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Publications

by members of

Departamento de Finanzas y Contabilidad
Universitat Jaume I
Castellón de la Plana, Spain

(Department of Finance and Accounting, Jaume I University)

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 |

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 2020/10, Economics Department, Universitat Jaume I, Castellón (Spain).

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 2018-19, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.

2017

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

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 2016/19, Economics Department, Universitat Jaume I, Castellón (Spain).

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 2014/12, Economics Department, Universitat Jaume I, Castellón (Spain).
  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 2014/11, Economics Department, Universitat Jaume I, Castellón (Spain).
  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 wb142911, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.

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 12960, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.

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 wb113108, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.

2009

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

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

2006

  1. 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).
  2. 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 2006-14, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  3. 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 201038, Fundacion BBVA / BBVA Foundation.

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 2005-11, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).

2004

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

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 2003-23, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  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 2003-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).

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 2002-20, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  2. Juan Ángel Lafuente & Jesús Ruiz, 2002. "The New Market Effect on Return and Volatility of Spanish Sector Indexes," Documentos de Trabajo del ICAE 0213, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  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 0214, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  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 0223, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.

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 2000-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  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 9849, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.

1998

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

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 1997-14, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).

Journal articles

2020

  1. Juan Ángel Lafuente & Nuria Petit & Jesús Ruiz & Pedro Serrano, 2020. "Dissecting interbank risk using basis swap spreads," The World Economy, Wiley Blackwell, vol. 43(3), pages 729-757, March.
  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, vol. 12(5), pages 1-22, February.

2019

  1. Lafuente, Juan Ángel & Petit, Nuria & Serrano, Pedro, 2019. "Pricing factors in multiple-term structures from interbank rates," Journal of International Money and Finance, Elsevier, vol. 91(C), pages 138-159.

2018

  1. Lafuente, Juan Ángel & Petit, Nuria & Serrano, Pedro, 2018. "Forecasting multiple-term structures from interbank rates," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 40-56.

2016

  1. Lafuente, Juan A. & Pérez, Rafaela & Ruiz, Jesús, 2016. "Monetary policy regimes and the forward bias for foreign exchange," Journal of Economics and Business, Elsevier, vol. 85(C), pages 13-28.

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, vol. 6(3), pages 313-347, August.
  2. Lafuente, Juan Angel & Serrano, Pedro, 2015. "On the compensation for illiquidity in sovereign credit markets," Journal of Multinational Financial Management, Elsevier, vol. 30(C), pages 83-100.

2014

  1. Manuel Illueca & Lars Norden & Gregory F. Udell, 2014. "Liberalization and Risk-Taking: Evidence from Government-Controlled Banks," Review of Finance, European Finance Association, vol. 18(4), pages 1217-1257.

2013

  1. Groba, Jonatan & Lafuente, Juan A. & Serrano, Pedro, 2013. "The impact of distressed economies on the EU sovereign market," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2520-2532.

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, vol. 32(2), pages 119-143, October.
  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, vol. 1(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., vol. 29(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, vol. 10(3), pages 197-219, September.

2007

  1. 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, vol. 31(1), pages 79-117, January.
  2. 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., vol. 27(9), pages 839-866, September.
  3. 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, vol. 15(6), pages 1413-1428, November.

2006

  1. 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., vol. 26(9), pages 923-938, September.
  2. 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.
  3. 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, vol. 42(3‐4), pages 426-454, September.

2005

  1. Gill-de-Albornoz, Belen & Illueca, Manuel, 2005. "Earnings management under price regulation: Empirical evidence from the Spanish electricity industry," Energy Economics, Elsevier, vol. 27(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, vol. 36(13), pages 1455-1460.
  2. 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.
  3. 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, vol. 13(4), pages 689-711.
  4. 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, vol. 13(1), pages 73-104.

2003

  1. 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., vol. 23(9), pages 841-858, September.
  2. 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.
  3. B. Gill de Albornoz & Jose Alcarria, 2003. "Analysis and diagnosis of income smoothing in Spain," European Accounting Review, Taylor & Francis Journals, vol. 12(3), pages 443-463.

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, vol. 4(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, vol. 3(3), pages 253-265, December.

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