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 5 2 2 6 102
Total Working Papers 0 0 2 5 2 2 6 102

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 3 3 12 215
Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness 0 1 8 19 0 5 17 51
Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis 0 0 0 13 1 2 4 51
Bitcoin and gold price returns: A quantile regression and NARDL analysis 0 3 11 96 0 6 25 313
Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic 1 1 1 11 4 4 7 40
Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states 0 1 1 7 1 3 5 39
Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era 0 0 0 2 2 2 4 28
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 1 1 2 49 3 3 5 223
Extension of the Fama and French model: A study of the largest European financial institutions 1 1 6 23 5 6 17 66
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 1 1 3 101 3 3 6 344
Flow-through capability: The Spanish case 0 0 0 0 0 0 3 6
Inflation news and stock returns: market direction and flow-through ability 0 0 0 16 1 1 2 83
Interest Rate Risk Analysis with Multifactor Model: The US case 0 0 1 23 1 3 9 103
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 1 3 15
MACROECONOMIC VARIABLES AND STOCK MARKETS: AN INTERNATIONAL STUDY 1 2 12 158 2 7 43 432
Main driving factors of the interest rate-stock market Granger causality 0 0 4 57 0 2 13 191
Non-Linear Interdependencies between International Stock Markets: The Polish and Spanish Case 0 0 0 1 0 1 1 10
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 1 1 4 9 3 5 11 61
Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic 0 0 1 4 2 5 7 16
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 1 2 5 170
Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis 0 0 2 6 1 1 3 17
Stock interest rate risk and inflation shocks 1 1 1 33 1 2 6 128
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 0 2 47 0 2 10 214
THE US STOCK MARKET AT SECTOR LEVEL: INFLATION NEWS, 1990-2013 0 0 1 39 1 1 5 131
Term structure of volatilities and yield curve estimation methodology 0 0 0 20 0 0 0 85
Testing extensions of Fama & French models: A quantile regression approach 1 1 2 29 1 1 9 121
The Fisher Effect in the Spanish Case: A Preliminary Study 0 0 0 6 0 0 1 14
The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016 0 0 0 37 1 2 3 145
The Relevance of the Market and News Direction When Analyzing the Inflation News Impact on the US Stock Market 0 0 0 7 1 3 4 37
The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies 0 0 1 3 0 2 6 23
The impact of international factors on Spanish company returns: a quantile regression approach 0 0 0 5 0 2 3 48
Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices 1 1 4 61 5 8 26 294
Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? 0 0 2 31 1 2 6 124
US stock market sensitivity to interest and inflation rates: a quantile regression approach 0 1 7 92 0 3 10 192
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 3 3 6 16
Yield curves from different bond data sets 0 0 2 26 0 1 7 62
Total Journal Articles 9 16 85 1,329 47 97 319 5,176

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08