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Vicent Aragó
Vicent Aragó
Titular Universitat Departament Finances i Comptabilitat, Universitat Jaume I
Verified email at uji.es
Title
Cited by
Cited by
Year
Testing for changes in the unconditional variance of financial time series
A Sansó, JL Carrion, V Aragó
Revista de Economía Financiera, 2004, vol. 4, p. 32-52, 2004
4182004
Testing for changes in the unconditional variance of financial time series
A Sansó, JL Carrion, V Aragó
Revista de Economía Financiera, 2004, vol. 4, p. 32-52, 2004
4182004
Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effects
V Aragó, L Nieto
Journal of International Financial Markets, Institutions and Money 15 (3 …, 2005
742005
Influence of structural changes in transmission of information between stock markets: A European empirical study
V Aragó-Manzana, MÁ Fernández-Izquierdo
Journal of multinational financial management 17 (2), 112-124, 2007
522007
Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off?
E Salvador, C Floros, V Arago
Journal of Empirical Finance 28, 60-77, 2014
472014
Measuring Hedging Effectiveness of Index Futures Contracts: Do Dynamic Models Outperform Static Models? A Regime‐Switching Approach
E Salvador, V Aragó
Journal of Futures Markets 34 (4), 374-398, 2014
382014
Sudden changes in variance and time varying hedge ratios
V Aragó, E Salvador
European Journal of Operational Research 215 (2), 393-403, 2011
342011
Sudden changes in variance and time varying hedge ratios
V Aragó, E Salvador
European Journal of Operational Research 215 (2), 393-403, 2011
342011
Dirección financiera de la empresa: financiación, planificación y gestión de activo corriente
V Aragó, JD Cabedo
Universitat Jaume I, 2011
272011
Dirección financiera de la empresa: financiación, planificación y gestión de activo corriente
V Aragó, JD Cabedo
Universitat Jaume I, 2011
272011
Expiration and maturity effect: empirical evidence from the Spanish spot and futures stock index
V Arago, A Fernandez
Applied Economics 34 (13), 1617-1626, 2002
272002
Lead-lag relationship between spot and futures stock indexes: Intraday data and regime-switching models
N Alemany, V Aragó, E Salvador
International Review of Economics & Finance 68, 269-280, 2020
212020
European volatility transmission with structural changes in variance
A Fernández, V Aragó
Working Paper presented at the XI Foro de Finanzas, Alicante (Spain), 2003
182003
Teorías sobre cobertura con contratos de futuro
V Aragó Manzana
Cuadernos de Economía 28 (50), 157-190, 2009
172009
Transaction costs, arbitrage, and volatility spillover: a note
V Aragó, P Corredor, R Santamarıa
International Review of Economics & Finance 12 (3), 399-415, 2003
172003
Monthly seasonality of the returns and volatility of the IBEX-35 index and its futures contract
V AragÓ-Manzana, M ANGELES FERNÁNDEZIZQUIERDO
Applied Economics Letters 10 (3), 129-133, 2003
142003
GARCH models with changes in variance: An approximation to risk measurements
V Aragó, Á Fernández-Izquierdo
Journal of Asset Management 4, 277-287, 2003
122003
Do investors in Spain react to news on sustainability and corporate social responsibility (CSR)
M Fernández, V Aragó, JC Matallín, ML Nieto
International Journal of Sustainable Economy 1 (3), 227-244, 2009
102009
Market risk aversion under volatility shifts: An experimental study
V Aragó, I Barreda-Tarrazona, A Breaban, JC Matallín, E Salvador
International Review of Economics & Finance 80, 552-568, 2022
72022
Re-examining the risk-return relationship: The influence of financial crisis (2007-2009)
V Aragó, E Salvador
Working paper, Universitat Jaume I of Castellón, 2010
62010
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