Manuel Illueca
Personal Details
First Name: | Manuel |
Middle Name: | |
Last Name: | Illueca |
Suffix: | |
RePEc Short-ID: | pil14 |
| |
Affiliation
(in no particular order)
Departamento de Finanzas y Contabilidad (Department of Finance and Accounting)
Universitat Jaume I (Jaume I University)
Castellón de la Plana, Spainhttp://www.cofin.uji.es/
RePEc:edi:dfujies (more details at EDIRC)
Instituto Valenciano de Investigaciones Económicas (IVIE) (Valencian Institute of Economic Research)
Valencia, Spainhttps://www.ivie.es/
RePEc:edi:ievages (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- 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).
- 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).
- 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).
- Emili Tortosa-Ausina & Diego Prior Jiménez, 2014. "Earnings quality and performance in the banking industry: A profit frontier approach," Working Papers 1405, Departament Empresa, Universitat Autònoma de Barcelona, revised Nov 2014.
- 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.
- 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).
- 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.
- 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).
- 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.
- 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).
- 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.
- 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).
- 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).
- 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).
- 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).
- 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).
Articles
- 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.
- 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.
- 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.
- 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.
- 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).
- 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.
- 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.
- 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.
- 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).
- 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.
- 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.
- 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.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- 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).
Cited by:
- Ismaila Akanni Yusuf & Agatha Nkem Amadi & Mohammed Bashir Salaudeen, 2020. "Effects of Risk Culture and Appetite on Effective Risk Management in Nigerian Banks: Case Study of United Bank for Africa Plc," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 6(2), pages 81-87, June.
- 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).
- Emili Tortosa-Ausina & Diego Prior Jiménez, 2014. "Earnings quality and performance in the banking industry: A profit frontier approach," Working Papers 1405, Departament Empresa, Universitat Autònoma de Barcelona, revised Nov 2014.
Cited by:
- Sabur Mollah & Omar Al Farooque & Asma Mobarek & Philip Molyneux, 2018.
"Bank Corporate Governance and Future Earnings Predictability,"
Working Papers
2018-09, Swansea University, School of Management.
- Sabur Mollah & Omar Farooque & Asma Mobarek & Philip Molyneux, 2019. "Bank Corporate Governance and Future Earnings Predictability," Journal of Financial Services Research, Springer;Western Finance Association, vol. 56(3), pages 369-394, December.
- 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.
Cited by:
- Christos Triantopoulos, 2014. "Financial Structure, Income Inequality and Privatization of Risk in the EU," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 64(3), pages 49-72, July-Sept.
- Vicente Cuñat & Luis Garicano, 2010.
"Did Good Cajas Extend Bad Loans? Governance, Human Capital and Loan Portfolios,"
Working Papers
2010-08, FEDEA.
- Vicente, Cuñat & Luis, Garicano, 2010. "Did Good Cajas Extend Bad Loans? Governance, Human Capital and Loan Portfolios," MPRA Paper 42434, University Library of Munich, Germany.
- Benjamin A. Abugri & Theophilus T. Osah, 2021. "Derivative use, ownership structure and lending activities of US banks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(1), pages 146-170, January.
- Foos, Daniel & Norden, Lars & Weber, Martin, 2010. "Loan growth and riskiness of banks," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 2929-2940, December.
- Imbierowicz, Björn & Rauch, Christian, 2014. "The relationship between liquidity risk and credit risk in banks," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 242-256.
- Tamyko Ysa & Mireia Giné & Marc Esteve & Vicenta Sierra, 2012. "Public corporate governance of state-owned enterprises: evidence from the Spanish banking industry," Public Money & Management, Taylor & Francis Journals, vol. 32(4), pages 265-272, July.
- 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.
- Maixe-Altes, J. Carles, 2011. "Governance in Spanish Savings Banks. A Historical Perspective," MPRA Paper 29535, University Library of Munich, Germany.
- International Monetary Fund, 2012. "Spain: The Reform of Spanish Savings Banks Technical Notes," IMF Staff Country Reports 2012/141, International Monetary Fund.
