Ángel Lafuente & Amparo Marco & Mercedes Monfort & Javier Ordóñez, 2020, "Social Exclusion and Convergence in the EU: An Assessment of the Europe 2020 Strategy," Sustainability, MDPI, volume 12, issue 5, pages 1-22, February.

2019

  1. Elena Escrig-Olmedo & María Ángeles Fernández-Izquierdo & Idoya Ferrero-Ferrero & Juana María Rivera-Lirio & María Jesús Muñoz-Torres, 2019, "Rating the Raters: Evaluating how ESG Rating Agencies Integrate Sustainability Principles," Sustainability, MDPI, volume 11, issue 3, pages 1-16, February.
  2. Lafuente, Juan Ángel & Petit, Nuria & Serrano, Pedro, 2019, "Pricing factors in multiple-term structures from interbank rates," Journal of International Money and Finance, Elsevier, volume 91, issue C, pages 138-159, DOI: 10.1016/j.jimonfin.2018.11.008.

2018

  1. María Jesús Muñoz-Torres & María Ángeles Fernández-Izquierdo & Juana M. Rivera-Lirio & Idoya Ferrero-Ferrero & Elena Escrig-Olmedo & José Vicente Gisbert-Navarro & María Chiara Marullo, 2018, "An Assessment Tool to Integrate Sustainability Principles into the Global Supply Chain," Sustainability, MDPI, volume 10, issue 2, pages 1-20, February.
  2. Lafuente, Juan Ángel & Petit, Nuria & Serrano, Pedro, 2018, "Forecasting multiple-term structures from interbank rates," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 40-56, DOI: 10.1016/j.irfa.2018.02.004.

2016

  1. Idoya Ferrero Ferrero & Robert Ackrill, 2016, "Europeanization and the Soft Law Process of EU Corporate Governance: How has the 2003 Action Plan Impacted on National Corporate Governance Codes?," Journal of Common Market Studies, Wiley Blackwell, volume 54, issue 4, pages 878-895, July, DOI: 10.1111/jcms.12344.
  2. Idoya Ferrero-Ferrero & María Ángeles Fernández-Izquierdo & María Jesús Muñoz-Torres, 2016, "The Effect of Environmental, Social and Governance Consistency on Economic Results," Sustainability, MDPI, volume 8, issue 10, pages 1-16, October.
  3. Lafuente, Juan A. & Pérez, Rafaela & Ruiz, Jesús, 2016, "Monetary policy regimes and the forward bias for foreign exchange," Journal of Economics and Business, Elsevier, volume 85, issue C, pages 13-28, DOI: 10.1016/j.jeconbus.2016.02.005.

2015

  1. Cristina Fuentes & Manuel Illueca & Maria Pucheta-Martinez, 2015, "External investigations and disciplinary sanctions against auditors: the impact on audit quality," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 6, issue 3, pages 313-347, August, DOI: 10.1007/s13209-015-0127-0.
  2. Lafuente, Juan Angel & Serrano, Pedro, 2015, "On the compensation for illiquidity in sovereign credit markets," Journal of Multinational Financial Management, Elsevier, volume 30, issue C, pages 83-100, DOI: 10.1016/j.mulfin.2015.03.003.

2014

  1. Ferrero-Ferrero, Idoya & Fernández-Izquierdo, María Ángeles & Muñoz-Torres, María Jesús, 2014, "Top executive pay in Spanish banking system," Journal of Management & Organization, Cambridge University Press, volume 20, issue 3, pages 333-347, May.
  2. Manuel Illueca & Lars Norden & Gregory F. Udell, 2014, "Liberalization and Risk-Taking: Evidence from Government-Controlled Banks," Review of Finance, European Finance Association, volume 18, issue 4, pages 1217-1257.

2013

  1. Elena Escrig-Olmedo & M. Ángeles Fernández-Izquierdo & Idoya Ferrero-Ferrero & Raúl León-Soriano & M. Jesús Muñoz-Torres & Juana M. Rivera-Lirio, 2013, "Using fuzzy logic and neural networks to classify socially responsible organisations," Journal of Environmental Planning and Management, Taylor & Francis Journals, volume 56, issue 2, pages 238-253, March, DOI: 10.1080/09640568.2012.663324.
  2. Groba, Jonatan & Lafuente, Juan A. & Serrano, Pedro, 2013, "The impact of distressed economies on the EU sovereign market," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2520-2532, DOI: 10.1016/j.jbankfin.2013.02.003.

2009

  1. Manuel Illueca & José Pastor & Emili Tortosa-Ausina, 2009, "The effects of geographic expansion on the productivity of Spanish savings banks," Journal of Productivity Analysis, Springer, volume 32, issue 2, pages 119-143, October, DOI: 10.1007/s11123-009-0138-6.
  2. 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, volume 1, issue 1, pages 75-95.
  3. A. Andani & J. A. Lafuente & A. Novales, 2009, "Liquidity and hedging effectiveness under futures mispricing: International evidence," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 29, issue 11, pages 1050-1066, November.

