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 4 6 2,458
Detecting Unbalanced Regressions Using the Durbin-Watson Test 0 0 0 0 4 6 11 3,725
Do global factors impact BRICS stock markets? A quantile regression approach 0 0 1 135 1 3 12 464
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 1 8 0 5 15 68
Efficiency, Solvency, and Size of Banking Firms 0 0 0 0 0 2 4 1,039
Exchange rates and the global transmission of equity market shocks 0 0 0 22 1 3 15 59
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 38 0 4 10 137
Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach 0 0 1 30 2 11 26 147
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 43 0 3 14 33
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 47 2 5 13 22
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 1 1 1 14 2 6 15 31
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 1 1 50 0 5 19 40
Managerial Reputation and Bad Acquisitions: A Note 0 0 0 0 1 1 4 1,003
Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships 0 0 0 4 0 4 8 36
Near observational equivalence and fractionally integrated processes 0 0 0 0 0 5 10 21
On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions 0 0 0 0 0 0 3 1,140
The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries 0 0 0 97 1 2 15 270
The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries 1 1 1 4 1 6 14 56
The Switch from Continuous to Call Auction Trading in Response to a Large Intraday Price Movement 0 0 0 1 0 2 4 34
The impact of climate transition risks on financial stability. A systemic risk approach 1 2 10 96 2 7 26 200
Total Working Papers 3 5 16 589 17 84 244 10,983


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 2 8 64
A note on efficiency and solvency in banking 0 0 0 31 0 3 9 118
A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector 0 0 1 67 2 5 15 209
A wavelet decomposition approach to crude oil price and exchange rate dependence 0 1 1 111 1 5 13 359
An analysis of dependence between Central and Eastern European stock markets 0 0 0 15 0 7 19 89
Are China’s new energy stock prices driven by new energy policies? 0 0 0 15 0 4 18 95
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? 1 1 3 38 1 5 16 144
Are investors aware of climate-related transition risks? Evidence from mutual fund flows 0 2 4 22 1 5 23 86
Bank solvency evaluation with a Markov model 0 0 0 120 1 3 9 580
Can gold hedge and preserve value when the US dollar depreciates? 0 2 3 54 11 29 59 639
Climate transition risk, profitability and stock prices 0 1 6 16 3 14 46 76
Competition and R&D in retail banking under expense preference behaviour 0 0 0 116 1 3 11 455
Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets 0 1 2 5 2 9 22 44
Dependence and risk management in oil and stock markets. A wavelet-copula analysis 0 0 0 40 1 6 11 108
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 0 0 34 0 3 6 201
Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach 0 1 4 17 2 10 20 68
Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach 0 0 4 67 0 3 17 229
Do food and oil prices co-move? 0 0 0 107 3 5 14 322
Do global factors impact BRICS stock markets? A quantile regression approach 0 1 13 137 3 7 43 552
Do green bonds de-risk investment in low-carbon stocks? 0 0 4 26 2 5 18 74
Do investors pay a premium for going green? Evidence from alternative energy mutual funds 0 0 0 75 0 3 13 266
Does Sustainability Score Impact Mutual Fund Performance? 0 0 0 35 0 3 10 187
Does length of hospital stay reflect power-law behavior? A q-Weibull density approach 0 0 0 4 0 2 7 18
Downside and upside risk spillovers between exchange rates and stock prices 2 2 5 111 6 17 35 428
Downside risks in EU carbon and fossil fuel markets 0 0 0 16 1 3 8 71
Downside/upside price spillovers between precious metals: A vine copula approach 0 0 0 26 0 3 5 118
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 0 0 3 36 1 9 30 194
Dynamic spillovers and network structure among commodity, currency, and stock markets 0 1 1 10 1 4 15 43
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 0 11 1 4 15 90
Environmental, Social, and Governance Information Disclosure and Intellectual Capital Efficiency in Jordanian Listed Firms 0 0 0 10 2 8 12 41
Exchange rates and the global transmission of equity market shocks 0 0 1 2 0 0 14 24
