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 2 2 8 2,460
Detecting Unbalanced Regressions Using the Durbin-Watson Test 0 0 0 0 1 1 14 3,728
Do global factors impact BRICS stock markets? A quantile regression approach 2 3 3 138 2 3 13 467
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 0 8 0 0 12 68
Efficiency, Solvency, and Size of Banking Firms 0 0 0 0 1 2 6 1,041
Exchange rates and the global transmission of equity market shocks 0 0 1 23 1 1 14 61
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 38 1 4 12 141
Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach 0 0 0 30 1 4 28 152
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 47 0 0 13 22
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 43 0 1 13 34
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 1 14 0 0 17 33
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 1 50 0 1 19 41
Managerial Reputation and Bad Acquisitions: A Note 0 0 0 0 1 1 5 1,004
Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships 0 0 0 4 0 0 8 36
Near observational equivalence and fractionally integrated processes 0 0 0 0 1 2 12 23
On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions 0 0 0 0 1 1 4 1,141
The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries 0 0 0 97 0 0 15 271
The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries 0 0 1 4 0 0 12 56
The Switch from Continuous to Call Auction Trading in Response to a Large Intraday Price Movement 0 0 0 1 1 1 5 35
The impact of climate transition risks on financial stability. A systemic risk approach 0 0 7 97 0 1 25 204
Total Working Papers 2 3 14 594 13 25 255 11,018


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 1 1 17 0 3 11 67
A note on efficiency and solvency in banking 0 0 0 31 0 1 7 119
A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector 0 0 1 67 0 3 18 215
A wavelet decomposition approach to crude oil price and exchange rate dependence 0 0 1 111 0 3 11 362
An analysis of dependence between Central and Eastern European stock markets 0 0 0 15 1 1 20 90
Are China’s new energy stock prices driven by new energy policies? 0 0 0 15 1 1 14 97
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? 1 1 2 39 1 3 15 147
Are investors aware of climate-related transition risks? Evidence from mutual fund flows 0 0 3 22 0 0 20 86
Bank solvency evaluation with a Markov model 0 0 0 120 0 0 9 580
Can gold hedge and preserve value when the US dollar depreciates? 1 1 3 55 3 8 62 651
Climate transition risk, profitability and stock prices 1 1 6 18 2 3 44 82
Competition and R&D in retail banking under expense preference behaviour 0 0 0 116 1 3 12 458
Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets 0 0 2 6 0 0 19 46
Dependence and risk management in oil and stock markets. A wavelet-copula analysis 0 0 0 40 1 1 9 109
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 0 0 34 0 0 6 201
Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach 0 0 4 17 0 2 20 70
Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach 0 0 2 67 1 2 16 231
Do food and oil prices co-move? 0 0 0 107 1 1 16 324
Do global factors impact BRICS stock markets? A quantile regression approach 1 1 11 138 3 8 40 562
Do green bonds de-risk investment in low-carbon stocks? 0 0 3 26 1 1 17 76
Do investors pay a premium for going green? Evidence from alternative energy mutual funds 0 0 0 75 1 2 15 269
Does Sustainability Score Impact Mutual Fund Performance? 0 0 0 35 0 1 10 190
Does length of hospital stay reflect power-law behavior? A q-Weibull density approach 0 0 0 4 0 0 6 18
Downside and upside risk spillovers between exchange rates and stock prices 1 3 6 114 3 8 40 437
Downside risks in EU carbon and fossil fuel markets 0 0 0 16 0 0 7 71
Downside/upside price spillovers between precious metals: A vine copula approach 0 0 0 26 0 0 5 118
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 0 0 2 36 3 4 29 199
Dynamic spillovers and network structure among commodity, currency, and stock markets 1 1 2 11 1 3 18 48
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 0 11 0 0 14 90
Environmental, Social, and Governance Information Disclosure and Intellectual Capital Efficiency in Jordanian Listed Firms 0 0 0 10 0 1 13 42
Exchange rates and the global transmission of equity market shocks 0 0 1 2 0 1 12 25
