Vicent Aragó

Vicent Aragó

Universitat Jaume I - Castellón de la Plana / Spain
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4370111
Jaume I University
person_outline Vicent Aragó's MOST POPULAR ARTICLES
1-) Testing for changes in the unconditional variance of financial time seriesA Sansó, JL Carrion, V AragóRevista de Economía Financiera, 2004, vol. 4, p. 32-52, 20043862004
2-) Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effectsV Aragó, L NietoJournal of International Financial Markets, Institutions and Money 15 (3 …, 2005752005
3-) Influence of structural changes in transmission of information between stock markets: A European empirical studyV Aragó-Manzana, MÁ Fernández-IzquierdoJournal of multinational financial management 17 (2), 112-124, 2007522007
4-) Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off?E Salvador, C Floros, V AragoJournal of Empirical Finance 28, 60-77, 2014512014
5-) Measuring Hedging Effectiveness of Index Futures Contracts: Do Dynamic Models Outperform Static Models? A Regime‐Switching ApproachE Salvador, V AragóJournal of Futures Markets 34 (4), 374-398, 2014402014