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 1 1 3 3,715
Do global factors impact BRICS stock markets? A quantile regression approach 0 1 1 135 0 1 7 454
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 1 8 0 1 3 56
Efficiency, Solvency, and Size of Banking Firms 0 0 0 0 0 0 0 1,035
Exchange rates and the global transmission of equity market shocks 0 0 0 22 1 3 4 48
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 38 0 1 2 129
Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach 0 0 3 30 0 1 9 124
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 43 1 1 4 22
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 47 0 0 1 9
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 1 13 1 1 5 17
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 0 49 1 1 2 23
Managerial Reputation and Bad Acquisitions: A Note 0 0 0 0 1 1 1 1,000
Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships 0 0 0 4 1 1 1 29
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 1,137
The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries 0 0 0 97 0 0 1 256
The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries 0 0 0 3 1 3 4 45
The Switch from Continuous to Call Auction Trading in Response to a Large Intraday Price Movement 0 0 0 1 1 1 1 31
The impact of climate transition risks on financial stability. A systemic risk approach 1 2 11 91 2 4 20 181
Total Working Papers 1 3 17 581 11 21 71 10,774


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 1 1 1 57
A note on efficiency and solvency in banking 0 0 0 31 0 3 3 112
A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector 0 0 1 66 2 2 8 199
A wavelet decomposition approach to crude oil price and exchange rate dependence 0 0 1 110 1 3 9 352
An analysis of dependence between Central and Eastern European stock markets 0 0 0 15 2 2 2 72
Are China’s new energy stock prices driven by new energy policies? 0 0 0 15 1 5 7 84
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? 0 0 2 37 0 1 8 132
Are investors aware of climate-related transition risks? Evidence from mutual fund flows 1 2 2 20 1 4 4 67
Bank solvency evaluation with a Markov model 0 0 0 120 1 1 1 572
Can gold hedge and preserve value when the US dollar depreciates? 0 1 2 52 3 8 13 592
Climate transition risk, profitability and stock prices 1 3 4 13 3 8 16 41
Competition and R&D in retail banking under expense preference behaviour 0 0 0 116 2 4 8 448
Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets 0 0 1 4 3 3 14 30
Dependence and risk management in oil and stock markets. A wavelet-copula analysis 0 0 0 40 0 1 3 100
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 0 0 34 1 1 2 196
Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach 2 2 4 15 2 3 8 52
Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach 1 1 4 66 4 4 15 219
Do food and oil prices co-move? 0 0 1 107 2 2 7 310
Do global factors impact BRICS stock markets? A quantile regression approach 2 2 16 129 6 11 43 528
Do green bonds de-risk investment in low-carbon stocks? 0 1 3 23 2 3 13 61
Do investors pay a premium for going green? Evidence from alternative energy mutual funds 0 0 1 75 1 1 4 255
Does Sustainability Score Impact Mutual Fund Performance? 0 0 1 35 0 2 4 180
Does length of hospital stay reflect power-law behavior? A q-Weibull density approach 0 0 0 4 1 2 2 13
Downside and upside risk spillovers between exchange rates and stock prices 0 2 3 108 4 8 12 401
Downside risks in EU carbon and fossil fuel markets 0 0 0 16 1 2 4 65
Downside/upside price spillovers between precious metals: A vine copula approach 0 0 0 26 2 2 3 115
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 0 0 1 34 1 4 7 171
Dynamic spillovers and network structure among commodity, currency, and stock markets 0 0 1 9 0 1 3 30
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 0 11 0 0 3 76
Environmental, Social, and Governance Information Disclosure and Intellectual Capital Efficiency in Jordanian Listed Firms 0 0 0 10 0 0 4 29
Exchange rates and the global transmission of equity market shocks 0 0 0 1 2 5 10 15
Forecasting Performance of Nonlinear Models for Intraday Stock Returns 0 0 0 0 1 1 4 170