- Imai, Masami, 2012. "Local economic effects of a government-owned depository institution: Evidence from a natural experiment in Japan," Journal of Financial Intermediation, Elsevier, vol. 21(1), pages 1-22.
- Izaskun Agirre Aramburu & Irune Gómez Pescador, 2019. "The Effects of Corporate Social Responsibility on Customer Loyalty: The Mediating Effect of Reputation in Cooperative Banks Versus Commercial Banks in the Basque Country," Journal of Business Ethics, Springer, vol. 154(3), pages 701-719, February.
- Emma García-Meca & Juan Sánchez-Ballesta, 2014. "Politicization, banking experience and risk in savings banks," European Journal of Law and Economics, Springer, vol. 38(3), pages 535-553, December.
- 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).
- 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.
Cited by:
- Chin-Lin Chuang & Dar-Hsin Chen & Chung-Hsien Su, 2008. "Reexamining The Expiration Day Effects Of Stock Index Derivatives: Evidence From Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 2(2), pages 85-105.
- Milena Suliga, 2017. "Price reversal as potential expiration day effect of stock and index futures: evidence from Warsaw Stock Exchange," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 18(2), pages 201-225.
- Emily Lin & Carl R. Chen, 2019. "Settlement procedures and stock market efficiency," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(2), pages 164-185, February.
- Julien Chevallier & Benoît Sévi, 2009.
"On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting,"
Working Papers
halshs-00387286, HAL.
- Julien Chevallier & Benoît Sévi, 2009. "On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting," EconomiX Working Papers 2009-24, University of Paris Nanterre, EconomiX.
- Julien Chevallier & Benoît Sévi, 2011. "On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting," Annals of Finance, Springer, vol. 7(1), pages 1-29, February.
- Julien Chevallier & Benoît Sévi, 2009. "On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting," Working Papers 2009.113, Fondazione Eni Enrico Mattei.
- Chevallier, Julien & Benoit, Sevi, 2009. "On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting," Sustainable Development Papers 55834, Fondazione Eni Enrico Mattei (FEEM).
- Julien Chevallier & Benoît Sévi, 2009. "On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting," Working Papers hal-04140871, HAL.
- Ané, Thierry & Métais, Carole, 2009. "The distribution of realized variances: Marginal behaviors, asymmetric dependence and contagion effects," International Review of Financial Analysis, Elsevier, vol. 18(3), pages 134-150, June.
- Henryk Gurgul & Milena Suliga, 2020. "Impact of futures expiration on underlying stocks: intraday analysis for Warsaw Stock Exchange," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(3), pages 869-904, September.
- Rachna Mahalwala, 2016. "A Study of Expiration-day Effects of Index Derivatives Trading in India," Metamorphosis: A Journal of Management Research, , vol. 15(1), pages 10-19, June.
- Vortelinos, Dimitrios I. & Lakshmi, Geeta, 2015. "Market risk of BRIC Eurobonds in the financial crisis period," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 295-310.
- 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).
- 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.
Cited by:
- Vortelinos, Dimitrios I. & Koulakiotis, Athanasios & Tsagkanos, Athanasios, 2017. "Intraday analysis of macroeconomic news surprises and asymmetries in mini-futures markets," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 150-168.
- Mutafoglu, Takvor H. & Tokat, Ekin & Tokat, Hakki A., 2012. "Forecasting precious metal price movements using trader positions," Resources Policy, Elsevier, vol. 37(3), pages 273-280.
- 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).
Cited by:
- 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.
- 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).
- Abdul Hakim & Michael McAleer, 2009.
"VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds,"
CARF F-Series
CARF-F-178, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Abdul Hakim & Michael McAleer, 2009. "VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," CIRJE F-Series CIRJE-F-676, CIRJE, Faculty of Economics, University of Tokyo.
- Hakim, M.S. & McAleer, M.J., 2009. "VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," Econometric Institute Research Papers EI 2009-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Jack J. W. Yang & Chia-Hsing Huang & Chi-Hui Wang, 2013. "Nonlinear Relationships between Taiwan VIX Index and the Intraday Ordering Behavior of Stock Index Options," Business and Management Research, Business and Management Research, Sciedu Press, vol. 2(3), pages 68-80, September.
