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 3 3 17 119
Total Working Papers 0 0 1 6 3 3 17 119

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 0 17 232
Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness 0 0 3 22 2 3 15 66
Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis 0 0 1 14 1 2 20 71
Bitcoin and gold price returns: A quantile regression and NARDL analysis 0 1 6 102 2 6 56 369
Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic 1 2 2 13 2 3 16 56
Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states 0 0 2 9 1 2 7 46
Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era 0 0 2 4 1 2 12 40
European Inflation and the Spanish Stock Market 0 0 0 5 2 3 8 22
Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case 0 0 1 50 2 2 15 238
Extension of the Fama and French model: A study of the largest European financial institutions 0 0 2 25 3 4 28 94
FINANCIAL ANALYSIS OF THE MAIN HOTEL CHAINS OF THE SPANISH TOURISM SECTOR 0 0 0 77 2 3 9 290
FOREIGN DIRECT INVESTMENT BY SPAIN IN LATIN AMERICA: BRAZIL, ARGENTINA AND MEXICO 0 0 1 102 1 2 13 357
Flow-through capability: The Spanish case 0 0 0 0 0 1 5 11
Inflation news and stock returns: market direction and flow-through ability 0 0 0 16 4 4 15 98
Interest Rate Risk Analysis with Multifactor Model: The US case 0 0 1 24 2 4 9 112
Interest Rate Sensitivity of Spanish Companies. An Extension of the Fama-French Five-Factor Model 0 0 0 26 1 2 9 105
Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach 0 1 1 9 0 1 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 4 162 2 2 21 453
Main driving factors of the interest rate-stock market Granger causality 0 4 7 64 3 8 28 219
Non-Linear Interdependencies between International Stock Markets: The Polish and Spanish Case 0 0 0 1 0 0 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 0 1 3 12 1 4 28 89
Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic 0 0 1 5 1 3 23 39
Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets 0 0 0 17 2 3 20 148
Sensibilidad de los rendimientos sectoriales a tipos de interés reales e inflación 0 0 0 29 1 1 10 442
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 3 5 14 184
Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis 0 0 0 6 0 1 16 33
Stock interest rate risk and inflation shocks 0 0 1 34 2 3 13 141
THE EFFECT OF BANK RESTRUCTURING ON THE ISSUANCE OF PREFERRED SHARES IN SPAIN 0 0 0 14 2 3 8 47
THE FINANCIAL CRISIS IMPACT: AN INDUSTRY LEVEL ANALYSIS OF THE US STOCK MARKET GONZÁLEZ 0 0 0 47 1 3 24 238
THE US STOCK MARKET AT SECTOR LEVEL: INFLATION NEWS, 1990-2013 0 0 1 40 2 3 27 158
Term structure of volatilities and yield curve estimation methodology 0 0 1 21 1 1 13 98
Testing extensions of Fama & French models: A quantile regression approach 0 0 4 33 1 1 20 141
The Fisher Effect in the Spanish Case: A Preliminary Study 0 0 0 6 1 1 7 21
The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016 0 0 0 37 3 6 21 166
The Relevance of the Market and News Direction When Analyzing the Inflation News Impact on the US Stock Market 1 1 1 8 18 18 25 62
The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies 0 0 0 3 1 2 17 40
The impact of international factors on Spanish company returns: a quantile regression approach 0 0 0 5 1 1 5 53
Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices 2 3 11 72 3 6 61 355
Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? 0 1 2 33 2 3 19 143
US stock market sensitivity to interest and inflation rates: a quantile regression approach 0 0 3 95 4 4 30 222
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 1 1 1 4 2 2 18 34
Yield curves from different bond data sets 0 0 0 26 1 1 11 73
Total Journal Articles 5 15 63 1,392 84 132 783 5,959

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Statistics updated 2026-11-12