Publicaciones en las que colabora con Juan Ángel Lafuente Luengo (16)

2021

  1. Disentangling Permanent and Transitory Monetary Shocks with a Nonlinear Taylor Rule

    Economics, Vol. 15, Núm. 1, pp. 150-162

2020

  1. Dissecting interbank risk using basis swap spreads

    World Economy, Vol. 43, Núm. 3, pp. 729-757

2018

  1. Disentangling permanent and transitory monetary shocks with a non-linear Taylor rule

    Documentos de Trabajo (ICAE)

2016

  1. Monetary policy regimes and the forward bias for foreign exchange

    Journal of Economics and Business, Vol. 85, pp. 13-28

2014

  1. Time-varying inflation targeting after the nineties

    International Review of Economics and Finance, Vol. 29, pp. 400-408

2009

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

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

2006

  1. Monetary policy and forward bias for foreign exchange revisited: Empirical evidence from the US-UK exchange rate

    Economic Modelling, Vol. 23, Núm. 2, pp. 238-264

2004

  1. The New Market effect on return and volatility of Spanish stock indexes

    Applied Financial Economics, Vol. 14, Núm. 18, pp. 1343-1350

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)

  3. The New Market effect on return and volatility of Spanish sector indexes

    Documentos de Trabajo (ICAE)

  4. The bias for forward exchange rate and the risk premium: an explanation with a stochastic and dynamic general equilibrium model

    Working papers = Documentos de trabajo: Serie EC - (Instituto Valenciano de Investigaciones Económicas)

  5. Time-Varying forward bias and the volatility of risk premium:: a monetary explanation

    Documentos de Trabajo (ICAE)

2001

  1. Determining short and long-run risk premia in forward markets for foreign exchange

    IX Foro de Finanzas

1999

  1. Rendimientos y volatilidad en el mercado de futuros sobre el Ibex 35: implicaciones para la cobertura de carteras de renta variable

    Rendimientos y volatilidad en el mercado de futuros sobre el Ibex 35: implicaciones para la cobertura de carteras de renta variable