- 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.
Articles
- 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.
Cited by:
- Ionela-Corina CHERSAN, 2019. "Audit Quality and Several of Its Determinants," The Audit Financiar journal, Chamber of Financial Auditors of Romania, vol. 17(153), pages 1-93.
- Jean-François Gajewski & Marco Heimann & Pierre-Majorique Léger & Prince Teye, 2024. "Enhancing auditors’ professional skepticism through nudges: an eye-tracking experiment," Post-Print hal-04636343, HAL.
- Stefano Azzali & Tatiana Mazza & Fernanda Alberto, 2021. "Effects of disclosed audit sanctions on audit firm’s market share in Italy and Spain," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(S1), pages 2477-2505, April.
- 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.
Cited by:
- Abou-El-Sood, Heba, 2021. "Board gender diversity, power, and bank risk taking," International Review of Financial Analysis, Elsevier, vol. 75(C).
- Wang, Li & Menkhoff, Lukas & Schröder, Michael & Xu, Xian, 2015.
"Politicians' promotion incentives and bank risk exposure in China,"
ZEW Discussion Papers
15-026, ZEW - Leibniz Centre for European Economic Research.
- Wang, Li & Menkhoff, Lukas & Schröder, Michael & Xu, Xian, 2019. "Politicians’ promotion incentives and bank risk exposure in China," Journal of Banking & Finance, Elsevier, vol. 99(C), pages 63-94.
- Wang, Li & Menkhoff, Lukas & Schröder, Michael & Xu, Xian, 2015. "Politicians' promotion incentives and bank risk exposure in China," Frankfurt School - Working Paper Series 216, Frankfurt School of Finance and Management.
- Illueca, Manuel & Norden, Lars & Pacelli, Joseph & Udell, Gregory F., 2022. "Countercyclical prudential buffers and bank risk-taking," Journal of Financial Intermediation, Elsevier, vol. 51(C).
- 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).
- Emili Tortosa-Ausina & Diego Prior Jiménez, 2014. "Earnings quality and performance in the banking industry: A profit frontier approach," Working Papers 1405, Departament Empresa, Universitat Autònoma de Barcelona, revised Nov 2014.
- Andries, Alin Marius & Brown, Martin, 2014. "Credit Booms and Busts in Emerging Markets: The Role of Bank Governance and Risk Managment," Working Papers on Finance 1414, University of St. Gallen, School of Finance.
- Li Wang & Lukas Menkhoff & Michael Schröder & Xian Xu, 2018. "Politicians' Promotion Incentives and Bank Risk Exposure," Discussion Papers of DIW Berlin 1771, DIW Berlin, German Institute for Economic Research.
- Martín-Oliver, Alfredo & Ruano, Sonia & Salas-Fumás, Vicente, 2017. "The fall of Spanish cajas: Lessons of ownership and governance for banks," Journal of Financial Stability, Elsevier, vol. 33(C), pages 244-260.
- Manuel Illueca & Lars Norden & Gregory F. Udell, 2013. "When Good Intentions Go Wrong: Effects of Bank Deregulation and Governance on Risk-taking," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(03), pages 48-54, October.
- Thomas Lambert, 2016.
"Lobbying on Regulatory Enforcement Actions: Evidence from Banking,"
Working Papers CEB
16-017, ULB -- Universite Libre de Bruxelles.
- Lambert, Thomas, 2015. "Lobbying on Regulatory Enforcement Actions: Evidence from Banking," HIT-REFINED Working Paper Series 28, Institute of Economic Research, Hitotsubashi University.
- Luu, Duc Thi & Lux, Thomas, 2018. "Multilayer overlaps and correlations in the bank-firm credit network of Spain," Economics Working Papers 2018-04, Christian-Albrechts-University of Kiel, Department of Economics.
- 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).
- Robert S. Chirinko, 2022. "Is a State Bank a Useful Economic Development Tool in the United States?," CESifo Working Paper Series 10098, CESifo.
- Ogura, Yoshiaki, 2018.
