1 'Efficiency of the IBEX Spot-Futures Basis: The Impact of the Mini-Futures' (with Raquel Quiroga Garcia). Journal of Futures Markets, (2008), 28, 398-415.
2 A copula-based regime-switching GARCH model for optimal futures hedging,Journal of Futures Markets
Volume 29, Issue 10, Date: October 2009, Pages: 946-972,Hsiang-Tai Lee
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