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 0 1 1 3,705
Do global factors impact BRICS stock markets? A quantile regression approach 1 1 2 127 1 10 42 395
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 0 4 0 0 5 48
Efficiency, Solvency, and Size of Banking Firms 0 0 0 0 0 0 1 1,034
Exchange rates and the global transmission of equity market shocks 1 3 8 21 2 5 20 40
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 1 36 0 0 12 123
Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach 0 0 5 20 0 2 22 91
Managerial Reputation and Bad Acquisitions: A Note 0 0 0 0 0 0 2 997
Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships 0 1 2 2 0 3 5 18
Near observational equivalence and fractionally integrated processes 0 0 0 0 0 0 2 11
On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions 0 0 0 0 0 0 1 1,134
The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries 0 0 0 96 0 0 2 254
The Switch from Continuous to Call Auction Trading in Response to a Large Intraday Price Movement 0 0 0 1 0 0 1 30
The impact of climate transition risks on financial stability. A systemic risk approach 1 7 41 41 4 11 65 65
Total Working Papers 3 12 59 348 7 32 181 10,395
1 registered items for which data could not be found


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 1 109
A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector 1 1 3 64 2 6 13 180
A wavelet decomposition approach to crude oil price and exchange rate dependence 1 2 9 103 1 3 15 326
An analysis of dependence between Central and Eastern European stock markets 0 0 0 15 0 1 4 70
Are China’s new energy stock prices driven by new energy policies? 1 1 3 13 2 3 6 70
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? 0 0 0 34 2 4 9 113
Are investors aware of climate-related transition risks? Evidence from mutual fund flows 0 3 7 7 0 11 26 33
Bank solvency evaluation with a Markov model 0 0 0 120 0 0 6 571
Can gold hedge and preserve value when the US dollar depreciates? 0 0 2 45 0 2 15 560
Competition and R&D in retail banking under expense preference behaviour 0 0 1 116 0 0 1 439
Competition, risk taking, and governance structures in retail banking 0 0 0 85 0 0 3 270
Dependence and risk management in oil and stock markets. A wavelet-copula analysis 0 1 1 36 0 2 7 90
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 0 0 33 0 7 19 151
Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach 0 0 2 9 1 2 9 35
Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach 2 3 3 57 3 4 12 179
Do food and oil prices co-move? 0 0 8 97 0 2 13 273
Do global factors impact BRICS stock markets? A quantile regression approach 0 4 9 86 1 15 54 382
Do green bonds de-risk investment in low-carbon stocks? 1 3 8 8 3 7 24 24
Do investors pay a premium for going green? Evidence from alternative energy mutual funds 1 2 16 68 1 8 50 218
Does Sustainability Score Impact Mutual Fund Performance? 0 0 3 29 1 3 22 158
Does length of hospital stay reflect power-law behavior? A q-Weibull density approach 0 0 0 3 1 1 4 9
Downside and upside risk spillovers between exchange rates and stock prices 1 3 12 101 2 7 38 360
Downside risks in EU carbon and fossil fuel markets 0 0 1 15 0 1 6 59
Downside/upside price spillovers between precious metals: A vine copula approach 0 1 3 26 0 2 7 108
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 0 0 6 30 0 3 17 150
Dynamic spillovers and network structure among commodity, currency, and stock markets 0 0 2 2 0 4 12 12
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 2 8 0 1 11 64
Environmental, Social, and Governance Information Disclosure and Intellectual Capital Efficiency in Jordanian Listed Firms 0 1 2 2 0 4 10 10
Forecasting Performance of Nonlinear Models for Intraday Stock Returns 0 0 0 0 0 3 7 151
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 1 0 1 6 41
Gold and exchange rates: Downside risk and hedging at different investment horizons 0 0 2 25 0 1 4 110
Green bond and financial markets: Co-movement, diversification and price spillover effects 9 14 63 368 28 59 206 930
How Are Unemployed Individuals with Obesity Affected by an Economic Crisis? 0 0 0 1 0 0 1 29
How do crude oil prices co-move?: A copula approach 0 0 6 171 0 3 17 500
How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis 0 0 0 14 0 1 1 85
How is the market reaction to stock splits? 0 0 0 130 0 1 2 390
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices 0 0 0 6 0 0 6 39
Is gold a hedge or safe haven against oil price movements? 1 1 6 140 1 2 30 454
Is gold a safe haven or a hedge for the US dollar? Implications for risk management 1 3 15 310 2 8 56 881
Is there dependence and systemic risk between oil and renewable energy stock prices? 0 0 8 97 0 4 26 317
Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects 0 0 1 1 0 1 4 4
Modeling EU allowances and oil market interdependence. Implications for portfolio management 0 1 3 21 0 3 12 168
Modelling oil price and exchange rate co-movements 5 5 15 210 6 8 34 623
Near Observational Equivalence and Fractionally Integrated Processes 0 0 0 0 0 0 1 3
Network connectedness of green bonds and asset classes 2 4 18 45 4 12 57 169
Nonlinear effects of oil shocks on stock returns: a Markov-switching approach 0 0 1 35 0 1 3 100
Nonlinearity in Forecasting of High-Frequency Stock Returns 0 2 3 66 0 4 10 169
Obesity: A major problem for Spanish minors 0 0 1 9 0 0 2 41
Oil and US dollar exchange rate dependence: A detrended cross-correlation approach 0 0 9 113 0 0 16 377
Oil price dynamics and market-based inflation expectations 2 4 8 38 3 7 23 117
On cocaine consumption: Some lessons from Spain 1 1 1 10 1 1 2 61
Power-law behaviour in time durations between extreme returns 0 0 1 4 0 0 1 21
Price connectedness between green bond and financial markets 6 13 31 75 14 40 114 238
Price spillovers between rare earth stocks and financial markets 0 0 2 7 0 2 7 31
Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic 0 0 5 5 2 6 23 24
Quantile causality and dependence between crude oil and precious metal prices 0 0 1 1 2 3 8 9
Quantile causality between gold commodity and gold stock prices 0 0 4 18 1 1 7 72
Quantile dependence of oil price movements and stock returns 1 4 16 73 1 4 29 272
Renewable energy contribution to the energy supply: Is there convergence across countries? 0 0 2 19 0 0 7 62
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 1 2 14 231 1 9 45 627
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 10 60 5 6 33 196
The impact of downward/upward oil price movements on metal prices 0 0 0 17 0 2 6 73
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 1 1 5 35 2 6 15 109
The performance of precious-metal mutual funds: Does uncertainty matter? 0 0 1 3 0 0 7 73
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 1 10 1 1 2 62
US dollar exchange rate and food price dependence: Implications for portfolio risk management 0 2 2 13 0 2 4 69
Volatility spillovers between the oil market and the European Union carbon emission market 0 0 0 20 0 0 7 120
Wavelet-based evidence of the impact of oil prices on stock returns 0 0 6 82 1 2 28 303
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 0 0 17 71 2 4 42 218
Total Journal Articles 39 83 381 3,802 97 311 1,325 13,387


Statistics updated 2022-11-05