Access Statistics for Juan Carlos Reboredo

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
A Markov Model for Risk Evaluation in Banking 0 0 0 0 0 3 6 2,458
Detecting Unbalanced Regressions Using the Durbin-Watson Test 0 0 0 0 2 8 13 3,727
Do global factors impact BRICS stock markets? A quantile regression approach 0 0 1 135 0 3 11 464
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 1 8 0 5 14 68
Efficiency, Solvency, and Size of Banking Firms 0 0 0 0 0 2 4 1,039
Exchange rates and the global transmission of equity market shocks 1 1 1 23 1 3 16 60
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 38 0 2 10 137
Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach 0 0 0 30 1 10 26 148
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 47 0 4 13 22
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 1 1 14 2 7 17 33
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 43 0 2 14 33
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 1 50 0 3 19 40
Managerial Reputation and Bad Acquisitions: A Note 0 0 0 0 0 1 4 1,003
Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships 0 0 0 4 0 2 8 36
Near observational equivalence and fractionally integrated processes 0 0 0 0 0 5 10 21
On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions 0 0 0 0 0 0 3 1,140
The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries 0 0 0 97 1 3 16 271
The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries 0 1 1 4 0 5 14 56
The Switch from Continuous to Call Auction Trading in Response to a Large Intraday Price Movement 0 0 0 1 0 2 4 34
The impact of climate transition risks on financial stability. A systemic risk approach 1 2 10 97 3 7 28 203
Total Working Papers 2 5 16 591 10 77 250 10,993


