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 2 4 17 116
Total Working Papers 0 0 2 6 2 4 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 1 10 21 231
Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness 1 2 5 22 4 5 15 60
Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis 0 0 1 14 2 5 18 66
Bitcoin and gold price returns: A quantile regression and NARDL analysis 0 1 8 100 9 13 52 353
Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic 0 0 1 11 1 4 16 51
Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states 0 0 1 7 1 1 7 41
Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era 0 0 1 3 0 1 9 35
European Inflation and the Spanish Stock Market 0 0 0 5 3 3 5 19
Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case 0 1 2 50 0 2 15 235
Extension of the Fama and French model: A study of the largest European financial institutions 0 1 5 25 3 8 34 88
FINANCIAL ANALYSIS OF THE MAIN HOTEL CHAINS OF THE SPANISH TOURISM SECTOR 0 0 0 77 2 4 6 287
FOREIGN DIRECT INVESTMENT BY SPAIN IN LATIN AMERICA: BRAZIL, ARGENTINA AND MEXICO 0 0 2 102 0 1 14 355
Flow-through capability: The Spanish case 0 0 0 0 0 1 5 9
Inflation news and stock returns: market direction and flow-through ability 0 0 0 16 4 4 12 94
Interest Rate Risk Analysis with Multifactor Model: The US case 0 0 0 23 1 2 8 106
Interest Rate Sensitivity of Spanish Companies. An Extension of the Fama-French Five-Factor Model 0 0 0 26 1 1 5 101
Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach 0 0 0 8 2 2 4 52
Interest rate exposure of European insurers 0 0 0 2 1 2 5 19
MACROECONOMIC VARIABLES AND STOCK MARKETS: AN INTERNATIONAL STUDY 0 2 9 162 4 8 38 451
Main driving factors of the interest rate-stock market Granger causality 0 2 3 59 4 10 20 208
Non-Linear Interdependencies between International Stock Markets: The Polish and Spanish Case 0 0 0 1 5 8 12 21
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 3 6 30
Oil price shocks and the return and volatility spillover between industrial and precious metals 1 1 4 11 7 12 29 84
Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic 0 1 1 5 3 8 22 33
Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets 0 0 0 17 3 6 16 144
Sensibilidad de los rendimientos sectoriales a tipos de interés reales e inflación 0 0 0 29 0 1 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 2 2 10 178
Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis 0 0 1 6 3 5 15 30
Stock interest rate risk and inflation shocks 0 0 1 33 0 1 10 136
THE EFFECT OF BANK RESTRUCTURING ON THE ISSUANCE OF PREFERRED SHARES IN SPAIN 0 0 0 14 0 0 2 41
THE FINANCIAL CRISIS IMPACT: AN INDUSTRY LEVEL ANALYSIS OF THE US STOCK MARKET GONZÁLEZ 0 0 2 47 6 7 24 232
THE US STOCK MARKET AT SECTOR LEVEL: INFLATION NEWS, 1990-2013 0 1 2 40 3 12 22 151
Term structure of volatilities and yield curve estimation methodology 0 1 1 21 3 4 11 96
Testing extensions of Fama & French models: A quantile regression approach 0 1 4 32 1 6 18 137
The Fisher Effect in the Spanish Case: A Preliminary Study 0 0 0 6 4 5 7 20
The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016 0 0 0 37 3 8 14 157
The Relevance of the Market and News Direction When Analyzing the Inflation News Impact on the US Stock Market 0 0 0 7 3 5 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 2 5 17 37
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 1 2 7 65 8 18 57 338
Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? 0 1 1 32 3 6 16 138
US stock market sensitivity to interest and inflation rates: a quantile regression approach 0 1 6 95 6 8 31 217
Volatility Timing: Pricing Barrier Options on DAX XETRA Index 0 0 0 0 3 6 15 21
Yield curve data choice and potential moral hazard: An empirical exercise on pricing callable bonds 0 0 0 3 3 4 17 29
Yield curves from different bond data sets 0 0 1 26 2 5 12 70
Total Journal Articles 3 19 70 1,365 117 233 715 5,736

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Statistics updated 2026-05-06