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 4 0 0 4 98
Total Working Papers 0 0 1 4 0 0 4 98

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 1 1 1 60 2 3 8 208
Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness 0 4 8 16 1 5 15 42
Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis 0 0 1 13 1 1 5 48
Bitcoin and gold price returns: A quantile regression and NARDL analysis 0 3 11 88 1 7 32 295
Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic 0 0 2 10 0 1 5 35
Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states 0 0 2 6 0 0 3 34
Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era 0 0 0 2 0 1 5 25
European Inflation and the Spanish Stock Market 1 1 1 5 2 3 3 14
Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case 0 0 0 47 1 1 6 219
Extension of the Fama and French model: A study of the largest European financial institutions 0 0 4 18 0 1 14 52
FINANCIAL ANALYSIS OF THE MAIN HOTEL CHAINS OF THE SPANISH TOURISM SECTOR 0 0 0 77 0 0 0 280
FOREIGN DIRECT INVESTMENT BY SPAIN IN LATIN AMERICA: BRAZIL, ARGENTINA AND MEXICO 0 0 3 99 0 0 4 339
Flow-through capability: The Spanish case 0 0 0 0 0 0 0 3
Inflation news and stock returns: market direction and flow-through ability 0 0 2 16 0 0 4 82
Interest Rate Risk Analysis with Multifactor Model: The US case 0 1 2 23 0 2 7 97
Interest Rate Sensitivity of Spanish Companies. An Extension of the Fama-French Five-Factor Model 0 0 3 26 1 3 7 96
Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach 0 0 2 8 0 2 5 48
Interest rate exposure of European insurers 1 1 1 2 1 2 2 14
MACROECONOMIC VARIABLES AND STOCK MARKETS: AN INTERNATIONAL STUDY 0 2 12 149 2 9 40 400
Main driving factors of the interest rate-stock market Granger causality 2 2 7 55 3 4 17 182
Non-Linear Interdependencies between International Stock Markets: The Polish and Spanish Case 0 0 0 1 0 0 1 9
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 1 1 2 24
Oil price shocks and the return and volatility spillover between industrial and precious metals 0 1 2 6 2 3 8 53
Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic 0 0 1 3 0 0 3 9
Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets 0 1 1 17 0 1 2 128
Sensibilidad de los rendimientos sectoriales a tipos de interés reales e inflación 0 0 0 29 0 0 0 432
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 2 51 0 2 7 167
Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis 0 1 2 5 0 1 3 15
Stock interest rate risk and inflation shocks 0 0 1 32 0 1 4 124
THE EFFECT OF BANK RESTRUCTURING ON THE ISSUANCE OF PREFERRED SHARES IN SPAIN 0 0 0 13 0 0 0 37
THE FINANCIAL CRISIS IMPACT: AN INDUSTRY LEVEL ANALYSIS OF THE US STOCK MARKET GONZÁLEZ 0 0 2 45 1 1 6 206
THE US STOCK MARKET AT SECTOR LEVEL: INFLATION NEWS, 1990-2013 0 0 2 38 0 2 4 128
Term structure of volatilities and yield curve estimation methodology 0 0 0 20 0 0 1 85
Testing extensions of Fama & French models: A quantile regression approach 0 1 6 28 0 4 14 117
The Fisher Effect in the Spanish Case: A Preliminary Study 0 0 0 6 0 0 0 13
The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016 0 0 0 37 0 0 3 142
The Relevance of the Market and News Direction When Analyzing the Inflation News Impact on the US Stock Market 0 0 0 7 0 1 1 34
The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies 0 0 0 2 0 1 3 18
The impact of international factors on Spanish company returns: a quantile regression approach 0 0 0 5 1 1 3 46
Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices 0 0 7 57 3 4 25 274
Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? 0 0 3 31 0 1 9 122
US stock market sensitivity to interest and inflation rates: a quantile regression approach 0 2 7 87 0 2 11 184
Volatility Timing: Pricing Barrier Options on DAX XETRA Index 0 0 0 0 1 1 1 6
Yield curve data choice and potential moral hazard: An empirical exercise on pricing callable bonds 0 0 1 2 0 0 3 10
Yield curves from different bond data sets 0 0 4 25 0 2 9 58
Total Journal Articles 5 21 103 1,272 24 74 305 4,954

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Statistics updated 2025-03-03