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A conditional dependence approach to CO2-energy price relationships 0 0 0 16 0 1 8 64
A note on efficiency and solvency in banking 0 0 0 31 0 2 9 118
A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector 0 0 1 67 3 5 17 212
A wavelet decomposition approach to crude oil price and exchange rate dependence 0 0 1 111 0 4 12 359
An analysis of dependence between Central and Eastern European stock markets 0 0 0 15 0 6 19 89
Are China’s new energy stock prices driven by new energy policies? 0 0 0 15 1 4 19 96
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? 0 1 2 38 0 4 15 144
Are investors aware of climate-related transition risks? Evidence from mutual fund flows 0 2 4 22 0 5 23 86
Bank solvency evaluation with a Markov model 0 0 0 120 0 3 9 580
Can gold hedge and preserve value when the US dollar depreciates? 0 2 3 54 4 27 62 643
Climate transition risk, profitability and stock prices 1 2 7 17 3 15 47 79
Competition and R&D in retail banking under expense preference behaviour 0 0 0 116 0 2 11 455
Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets 1 2 3 6 2 9 23 46
Dependence and risk management in oil and stock markets. A wavelet-copula analysis 0 0 0 40 0 6 9 108
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 0 0 34 0 2 6 201
Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach 0 1 4 17 0 8 19 68
Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach 0 0 3 67 0 1 15 229
Do food and oil prices co-move? 0 0 0 107 1 6 15 323
Do global factors impact BRICS stock markets? A quantile regression approach 0 0 12 137 2 7 40 554
Do green bonds de-risk investment in low-carbon stocks? 0 0 4 26 1 6 18 75
Do investors pay a premium for going green? Evidence from alternative energy mutual funds 0 0 0 75 1 4 14 267
Does Sustainability Score Impact Mutual Fund Performance? 0 0 0 35 2 4 12 189
Does length of hospital stay reflect power-law behavior? A q-Weibull density approach 0 0 0 4 0 0 7 18
Downside and upside risk spillovers between exchange rates and stock prices 0 2 5 111 1 17 36 429
Downside risks in EU carbon and fossil fuel markets 0 0 0 16 0 3 8 71
Downside/upside price spillovers between precious metals: A vine copula approach 0 0 0 26 0 2 5 118
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 0 0 2 36 1 9 29 195
Dynamic spillovers and network structure among commodity, currency, and stock markets 0 1 1 10 2 4 17 45
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 0 11 0 4 14 90
Environmental, Social, and Governance Information Disclosure and Intellectual Capital Efficiency in Jordanian Listed Firms 0 0 0 10 0 6 12 41
Exchange rates and the global transmission of equity market shocks 0 0 1 2 0 0 14 24
Forecasting Performance of Nonlinear Models for Intraday Stock Returns 0 0 0 0 0 2 7 175
Forecasting emergency department arrivals using INGARCH models 0 0 0 0 0 0 10 10
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 2 1 4 16 65
Gold and exchange rates: Downside risk and hedging at different investment horizons 0 4 7 36 0 11 28 149
Green bond and financial markets: Co-movement, diversification and price spillover effects 4 10 28 540 7 39 125 1,574
How Are Unemployed Individuals with Obesity Affected by an Economic Crisis? 0 0 1 2 0 2 15 45
How do crude oil prices co-move?: A copula approach 0 1 6 191 2 6 23 550
How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis 0 0 0 17 0 2 16 110
How is the market reaction to stock splits? 0 0 0 132 0 4 7 399
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices 0 0 0 6 0 1 10 51
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 1 2 1 8 23 30
Is gold a hedge or safe haven against oil price movements? 1 8 23 173 5 21 86 592
Is gold a safe haven or a hedge for the US dollar? Implications for risk management 7 21 58 413 19 52 188 1,203
Is there dependence and systemic risk between oil and renewable energy stock prices? 0 4 13 128 4 12 45 409
Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects 0 0 0 4 0 8 14 27
Modeling EU allowances and oil market interdependence. Implications for portfolio management 0 0 2 26 0 0 8 188
Modelling oil price and exchange rate co-movements 0 2 9 243 5 13 48 728
Near Observational Equivalence and Fractionally Integrated Processes 0 0 0 0 0 3 11 14
Network connectedness of green bonds and asset classes 0 0 9 114 0 7 59 370
Nonlinear effects of oil shocks on stock returns: a Markov-switching approach 0 0 1 39 1 5 13 129
Nonlinearity in Forecasting of High-Frequency Stock Returns 1 1 2 77 1 4 10 194
Obesity: A major problem for Spanish minors 0 0 0 10 0 4 8 54
Oil and US dollar exchange rate dependence: A detrended cross-correlation approach 0 0 0 123 3 10 19 423
Oil price dynamics and market-based inflation expectations 0 0 1 54 1 6 16 171
On cocaine consumption: Some lessons from Spain 0 0 0 11 0 2 6 68
Power-law behaviour in time durations between extreme returns 0 0 0 4 0 1 8 29
Price connectedness between green bond and financial markets 2 6 23 167 9 20 75 551
Price spillovers between rare earth stocks and financial markets 0 0 3 13 1 6 27 69
Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic 0 0 1 7 0 4 17 51
Quantile causality and dependence between crude oil and precious metal prices 0 0 2 5 0 1 14 30
Quantile causality between gold commodity and gold stock prices 0 0 1 20 1 4 20 98
Quantile dependence of oil price movements and stock returns 1 1 5 94 2 7 37 350
Renewable energy contribution to the energy supply: Is there convergence across countries? 0 0 0 21 0 1 9 81
Switching connectedness between real estate investment trusts, oil, and gold markets 0 0 2 2 0 3 17 26
Systemic risk effects of climate transition on financial stability 1 2 5 7 2 12 47 54
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 0 2 9 261 3 10 40 734
Tail risks of energy transition metal prices for commodity prices 0 0 0 1 0 7 18 25
The Relative Price of Non-traded Goods under Imperfect Competition 0 0 0 4 0 2 4 32
The impact of Twitter sentiment on renewable energy stocks 1 1 3 74 2 12 30 263
The impact of downward/upward oil price movements on metal prices 0 0 0 17 0 1 6 90
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 0 1 3 62 0 8 25 201
The impact of uncertainty shocks on energy transition metal prices 1 1 4 4 1 5 30 39
The performance of precious-metal mutual funds: Does uncertainty matter? 0 0 0 7 0 2 8 89
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 0 0 0 5 12 12
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 0 10 1 7 15 82
US dollar exchange rate and food price dependence: Implications for portfolio risk management 0 0 1 15 0 7 15 92
Volatility spillovers between the oil market and the European Union carbon emission market 1 2 2 25 1 6 20 154
Wavelet-based evidence of the impact of oil prices on stock returns 0 0 2 89 2 5 23 343
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 0 0 3 106 1 4 28 336
Total Journal Articles 22 80 283 4,750 100 542 1,920 17,575
2 registered items for which data could not be found


Statistics updated 2026-07-10