Access Statistics for Francisco Jareño

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
Zero-coupon interest rates: Evaluating three alternative datasets 0 0 1 6 0 0 16 116
Total Working Papers 0 0 1 6 0 0 16 116

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Straightforward Analysis of Sector Portfolios in the US Stock Market 0 0 1 61 0 1 20 232
Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness 0 0 3 22 1 2 13 64
Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis 0 0 1 14 0 2 20 70
Bitcoin and gold price returns: A quantile regression and NARDL analysis 0 2 6 102 1 11 54 367
Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic 0 1 2 12 0 1 18 54
Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states 0 0 2 9 1 1 7 45
Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era 0 0 2 4 0 2 13 39
European Inflation and the Spanish Stock Market 0 0 0 5 0 1 6 20
Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case 0 0 2 50 0 0 16 236
Extension of the Fama and French model: A study of the largest European financial institutions 0 0 3 25 1 2 30 91
FINANCIAL ANALYSIS OF THE MAIN HOTEL CHAINS OF THE SPANISH TOURISM SECTOR 0 0 0 77 0 1 7 288
FOREIGN DIRECT INVESTMENT BY SPAIN IN LATIN AMERICA: BRAZIL, ARGENTINA AND MEXICO 0 0 2 102 0 1 15 356
Flow-through capability: The Spanish case 0 0 0 0 0 2 5 11
Inflation news and stock returns: market direction and flow-through ability 0 0 0 16 0 0 12 94
Interest Rate Risk Analysis with Multifactor Model: The US case 0 1 1 24 1 3 8 110
Interest Rate Sensitivity of Spanish Companies. An Extension of the Fama-French Five-Factor Model 0 0 0 26 1 3 8 104
Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach 0 1 1 9 0 3 8 56
Interest rate exposure of European insurers 0 0 0 2 0 0 4 19
MACROECONOMIC VARIABLES AND STOCK MARKETS: AN INTERNATIONAL STUDY 0 0 5 162 0 0 21 451
Main driving factors of the interest rate-stock market Granger causality 3 4 7 64 3 6 25 216
Non-Linear Interdependencies between International Stock Markets: The Polish and Spanish Case 0 0 0 1 0 1 14 24
Nonlinear Autoregressive Distributed Lag Approach: An Application on the Connectedness between Bitcoin Returns and the Other Ten Most Relevant Cryptocurrency Returns 0 0 0 5 0 3 9 33
Oil price shocks and the return and volatility spillover between industrial and precious metals 1 1 4 12 2 3 30 88
Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic 0 0 1 5 1 3 24 38
Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets 0 0 0 17 1 2 18 146
Sensibilidad de los rendimientos sectoriales a tipos de interés reales e inflación 0 0 0 29 0 2 9 441
Spanish stock market sensitivity to real interest and inflation rates: an extension of the Stone two-factor model with factors of the Fama and French three-factor model 0 0 0 52 0 2 12 181
Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis 0 0 0 6 1 3 17 33
Stock interest rate risk and inflation shocks 0 0 2 34 1 2 12 139
THE EFFECT OF BANK RESTRUCTURING ON THE ISSUANCE OF PREFERRED SHARES IN SPAIN 0 0 0 14 0 2 6 45
THE FINANCIAL CRISIS IMPACT: AN INDUSTRY LEVEL ANALYSIS OF THE US STOCK MARKET GONZÁLEZ 0 0 0 47 0 3 23 237
THE US STOCK MARKET AT SECTOR LEVEL: INFLATION NEWS, 1990-2013 0 0 1 40 0 2 26 156
Term structure of volatilities and yield curve estimation methodology 0 0 1 21 0 0 12 97
Testing extensions of Fama & French models: A quantile regression approach 0 0 5 33 0 0 20 140
The Fisher Effect in the Spanish Case: A Preliminary Study 0 0 0 6 0 0 6 20
The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016 0 0 0 37 0 5 19 163
The Relevance of the Market and News Direction When Analyzing the Inflation News Impact on the US Stock Market 0 0 0 7 0 0 8 44
The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies 0 0 0 3 0 1 16 39
The impact of international factors on Spanish company returns: a quantile regression approach 0 0 0 5 0 0 4 52
Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices 1 2 10 70 2 4 63 352
Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? 1 1 2 33 1 3 18 141
US stock market sensitivity to interest and inflation rates: a quantile regression approach 0 0 3 95 0 0 26 218
Volatility Timing: Pricing Barrier Options on DAX XETRA Index 0 0 0 0 0 0 15 21
Yield curve data choice and potential moral hazard: An empirical exercise on pricing callable bonds 0 0 0 3 0 0 19 32
Yield curves from different bond data sets 0 0 0 26 0 0 10 72
Total Journal Articles 6 13 67 1,387 18 83 746 5,875

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Statistics updated 2026-10-11