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 1 2 6 1 11 15 113
Total Working Papers 0 1 2 6 1 11 15 113

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 0 60 8 13 21 229
Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness 0 1 4 20 0 3 13 55
Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis 0 0 1 14 1 9 14 62
Bitcoin and gold price returns: A quantile regression and NARDL analysis 1 1 12 100 3 24 48 343
Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic 0 0 1 11 1 7 13 48
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 6 40
Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era 0 1 1 3 0 6 9 34
European Inflation and the Spanish Stock Market 0 0 0 5 0 2 2 16
Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case 1 1 3 50 2 7 16 235
Extension of the Fama and French model: A study of the largest European financial institutions 1 1 7 25 3 11 31 83
FINANCIAL ANALYSIS OF THE MAIN HOTEL CHAINS OF THE SPANISH TOURISM SECTOR 0 0 0 77 1 3 4 284
FOREIGN DIRECT INVESTMENT BY SPAIN IN LATIN AMERICA: BRAZIL, ARGENTINA AND MEXICO 0 1 3 102 1 9 16 355
Flow-through capability: The Spanish case 0 0 0 0 1 3 6 9
Inflation news and stock returns: market direction and flow-through ability 0 0 0 16 0 7 8 90
Interest Rate Risk Analysis with Multifactor Model: The US case 0 0 0 23 1 1 8 105
Interest Rate Sensitivity of Spanish Companies. An Extension of the Fama-French Five-Factor Model 0 0 0 26 0 3 4 100
Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach 0 0 0 8 0 2 2 50
Interest rate exposure of European insurers 0 0 0 2 0 2 3 17
MACROECONOMIC VARIABLES AND STOCK MARKETS: AN INTERNATIONAL STUDY 1 2 12 161 2 11 45 445
Main driving factors of the interest rate-stock market Granger causality 1 1 3 58 3 9 19 201
Non-Linear Interdependencies between International Stock Markets: The Polish and Spanish Case 0 0 0 1 3 5 7 16
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 2 5 5 29
Oil price shocks and the return and volatility spillover between industrial and precious metals 0 0 4 10 1 7 20 73
Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic 0 0 1 4 2 9 18 27
Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets 0 0 0 17 1 10 11 139
Sensibilidad de los rendimientos sectoriales a tipos de interés reales e inflación 0 0 0 29 1 7 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 1 52 0 6 9 176
Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis 0 0 1 6 2 9 12 27
Stock interest rate risk and inflation shocks 0 0 1 33 1 7 12 136
THE EFFECT OF BANK RESTRUCTURING ON THE ISSUANCE OF PREFERRED SHARES IN SPAIN 0 0 1 14 0 1 4 41
THE FINANCIAL CRISIS IMPACT: AN INDUSTRY LEVEL ANALYSIS OF THE US STOCK MARKET GONZÁLEZ 0 0 2 47 1 8 20 226
THE US STOCK MARKET AT SECTOR LEVEL: INFLATION NEWS, 1990-2013 1 1 2 40 7 13 18 146
Term structure of volatilities and yield curve estimation methodology 1 1 1 21 1 8 8 93
Testing extensions of Fama & French models: A quantile regression approach 0 0 3 31 0 7 14 131
The Fisher Effect in the Spanish Case: A Preliminary Study 0 0 0 6 0 1 2 15
The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016 0 0 0 37 3 6 10 152
The Relevance of the Market and News Direction When Analyzing the Inflation News Impact on the US Stock Market 0 0 0 7 1 2 6 40
The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies 0 0 1 3 2 6 16 34
The impact of international factors on Spanish company returns: a quantile regression approach 0 0 0 5 0 2 5 51
Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices 1 2 7 64 5 22 51 325
Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? 1 1 1 32 3 11 13 135
US stock market sensitivity to interest and inflation rates: a quantile regression approach 1 2 8 95 1 15 26 210
Volatility Timing: Pricing Barrier Options on DAX XETRA Index 0 0 0 0 1 10 10 16
Yield curve data choice and potential moral hazard: An empirical exercise on pricing callable bonds 0 0 1 3 1 9 16 26
Yield curves from different bond data sets 0 0 1 26 2 4 9 67
Total Journal Articles 10 16 84 1,356 68 323 617 5,571

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Statistics updated 2026-03-04