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 1 18 2 4 6 43
EMU and European government bond market integration 0 1 1 181 6 10 12 575
Energy Firms in Emerging Markets: Systemic Risk and Diversification Opportunities 0 0 1 12 2 5 19 36
European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration 0 1 1 70 5 10 13 164
European government bond market integration in turbulent times 0 0 0 27 1 1 5 71
European government bond market integration in turbulent times 0 1 1 24 4 7 9 71
Expected, Unexpected, Good and Bad Uncertainty 0 0 0 27 1 1 7 84
Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach 0 0 0 33 0 2 4 187
Measuaring Uncertainty in the Stock Market 0 0 0 62 0 0 3 131
Monitoring daily unemployment at risk 0 0 1 17 0 0 2 25
Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI 0 0 3 20 1 10 26 61
Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions 0 0 0 56 3 4 7 102
Spillovers From the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysis 0 0 1 40 0 3 8 114
The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations 0 0 2 301 1 2 6 580
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 2 2 4 50
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 4 10 73
Vulnerable Funding in the Global Economy 1 1 1 48 1 1 3 84
Total Working Papers 1 4 13 1,112 31 66 145 2,905


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 2 2 4 43
Análisis de volatilidad y correlación entre Estados Unidos y Asia 0 0 0 8 0 0 4 53
Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española 0 0 1 66 0 1 5 290
Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations 1 2 6 168 3 4 10 422
Asymmetric volatility spillovers and consumption risk-sharing 0 0 0 3 0 0 1 11
Currency downside risk, liquidity, and financial stability 0 0 1 25 1 1 3 110
Daily growth at risk: Financial or real drivers? The answer is not always the same 0 0 2 2 1 4 17 25
EMU and European government bond market integration 0 0 1 89 7 9 12 316
Energy firms in emerging markets: Systemic risk and diversification opportunities 0 0 1 4 2 4 8 17
European Government Bond Market Contagion in Turbulent Times 0 0 0 20 4 7 8 115
Expected, unexpected, good and bad aggregate uncertainty 0 1 2 4 0 1 10 14
Firm size and volatility analysis in the Spanish stock market 0 0 0 24 0 1 2 96
Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach 0 0 0 42 1 1 9 167
MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE 0 0 0 18 0 0 1 49
Measuring uncertainty in the stock market 0 0 0 48 3 7 12 191
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 1 1 3 143
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 1 2 4 17 3 4 6 118
Systemic political risk 1 1 1 3 5 6 13 34
The economic value of volatility transmission between the stock and bond markets 0 0 0 17 1 4 5 66
Time†varying Integration in European Government Bond Markets 0 0 1 2 1 1 4 26
Trends in the Quantiles of the Life Table Survivorship Function 0 0 0 2 1 1 2 25
Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship? 0 0 0 14 4 4 9 94
Uncovering the time-varying relationship between commonality in liquidity and volatility 0 0 1 4 1 1 3 28
Volatility Spillovers in Energy Markets 0 0 1 50 4 4 8 138
Volatility Spillovers in Energy Markets 1 2 4 7 3 7 16 21
Volatility Transmission and Correlation Analysis between the USA and Asia: The Impact of the Global Financial Crisis 0 0 0 8 0 0 4 52
Volatility transmission patterns and terrorist attacks 0 0 0 50 2 6 10 253
Vulnerability of European electricity markets: A quantile connectedness approach 0 0 2 4 2 5 15 20
Vulnerable funding in the global economy 0 0 1 1 1 1 8 8
Total Journal Articles 4 8 33 783 53 87 216 3,000


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 1 1 2 36
Total Chapters 0 0 0 12 1 1 2 36


Statistics updated 2025-12-06