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Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off?

Journal of empirical finance, 2014-09, Vol.28, p.60-77

2014

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Lead-lag relationship between spot and futures stock indexes: Intraday data and regime-switching models

International review of economics & finance, 2020-07, Vol.68, p.269-280

2020

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The time-varying risk–return trade-off and its explanatory and predictive factors

The North American journal of economics and finance, 2023-09, Vol.68, p.101953, Article 101953

2023

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Optimal Beats Naive Diversification: Asset Allocation Using High-Frequency Data

Journal of portfolio management, 2020-11, Vol.47 (1), p.51-74

2020

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The distribution of index futures realised volatility under seasonality and microstructure noise

Economic modelling, 2020-12, Vol.93, p.398-414

2020

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Sudden changes in variance and time varying hedge ratios

European journal of operational research, 2011-12, Vol.215 (2), p.393-403

2011

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Measuring Hedging Effectiveness of Index Futures Contracts: Do Dynamic Models Outperform Static Models? A Regime-Switching Approach

The journal of futures markets, 2014-04, Vol.34 (4), p.374-398

2014

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Teorías sobre cobertura con contratos de futuro

Cuadernos de economía (Bogotá, Colombia), 2009, Vol.28 (50), p.157-190

Vicent Aragó Mananza

2009

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Influence of structural changes in transmission of information between stock markets: A European empirical study

Journal of multinational financial management, 2007-04, Vol.17 (2), p.112-124

2007

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Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effects

Journal of international financial markets, institutions & money, 2005-07, Vol.15 (3), p.271-284

2005

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Expiration and maturity effect: empirical evidence from the Spanish spot and futures stock index

Applied economics, 2002-09, Vol.34 (13), p.1617-1626

2002

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GARCH models with changes in variance: An approximation to risk measurements

Journal of asset management, 2003-12, Vol.4 (4), p.277-287

2003

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Monthly seasonality of the returns and volatility of the IBEX-35 index and its futures contract

Applied economics letters, 2003-03, Vol.10 (3), p.129-133

2003

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Non-linear Tradeoff between Risk and Return: A Regime-switching Multi-factor Framework

Modeling and Simulation in Engineering, Economics, and Management, p.64-74

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Theories on hedging with futures

Cuadernos de economía (Bogotá, Colombia), 2009-01, Vol.XXVIII (50), p.157-190

Mananza, Vicent Aragó

2009

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Sudden Changes in Variance and Time Varying Hedge Ratios

SSRN Electronic Journal

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The Risk-Return Tradeoff in Emerging Markets

SSRN Electronic Journal

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The Risk-Return Trade-Off in Europe: A Temporal and Cross-Sectional Analysis

SSRN Electronic Journal

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Measuring the Hedging Effectiveness of Index Futures Contracts: Do Dynamic Models Outperform Static Models? A Regime-Switching Approach

SSRN Electronic Journal

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Non-Linear Trade Off between Risk and Return: A Regime-Switching Multi-Factor Framework

SSRN Electronic Journal

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Re-Examining the Risk-Return Relationship: The Influence of Financial Crisis (2007-2009)

SSRN Electronic Journal

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Influence of Structural Changes in Transmission of Information Between Stock Markets: An European Empirical Study

SSRN Electronic Journal

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SINCRONIZACIÓN DE FONDOS DE INVERSIÓN Y VOLATILIDAD DEL MERCADO

Revista de economía aplicada, 2004, Vol.Revista de Economía Aplicada (España) Num.35 Vol.XII (35)

2004

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El arte como herramienta docente en medicina

Educación médica, 2019-03, Vol.20, p.59-63

2019

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El arte como herramienta docente en medicina

Educación médica, 2019-03, Vol.20, p.59-63

2019

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Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off?

Lead-lag relationship between spot and futures stock indexes: Intraday data and regime-switching models

The time-varying risk–return trade-off and its explanatory and predictive factors

Optimal Beats Naive Diversification: Asset Allocation Using High-Frequency Data

The distribution of index futures realised volatility under seasonality and microstructure noise

Sudden changes in variance and time varying hedge ratios

Measuring Hedging Effectiveness of Index Futures Contracts: Do Dynamic Models Outperform Static Models? A Regime-Switching Approach

Teorías sobre cobertura con contratos de futuro

Influence of structural changes in transmission of information between stock markets: A European empirical study

Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effects

Expiration and maturity effect: empirical evidence from the Spanish spot and futures stock index

GARCH models with changes in variance: An approximation to risk measurements

Monthly seasonality of the returns and volatility of the IBEX-35 index and its futures contract

Non-linear Tradeoff between Risk and Return: A Regime-switching Multi-factor Framework

Theories on hedging with futures

Sudden Changes in Variance and Time Varying Hedge Ratios

The Risk-Return Tradeoff in Emerging Markets

The Risk-Return Trade-Off in Europe: A Temporal and Cross-Sectional Analysis

Measuring the Hedging Effectiveness of Index Futures Contracts: Do Dynamic Models Outperform Static Models? A Regime-Switching Approach

Non-Linear Trade Off between Risk and Return: A Regime-Switching Multi-Factor Framework

Re-Examining the Risk-Return Relationship: The Influence of Financial Crisis (2007-2009)

Influence of Structural Changes in Transmission of Information Between Stock Markets: An European Empirical Study

SINCRONIZACIÓN DE FONDOS DE INVERSIÓN Y VOLATILIDAD DEL MERCADO

El arte como herramienta docente en medicina

El arte como herramienta docente en medicina

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