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 0 0 2 18 0 1 4 39
EMU and European government bond market integration 0 0 1 180 0 0 3 565
Energy Firms in Emerging Markets: Systemic Risk and Diversification Opportunities 0 0 2 12 3 6 16 31
European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration 0 0 0 69 0 0 4 154
European government bond market integration in turbulent times 0 0 0 27 0 2 4 70
European government bond market integration in turbulent times 0 0 0 23 1 1 2 64
Expected, Unexpected, Good and Bad Uncertainty 0 0 0 27 0 2 6 83
Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach 0 0 0 33 0 0 2 185
Measuaring Uncertainty in the Stock Market 0 0 0 62 1 1 3 131
Monitoring daily unemployment at risk 0 0 2 17 0 0 3 25
Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI 1 1 3 20 4 6 24 51
Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions 0 0 0 56 1 1 4 98
Spillovers From the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysis 0 1 1 40 3 4 5 111
The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations 1 1 3 301 2 2 6 578
Together forever? Good and bad market volatility shocks and international consumption risk sharing: A tale of a sign 0 0 0 34 0 0 1 58
Uncovering the time-varying relationship between commonality in liquidity and volatility 0 0 0 9 1 1 2 48
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 0 21 2 2 7 69
Vulnerable Funding in the Global Economy 0 0 1 47 0 1 4 83
Total Working Papers 2 3 15 1,108 18 30 100 2,839

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 0 1 12 0 0 2 41
Análisis de volatilidad y correlación entre Estados Unidos y Asia 0 0 0 8 0 1 4 53
Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española 0 0 1 66 0 0 4 289
Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations 0 0 5 166 0 0 9 418
Asymmetric volatility spillovers and consumption risk-sharing 0 0 0 3 0 0 1 11
Currency downside risk, liquidity, and financial stability 0 1 1 25 0 2 5 109
Daily growth at risk: Financial or real drivers? The answer is not always the same 1 1 2 2 3 3 17 21
EMU and European government bond market integration 0 0 1 89 0 0 4 307
Energy firms in emerging markets: Systemic risk and diversification opportunities 0 0 1 4 1 1 4 13
European Government Bond Market Contagion in Turbulent Times 0 0 0 20 0 0 1 108
Expected, unexpected, good and bad aggregate uncertainty 0 1 1 3 0 5 9 13
Firm size and volatility analysis in the Spanish stock market 0 0 0 24 0 0 1 95
Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach 0 0 1 42 1 3 11 166
MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE 0 0 0 18 1 1 1 49
Measuring uncertainty in the stock market 0 0 0 48 3 4 5 184
Nonlinear market liquidity: An empirical examination 0 0 1 9 0 0 2 13
Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain 0 0 1 46 0 0 4 142
Risk Synchronization in International Stock Markets 0 0 1 16 0 0 2 42
Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis 0 0 2 15 0 0 6 114
Systemic political risk 0 0 1 2 0 1 9 28
The economic value of volatility transmission between the stock and bond markets 0 0 0 17 0 1 1 62
Time†varying Integration in European Government Bond Markets 0 0 1 2 0 0 3 25
Trends in the Quantiles of the Life Table Survivorship Function 0 0 0 2 0 0 1 24
Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship? 0 0 0 14 0 0 5 90
Uncovering the time-varying relationship between commonality in liquidity and volatility 1 1 1 4 1 1 2 27
Volatility Spillovers in Energy Markets 0 1 4 5 0 2 11 14
Volatility Spillovers in Energy Markets 0 0 3 50 0 0 7 134
Volatility Transmission and Correlation Analysis between the USA and Asia: The Impact of the Global Financial Crisis 0 0 0 8 0 3 4 52
Volatility transmission patterns and terrorist attacks 0 0 0 50 0 1 5 247
Vulnerability of European electricity markets: A quantile connectedness approach 0 1 2 4 0 3 11 15
Vulnerable funding in the global economy 0 0 1 1 0 0 7 7
Total Journal Articles 2 6 32 775 10 32 158 2,913

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 1 1 35
Total Chapters 0 0 0 12 0 1 1 35

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05