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 1 2 2,452
Detecting Unbalanced Regressions Using the Durbin-Watson Test 0 0 0 0 2 2 3 3,714
Do global factors impact BRICS stock markets? A quantile regression approach 0 0 0 134 2 4 5 452
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 1 7 0 0 1 53
Efficiency, Solvency, and Size of Banking Firms 0 0 0 0 0 0 1 1,035
Exchange rates and the global transmission of equity market shocks 0 0 0 22 0 0 0 44
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 38 0 0 0 127
Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach 1 1 1 28 1 2 8 117
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 43 0 1 6 19
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 1 47 0 0 2 8
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 12 0 2 4 14
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 0 49 0 0 0 21
Managerial Reputation and Bad Acquisitions: A Note 0 0 0 0 0 0 0 999
Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships 0 0 0 4 0 0 0 28
Near observational equivalence and fractionally integrated processes 0 0 0 0 0 0 0 11
On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions 0 0 0 0 0 0 0 1,136
The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries 0 0 0 97 0 0 0 255
The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries 0 0 0 3 0 1 1 42
The Switch from Continuous to Call Auction Trading in Response to a Large Intraday Price Movement 0 0 0 1 0 0 0 30
The impact of climate transition risks on financial stability. A systemic risk approach 2 4 19 86 2 4 43 167
Total Working Papers 3 5 22 571 7 17 76 10,724


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 0 1 56
A note on efficiency and solvency in banking 0 0 0 31 0 0 0 109
A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector 1 1 1 66 1 2 6 193
A wavelet decomposition approach to crude oil price and exchange rate dependence 1 1 2 110 1 1 8 345
An analysis of dependence between Central and Eastern European stock markets 0 0 0 15 0 0 0 70
Are China’s new energy stock prices driven by new energy policies? 0 0 1 15 0 0 4 77
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? 0 0 0 35 0 1 5 126
Are investors aware of climate-related transition risks? Evidence from mutual fund flows 0 0 5 18 0 0 12 63
Bank solvency evaluation with a Markov model 0 0 0 120 0 0 0 571
Can gold hedge and preserve value when the US dollar depreciates? 0 0 3 50 0 0 7 579
Climate transition risk, profitability and stock prices 0 0 2 9 1 2 8 27
Competition and R&D in retail banking under expense preference behaviour 0 0 0 116 1 2 2 442
Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets 0 0 0 3 1 4 10 21
Dependence and risk management in oil and stock markets. A wavelet-copula analysis 0 0 0 40 0 0 1 97
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 0 0 34 0 1 3 195
Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach 0 0 1 12 0 0 4 45
Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach 1 1 2 63 2 4 14 209
Do food and oil prices co-move? 0 0 2 106 0 1 7 304
Do global factors impact BRICS stock markets? A quantile regression approach 2 4 16 117 3 8 36 494
Do green bonds de-risk investment in low-carbon stocks? 0 1 5 21 1 5 14 53
Do investors pay a premium for going green? Evidence from alternative energy mutual funds 0 1 1 75 0 2 6 253
Does Sustainability Score Impact Mutual Fund Performance? 0 0 1 35 0 0 2 177
Does length of hospital stay reflect power-law behavior? A q-Weibull density approach 0 0 0 4 0 0 0 11
Downside and upside risk spillovers between exchange rates and stock prices 0 0 2 105 0 1 10 391
Downside risks in EU carbon and fossil fuel markets 0 0 0 16 2 2 3 63
Downside/upside price spillovers between precious metals: A vine copula approach 0 0 0 26 0 0 1 112
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 0 0 2 33 0 0 5 164
Dynamic spillovers and network structure among commodity, currency, and stock markets 0 0 1 9 0 0 3 28
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 1 11 0 0 3 73
Environmental, Social, and Governance Information Disclosure and Intellectual Capital Efficiency in Jordanian Listed Firms 0 0 2 10 1 2 5 27
Exchange rates and the global transmission of equity market shocks 0 0 0 1 1 3 4 9