"The objective function of government-controlled banks in a financial crisis,"
Journal of Banking & Finance, Elsevier, vol. 89(C), pages 78-93.
- OGURA Yoshiaki, 2016. "The Objective Function of Government-controlled Banks in a Financial Crisis," Discussion papers 16004, Research Institute of Economy, Trade and Industry (RIETI).
- Allen N. Berger & Thomas Kick & Klaus Schaeck, 2012.
"Executive Board Composition and Bank Risk Taking,"
Working Papers
12004, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Berger, Allen N. & Kick, Thomas & Schaeck, Klaus, 2012. "Executive board composition and bank risk taking," Discussion Papers 03/2012, Deutsche Bundesbank.
- Berger, Allen N. & Kick, Thomas & Schaeck, Klaus, 2014. "Executive board composition and bank risk taking," Journal of Corporate Finance, Elsevier, vol. 28(C), pages 48-65.
- Biron Miguel & Felipe Córdova & Antonio Lemus, 2019.
"Banks’ Business Model and Credit Supply in Chile: The Role of a State-Owned Bank,"
EconomiX Working Papers
2019-11, University of Paris Nanterre, EconomiX.
- Biron Miguel & Felipe Córdova & Antonio Lemus, 2019. "Banks’ Business Model and Credit Supply in Chile: The Role of a State-Owned Bank," Working Papers hal-04141896, HAL.
- Miguel Biron & Felipe Córdova & Antonio Lemus, 2019. "Banks' business model and credit supply in Chile: the role of a state-owned bank," BIS Working Papers 800, Bank for International Settlements.
- José Manuel Pastor & Jose M. Pavía & Lorenzo Serrano & Emili Tortosa-Ausina, 2017.
"Rich regions, poor regions and bank branch deregulation in Spain,"
Regional Studies, Taylor & Francis Journals, vol. 51(11), pages 1678-1694, November.
- José Manuel Pastor & José Manuel Pavía & Lorenzo Serrano & Emili Tortosa-Ausina, 2016. "Rich regions, poor regions and bank branch deregulation in Spain," Working Papers 2016/02, Economics Department, Universitat Jaume I, Castellón (Spain).
- Alin Marius Andries & Martin Brown, 2017. "Credit booms and busts in emerging markets," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 25(3), pages 377-437, July.
- Filippo De Marco & Marco Macchiavelli, 2016. "The Political Origin of Home Bias: The Case of Europe," Finance and Economics Discussion Series 2016-060, Board of Governors of the Federal Reserve System (U.S.).
- Behr, Patrick & Foos, Daniel & Norden, Lars, 2015.
"Cyclicality of SME lending and government involvement in banks,"
Discussion Papers
39/2015, Deutsche Bundesbank.
- Behr, Patrick & Foos, Daniel & Norden, Lars, 2017. "Cyclicality of SME lending and government involvement in banks," Journal of Banking & Finance, Elsevier, vol. 77(C), pages 64-77.
- Michiel Bijlsma & Andrei Dubovik, 2014. "Banks, Financial Markets and Growth in Developed Countries: a Survey of the empirical literature," CPB Discussion Paper 266, CPB Netherlands Bureau for Economic Policy Analysis.
- Diego Prior & Emili Tortosa-Ausina & María Pilar García-Alcober & Manuel Illueca, 2019. "Profit efficiency and earnings quality: Evidence from the Spanish banking industry," Journal of Productivity Analysis, Springer, vol. 51(2), pages 153-174, June.
- L. Alam� & D. Conesa & A. Forte & E. Tortosa-Ausina, 2015. "The geography of Spanish bank branches," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(4), pages 722-744, April.
- Blanco-Oliver, Antonio, 2021. "Banking reforms and bank efficiency: Evidence for the collapse of Spanish savings banks," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 334-347.
- Maximilian Zurek, 2022. "Real Estate Markets and Lending: Does Local Growth Fuel Risk?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 62(1), pages 27-59, October.
- Marko Petrović & Andrea Teglio & Simone Alfarano, 2022. "Credit allocation and the financial crisis: evidence from Spanish companies," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(4), pages 1069-1114, October.
