Access Statistics for Helena Chuliá

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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 7 12 50
EMU and European government bond market integration 0 0 1 181 0 5 16 580
Energy Firms in Emerging Markets: Systemic Risk and Diversification Opportunities 0 0 1 12 8 11 30 47
European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration 0 0 1 70 0 8 19 172
European government bond market integration in turbulent times 0 0 0 27 1 10 15 81
European government bond market integration in turbulent times 0 0 1 24 1 7 15 78
Expected, Unexpected, Good and Bad Uncertainty 1 1 1 28 3 11 18 95
Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach 0 0 0 33 0 5 9 192
Measuaring Uncertainty in the Stock Market 0 0 0 62 1 6 8 137
Monitoring daily unemployment at risk 0 0 0 17 0 4 5 29
Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI 0 0 1 20 4 15 32 76
Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions 0 0 0 56 0 8 14 110
Spillovers From the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysis 0 0 1 40 2 11 19 125
The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations 0 0 1 301 1 4 8 584
Together forever? Good and bad market volatility shocks and international consumption risk sharing: A tale of a sign 0 0 0 34 1 10 11 68
Uncovering the time-varying relationship between commonality in liquidity and volatility 0 0 0 9 1 9 13 59
VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS 0 0 0 112 1 8 8 404
Volatility Transmission between the stock and Currency Markets in Emerging Asia: the Impact of the Global Financial Crisis 0 0 0 21 1 8 17 81
Vulnerable Funding in the Global Economy 0 0 1 48 0 8 11 92
Total Working Papers 1 1 9 1,113 27 155 280 3,060

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 1 7 9 50
Análisis de volatilidad y correlación entre Estados Unidos y Asia 0 0 0 8 0 1 4 54
Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española 0 0 0 66 2 6 7 296
Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations 0 0 5 168 0 3 11 425
Asymmetric volatility spillovers and consumption risk-sharing 0 0 0 3 1 3 3 14
Currency downside risk, liquidity, and financial stability 0 0 1 25 0 2 5 112
Daily growth at risk: Financial or real drivers? The answer is not always the same 0 0 1 2 1 9 16 34
EMU and European government bond market integration 0 1 1 90 0 2 11 318
Energy firms in emerging markets: Systemic risk and diversification opportunities 0 0 1 4 1 7 13 24
European Government Bond Market Contagion in Turbulent Times 0 0 0 20 0 6 13 121
Expected, unexpected, good and bad aggregate uncertainty 0 0 2 4 1 7 13 21
Firm size and volatility analysis in the Spanish stock market 0 0 0 24 0 1 3 97
Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach 0 0 0 42 1 8 16 175
MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE 0 0 0 18 0 2 3 51
Measuring uncertainty in the stock market 0 1 1 49 1 10 21 201
Nonlinear market liquidity: An empirical examination 0 1 1 10 0 5 5 18
Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain 0 0 0 46 0 2 3 145
Risk Synchronization in International Stock Markets 0 0 1 16 3 5 6 47
Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis 0 0 3 17 1 5 10 123
Systemic political risk 0 0 1 3 2 7 16 41
The economic value of volatility transmission between the stock and bond markets 0 0 0 17 0 2 7 68
Time†varying Integration in European Government Bond Markets 0 0 0 2 0 4 6 30
Trends in the Quantiles of the Life Table Survivorship Function 0 0 0 2 2 8 9 33
Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship? 0 1 1 15 1 6 14 100
Uncovering the time-varying relationship between commonality in liquidity and volatility 0 0 1 4 2 8 10 36
Volatility Spillovers in Energy Markets 0 1 1 51 2 8 15 146
Volatility Spillovers in Energy Markets 0 1 4 8 0 3 14 24
Volatility Transmission and Correlation Analysis between the USA and Asia: The Impact of the Global Financial Crisis 0 0 0 8 0 4 8 56
Volatility transmission patterns and terrorist attacks 0 0 0 50 0 2 11 255
Vulnerability of European electricity markets: A quantile connectedness approach 0 1 2 5 4 14 24 34
Vulnerable funding in the global economy 0 1 1 2 2 9 10 17
Total Journal Articles 0 8 28 791 28 166 316 3,166

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 3 37
Total Chapters 0 0 0 12 0 1 3 37

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Statistics updated 2026-03-04