Forecasting Performance of Nonlinear Models for Intraday Stock Returns 0 0 0 0 0 1 7 176
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 0 4 18 69
Gold and exchange rates: Downside risk and hedging at different investment horizons 1 2 8 38 3 6 30 155
Green bond and financial markets: Co-movement, diversification and price spillover effects 3 5 23 545 11 30 128 1,604
How Are Unemployed Individuals with Obesity Affected by an Economic Crisis? 0 0 0 2 0 0 13 45
How do crude oil prices co-move?: A copula approach 0 0 5 191 1 4 24 554
How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis 0 0 0 17 0 0 14 110
How is the market reaction to stock splits? 0 0 0 132 0 1 8 400
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices 0 0 0 6 0 0 10 51
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 1 2 1 4 24 34
Is gold a hedge or safe haven against oil price movements? 0 2 21 175 2 6 80 598
Is gold a safe haven or a hedge for the US dollar? Implications for risk management 1 4 52 417 7 31 192 1,234
Is there dependence and systemic risk between oil and renewable energy stock prices? 1 1 9 129 1 5 39 414
Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects 0 0 0 4 0 0 14 27
Modeling EU allowances and oil market interdependence. Implications for portfolio management 0 0 2 26 1 2 10 190
Modelling oil price and exchange rate co-movements 0 0 9 243 3 4 48 732
Near Observational Equivalence and Fractionally Integrated Processes 0 0 0 0 0 0 10 14
Network connectedness of green bonds and asset classes 1 2 8 116 3 8 57 378
Nonlinear effects of oil shocks on stock returns: a Markov-switching approach 0 0 0 39 0 3 14 132
Nonlinearity in Forecasting of High-Frequency Stock Returns 0 0 2 77 0 2 10 196
Obesity: A major problem for Spanish minors 0 0 0 10 1 2 10 56
Oil and US dollar exchange rate dependence: A detrended cross-correlation approach 0 1 1 124 0 4 21 427
Oil price dynamics and market-based inflation expectations 0 4 5 58 0 5 19 176
On cocaine consumption: Some lessons from Spain 0 0 0 11 0 0 5 68
Power-law behaviour in time durations between extreme returns 0 0 0 4 1 1 9 30
Price connectedness between green bond and financial markets 2 3 21 170 6 16 73 567
Price spillovers between rare earth stocks and financial markets 0 0 3 13 0 2 27 71
Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic 0 0 0 7 1 2 17 53
Quantile causality and dependence between crude oil and precious metal prices 0 0 1 5 1 2 15 32
Quantile causality between gold commodity and gold stock prices 0 0 1 20 0 1 19 99
Quantile dependence of oil price movements and stock returns 0 0 3 94 1 4 37 354
Renewable energy contribution to the energy supply: Is there convergence across countries? 0 0 0 21 1 1 10 82
Switching connectedness between real estate investment trusts, oil, and gold markets 0 0 2 2 0 1 17 27
Systemic risk effects of climate transition on financial stability 0 0 5 7 1 4 46 58
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 0 0 7 261 0 4 33 738
Tail risks of energy transition metal prices for commodity prices 1 1 1 2 1 2 20 27
The Relative Price of Non-traded Goods under Imperfect Competition 0 0 0 4 0 2 6 34
The impact of Twitter sentiment on renewable energy stocks 0 0 2 74 0 0 27 263
The impact of downward/upward oil price movements on metal prices 0 1 1 18 0 1 7 91
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 1 1 3 63 2 2 23 203
The impact of uncertainty shocks on energy transition metal prices 0 0 3 4 1 2 30 41
The performance of precious-metal mutual funds: Does uncertainty matter? 0 0 0 7 0 2 9 91
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 0 10 0 1 16 83
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 0 0 1 2 13 14
US dollar exchange rate and food price dependence: Implications for portfolio risk management 0 0 0 15 0 2 15 94
Volatility spillovers between the oil market and the European Union carbon emission market 0 1 3 26 1 2 19 156
Wavelet-based evidence of the impact of oil prices on stock returns 0 0 2 89 1 2 22 345
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 1 1 3 107 1 1 24 337
Total Journal Articles 18 38 257 4,788 78 245 1,904 17,820
2 registered items for which data could not be found


Statistics updated 2026-10-11