- 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).
- Lux, Thomas, 2017. "On the distribution of links in financial networks: Structural heterogeneity and functional form," Economics Working Papers 2017-05, Christian-Albrechts-University of Kiel, Department of Economics.
- P. Giannoccolo & J. M. Mansilla-Fern ndez, 2017.
"Bank Restructuring, Competition, and Lending Supply: Evidence from the Spanish Banking Sector,"
Working Papers
wp1113, Dipartimento Scienze Economiche, Universita' di Bologna.
- Pierpaolo GIANNOCCOLO & José Manuel MANSILLA-FERNÁNDEZ, 2017. "Bank Restructuring, Competition, and Lending Supply: Evidence from the Spanish Banking Sector," Departmental Working Papers 2017-16, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Ibáñez-Hernández, Francisco J. & Peña-Cerezo, Miguel A. & Araujo-de-la-Mata, Andrés, 2019. "Corporate governance and procyclicality in a banking crisis: Empirical evidence and implications," Finance Research Letters, Elsevier, vol. 30(C), pages 271-275.
- de Andres, Pablo & Garcia-Rodriguez, Inigo & Romero-Merino, M. Elena & Santamaria-Mariscal, Marcos, 2022. "Stakeholder governance and private benefits: The case of politicians in Spanish cajas," Journal of Business Research, Elsevier, vol. 144(C), pages 1272-1292.
- Wang, Ke-Liang & Sun, Ting-Ting & Xu, Ru-Yu & Miao, Zhuang & Cheng, Yun-He, 2022. "How does internet development promote urban green innovation efficiency? Evidence from China," Technological Forecasting and Social Change, Elsevier, vol. 184(C).
- Thomas Lambert, 2019. "Lobbying on Regulatory Enforcement Actions: Evidence from U.S. Commercial and Savings Banks," Management Science, INFORMS, vol. 67(6), pages 2545-2572, June.
- Behr, Patrick & Schmidt, Reinhard H., 2015. "The German banking system: Characteristics and challenges," SAFE White Paper Series 32, Leibniz Institute for Financial Research SAFE.
- Andrieş, Alin Marius & Nistor, Simona, 2016. "Systemic risk, corporate governance and regulation of banks across emerging countries," Economics Letters, Elsevier, vol. 144(C), pages 59-63.
- Thomas Lux, 2020. "On the distribution of links in financial networks: structural heterogeneity and functional form," Empirical Economics, Springer, vol. 58(3), pages 1019-1053, March.
- Doan, Anh-Tuan & Lin, Kun-Li, 2022. "Bank ownership and stock price informativeness. Does politics matter?," International Review of Financial Analysis, Elsevier, vol. 79(C).
- 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.
Cited by:
- Epure, Mircea & Kerstens, Kristiaan & Prior, Diego, 2011. "Technology-based total factor productivity and benchmarking: New proposals and an application," Omega, Elsevier, vol. 39(6), pages 608-619, December.
- 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).
- Emili Tortosa-Ausina & Diego Prior Jiménez, 2014. "Earnings quality and performance in the banking industry: A profit frontier approach," Working Papers 1405, Departament Empresa, Universitat Autònoma de Barcelona, revised Nov 2014.
- George Halkos & Roman Matousek & Nickolaos Tzeremes, 2016. "Pre-evaluating technical efficiency gains from possible mergers and acquisitions: evidence from Japanese regional banks," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 47-77, January.
- 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.
- Mircea Epure & Esteban Lafuente, 2015.
"Monitoring bank performance in the presence of risk,"
Journal of Productivity Analysis, Springer, vol. 44(3), pages 265-281, December.
- Mircea Epure & Esteban Lafuente, 2014. "Monitoring Bank Performance in the Presence of Risk," Working Papers 613, Barcelona School of Economics.
- Mircea Epure & Esteban Lafuente, 2012. "Monitoring bank performance in the presence of risk," Economics Working Papers 1310, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2014.
- 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).
