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 0 18 2 5 15 53
EMU and European government bond market integration 0 0 1 181 2 3 18 583
Energy Firms in Emerging Markets: Systemic Risk and Diversification Opportunities 0 0 0 12 1 10 25 49
European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration 0 0 1 70 2 2 20 174
European government bond market integration in turbulent times 0 0 1 24 1 2 16 79
European government bond market integration in turbulent times 0 0 0 27 6 7 21 87
Expected, Unexpected, Good and Bad Uncertainty 0 1 1 28 3 7 22 99
Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach 0 0 0 33 0 1 8 193
Measuaring Uncertainty in the Stock Market 0 0 0 62 2 3 10 139
Monitoring daily unemployment at risk 0 0 0 17 0 0 4 29
Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI 0 0 1 20 4 8 35 80
Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions 0 0 0 56 4 7 20 117
Spillovers From the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysis 0 0 1 40 3 7 23 130
The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations 0 0 1 301 3 6 13 589
Together forever? Good and bad market volatility shocks and international consumption risk sharing: A tale of a sign 0 0 0 34 1 3 12 70
Uncovering the time-varying relationship between commonality in liquidity and volatility 0 0 0 9 1 3 14 61
VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS 1 1 1 113 1 3 10 406
Volatility Transmission between the stock and Currency Markets in Emerging Asia: the Impact of the Global Financial Crisis 0 0 0 21 5 6 21 86
Vulnerable Funding in the Global Economy 0 0 1 48 4 4 14 96
Total Working Papers 1 2 9 1,114 45 87 321 3,120


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 0 12 4 7 15 56
Análisis de volatilidad y correlación entre Estados Unidos y Asia 0 0 0 8 0 0 2 54
Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española 0 0 0 66 1 3 8 297
Assessing the joint risks of fiscal crises and climate change 0 0 0 0 3 5 6 6
Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations 1 2 5 170 3 4 13 429
Asymmetric volatility spillovers and consumption risk-sharing 0 0 0 3 3 4 6 17
Currency downside risk, liquidity, and financial stability 0 1 2 26 2 4 9 116
Daily growth at risk: Financial or real drivers? The answer is not always the same 0 0 1 2 3 10 25 43
EMU and European government bond market integration 0 0 1 90 1 1 12 319
Energy firms in emerging markets: Systemic risk and diversification opportunities 0 0 0 4 1 2 13 25
European Government Bond Market Contagion in Turbulent Times 0 0 0 20 6 6 19 127
Expected, unexpected, good and bad aggregate uncertainty 0 0 2 4 2 5 17 25
Firm size and volatility analysis in the Spanish stock market 0 0 0 24 6 7 10 104
Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach 0 0 0 42 6 8 19 182
MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE 0 0 0 18 3 3 6 54
Measuring uncertainty in the stock market 0 0 1 49 3 4 24 204
Nonlinear market liquidity: An empirical examination 0 0 1 10 3 4 9 22
Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain 0 0 0 46 0 1 4 146
Risk Synchronization in International Stock Markets 1 1 2 17 2 6 9 50
Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis 0 0 3 17 1 4 13 126
Systemic political risk 0 0 1 3 1 6 18 45
The economic value of volatility transmission between the stock and bond markets 0 0 0 17 4 5 12 73
Time†varying Integration in European Government Bond Markets 0 0 0 2 2 2 7 32
Trends in the Quantiles of the Life Table Survivorship Function 0 0 0 2 2 4 11 35
Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship? 0 0 1 15 4 7 19 106
Uncovering the time-varying relationship between commonality in liquidity and volatility 0 0 1 4 1 4 12 38
Volatility Spillovers in Energy Markets 0 1 5 9 1 5 18 29
Volatility Transmission and Correlation Analysis between the USA and Asia: The Impact of the Global Financial Crisis 0 0 0 8 2 3 11 59
Volatility transmission patterns and terrorist attacks 0 0 0 50 3 3 14 258
Vulnerability of European electricity markets: A quantile connectedness approach 0 0 2 5 5 9 27 39
Vulnerable funding in the global economy 0 0 1 2 2 5 13 20
Total Journal Articles 2 5 29 745 80 141 401 3,136
1 registered items for which data could not be found


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 3 37
Total Chapters 0 0 0 12 0 0 3 37


Statistics updated 2026-05-06