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 4 7 11 48
EMU and European government bond market integration 0 0 1 181 4 11 16 580
Energy Firms in Emerging Markets: Systemic Risk and Diversification Opportunities 0 0 1 12 2 5 22 39
European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration 0 0 1 70 5 13 19 172
European government bond market integration in turbulent times 0 0 1 24 3 10 14 77
European government bond market integration in turbulent times 0 0 0 27 6 10 14 80
Expected, Unexpected, Good and Bad Uncertainty 0 0 0 27 7 9 15 92
Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach 0 0 0 33 3 5 9 192
Measuaring Uncertainty in the Stock Market 0 0 0 62 3 5 8 136
Monitoring daily unemployment at risk 0 0 0 17 4 4 5 29
Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI 0 0 1 20 7 12 30 72
Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions 0 0 0 56 5 11 15 110
Spillovers From the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysis 0 0 1 40 6 9 17 123
The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations 0 0 1 301 3 4 8 583
Together forever? Good and bad market volatility shocks and international consumption risk sharing: A tale of a sign 0 0 0 34 9 9 10 67
Uncovering the time-varying relationship between commonality in liquidity and volatility 0 0 0 9 5 10 12 58
VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS 0 0 0 112 2 7 7 403
Volatility Transmission between the stock and Currency Markets in Emerging Asia: the Impact of the Global Financial Crisis 0 0 0 21 4 9 16 80
Vulnerable Funding in the Global Economy 0 1 1 48 5 9 11 92
Total Working Papers 0 1 9 1,112 87 159 259 3,033

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 8 9 49
Análisis de volatilidad y correlación entre Estados Unidos y Asia 0 0 0 8 1 1 5 54
Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española 0 0 0 66 3 4 7 294
Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations 0 1 5 168 1 6 11 425
Asymmetric volatility spillovers and consumption risk-sharing 0 0 0 3 1 2 3 13
Currency downside risk, liquidity, and financial stability 0 0 1 25 1 3 5 112
Daily growth at risk: Financial or real drivers? The answer is not always the same 0 0 2 2 5 9 18 33
EMU and European government bond market integration 1 1 1 90 2 9 11 318
Energy firms in emerging markets: Systemic risk and diversification opportunities 0 0 1 4 3 8 13 23
European Government Bond Market Contagion in Turbulent Times 0 0 0 20 3 10 13 121
Expected, unexpected, good and bad aggregate uncertainty 0 0 2 4 4 6 15 20
Firm size and volatility analysis in the Spanish stock market 0 0 0 24 1 1 3 97
Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach 0 0 0 42 3 8 15 174
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 4 12 21 200
Nonlinear market liquidity: An empirical examination 1 1 1 10 4 5 5 18
Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain 0 0 0 46 2 3 3 145
Risk Synchronization in International Stock Markets 0 0 1 16 2 2 4 44
Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis 0 1 3 17 2 7 9 122
Systemic political risk 0 1 1 3 2 10 15 39
The economic value of volatility transmission between the stock and bond markets 0 0 0 17 1 3 7 68
Time†varying Integration in European Government Bond Markets 0 0 0 2 3 5 6 30
Trends in the Quantiles of the Life Table Survivorship Function 0 0 0 2 3 7 8 31
Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship? 0 1 1 15 3 9 14 99
Uncovering the time-varying relationship between commonality in liquidity and volatility 0 0 1 4 6 7 9 34
Volatility Spillovers in Energy Markets 0 2 5 8 1 6 15 24
Volatility Spillovers in Energy Markets 1 1 1 51 6 10 13 144
Volatility Transmission and Correlation Analysis between the USA and Asia: The Impact of the Global Financial Crisis 0 0 0 8 1 4 8 56
Volatility transmission patterns and terrorist attacks 0 0 0 50 2 4 12 255
Vulnerability of European electricity markets: A quantile connectedness approach 1 1 2 5 6 12 20 30
Vulnerable funding in the global economy 0 1 1 2 5 8 9 15
Total Journal Articles 4 12 30 791 85 191 309 3,138

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 2 3 37
Total Chapters 0 0 0 12 1 2 3 37

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Statistics updated 2026-02-12