- Rolf Färe & Shawna Grosskopf & Joaquín Maudos & Emili Tortosa-ausina, 2015. "Revisiting the quiet life hypothesis in banking using nonparametric techniques," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 16(1), pages 159-187, February.
- Assaf, A. George & Barros, Carlos & Sellers-Rubio, Ricardo, 2011. "Efficiency determinants in retail stores: a Bayesian framework," Omega, Elsevier, vol. 39(3), pages 283-292, June.
- Abdul Qayyum & Khalid Riaz, 2018. "Incorporating Credit Quality in Bank Efficiency Measurements: A Directional Distance Function Approach," JRFM, MDPI, vol. 11(4), pages 1-19, November.
- Juan Carlos Matallín-Sáez & Amparo Soler-Domínguez & Emili Tortosa-Ausina, 2019.
"Does active management add value? New evidence from a quantile regression approach,"
Journal of the Operational Research Society, Taylor & Francis Journals, vol. 70(10), pages 1734-1751, October.
- Amparo Soler Domínguez & Juan Carlos Matallín Sáez & Emili Tortosa-Ausina, 2013. "Does active management add value? New evidence from a quantile regression approach," Working Papers. Serie EC 2013-02, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- José Manuel Pastor & Jose M. Pavía & Lorenzo Serrano & Emili Tortosa-Ausina, 2017.
"Rich regions, poor regions and bank branch deregulation in Spain,"
Regional Studies, Taylor & Francis Journals, vol. 51(11), pages 1678-1694, November.
- José Manuel Pastor & José Manuel Pavía & Lorenzo Serrano & Emili Tortosa-Ausina, 2016. "Rich regions, poor regions and bank branch deregulation in Spain," Working Papers 2016/02, Economics Department, Universitat Jaume I, Castellón (Spain).
- 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.
- Luisa Alamá Sabater & Emili Tortosa Ausina, 2011.
"Bank branch geographic location patterns in Spain: some implications for financial exclusion,"
Working Papers. Serie EC
2011-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Luisa Alamá & Emili Tortosa-Ausina, 2012. "Bank Branch Geographic Location Patterns in S pain: Some Implications for Financial Exclusion," Growth and Change, Wiley Blackwell, vol. 43(3), pages 505-543, September.
- Grifell-Tatjé, E., 2011. "Profit, productivity and distribution: Differences across organizational forms - The case of Spanish banks," Socio-Economic Planning Sciences, Elsevier, vol. 45(2), pages 72-83, June.
- Diego Prior & Emili Tortosa-Ausina & María Pilar García-Alcober & Manuel Illueca, 2019. "Profit efficiency and earnings quality: Evidence from the Spanish banking industry," Journal of Productivity Analysis, Springer, vol. 51(2), pages 153-174, June.
- L. Alam� & D. Conesa & A. Forte & E. Tortosa-Ausina, 2015. "The geography of Spanish bank branches," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(4), pages 722-744, April.
- Paola Brighi & Valeria Venturelli, 2013. "The Effect Of Revenue And Geographic Diversification On Bank Performance," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0043, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Tagashira, Takumi & Minami, Chieko, 2019. "The Effect of Cross-Channel Integration on Cost Efficiency," Journal of Interactive Marketing, Elsevier, vol. 47(C), pages 68-83.
- 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).
- Claudio Thieme & Diego Prior & Víctor Giménez & Emili Tortosa-Ausina, 2011. "Desempeño de los centros educativos: ¿un problema de recursos o capacidades organizativas?," Hacienda Pública Española / Review of Public Economics, IEF, vol. 199(4), pages 81-118, December.
- Gärtner, Stefan & Fernández, Jorge, 2018. "The banking systems of Germany, the UK and Spain form a spatial perspective: The Spanish case," IAT Discussion Papers 18/02, Institut Arbeit und Technik (IAT), Westfälische Hochschule, University of Applied Sciences.
- J. Carlos Matallín-Sáez & Amparo Soler-Domínguez & Emili Tortosa-Ausina, 2013. "Does active management add value? New evidence from a quantile regression," Working Papers 2013/01, Economics Department, Universitat Jaume I, Castellón (Spain).
