Access Statistics for Helena Chuliá

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
Daily Growth at Risk: financial or real drivers? The answer is not always the same 1 1 2 18 1 1 6 38
EMU and European government bond market integration 0 0 2 180 0 1 4 564
Energy Firms in Emerging Markets: Systemic Risk and Diversification Opportunities 0 0 1 11 0 0 5 17
European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration 0 0 0 69 0 2 4 153
European government bond market integration in turbulent times 0 0 0 27 0 0 0 66
European government bond market integration in turbulent times 0 0 1 23 0 1 5 63
Expected, Unexpected, Good and Bad Uncertainty 0 0 0 27 0 0 0 77
Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach 0 0 0 33 0 0 1 183
Measuaring Uncertainty in the Stock Market 0 0 0 62 1 1 1 129
Monitoring daily unemployment at risk 0 1 2 17 0 1 2 24
Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI 0 2 16 19 2 9 39 44
Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions 0 0 1 56 1 1 4 96
Spillovers From the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysis 0 0 0 39 0 0 2 106
The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations 0 1 2 300 1 2 4 576
Together forever? Good and bad market volatility shocks and international consumption risk sharing: A tale of a sign 0 0 0 34 0 0 0 57
Uncovering the time-varying relationship between commonality in liquidity and volatility 0 0 0 9 0 0 0 46
VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS 0 0 0 112 0 0 0 396
Volatility Transmission between the stock and Currency Markets in Emerging Asia: the Impact of the Global Financial Crisis 0 0 1 21 0 1 3 64
Vulnerable Funding in the Global Economy 0 0 2 47 0 0 3 81
Total Working Papers 1 5 30 1,104 6 20 83 2,780


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State 0 1 3 12 1 2 4 41
Análisis de volatilidad y correlación entre Estados Unidos y Asia 0 0 0 8 1 1 1 50
Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española 0 1 1 66 2 4 5 289
Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations 0 1 6 163 0 2 15 414
Asymmetric volatility spillovers and consumption risk-sharing 0 0 0 3 1 1 1 11
Currency downside risk, liquidity, and financial stability 0 0 0 24 0 0 6 107
Daily growth at risk: Financial or real drivers? The answer is not always the same 1 1 1 1 3 10 18 18
EMU and European government bond market integration 0 1 1 89 0 3 4 307
Energy firms in emerging markets: Systemic risk and diversification opportunities 0 0 0 3 1 2 5 11
European Government Bond Market Contagion in Turbulent Times 0 0 1 20 0 1 3 108
Expected, unexpected, good and bad aggregate uncertainty 0 0 1 2 3 4 5 8
Firm size and volatility analysis in the Spanish stock market 0 0 0 24 0 0 0 94
Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach 0 0 1 42 0 1 5 159
MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE 0 0 0 18 0 0 0 48
Measuring uncertainty in the stock market 0 0 1 48 1 1 2 180
Nonlinear market liquidity: An empirical examination 0 1 3 9 0 2 5 13
Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain 0 1 2 46 0 2 8 142
Risk Synchronization in International Stock Markets 0 0 0 15 1 1 2 41
Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis 0 1 2 14 0 1 8 113
Systemic political risk 0 0 1 2 1 4 12 25
The economic value of volatility transmission between the stock and bond markets 0 0 2 17 0 0 4 61
Time†varying Integration in European Government Bond Markets 0 1 2 2 0 2 5 24
Trends in the Quantiles of the Life Table Survivorship Function 0 0 0 2 1 1 1 24
Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship? 0 0 0 14 1 1 1 86
Uncovering the time-varying relationship between commonality in liquidity and volatility 0 0 0 3 1 1 1 26
Volatility Spillovers in Energy Markets 1 1 4 4 1 5 10 10
Volatility Spillovers in Energy Markets 0 1 8 50 0 1 14 131
Volatility Transmission and Correlation Analysis between the USA and Asia: The Impact of the Global Financial Crisis 0 0 0 8 0 0 1 48
Volatility transmission patterns and terrorist attacks 0 0 0 50 1 1 3 244
Vulnerability of European electricity markets: A quantile connectedness approach 0 1 1 3 0 5 7 10
Vulnerable funding in the global economy 0 1 1 1 1 7 7 7
Total Journal Articles 2 13 42 763 21 66 163 2,850


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Effects of Macroeconomic News Announcements during the Global Financial Crisis 0 0 0 12 0 0 1 34
Total Chapters 0 0 0 12 0 0 1 34


Statistics updated 2025-03-03