Forecasting Performance of Nonlinear Models for Intraday Stock Returns 0 0 0 0 1 1 6 168
Forecasting emergency department arrivals using INGARCH models 0 0 0 0 0 0 0 0
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 2 0 1 1 48
Gold and exchange rates: Downside risk and hedging at different investment horizons 0 0 1 28 1 2 5 119
Green bond and financial markets: Co-movement, diversification and price spillover effects 5 10 49 497 13 44 183 1,401
How Are Unemployed Individuals with Obesity Affected by an Economic Crisis? 0 0 0 1 0 0 0 30
How do crude oil prices co-move?: A copula approach 0 0 4 184 1 1 11 525
How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis 0 0 0 17 1 2 3 94
How is the market reaction to stock splits? 1 1 1 131 1 1 1 391
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices 0 0 0 6 1 1 1 40
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 0 0 0 1 5 5
Is gold a hedge or safe haven against oil price movements? 0 0 3 148 2 4 23 496
Is gold a safe haven or a hedge for the US dollar? Implications for risk management 1 3 14 342 1 9 50 982
Is there dependence and systemic risk between oil and renewable energy stock prices? 1 1 5 115 1 3 16 364
Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects 0 0 2 4 0 2 6 13
Modeling EU allowances and oil market interdependence. Implications for portfolio management 0 0 0 24 1 2 3 179
Modelling oil price and exchange rate co-movements 1 2 8 232 2 4 13 672
Near Observational Equivalence and Fractionally Integrated Processes 0 0 0 0 0 0 0 3
Network connectedness of green bonds and asset classes 2 3 19 101 3 8 41 301
Nonlinear effects of oil shocks on stock returns: a Markov-switching approach 0 1 1 37 0 2 6 112
Nonlinearity in Forecasting of High-Frequency Stock Returns 1 1 1 75 1 1 3 182
Obesity: A major problem for Spanish minors 0 0 1 10 0 0 2 45
Oil and US dollar exchange rate dependence: A detrended cross-correlation approach 0 0 1 123 1 1 6 404
Oil price dynamics and market-based inflation expectations 0 0 2 52 0 0 11 153
On cocaine consumption: Some lessons from Spain 0 0 0 11 0 0 0 62
Power-law behaviour in time durations between extreme returns 0 0 0 4 0 0 0 21
Price connectedness between green bond and financial markets 0 3 18 142 3 11 82 464
Price spillovers between rare earth stocks and financial markets 0 0 1 10 0 0 1 41
Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic 0 0 0 6 1 1 4 34
Quantile causality and dependence between crude oil and precious metal prices 0 1 2 3 1 2 5 16
Quantile causality between gold commodity and gold stock prices 0 0 0 19 0 0 3 78
Quantile dependence of oil price movements and stock returns 0 0 1 88 0 0 4 307
Renewable energy contribution to the energy supply: Is there convergence across countries? 1 1 2 21 1 1 3 69
Switching connectedness between real estate investment trusts, oil, and gold markets 0 0 0 0 0 0 2 8
Systemic risk effects of climate transition on financial stability 0 1 1 1 1 4 4 4
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 0 2 8 250 1 7 23 689
Tail risks of energy transition metal prices for commodity prices 0 1 1 1 2 3 7 7
The Relative Price of Non-traded Goods under Imperfect Competition 0 0 0 4 0 0 0 26
The impact of Twitter sentiment on renewable energy stocks 0 0 4 71 0 2 7 231
The impact of downward/upward oil price movements on metal prices 0 0 0 17 0 0 4 84
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 1 2 8 55 1 4 25 166
The impact of uncertainty shocks on energy transition metal prices 0 0 0 0 1 1 4 4
The performance of precious-metal mutual funds: Does uncertainty matter? 0 0 0 7 0 0 1 81
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 0 10 0 1 3 67
US dollar exchange rate and food price dependence: Implications for portfolio risk management 0 0 0 14 0 0 0 76
Volatility spillovers between the oil market and the European Union carbon emission market 1 1 1 23 1 2 4 131
Wavelet-based evidence of the impact of oil prices on stock returns 0 0 0 85 0 1 5 316
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 1 1 9 98 3 6 29 299
Total Journal Articles 21 44 218 4,391 62 177 800 15,392
2 registered items for which data could not be found


Statistics updated 2025-03-03