- Emili Tortosa-Ausina & David Conesa & Luisa Alamá, 2011. "Location and geographic diversification patterns of Spanish financial institutions: Implications for growth, 1989-2009," ERSA conference papers ersa10p1162, European Regional Science Association.
- 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.
See citations under working paper version above.
- 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).
- 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.
Cited by:
- Juan L. GandÃa & David Huguet, 2021. "Combined Effects of Auditing and Discretionary Accruals on the Cost of Debt: Evidence From Spanish SMEs," SAGE Open, , vol. 11(4), pages 21582440211, October.
- Laura Arnedo & Fermín Lizarraga & Santiago Sánchez, 2012. "The role of accounting accruals for the prediction of future cash flows: evidence from Spain," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 3(4), pages 499-520, December.
- Fenoll-Bernal, Antonio & Serrano Madrid, Jose, 2020. "Calidad de la información contable y esfuerzo del auditor: El caso español," Small Business International Review, Asociación Española de Contabilidad y Administración de Empresas - AECA, vol. 4(1), pages 52-68, January.
- Ferrer García, Cristina & Laínez Gadea, José Antonio, 2013. "Detectando diferencias en la medición de la calidad del resultado: evidencia empírica para empresas españolas || Detecting Differences on the Earnings Quality Measurement: Empirical Evidence on Spanis," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 16(1), pages 5-28, December.
- Belén Gill de Albornoz Noguer & Simona Rusanescu, 2017. "Foreign ownership and financial reporting quality in private subsidiaries," Working Papers. Serie EC 2017-02, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- 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.
Cited by:
- Abdul Hakim & Michael McAleer, 2009.
"VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds,"
CARF F-Series
CARF-F-178, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Abdul Hakim & Michael McAleer, 2009. "VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," CIRJE F-Series CIRJE-F-676, CIRJE, Faculty of Economics, University of Tokyo.
- Hakim, M.S. & McAleer, M.J., 2009. "VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," Econometric Institute Research Papers EI 2009-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Jack J. W. Yang & Chia-Hsing Huang & Chi-Hui Wang, 2013. "Nonlinear Relationships between Taiwan VIX Index and the Intraday Ordering Behavior of Stock Index Options," Business and Management Research, Business and Management Research, Sciedu Press, vol. 2(3), pages 68-80, September.
- Abdul Hakim & Michael McAleer, 2009.
"VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds,"
CARF F-Series
CARF-F-178, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- 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.
See citations under working paper version above.
- 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).
- 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.
Cited by:
- Joseph B. Omonuk & Jean Baptiste Koffi Dodor, 2016. "Do US electric utilities use industry-specific generally accepted accounting principles to manage earnings?," International Journal of Economics and Accounting, Inderscience Enterprises Ltd, vol. 7(2), pages 101-115.
- Gehan A. Mousa & Abdelmohsen M. Desoky & Zuraidah Mohd Sanusi, 2012. "The Association Between Internal Governance Mechanisms And Corporate Value: Evidence From Bahrain," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 8(Supp. 1), pages 67-91.
- 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.
- Nooraisah Katmon & Omar Al Farooque, 2017. "Exploring the Impact of Internal Corporate Governance on the Relation Between Disclosure Quality and Earnings Management in the UK Listed Companies," Journal of Business Ethics, Springer, vol. 142(2), pages 345-367, May.
- Kyoungkook Lim & Giseok Nam, 2017. "Is Earnings Management in the South Korean Defense Industry Sustainable?," Sustainability, MDPI, vol. 9(11), pages 1-11, November.
- Silva, Aldy Fernandes da & Weffort, Elionor Farah Jreige & Flores, Eduardo da Silva & Silva, Glauco Peres da, 2014. "Gerenciamento de resultados e crises econômicas no mercado de capitais brasileiro," RAE - Revista de Administração de Empresas, FGV-EAESP Escola de Administração de Empresas de São Paulo (Brazil), vol. 54(3), May.
- Ferrer García, Cristina & Laínez Gadea, José Antonio, 2013. "Detectando diferencias en la medición de la calidad del resultado: evidencia empírica para empresas españolas || Detecting Differences on the Earnings Quality Measurement: Empirical Evidence on Spanis," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 16(1), pages 5-28, December.
