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 6 0 0 16 116
Total Working Papers 0 0 1 6 0 0 16 116

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 0 1 61 1 1 20 232
Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness 0 0 4 22 1 3 17 63
Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis 0 0 1 14 1 3 20 69
Bitcoin and gold price returns: A quantile regression and NARDL analysis 1 1 8 101 7 10 56 363
Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic 0 0 1 11 0 2 17 53
Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states 0 2 3 9 0 3 8 44
Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era 0 1 2 4 1 3 12 38
European Inflation and the Spanish Stock Market 0 0 0 5 0 0 5 19
Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case 0 0 2 50 0 1 16 236
Extension of the Fama and French model: A study of the largest European financial institutions 0 0 3 25 1 2 30 90
FINANCIAL ANALYSIS OF THE MAIN HOTEL CHAINS OF THE SPANISH TOURISM SECTOR 0 0 0 77 0 0 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 1 1 4 10
Inflation news and stock returns: market direction and flow-through ability 0 0 0 16 0 0 12 94
Interest Rate Risk Analysis with Multifactor Model: The US case 1 1 1 24 1 2 8 108
Interest Rate Sensitivity of Spanish Companies. An Extension of the Fama-French Five-Factor Model 0 0 0 26 2 2 7 103
Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach 0 0 0 8 2 3 7 55
Interest rate exposure of European insurers 0 0 0 2 0 0 5 19
MACROECONOMIC VARIABLES AND STOCK MARKETS: AN INTERNATIONAL STUDY 0 0 6 162 0 0 26 451
Main driving factors of the interest rate-stock market Granger causality 0 1 3 60 1 3 22 211
Non-Linear Interdependencies between International Stock Markets: The Polish and Spanish Case 0 0 0 1 1 3 15 24
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 6 30
Oil price shocks and the return and volatility spillover between industrial and precious metals 0 0 3 11 0 1 29 85
Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic 0 0 1 5 1 3 25 36
Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets 0 0 0 17 1 1 17 145
Sensibilidad de los rendimientos sectoriales a tipos de interés reales e inflación 0 0 0 29 2 2 9 441
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 1 11 179
Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis 0 0 0 6 2 2 16 32
Stock interest rate risk and inflation shocks 0 1 2 34 1 2 12 138
THE EFFECT OF BANK RESTRUCTURING ON THE ISSUANCE OF PREFERRED SHARES IN SPAIN 0 0 0 14 1 3 5 44
THE FINANCIAL CRISIS IMPACT: AN INDUSTRY LEVEL ANALYSIS OF THE US STOCK MARKET GONZÁLEZ 0 0 0 47 1 3 23 235
THE US STOCK MARKET AT SECTOR LEVEL: INFLATION NEWS, 1990-2013 0 0 1 40 1 4 25 155
Term structure of volatilities and yield curve estimation methodology 0 0 1 21 0 1 12 97
Testing extensions of Fama & French models: A quantile regression approach 0 1 5 33 0 3 20 140
The Fisher Effect in the Spanish Case: A Preliminary Study 0 0 0 6 0 0 6 20
The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016 0 0 0 37 2 3 17 160
The Relevance of the Market and News Direction When Analyzing the Inflation News Impact on the US Stock Market 0 0 0 7 0 0 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 0 1 17 38
The impact of international factors on Spanish company returns: a quantile regression approach 0 0 0 5 0 0 6 52
Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices 1 4 9 69 1 11 63 349
Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? 0 0 1 32 2 2 18 140
US stock market sensitivity to interest and inflation rates: a quantile regression approach 0 0 4 95 0 1 29 218
Volatility Timing: Pricing Barrier Options on DAX XETRA Index 0 0 0 0 0 0 15 21
Yield curve data choice and potential moral hazard: An empirical exercise on pricing callable bonds 0 0 0 3 0 3 19 32
Yield curves from different bond data sets 0 0 0 26 0 2 11 72
Total Journal Articles 3 12 64 1,377 35 91 748 5,827

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Statistics updated 2026-08-07