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 1 4 2,442
Detecting Unbalanced Regressions Using the Durbin-Watson Test 0 0 0 0 0 1 2 3,699
Do global factors impact BRICS stock markets? A quantile regression approach 0 1 11 105 4 12 40 264
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 1 2 3 4 10 19
Efficiency, Solvency, and Size of Banking Firms 0 0 0 0 0 1 2 1,026
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 1 34 1 4 15 72
Managerial Reputation and Bad Acquisitions: A Note 0 0 0 0 0 0 1 990
Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships 0 0 0 0 0 2 3 5
Near observational equivalence and fractionally integrated processes 0 0 0 0 0 1 1 5
On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions 0 0 0 0 0 0 0 1,124
The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries 0 0 0 95 2 2 2 249
The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries 1 1 1 2 1 1 2 32
The Switch from Continuous to Call Auction Trading in Response to a Large Intraday Price Movement 0 0 0 1 0 2 3 12
Total Working Papers 1 2 14 239 11 31 85 9,939


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 0 104
A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector 1 3 5 54 2 6 17 133
A wavelet decomposition approach to crude oil price and exchange rate dependence 1 3 14 75 4 9 41 242
An analysis of dependence between Central and Eastern European stock markets 0 0 2 13 6 6 10 48
Are China’s new energy stock prices driven by new energy policies? 0 0 1 7 2 2 6 49
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? 0 0 4 15 0 0 10 62
Bank solvency evaluation with a Markov model 0 0 0 119 0 0 1 562
Can gold hedge and preserve value when the US dollar depreciates? 0 0 5 36 4 8 29 368
Competition and R&D in retail banking under expense preference behaviour 0 0 0 115 0 1 1 434
Competition, risk taking, and governance structures in retail banking 0 0 0 84 0 0 0 264
Dependence and risk management in oil and stock markets. A wavelet-copula analysis 0 1 6 31 3 6 13 63
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 0 4 29 2 4 15 95
Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach 0 0 0 1 0 1 3 10
Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach 0 1 8 29 0 3 18 104
Do food and oil prices co-move? 1 3 8 67 3 9 28 185
Do global factors impact BRICS stock markets? A quantile regression approach 1 1 9 56 4 11 55 211
Do investors pay a premium for going green? Evidence from alternative energy mutual funds 3 4 13 20 6 13 34 66
Does Sustainability Score Impact Mutual Fund Performance? 1 3 3 3 3 10 11 11
Downside and upside risk spillovers between exchange rates and stock prices 1 2 9 59 5 14 44 215
Downside risks in EU carbon and fossil fuel markets 0 0 1 12 0 3 5 42
Downside/upside price spillovers between precious metals: A vine copula approach 0 1 1 19 1 3 7 80
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 0 0 4 16 2 4 18 82
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 1 3 1 1 9 23
Forecasting Performance of Nonlinear Models for Intraday Stock Returns 0 0 0 0 0 3 12 127
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 1 1 0 1 8 14
Gold and exchange rates: Downside risk and hedging at different investment horizons 0 0 2 13 0 1 10 66
Green bond and financial markets: Co-movement, diversification and price spillover effects 10 26 76 76 19 53 172 172
How do crude oil prices co-move?: A copula approach 0 2 7 142 2 8 24 398
How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis 0 0 0 10 0 0 0 68
How is the market reaction to stock splits? 0 0 1 129 0 0 4 335
Is gold a hedge or safe haven against oil price movements? 1 3 8 106 1 7 29 341
Is gold a safe haven or a hedge for the US dollar? Implications for risk management 2 7 33 223 7 24 94 626
Is there dependence and systemic risk between oil and renewable energy stock prices? 0 2 8 56 2 10 32 176
Modeling EU allowances and oil market interdependence. Implications for portfolio management 0 0 3 14 1 1 16 131
Modelling oil price and exchange rate co-movements 2 4 20 167 2 14 71 500
New Observational Equivalence and Fractionally Integrated Processes 0 0 0 5 0 0 0 41
Nonlinear effects of oil shocks on stock returns: a Markov-switching approach 1 1 4 28 1 2 8 78
Nonlinearity in Forecasting of High-Frequency Stock Returns 0 0 3 56 1 2 7 140
Obesity: A major problem for Spanish minors 0 0 0 4 1 1 4 24
Oil and US dollar exchange rate dependence: A detrended cross-correlation approach 1 3 9 88 1 5 29 304
Oil price dynamics and market-based inflation expectations 0 3 7 7 2 6 28 28
On cocaine consumption: Some lessons from Spain 0 0 0 9 4 4 9 41
Power-law behaviour in time durations between extreme returns 0 0 0 3 0 0 0 11
Quantile causality between gold commodity and gold stock prices 0 2 3 10 4 7 17 35
Quantile dependence of oil price movements and stock returns 0 3 10 37 4 12 46 140
Renewable energy contribution to the energy supply: Is there convergence across countries? 1 1 3 12 2 3 7 39
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 2 9 25 166 5 15 70 450
The Relative Price of Non-traded Goods under Imperfect Competition 0 0 0 4 0 0 1 23
The impact of Twitter sentiment on renewable energy stocks 0 2 9 9 1 6 28 28
The impact of downward/upward oil price movements on metal prices 0 0 4 13 1 1 13 46
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 3 5 11 11 3 11 29 29
The performance of precious-metal mutual funds: Does uncertainty matter? 0 0 1 1 0 13 27 27
The switch from continuous to call auction trading in response to a large intraday price movement 1 1 1 9 1 2 4 45
US dollar exchange rate and food price dependence: Implications for portfolio risk management 1 1 1 9 3 4 5 54
Volatility spillovers between the oil market and the European Union carbon emission market 0 0 1 16 1 2 9 84
Wavelet-based evidence of the impact of oil prices on stock returns 0 2 5 68 0 4 19 234
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 0 1 9 35 0 10 24 94
Total Journal Articles 34 100 363 2,431 117 346 1,231 8,402


Statistics updated 2019-09-09