- Aljughaiman, Abdullah A. & Nguyen, Tam Huy & Trinh, Vu Quang & Du, Anqi, 2023. "The Covid-19 outbreak, corporate financial distress and earnings management," International Review of Financial Analysis, Elsevier, vol. 88(C).
- Jivas Chakravarthy & Katie E. McDermott & Roger M. White, 2021. "Are Regulators Effective at Unraveling Accounting Manipulation? Evidence from Public Utility Commissions," Management Science, INFORMS, vol. 67(7), pages 4532-4555, July.
- 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.
Cited by:
- Antonio Cerqueira & Claudia Pereira, 2017. "Accruals quality, managers’ incentives and stock market reaction: evidence from Europe," Applied Economics, Taylor & Francis Journals, vol. 49(16), pages 1606-1626, April.
- Juan Manuel García Lara & Beatriz García Osma & Araceli Mora, 2005. "The Effect of Earnings Management on the Asymmetric Timeliness of Earnings," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(3‐4), pages 691-726, April.
- 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.
Cited by:
- 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.
- 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).
- Spyros I. Spyrou, 2005. "Index Futures Trading and Spot Price Volatility," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 4(2), pages 151-167, August.
- Marco Lau & Yongyang Su & Na Tan & Zhe Zhang, 2014. "Hedging China’s energy oil market risks," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 4(1), pages 99-112, June.
- Mensi, Walid & Shafiullah, Muhammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Asymmetric spillovers and connectedness between crude oil and currency markets using high-frequency data," Resources Policy, Elsevier, vol. 77(C).
- 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).
- 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).
- 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.
- Loc Dong Truong & Anh Thi Kim Nguyen & Dut Van Vo, 2021. "Index Future Trading and Spot Market Volatility in Frontier Markets: Evidence from Ho Chi Minh Stock Exchange," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(3), pages 353-366, September.
- George Karathanassis & Vasilios Sogiakas, 2010. "Spill over effects of futures contracts initiation on the cash market: a regime shift approach," Review of Quantitative Finance and Accounting, Springer, vol. 34(1), pages 95-143, January.
- Huang, Bwo-Nung & Yang, C.W. & Hwang, M.J., 2009. "The dynamics of a nonlinear relationship between crude oil spot and futures prices: A multivariate threshold regression approach," Energy Economics, Elsevier, vol. 31(1), pages 91-98, January.
- Sogiakas, Vasilios & Karathanassis, George, 2015. "Informational efficiency and spurious spillover effects between spot and derivatives markets," Global Finance Journal, Elsevier, vol. 27(C), pages 46-72.
- Hung, Mao-Wei & So, Leh-Chyan, 2009. "New insights into India’s single stock futures markets," MPRA Paper 52491, University Library of Munich, Germany.
- Ozdemir, Zeynel Abidin & Gokmenoglu, Korhan & Ekinci, Cagdas, 2013. "Persistence in crude oil spot and futures prices," Energy, Elsevier, vol. 59(C), pages 29-37.
- Imran Riaz Malik & Attaullah Shah, 2016. "Resumption of Single Stock Futures (SSFs) with Stringent Regulations and their Impact on the Risk Characteristics of the Underlying Stocks," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 8(2), pages 1-22, October.
- Gurmeet Singh, 2017. "Estimating Optimal Hedge Ratio and Hedging Effectiveness in the NSE Index Futures," Jindal Journal of Business Research, , vol. 6(2), pages 108-131, December.
- 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.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-BAN: Banking (4) 2009-02-28 2014-05-04 2014-05-04 2016-10-30
- NEP-EFF: Efficiency and Productivity (3) 2014-05-04 2014-05-04 2016-10-30
- NEP-FMK: Financial Markets (2) 2006-02-19 2006-03-11
- NEP-ACC: Accounting and Auditing (1) 2007-01-14
- NEP-CFN: Corporate Finance (1) 2006-02-19
- NEP-FIN: Finance (1) 2006-03-11
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