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 0 0 2,450
Detecting Unbalanced Regressions Using the Durbin-Watson Test 0 0 0 0 1 2 6 3,712
Do global factors impact BRICS stock markets? A quantile regression approach 0 0 2 134 0 0 20 447
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 1 6 0 0 3 52
Efficiency, Solvency, and Size of Banking Firms 0 0 0 0 0 0 0 1,034
Exchange rates and the global transmission of equity market shocks 0 0 0 22 0 0 3 44
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 38 0 0 2 127
Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach 0 0 6 27 0 1 14 109
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 5 43 0 1 12 14
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 12 12 0 1 11 11
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 46 0 0 3 6
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 4 49 0 0 11 21
Managerial Reputation and Bad Acquisitions: A Note 0 0 0 0 0 0 1 999
Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships 0 0 0 4 0 0 6 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 1 1 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 0 0 41
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 3 7 21 72 6 11 51 133
Total Working Papers 3 7 51 554 7 17 144 10,660


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 0 109
A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector 0 0 0 65 0 1 4 188
A wavelet decomposition approach to crude oil price and exchange rate dependence 0 2 5 109 0 5 13 340
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? 1 1 2 15 1 2 4 75
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? 0 0 0 35 0 0 2 121
Are investors aware of climate-related transition risks? Evidence from mutual fund flows 0 2 4 15 2 6 15 57
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? 1 2 3 49 2 5 11 575
Climate transition risk, profitability and stock prices 0 0 3 7 1 2 11 20
Competition and R&D in retail banking under expense preference behaviour 0 0 0 116 0 0 1 440
Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets 0 0 3 3 0 1 11 12
Dependence and risk management in oil and stock markets. A wavelet-copula analysis 0 0 4 40 0 0 5 96
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 0 1 34 0 1 18 192
Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach 0 0 1 11 0 0 3 41
Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach 1 1 5 62 1 1 15 196
Do food and oil prices co-move? 0 0 4 104 1 1 17 298
Do global factors impact BRICS stock markets? A quantile regression approach 2 4 14 104 4 9 42 464
Do green bonds de-risk investment in low-carbon stocks? 0 2 6 18 1 4 12 43
Do investors pay a premium for going green? Evidence from alternative energy mutual funds 0 0 3 74 1 3 16 248
Does Sustainability Score Impact Mutual Fund Performance? 0 0 1 34 0 0 6 175
Does length of hospital stay reflect power-law behavior? A q-Weibull density approach 0 0 1 4 0 0 2 11
Downside and upside risk spillovers between exchange rates and stock prices 0 1 3 104 1 4 16 385
Downside risks in EU carbon and fossil fuel markets 0 0 1 16 0 0 1 60
Downside/upside price spillovers between precious metals: A vine copula approach 0 0 0 26 0 0 1 111
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 0 0 1 31 0 2 3 159
Dynamic spillovers and network structure among commodity, currency, and stock markets 0 0 3 8 0 0 8 25
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 2 10 0 0 4 70
Environmental, Social, and Governance Information Disclosure and Intellectual Capital Efficiency in Jordanian Listed Firms 0 0 2 8 1 1 5 23
Exchange rates and the global transmission of equity market shocks 0 0 1 1 0 0 5 5
Forecasting Performance of Nonlinear Models for Intraday Stock Returns 0 0 0 0 0 2 6 164
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 3 47
Gold and exchange rates: Downside risk and hedging at different investment horizons 0 0 2 27 0 0 4 114
Green bond and financial markets: Co-movement, diversification and price spillover effects 5 13 51 457 14 58 206 1,258
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 1 2 6 182 4 5 12 519
How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis 0 0 1 17 0 0 2 91
How is the market reaction to stock splits? 0 0 0 130 0 0 0 390
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices 0 0 0 6 0 0 0 39
Is gold a hedge or safe haven against oil price movements? 0 0 4 145 0 5 15 476
Is gold a safe haven or a hedge for the US dollar? Implications for risk management 1 3 13 329 5 12 38 941
Is there dependence and systemic risk between oil and renewable energy stock prices? 2 2 7 112 3 4 18 351
Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects 0 0 1 2 1 2 3 8
Modeling EU allowances and oil market interdependence. Implications for portfolio management 0 0 2 24 0 1 5 176
Modelling oil price and exchange rate co-movements 2 4 17 228 2 5 27 663
Near Observational Equivalence and Fractionally Integrated Processes 0 0 0 0 0 0 0 3
Network connectedness of green bonds and asset classes 1 7 29 86 6 15 64 271
Nonlinear effects of oil shocks on stock returns: a Markov-switching approach 0 0 1 36 0 2 6 107
Nonlinearity in Forecasting of High-Frequency Stock Returns 0 0 3 74 0 0 4 179
Obesity: A major problem for Spanish minors 0 1 1 10 0 1 2 44
Oil and US dollar exchange rate dependence: A detrended cross-correlation approach 0 1 4 122 1 2 11 399
Oil price dynamics and market-based inflation expectations 1 3 8 51 2 6 19 145
On cocaine consumption: Some lessons from Spain 0 0 1 11 0 0 1 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 1 8 38 129 4 23 106 397
Price spillovers between rare earth stocks and financial markets 0 0 0 9 0 0 1 40
Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic 0 0 0 6 0 1 3 30
Quantile causality and dependence between crude oil and precious metal prices 0 0 0 1 0 1 1 11
Quantile causality between gold commodity and gold stock prices 0 0 1 19 0 0 2 75
Quantile dependence of oil price movements and stock returns 0 1 12 88 0 1 23 304
Renewable energy contribution to the energy supply: Is there convergence across countries? 0 0 0 19 0 0 3 66
Switching connectedness between real estate investment trusts, oil, and gold markets 0 0 0 0 0 1 2 6
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 1 3 9 245 2 5 26 670
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 1 1 1 68 1 1 12 225
The impact of downward/upward oil price movements on metal prices 0 0 0 17 1 1 5 81
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 4 4 13 51 6 10 25 150
The performance of precious-metal mutual funds: Does uncertainty matter? 0 0 1 7 0 0 2 80
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 0 10 0 1 2 65
US dollar exchange rate and food price dependence: Implications for portfolio risk management 0 0 0 14 0 0 2 76
Volatility spillovers between the oil market and the European Union carbon emission market 0 0 0 22 0 1 3 127
Wavelet-based evidence of the impact of oil prices on stock returns 0 0 1 85 0 1 5 312
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 1 4 15 92 2 7 43 276
Total Journal Articles 26 72 315 4,211 70 223 963 14,695
1 registered items for which data could not be found


Statistics updated 2024-05-04