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 5 3 5 7 105
Total Working Papers 0 0 1 5 3 5 7 105

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 7 13 219
Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness 1 1 7 20 2 3 16 54
Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis 0 1 1 14 2 5 8 55
Bitcoin and gold price returns: A quantile regression and NARDL analysis 0 3 12 99 10 16 38 329
Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic 0 1 1 11 5 10 12 46
Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states 0 0 1 7 0 1 5 39
Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era 1 1 1 3 2 4 6 30
European Inflation and the Spanish Stock Market 0 0 1 5 1 1 4 15
Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case 0 1 2 49 0 8 10 228
Extension of the Fama and French model: A study of the largest European financial institutions 0 2 6 24 2 13 23 74
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 2 3 102 7 12 14 353
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 2 2 84
Interest Rate Risk Analysis with Multifactor Model: The US case 0 0 1 23 0 2 8 104
Interest Rate Sensitivity of Spanish Companies. An Extension of the Fama-French Five-Factor Model 0 0 0 26 0 1 4 97
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 1 1 4 16
MACROECONOMIC VARIABLES AND STOCK MARKETS: AN INTERNATIONAL STUDY 1 3 12 160 3 7 44 437
Main driving factors of the interest rate-stock market Granger causality 0 0 4 57 2 3 15 194
Non-Linear Interdependencies between International Stock Markets: The Polish and Spanish Case 0 0 0 1 0 1 2 11
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 2 4 10 3 11 18 69
Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic 0 0 1 4 3 7 12 21
Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets 0 0 1 17 4 5 6 133
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 6 171
Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis 0 0 2 6 3 5 7 21
Stock interest rate risk and inflation shocks 0 1 1 33 1 3 6 130
THE EFFECT OF BANK RESTRUCTURING ON THE ISSUANCE OF PREFERRED SHARES IN SPAIN 0 0 1 14 0 1 3 40
THE FINANCIAL CRISIS IMPACT: AN INDUSTRY LEVEL ANALYSIS OF THE US STOCK MARKET GONZÁLEZ 0 0 2 47 1 5 14 219
THE US STOCK MARKET AT SECTOR LEVEL: INFLATION NEWS, 1990-2013 0 0 1 39 1 4 8 134
Term structure of volatilities and yield curve estimation methodology 0 0 0 20 4 4 4 89
Testing extensions of Fama & French models: A quantile regression approach 0 3 4 31 2 6 12 126
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 3 5 147
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 6 39
The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies 0 0 1 3 1 6 11 29
The impact of international factors on Spanish company returns: a quantile regression approach 0 0 0 5 0 1 4 49
Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices 0 2 5 62 4 18 37 307
Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? 0 0 0 31 4 5 7 128
US stock market sensitivity to interest and inflation rates: a quantile regression approach 0 1 7 93 3 6 15 198
Volatility Timing: Pricing Barrier Options on DAX XETRA Index 0 0 0 0 2 2 3 8
Yield curve data choice and potential moral hazard: An empirical exercise on pricing callable bonds 0 0 1 3 3 7 10 20
Yield curves from different bond data sets 0 0 1 26 0 1 7 63
Total Journal Articles 4 24 87 1,344 83 202 437 5,331

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Statistics updated 2026-01-09