Forecasting Performance of Nonlinear Models for Intraday Stock Returns 0 0 0 0 1 2 7 175
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 1 4 16 64
Gold and exchange rates: Downside risk and hedging at different investment horizons 1 4 7 36 4 13 29 149
Green bond and financial markets: Co-movement, diversification and price spillover effects 3 6 27 536 20 33 131 1,567
How Are Unemployed Individuals with Obesity Affected by an Economic Crisis? 0 0 1 2 0 2 15 45
How do crude oil prices co-move?: A copula approach 1 1 7 191 1 5 22 548
How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis 0 0 0 17 0 6 16 110
How is the market reaction to stock splits? 0 0 1 132 2 4 8 399
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices 0 0 0 6 0 2 10 51
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 1 2 2 8 22 29
Is gold a hedge or safe haven against oil price movements? 3 9 23 172 7 33 83 587
Is gold a safe haven or a hedge for the US dollar? Implications for risk management 5 17 55 406 15 57 177 1,184
Is there dependence and systemic risk between oil and renewable energy stock prices? 2 5 13 128 4 11 41 405
Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects 0 0 0 4 1 8 14 27
Modeling EU allowances and oil market interdependence. Implications for portfolio management 0 0 2 26 0 2 9 188
Modelling oil price and exchange rate co-movements 2 4 10 243 4 13 46 723
Near Observational Equivalence and Fractionally Integrated Processes 0 0 0 0 0 4 11 14
Network connectedness of green bonds and asset classes 0 1 9 114 5 9 60 370
Nonlinear effects of oil shocks on stock returns: a Markov-switching approach 0 0 1 39 0 4 13 128
Nonlinearity in Forecasting of High-Frequency Stock Returns 0 0 1 76 1 3 9 193
Obesity: A major problem for Spanish minors 0 0 0 10 1 4 9 54
Oil and US dollar exchange rate dependence: A detrended cross-correlation approach 0 0 0 123 1 8 16 420
Oil price dynamics and market-based inflation expectations 0 1 1 54 2 7 15 170
On cocaine consumption: Some lessons from Spain 0 0 0 11 0 4 6 68
Power-law behaviour in time durations between extreme returns 0 0 0 4 0 2 8 29
Price connectedness between green bond and financial markets 1 5 21 165 5 18 68 542
Price spillovers between rare earth stocks and financial markets 0 1 3 13 1 8 26 68
Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic 0 0 1 7 3 4 17 51
Quantile causality and dependence between crude oil and precious metal prices 0 0 2 5 0 2 14 30
Quantile causality between gold commodity and gold stock prices 0 0 1 20 1 5 19 97
Quantile dependence of oil price movements and stock returns 0 0 4 93 2 6 36 348
Renewable energy contribution to the energy supply: Is there convergence across countries? 0 0 0 21 0 2 10 81
Switching connectedness between real estate investment trusts, oil, and gold markets 0 0 2 2 0 5 17 26
Systemic risk effects of climate transition on financial stability 1 2 4 6 4 12 45 52
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 2 3 10 261 5 10 38 731
Tail risks of energy transition metal prices for commodity prices 0 0 0 1 1 9 18 25
The Relative Price of Non-traded Goods under Imperfect Competition 0 0 0 4 0 2 5 32
The impact of Twitter sentiment on renewable energy stocks 0 0 2 73 4 12 28 261
The impact of downward/upward oil price movements on metal prices 0 0 0 17 1 2 6 90
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 0 1 4 62 3 9 28 201
The impact of uncertainty shocks on energy transition metal prices 0 1 3 3 0 9 32 38
The performance of precious-metal mutual funds: Does uncertainty matter? 0 0 0 7 0 4 8 89
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 0 10 2 7 14 81
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 0 0 1 6 12 12
US dollar exchange rate and food price dependence: Implications for portfolio risk management 0 0 1 15 2 7 15 92
Volatility spillovers between the oil market and the European Union carbon emission market 0 1 1 24 0 6 19 153
Wavelet-based evidence of the impact of oil prices on stock returns 0 0 2 89 0 4 22 341
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 0 0 3 106 1 3 28 335
Total Journal Articles 24 75 278 4,728 154 589 1,889 17,475
2 registered items for which data could not be found


Statistics updated 2026-06-04