Publications by the researcher in collaboration with Juan Ángel Lafuente Luengo (4)

2009

  1. Liquidity and hedging effectiveness under futures mispricing: International evidence

    Journal of Futures Markets, Vol. 29, Núm. 11, pp. 1050-1066

2003

  1. Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market

    Journal of Banking and Finance, Vol. 27, Núm. 6, pp. 1053-1078

2002

  1. "Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market".

    Documentos de Trabajo (ICAE)

  2. Optimal hedging under departures from the cost-of-carry valuation:: evidence from the Spanish stock index futures market

    Documentos de Trabajo (ICAE)