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 2 2,452
Detecting Unbalanced Regressions Using the Durbin-Watson Test 0 0 0 0 0 2 2 3,714
Do global factors impact BRICS stock markets? A quantile regression approach 0 0 0 134 0 2 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 0 2 2 29 1 5 12 121
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 1 1 1 13 1 1 4 15
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 43 0 0 5 19
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 1 47 0 1 3 9
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 1 1 1,137
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 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 0 2 14 86 2 9 41 174
Total Working Papers 1 5 19 573 4 21 78 10,738


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 0 1 1 66 0 1 5 193
A wavelet decomposition approach to crude oil price and exchange rate dependence 0 1 1 110 0 2 6 346
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 0 15 0 0 2 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 6 127
Are investors aware of climate-related transition risks? Evidence from mutual fund flows 0 0 3 18 0 0 6 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 1 2 51 0 1 5 580
Climate transition risk, profitability and stock prices 0 0 2 9 0 3 9 29
Competition and R&D in retail banking under expense preference behaviour 0 0 0 116 0 2 3 443
Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets 0 0 0 3 0 2 10 22
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 0 3 195
Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach 0 0 1 12 0 1 5 46
Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach 0 1 1 63 0 4 15 211
Do food and oil prices co-move? 0 0 2 106 1 3 9 307
Do global factors impact BRICS stock markets? A quantile regression approach 4 6 17 121 7 12 39 503
Do green bonds de-risk investment in low-carbon stocks? 0 1 4 22 0 3 12 55
Do investors pay a premium for going green? Evidence from alternative energy mutual funds 0 0 1 75 0 0 5 253
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 1 105 0 0 6 391
Downside risks in EU carbon and fossil fuel markets 0 0 0 16 0 2 3 63
Downside/upside price spillovers between precious metals: A vine copula approach 0 0 0 26 0 1 2 113
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 2 2 5 75
Environmental, Social, and Governance Information Disclosure and Intellectual Capital Efficiency in Jordanian Listed Firms 0 0 2 10 2 3 6 29
Exchange rates and the global transmission of equity market shocks 0 0 0 1 0 1 4 9
Forecasting Performance of Nonlinear Models for Intraday Stock Returns 0 0 0 0 0 1 4 168
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 0 1 48
Gold and exchange rates: Downside risk and hedging at different investment horizons 0 1 2 29 0 2 6 120
Green bond and financial markets: Co-movement, diversification and price spillover effects 3 11 46 503 11 35 165 1,423
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 2 184 0 1 6 525
How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis 0 0 0 17 0 1 3 94
How is the market reaction to stock splits? 0 1 1 131 0 1 1 391
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices 0 0 0 6 0 1 1 40
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 1 1 1 0 2 7 7
Is gold a hedge or safe haven against oil price movements? 1 1 4 149 3 5 23 499
Is gold a safe haven or a hedge for the US dollar? Implications for risk management 2 6 18 347 9 15 55 996
Is there dependence and systemic risk between oil and renewable energy stock prices? 0 1 3 115 0 1 13 364
Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects 0 0 2 4 0 0 5 13
Modeling EU allowances and oil market interdependence. Implications for portfolio management 0 0 0 24 0 1 3 179
Modelling oil price and exchange rate co-movements 0 2 5 233 1 5 12 675
Near Observational Equivalence and Fractionally Integrated Processes 0 0 0 0 0 0 0 3
Network connectedness of green bonds and asset classes 3 6 19 105 4 9 36 307
Nonlinear effects of oil shocks on stock returns: a Markov-switching approach 0 0 1 37 1 1 6 113
Nonlinearity in Forecasting of High-Frequency Stock Returns 0 1 1 75 1 2 4 183
Obesity: A major problem for Spanish minors 0 0 0 10 0 0 1 45
Oil and US dollar exchange rate dependence: A detrended cross-correlation approach 0 0 1 123 0 1 5 404
Oil price dynamics and market-based inflation expectations 0 0 1 52 0 1 9 154
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 1 1 14 143 6 10 74 471
Price spillovers between rare earth stocks and financial markets 0 0 1 10 1 1 2 42
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 4 34
Quantile causality and dependence between crude oil and precious metal prices 0 0 2 3 0 1 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 1 1 1 89 1 2 5 309
Renewable energy contribution to the energy supply: Is there convergence across countries? 0 1 2 21 0 3 5 71
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 2 2 0 3 6 6
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 0 1 6 251 0 2 20 690
Tail risks of energy transition metal prices for commodity prices 0 0 1 1 0 2 7 7
The Relative Price of Non-traded Goods under Imperfect Competition 0 0 0 4 0 1 1 27
The impact of Twitter sentiment on renewable energy stocks 0 0 3 71 0 2 8 233
The impact of downward/upward oil price movements on metal prices 0 0 0 17 0 0 3 84
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 1 4 7 58 2 6 21 171
The impact of uncertainty shocks on energy transition metal prices 0 0 0 0 0 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 0 2 67
US dollar exchange rate and food price dependence: Implications for portfolio risk management 0 0 0 14 0 1 1 77
Volatility spillovers between the oil market and the European Union carbon emission market 0 1 1 23 0 3 6 133
Wavelet-based evidence of the impact of oil prices on stock returns 1 2 2 87 2 3 7 319
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 2 4 9 101 4 8 28 304
Total Journal Articles 19 58 201 4,428 58 179 759 15,509
2 registered items for which data could not be found


Statistics updated 2025-05-12