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Juan Angel Lafuente e-mail:: lafuen@cofin.uji.es Telephone number: (34) 964 38 71 36 Fax: (34) 964 72 85 65 *Research Interests: Empirical Finance, International Finance, Macroeconomics* **Last Updated: September 28, 2011**

Ph. D. in Economics, Universidad Complutense de Madrid, 1999
B.S. in Economics, Universidad Complutense de Madrid 1992
Research group:

Quantitative Analysis of Monetary Policy and Financial Markets - Link

Selected Publications

Liquidity and hedging effectiveness under futures mispricing: International evidence (with A. Andani and A. Novales), Journal of Futures Markets, 2009, 29(11), 1050-1066.

Introducing the mini-futures contract on Ibex 35: Implications for price discovery and volatility transmission (with M. Illueca), Spanish Economic Review, 2008, 10(3), 197-219.

The effect of futures trading on the distribution of spot index returns: implications for CVaR in the Spanish market (with M. Illueca), Journal of Futures Markets, 2007, 27(9), 839-866.

Monetary policy and forward bias for foreign exchange revisited: empirical evidence from the US-UK exchange rate (with J. Ruiz), Economic Modelling, 2006, 23(2), 238-264.

Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market (with A. Novales), Journal of Banking and Finance, 2003, 27(6), 1052-1078.

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