Publications in collaboration with researchers from Universitat Jaume I (2)

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