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 2 6 3,710
Do global factors impact BRICS stock markets? A quantile regression approach 0 0 6 132 0 8 52 442
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 1 5 1 1 2 50
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 3 22 1 2 6 43
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 2 38 0 0 2 125
Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach 1 2 4 24 1 3 9 100
Managerial Reputation and Bad Acquisitions: A Note 0 0 0 0 0 0 1 998
Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships 0 0 3 4 0 1 8 23
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 1 1,135
The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries 0 0 1 97 0 0 1 255
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 2 19 56 4 11 42 99
Total Working Papers 3 4 39 379 7 28 130 10,505


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 2 65 1 2 10 186
A wavelet decomposition approach to crude oil price and exchange rate dependence 1 1 4 105 1 2 5 329
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 13 0 1 5 72
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? 0 0 1 35 0 1 9 120
Are investors aware of climate-related transition risks? Evidence from mutual fund flows 0 0 8 12 1 2 22 48
Can gold hedge and preserve value when the US dollar depreciates? 0 0 1 46 2 2 9 568
Climate transition risk, profitability and stock prices 0 1 5 5 0 2 11 11
Competition and R&D in retail banking under expense preference behaviour 0 0 0 116 0 0 0 439
Dependence and risk management in oil and stock markets. A wavelet-copula analysis 0 1 3 38 0 1 4 93
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 0 0 33 1 9 39 189
Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach 0 0 1 10 0 0 5 39
Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach 1 3 5 60 4 6 13 189
Do food and oil prices co-move? 0 1 5 102 3 7 20 292
Do global factors impact BRICS stock markets? A quantile regression approach 1 3 8 93 3 13 64 439
Do green bonds de-risk investment in low-carbon stocks? 0 2 9 15 0 3 17 36
Do investors pay a premium for going green? Evidence from alternative energy mutual funds 1 2 6 73 1 4 23 236
Does Sustainability Score Impact Mutual Fund Performance? 0 0 4 33 0 1 15 170
Does length of hospital stay reflect power-law behavior? A q-Weibull density approach 0 0 0 3 1 1 2 10
Downside and upside risk spillovers between exchange rates and stock prices 1 2 4 103 3 8 23 379
Downside risks in EU carbon and fossil fuel markets 0 0 0 15 0 0 1 59
Downside/upside price spillovers between precious metals: A vine copula approach 0 0 1 26 0 0 3 110
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 1 1 1 31 1 1 8 157
Dynamic spillovers and network structure among commodity, currency, and stock markets 0 1 5 7 1 3 13 22
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 1 9 0 0 3 67
Environmental, Social, and Governance Information Disclosure and Intellectual Capital Efficiency in Jordanian Listed Firms 0 1 5 7 0 1 11 19
Exchange rates and the global transmission of equity market shocks 0 0 0 0 0 2 3 3
Forecasting Performance of Nonlinear Models for Intraday Stock Returns 0 0 0 0 0 1 12 160
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 1 2 2 2 6 46
Gold and exchange rates: Downside risk and hedging at different investment horizons 0 1 1 26 0 1 1 111
Green bond and financial markets: Co-movement, diversification and price spillover effects 2 9 66 423 11 46 242 1,127
How Are Unemployed Individuals with Obesity Affected by an Economic Crisis? 0 0 0 1 0 0 1 30
How do crude oil prices co-move?: A copula approach 0 1 6 177 0 2 10 509
How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis 0 0 2 16 0 1 6 90
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 2 6 145 1 3 16 468
Is gold a safe haven or a hedge for the US dollar? Implications for risk management 0 2 12 320 1 8 40 915
Is there dependence and systemic risk between oil and renewable energy stock prices? 1 3 12 109 2 6 26 342
Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects 1 1 1 2 1 1 3 6
Modeling EU allowances and oil market interdependence. Implications for portfolio management 0 0 1 22 0 2 6 173
Modelling oil price and exchange rate co-movements 3 4 15 220 5 7 33 650
Near Observational Equivalence and Fractionally Integrated Processes 0 0 0 0 0 0 0 3
Network connectedness of green bonds and asset classes 1 6 24 67 2 14 68 228
Nonlinear effects of oil shocks on stock returns: a Markov-switching approach 0 1 1 36 0 1 3 102
Nonlinearity in Forecasting of High-Frequency Stock Returns 0 1 10 74 0 1 12 178
Obesity: A major problem for Spanish minors 0 0 0 9 0 0 1 42
Oil and US dollar exchange rate dependence: A detrended cross-correlation approach 0 1 6 119 1 4 17 394
Oil price dynamics and market-based inflation expectations 0 1 10 44 1 4 21 131
On cocaine consumption: Some lessons from Spain 0 0 1 10 0 0 1 61
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 5 13 39 107 11 31 115 329
Price spillovers between rare earth stocks and financial markets 0 0 2 9 1 1 9 40
Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic 0 0 1 6 2 2 9 29
Quantile causality and dependence between crude oil and precious metal prices 0 0 0 1 0 0 4 10
Quantile causality between gold commodity and gold stock prices 0 0 0 18 0 1 3 74
Quantile dependence of oil price movements and stock returns 3 6 11 82 3 11 23 293
Renewable energy contribution to the energy supply: Is there convergence across countries? 0 0 0 19 0 0 1 63
Switching connectedness between real estate investment trusts, oil, and gold markets 0 0 0 0 0 0 4 4
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 2 2 11 240 3 6 35 656
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 8 67 0 4 27 218
The impact of downward/upward oil price movements on metal prices 0 0 0 17 0 3 6 79
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 0 3 9 43 0 3 27 131
The performance of precious-metal mutual funds: Does uncertainty matter? 0 1 4 7 1 2 7 80
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 0 10 0 0 3 64
US dollar exchange rate and food price dependence: Implications for portfolio risk management 0 0 2 14 0 0 7 75
Volatility spillovers between the oil market and the European Union carbon emission market 0 0 2 22 0 1 6 126
Wavelet-based evidence of the impact of oil prices on stock returns 1 1 3 85 1 3 8 310
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 0 3 10 81 1 12 36 250
Total Journal Articles 25 81 357 3,765 73 256 1,193 13,144
3 registered items for which data could not be found


Statistics updated 2023-09-06