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 2 6 0 3 17 116
Total Working Papers 0 0 2 6 0 3 17 116

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 1 1 61 0 2 19 231
Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness 0 2 5 22 1 6 16 61
Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis 0 0 1 14 2 6 20 68
Bitcoin and gold price returns: A quantile regression and NARDL analysis 0 0 8 100 0 10 50 353
Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic 0 0 1 11 2 5 18 53
Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states 1 1 2 8 2 3 9 43
Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era 0 0 1 3 1 2 10 36
European Inflation and the Spanish Stock Market 0 0 0 5 0 3 5 19
Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case 0 0 2 50 0 0 15 235
Extension of the Fama and French model: A study of the largest European financial institutions 0 0 3 25 1 6 31 89
FINANCIAL ANALYSIS OF THE MAIN HOTEL CHAINS OF THE SPANISH TOURISM SECTOR 0 0 0 77 0 3 6 287
FOREIGN DIRECT INVESTMENT BY SPAIN IN LATIN AMERICA: BRAZIL, ARGENTINA AND MEXICO 0 0 2 102 0 0 14 355
Flow-through capability: The Spanish case 0 0 0 0 0 0 5 9
Inflation news and stock returns: market direction and flow-through ability 0 0 0 16 0 4 12 94
Interest Rate Risk Analysis with Multifactor Model: The US case 0 0 0 23 1 2 7 107
Interest Rate Sensitivity of Spanish Companies. An Extension of the Fama-French Five-Factor Model 0 0 0 26 0 1 5 101
Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach 0 0 0 8 1 3 5 53
Interest rate exposure of European insurers 0 0 0 2 0 2 5 19
MACROECONOMIC VARIABLES AND STOCK MARKETS: AN INTERNATIONAL STUDY 0 1 7 162 0 6 30 451
Main driving factors of the interest rate-stock market Granger causality 0 1 2 59 1 8 20 209
Non-Linear Interdependencies between International Stock Markets: The Polish and Spanish Case 0 0 0 1 1 6 13 22
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 1 6 30
Oil price shocks and the return and volatility spillover between industrial and precious metals 0 1 4 11 0 11 29 84
Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic 0 1 1 5 2 8 24 35
Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets 0 0 0 17 0 5 16 144
Sensibilidad de los rendimientos sectoriales a tipos de interés reales e inflación 0 0 0 29 0 0 7 439
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 10 178
Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis 0 0 1 6 0 3 15 30
Stock interest rate risk and inflation shocks 1 1 2 34 1 1 11 137
THE EFFECT OF BANK RESTRUCTURING ON THE ISSUANCE OF PREFERRED SHARES IN SPAIN 0 0 0 14 2 2 4 43
THE FINANCIAL CRISIS IMPACT: AN INDUSTRY LEVEL ANALYSIS OF THE US STOCK MARKET GONZÁLEZ 0 0 2 47 2 8 26 234
THE US STOCK MARKET AT SECTOR LEVEL: INFLATION NEWS, 1990-2013 0 0 1 40 3 8 24 154
Term structure of volatilities and yield curve estimation methodology 0 0 1 21 0 3 11 96
Testing extensions of Fama & French models: A quantile regression approach 1 2 5 33 2 8 20 139
The Fisher Effect in the Spanish Case: A Preliminary Study 0 0 0 6 0 5 7 20
The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016 0 0 0 37 1 6 15 158
The Relevance of the Market and News Direction When Analyzing the Inflation News Impact on the US Stock Market 0 0 0 7 0 4 10 44
The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies 0 0 0 3 1 4 17 38
The impact of international factors on Spanish company returns: a quantile regression approach 0 0 0 5 0 1 6 52
Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices 2 3 7 67 4 17 59 342
Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? 0 0 1 32 0 3 16 138
US stock market sensitivity to interest and inflation rates: a quantile regression approach 0 0 6 95 0 7 31 217
Volatility Timing: Pricing Barrier Options on DAX XETRA Index 0 0 0 0 0 5 15 21
Yield curve data choice and potential moral hazard: An empirical exercise on pricing callable bonds 0 0 0 3 3 6 20 32
Yield curves from different bond data sets 0 0 0 26 1 4 12 71
Total Journal Articles 5 14 66 1,370 35 200 726 5,771

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Statistics updated 2026-06-04