Forecasting emergency department arrivals using INGARCH models 0 0 0 0 2 2 2 2
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 2 1 2 5 52
Gold and exchange rates: Downside risk and hedging at different investment horizons 0 1 2 30 0 3 8 125
Green bond and financial markets: Co-movement, diversification and price spillover effects 1 7 38 523 10 27 144 1,486
How Are Unemployed Individuals with Obesity Affected by an Economic Crisis? 0 0 1 2 1 2 3 33
How do crude oil prices co-move?: A copula approach 2 3 4 188 2 4 8 532
How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis 0 0 0 17 1 3 5 97
How is the market reaction to stock splits? 0 0 2 132 0 0 2 392
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices 0 0 0 6 0 0 2 41
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 1 1 1 3 7 11
Is gold a hedge or safe haven against oil price movements? 3 7 10 157 8 18 36 526
Is gold a safe haven or a hedge for the US dollar? Implications for risk management 3 11 33 368 11 29 87 1,053
Is there dependence and systemic risk between oil and renewable energy stock prices? 2 7 8 122 3 13 18 378
Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects 0 0 0 4 0 0 2 13
Modeling EU allowances and oil market interdependence. Implications for portfolio management 1 1 1 25 2 2 5 182
Modelling oil price and exchange rate co-movements 2 2 6 236 5 7 21 689
Near Observational Equivalence and Fractionally Integrated Processes 0 0 0 0 2 2 3 6
Network connectedness of green bonds and asset classes 1 4 12 109 6 13 37 327
Nonlinear effects of oil shocks on stock returns: a Markov-switching approach 0 0 3 39 1 1 9 119
Nonlinearity in Forecasting of High-Frequency Stock Returns 1 1 2 76 1 3 7 187
Obesity: A major problem for Spanish minors 0 0 0 10 0 0 1 46
Oil and US dollar exchange rate dependence: A detrended cross-correlation approach 0 0 0 123 1 2 4 407
Oil price dynamics and market-based inflation expectations 0 0 1 53 0 2 4 157
On cocaine consumption: Some lessons from Spain 0 0 0 11 0 1 1 63
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 5 15 150 4 16 51 498
Price spillovers between rare earth stocks and financial markets 1 1 2 11 5 7 9 49
Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic 0 0 1 7 1 2 6 37
Quantile causality and dependence between crude oil and precious metal prices 1 2 4 5 1 2 5 18
Quantile causality between gold commodity and gold stock prices 0 0 0 19 4 6 6 84
Quantile dependence of oil price movements and stock returns 0 2 3 91 3 5 14 320
Renewable energy contribution to the energy supply: Is there convergence across countries? 0 0 2 21 2 2 7 74
Switching connectedness between real estate investment trusts, oil, and gold markets 1 1 1 1 4 5 6 14
Systemic risk effects of climate transition on financial stability 1 1 3 3 6 10 18 18
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 1 3 7 255 4 13 28 709
Tail risks of energy transition metal prices for commodity prices 0 0 1 1 1 1 4 8
The Relative Price of Non-traded Goods under Imperfect Competition 0 0 0 4 1 1 3 29
The impact of Twitter sentiment on renewable energy stocks 0 1 1 72 1 3 8 237
The impact of downward/upward oil price movements on metal prices 0 0 0 17 1 1 1 85
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 0 0 7 60 1 4 19 181
The impact of uncertainty shocks on energy transition metal prices 0 1 1 1 1 3 9 12
The performance of precious-metal mutual funds: Does uncertainty matter? 0 0 0 7 0 1 1 82
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 0 10 2 2 3 69
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 0 0 0 1 1 1
US dollar exchange rate and food price dependence: Implications for portfolio risk management 0 0 1 15 2 3 5 81
Volatility spillovers between the oil market and the European Union carbon emission market 0 0 1 23 0 1 9 137
Wavelet-based evidence of the impact of oil prices on stock returns 1 1 3 88 1 4 9 324
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 1 1 8 105 5 9 25 318
Total Journal Articles 31 77 233 4,562 158 339 913 16,074
2 registered items for which data could not be found


Statistics updated 2025-11-08