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 1 2 5 0 1 5 100
Total Working Papers 0 1 2 5 0 1 5 100

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 60 0 0 12 212
Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness 1 2 8 19 4 5 18 50
Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis 0 0 0 13 0 1 4 49
Bitcoin and gold price returns: A quantile regression and NARDL analysis 3 4 13 96 6 10 32 313
Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic 0 0 0 10 0 1 3 36
Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states 0 0 0 6 0 2 2 36
Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era 0 0 0 2 0 0 4 26
European Inflation and the Spanish Stock Market 0 0 1 5 0 0 3 14
Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case 0 0 1 48 0 0 4 220
Extension of the Fama and French model: A study of the largest European financial institutions 0 0 5 22 1 3 14 61
FINANCIAL ANALYSIS OF THE MAIN HOTEL CHAINS OF THE SPANISH TOURISM SECTOR 0 0 0 77 0 0 1 281
FOREIGN DIRECT INVESTMENT BY SPAIN IN LATIN AMERICA: BRAZIL, ARGENTINA AND MEXICO 0 0 2 100 0 0 3 341
Flow-through capability: The Spanish case 0 0 0 0 0 2 3 6
Inflation news and stock returns: market direction and flow-through ability 0 0 1 16 0 0 2 82
Interest Rate Risk Analysis with Multifactor Model: The US case 0 0 2 23 2 2 9 102
Interest Rate Sensitivity of Spanish Companies. An Extension of the Fama-French Five-Factor Model 0 0 0 26 0 0 3 96
Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach 0 0 0 8 0 0 2 48
Interest rate exposure of European insurers 0 0 1 2 0 0 2 14
MACROECONOMIC VARIABLES AND STOCK MARKETS: AN INTERNATIONAL STUDY 1 2 13 157 3 7 42 428
Main driving factors of the interest rate-stock market Granger causality 0 0 4 57 1 1 12 190
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 0 0 1 24
Oil price shocks and the return and volatility spillover between industrial and precious metals 0 1 3 8 1 2 8 57
Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic 0 0 2 4 0 0 3 11
Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets 0 0 1 17 0 0 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 1 52 0 0 6 168
Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis 0 1 3 6 0 1 4 16
Stock interest rate risk and inflation shocks 0 0 0 32 1 1 5 127
THE EFFECT OF BANK RESTRUCTURING ON THE ISSUANCE OF PREFERRED SHARES IN SPAIN 0 0 1 14 0 0 2 39
THE FINANCIAL CRISIS IMPACT: AN INDUSTRY LEVEL ANALYSIS OF THE US STOCK MARKET GONZÁLEZ 0 2 2 47 1 5 9 213
THE US STOCK MARKET AT SECTOR LEVEL: INFLATION NEWS, 1990-2013 0 0 2 39 0 0 5 130
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 0 1 28 0 1 8 120
The Fisher Effect in the Spanish Case: A Preliminary Study 0 0 0 6 0 1 1 14
The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016 0 0 0 37 1 1 3 144
The Relevance of the Market and News Direction When Analyzing the Inflation News Impact on the US Stock Market 0 0 0 7 2 2 3 36
The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies 0 0 1 3 1 1 6 22
The impact of international factors on Spanish company returns: a quantile regression approach 0 0 0 5 2 2 3 48
Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices 0 0 6 60 1 4 25 287
Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? 0 0 3 31 0 0 7 122
US stock market sensitivity to interest and inflation rates: a quantile regression approach 0 2 7 91 1 4 9 190
Volatility Timing: Pricing Barrier Options on DAX XETRA Index 0 0 0 0 0 0 1 6
Yield curve data choice and potential moral hazard: An empirical exercise on pricing callable bonds 0 0 1 3 0 1 4 13
Yield curves from different bond data sets 0 0 4 26 1 3 11 62
Total Journal Articles 5 14 90 1,318 29 63 303 5,108

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Statistics updated 2025-09-05