Access Statistics for Francisco Jareño

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Zero-coupon interest rates: Evaluating three alternative datasets 0 0 1 4 1 1 4 99
Total Working Papers 0 0 1 4 1 1 4 99

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Straightforward Analysis of Sector Portfolios in the US Stock Market 0 1 1 60 0 4 10 210
Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness 0 1 8 17 1 4 17 45
Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis 0 0 0 13 0 1 3 48
Bitcoin and gold price returns: A quantile regression and NARDL analysis 2 4 11 92 3 7 30 301
Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic 0 0 1 10 0 0 4 35
Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states 0 0 1 6 0 0 2 34
Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era 0 0 0 2 1 1 6 26
European Inflation and the Spanish Stock Market 0 1 1 5 0 2 3 14
Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case 1 1 1 48 1 2 6 220
Extension of the Fama and French model: A study of the largest European financial institutions 0 2 4 20 0 2 12 54
FINANCIAL ANALYSIS OF THE MAIN HOTEL CHAINS OF THE SPANISH TOURISM SECTOR 0 0 0 77 0 1 1 281
FOREIGN DIRECT INVESTMENT BY SPAIN IN LATIN AMERICA: BRAZIL, ARGENTINA AND MEXICO 1 1 3 100 1 2 4 341
Flow-through capability: The Spanish case 0 0 0 0 0 1 1 4
Inflation news and stock returns: market direction and flow-through ability 0 0 2 16 0 0 4 82
Interest Rate Risk Analysis with Multifactor Model: The US case 0 0 2 23 1 1 7 98
Interest Rate Sensitivity of Spanish Companies. An Extension of the Fama-French Five-Factor Model 0 0 3 26 0 1 7 96
Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach 0 0 0 8 0 0 2 48
Interest rate exposure of European insurers 0 1 1 2 0 1 2 14
MACROECONOMIC VARIABLES AND STOCK MARKETS: AN INTERNATIONAL STUDY 2 4 12 153 7 15 41 413
Main driving factors of the interest rate-stock market Granger causality 0 3 6 56 2 9 18 188
Non-Linear Interdependencies between International Stock Markets: The Polish and Spanish Case 0 0 0 1 0 0 1 9
Nonlinear Autoregressive Distributed Lag Approach: An Application on the Connectedness between Bitcoin Returns and the Other Ten Most Relevant Cryptocurrency Returns 0 0 0 5 0 1 2 24
Oil price shocks and the return and volatility spillover between industrial and precious metals 1 1 3 7 1 4 10 55
Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic 0 1 2 4 0 2 4 11
Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets 0 0 1 17 0 0 2 128
Sensibilidad de los rendimientos sectoriales a tipos de interés reales e inflación 0 0 0 29 0 0 0 432
Spanish stock market sensitivity to real interest and inflation rates: an extension of the Stone two-factor model with factors of the Fama and French three-factor model 0 1 2 52 0 1 7 168
Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis 0 0 2 5 0 0 3 15
Stock interest rate risk and inflation shocks 0 0 1 32 1 2 5 126
THE EFFECT OF BANK RESTRUCTURING ON THE ISSUANCE OF PREFERRED SHARES IN SPAIN 0 1 1 14 0 2 2 39
THE FINANCIAL CRISIS IMPACT: AN INDUSTRY LEVEL ANALYSIS OF THE US STOCK MARKET GONZÁLEZ 0 0 1 45 1 3 7 208
THE US STOCK MARKET AT SECTOR LEVEL: INFLATION NEWS, 1990-2013 0 0 2 38 1 1 5 129
Term structure of volatilities and yield curve estimation methodology 0 0 0 20 0 0 1 85
Testing extensions of Fama & French models: A quantile regression approach 0 0 5 28 0 2 15 119
The Fisher Effect in the Spanish Case: A Preliminary Study 0 0 0 6 0 0 0 13
The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016 0 0 0 37 0 1 2 143
The Relevance of the Market and News Direction When Analyzing the Inflation News Impact on the US Stock Market 0 0 0 7 0 0 1 34
The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies 1 1 1 3 2 2 5 20
The impact of international factors on Spanish company returns: a quantile regression approach 0 0 0 5 0 1 2 46
Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices 0 1 7 58 5 10 26 281
Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? 0 0 3 31 0 0 9 122
US stock market sensitivity to interest and inflation rates: a quantile regression approach 1 2 8 89 1 2 11 186
Volatility Timing: Pricing Barrier Options on DAX XETRA Index 0 0 0 0 0 1 1 6
Yield curve data choice and potential moral hazard: An empirical exercise on pricing callable bonds 1 1 2 3 1 2 4 12
Yield curves from different bond data sets 0 0 4 25 0 0 8 58
Total Journal Articles 10 28 102 1,295 30 91 313 5,021

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Statistics updated 2025-05-12