2008

  1. M. Illueca & J. Lafuente, 2008, "Introducing the mini-futures contract on Ibex 35: implications for price discovery and volatility transmission," Spanish Economic Review, Springer;Spanish Economic Association, volume 10, issue 3, pages 197-219, September, DOI: 10.1007/s10108-007-9036-0.

2007

  1. Beatriz García Osma & Belén Gill‐de‐Albornoz Noguer, 2007, "The Effect of the Board Composition and its Monitoring Committees on Earnings Management: evidence from Spain," Corporate Governance: An International Review, Wiley Blackwell, volume 15, issue 6, pages 1413-1428, November, DOI: 10.1111/j.1467-8683.2007.00654.x.
  2. Belén Gill de Albornoz Noguer & Manuel Illueca Muñoz, 2007, "La calidad de los ajustes por devengo no afecta al coste de la deuda de las PYMES españolas," Investigaciones Economicas, Fundación SEPI, volume 31, issue 1, pages 79-117, January.
  3. M. Illueca & J.A. Lafuente, 2007, "The effect of futures trading on the distribution of spot index returns: Implications for CVaR in the Spanish market," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 27, issue 9, pages 839-866, September.

2006

  1. Juan Manuel García Lara & Beatriz García Osma & Belén Gill de Albornoz Noguer, 2006, "Effects of database choice on international accounting research," Abacus, Accounting Foundation, University of Sydney, volume 42, issue 3‐4, pages 426-454, September, DOI: 10.1111/j.1467-6281.2006.00209.x.
  2. M. Illueca & J. A. LaFuente, 2006, "New evidence on expiration‐day effects using realized volatility: An intraday analysis for the Spanish stock exchange," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 26, issue 9, pages 923-938, 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, volume 23, issue 2, pages 238-264, March.

2005

  1. Gill-de-Albornoz, Belen & Illueca, Manuel, 2005, "Earnings management under price regulation: Empirical evidence from the Spanish electricity industry," Energy Economics, Elsevier, volume 27, issue 2, pages 279-304, March.

2004

  1. B. Gill de Albornoz Noguer & M. Illueca Munoz, 2004, "Comparing abnormal accruals models: a non-parametric approach," Applied Economics, Taylor & Francis Journals, volume 36, issue 13, pages 1455-1460, DOI: 10.1080/0003684042000204449.
  2. Jose J. Alcarria Jaime & Belen Gill de Albornoz Noguer, 2004, "Specification and power of cross-sectional abnormal working capital accruals models in the Spanish context," European Accounting Review, Taylor & Francis Journals, volume 13, issue 1, pages 73-104, DOI: 10.1080/0963818032000134912.
  3. Juan Angel Lafuente & Jesus Ruiz, 2004, "The New Market effect on return and volatility of Spanish stock indexes," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 18, pages 1343-1350, DOI: 10.1080/09603100410001692828.
  4. Fernandez-Izquierdo, Angeles & Lafuente, Juan Angel, 2004, "International transmission of stock exchange volatility: Empirical evidence from the Asian crisis," Global Finance Journal, Elsevier, volume 15, issue 2, pages 125-137, August.
  5. Maria Consuelo Pucheta Martinez & Antonio Vico Martinez & Maria Antonia Garcia Benau, 2004, "Reactions of the Spanish capital market to qualified audit reports," European Accounting Review, Taylor & Francis Journals, volume 13, issue 4, pages 689-711, DOI: 10.1080/0963818042000216848.

2003

  1. B. Gill de Albornoz & Jose Alcarria, 2003, "Analysis and diagnosis of income smoothing in Spain," European Accounting Review, Taylor & Francis Journals, volume 12, issue 3, pages 443-463, DOI: 10.1080/0963818022000001154.
  2. M. Illueca & J. A. Lafuente, 2003, "The effect of spot and futures trading on stock index market volatility: A nonparametric approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 23, issue 9, pages 841-858, September.
  3. 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, volume 27, issue 6, pages 1053-1078, June.

2002

  1. Juan A. Lafuente, 2002, "Intraday return and volatility relationships between the Ibex 35 spot and futures markets," Spanish Economic Review, Springer;Spanish Economic Association, volume 4, issue 3, pages 201-220.
  2. M Illueca & J A Lafuente, 2002, "International stock market linkages: A factor analysis approach," Journal of Asset Management, Palgrave Macmillan, volume 3, issue 3, pages 253-265, December, DOI: 10.1057/palgrave.jam.2240079.

Chapters

2023

  1. Susana Martínez Meyers & Maria Jesús Muñoz Torres & Idoya Ferrero Ferrero, 2023, "Is Performance the Key Issue in SRI Funds? Conclusion and Lessons Learned from Three Decades of Studies," Palgrave Studies in Impact Finance, Palgrave Macmillan, chapter 0, in: Mario La Torre & Sabrina Leo, "Contemporary Issues in Sustainable Finance", DOI: 10.1007/978-3-031-22539-0_6.

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