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 1 1 5 2,449
Detecting Unbalanced Regressions Using the Durbin-Watson Test 0 0 0 0 0 0 1 3,704
Do global factors impact BRICS stock markets? A quantile regression approach 0 2 11 122 3 7 43 325
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 0 2 0 1 16 36
Efficiency, Solvency, and Size of Banking Firms 0 0 0 0 1 1 6 1,033
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 1 35 1 4 19 96
Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach 0 0 8 8 1 12 36 36
Managerial Reputation and Bad Acquisitions: A Note 0 0 0 0 0 0 3 995
Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships 0 0 0 0 0 0 2 12
Near observational equivalence and fractionally integrated processes 0 0 0 0 0 0 3 9
On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions 0 0 0 0 1 4 8 1,133
The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries 0 0 1 96 0 0 2 252
The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries 0 0 0 2 0 1 4 38
The Switch from Continuous to Call Auction Trading in Response to a Large Intraday Price Movement 0 0 0 1 1 2 8 29
Total Working Papers 0 2 21 266 9 33 156 10,147

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on efficiency and solvency in banking 0 0 0 31 0 0 2 107
A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector 0 1 4 60 0 3 12 159
A wavelet decomposition approach to crude oil price and exchange rate dependence 0 2 10 90 0 5 29 289
An analysis of dependence between Central and Eastern European stock markets 0 0 1 15 0 0 6 61
Are China’s new energy stock prices driven by new energy policies? 0 0 0 8 0 0 2 55
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? 0 2 9 25 0 4 17 86
Bank solvency evaluation with a Markov model 0 0 1 120 0 0 2 564
Can gold hedge and preserve value when the US dollar depreciates? 0 0 2 39 6 13 51 430
Competition and R&D in retail banking under expense preference behaviour 0 0 0 115 0 1 3 437
Competition, risk taking, and governance structures in retail banking 0 0 1 85 0 0 2 266
Dependence and risk management in oil and stock markets. A wavelet-copula analysis 0 0 0 35 0 2 7 79
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 0 2 31 2 5 20 121
Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach 0 1 4 6 0 2 11 23
Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach 1 2 18 50 4 9 40 153
Do food and oil prices co-move? 0 3 8 83 0 4 37 237
Do global factors impact BRICS stock markets? A quantile regression approach 0 4 10 69 8 19 54 279
Do investors pay a premium for going green? Evidence from alternative energy mutual funds 1 4 21 45 1 10 49 137
Does Sustainability Score Impact Mutual Fund Performance? 0 1 5 12 5 14 51 81
Downside and upside risk spillovers between exchange rates and stock prices 1 1 12 76 3 6 46 278
Downside risks in EU carbon and fossil fuel markets 0 0 1 13 0 0 4 47
Downside/upside price spillovers between precious metals: A vine copula approach 0 1 2 22 0 2 9 95
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 0 0 4 20 1 5 26 116
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 1 5 0 1 12 43
Forecasting Performance of Nonlinear Models for Intraday Stock Returns 0 0 0 0 0 2 12 141
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 1 0 1 7 30
Gold and exchange rates: Downside risk and hedging at different investment horizons 0 0 7 20 0 2 24 92
Green bond and financial markets: Co-movement, diversification and price spillover effects 9 27 112 221 20 53 262 502
How Are Unemployed Individuals with Obesity Affected by an Economic Crisis? 0 1 1 1 3 6 13 13
How do crude oil prices co-move?: A copula approach 0 4 12 159 4 13 42 458
How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis 0 0 2 12 0 0 8 79
How is the market reaction to stock splits? 0 0 1 130 1 1 5 387
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices 0 0 4 4 1 6 15 18
Is gold a hedge or safe haven against oil price movements? 1 3 11 120 1 10 41 393
Is gold a safe haven or a hedge for the US dollar? Implications for risk management 2 7 41 273 9 29 108 768
Is there dependence and systemic risk between oil and renewable energy stock prices? 4 8 17 75 7 24 58 250
Modeling EU allowances and oil market interdependence. Implications for portfolio management 0 0 2 16 0 2 16 151
Modelling oil price and exchange rate co-movements 2 4 18 190 5 12 41 559
Near Observational Equivalence and Fractionally Integrated Processes 0 0 0 0 0 0 0 0
Network connectedness of green bonds and asset classes 0 1 17 17 7 17 71 71
Nonlinear effects of oil shocks on stock returns: a Markov-switching approach 0 0 3 32 0 0 5 95
Nonlinearity in Forecasting of High-Frequency Stock Returns 0 2 3 60 1 3 12 154
Obesity: A major problem for Spanish minors 0 0 2 7 0 0 6 34
Oil and US dollar exchange rate dependence: A detrended cross-correlation approach 0 0 6 97 4 6 28 340
Oil price dynamics and market-based inflation expectations 1 5 16 25 2 6 36 72
On cocaine consumption: Some lessons from Spain 0 0 0 9 0 1 8 53
Power-law behaviour in time durations between extreme returns 0 0 0 3 1 1 8 20
Price connectedness between green bond and financial markets 4 7 15 15 9 20 47 47
Price spillovers between rare earth stocks and financial markets 1 1 1 1 2 4 6 6
Quantile causality between gold commodity and gold stock prices 0 0 2 13 0 0 12 58
Quantile dependence of oil price movements and stock returns 0 2 9 48 1 6 36 190
Renewable energy contribution to the energy supply: Is there convergence across countries? 0 0 2 16 0 3 8 50
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 2 5 25 199 4 13 58 538
The Relative Price of Non-traded Goods under Imperfect Competition 0 0 0 4 0 0 2 25
The impact of Twitter sentiment on renewable energy stocks 0 5 20 34 2 17 62 107
The impact of downward/upward oil price movements on metal prices 0 0 1 16 0 1 11 64
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 0 1 8 24 2 6 21 70
The performance of precious-metal mutual funds: Does uncertainty matter? 0 0 1 2 0 3 20 60
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 0 9 1 2 8 56
US dollar exchange rate and food price dependence: Implications for portfolio risk management 0 0 1 10 0 2 3 62
Volatility spillovers between the oil market and the European Union carbon emission market 0 1 2 18 0 1 8 94
Wavelet-based evidence of the impact of oil prices on stock returns 0 1 5 74 1 3 16 261
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 1 2 7 43 1 5 25 133
Total Journal Articles 30 109 490 3,053 119 386 1,661 10,644

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Statistics updated 2021-01-03