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 1 1 6 2,448
Detecting Unbalanced Regressions Using the Durbin-Watson Test 0 0 0 0 0 0 5 3,704
Do global factors impact BRICS stock markets? A quantile regression approach 0 2 13 118 7 12 51 315
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 0 2 0 3 14 33
Efficiency, Solvency, and Size of Banking Firms 0 0 0 0 3 3 6 1,032
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 1 35 4 5 19 91
Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach 1 7 7 7 4 23 23 23
Managerial Reputation and Bad Acquisitions: A Note 0 0 0 0 0 0 5 995
Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships 0 0 0 0 0 0 6 11
Near observational equivalence and fractionally integrated processes 0 0 0 0 1 1 4 9
On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions 0 0 0 0 2 3 5 1,129
The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries 0 0 1 96 1 1 3 252
The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries 0 0 0 2 1 1 3 35
The Switch from Continuous to Call Auction Trading in Response to a Large Intraday Price Movement 0 0 0 1 1 2 14 26
Total Working Papers 1 9 22 261 25 55 164 10,103

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 1 3 107
A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector 0 0 4 58 0 2 20 153
A wavelet decomposition approach to crude oil price and exchange rate dependence 1 2 13 88 2 8 40 282
An analysis of dependence between Central and Eastern European stock markets 0 0 2 15 0 2 13 61
Are China’s new energy stock prices driven by new energy policies? 0 0 1 8 0 0 6 55
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? 0 3 8 23 1 4 20 82
Bank solvency evaluation with a Markov model 0 0 1 120 0 0 1 563
Can gold hedge and preserve value when the US dollar depreciates? 1 1 2 38 7 16 46 414
Competition and R&D in retail banking under expense preference behaviour 0 0 0 115 0 2 2 436
Competition, risk taking, and governance structures in retail banking 0 0 1 85 0 0 2 266
Dependence and risk management in oil and stock markets. A wavelet-copula analysis 0 0 4 35 0 1 12 75
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 1 2 31 2 8 20 115
Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach 0 1 4 5 1 5 11 21
Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach 2 7 16 45 2 13 36 140
Do food and oil prices co-move? 1 2 13 80 3 7 47 232
Do global factors impact BRICS stock markets? A quantile regression approach 1 2 8 64 7 13 45 256
Do investors pay a premium for going green? Evidence from alternative energy mutual funds 1 4 19 39 4 8 54 120
Does Sustainability Score Impact Mutual Fund Performance? 0 1 8 11 2 8 55 66
Downside and upside risk spillovers between exchange rates and stock prices 0 5 15 74 0 15 56 271
Downside risks in EU carbon and fossil fuel markets 0 0 1 13 0 1 4 46
Downside/upside price spillovers between precious metals: A vine copula approach 0 0 2 21 0 1 11 91
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 0 1 4 20 1 4 27 109
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 1 4 1 2 18 41
Forecasting Performance of Nonlinear Models for Intraday Stock Returns 0 0 0 0 0 6 11 138
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 1 1 3 14 28
Gold and exchange rates: Downside risk and hedging at different investment horizons 0 0 7 20 0 3 24 90
Green bond and financial markets: Co-movement, diversification and price spillover effects 6 25 106 182 14 57 259 431
How Are Unemployed Individuals with Obesity Affected by an Economic Crisis? 0 0 0 0 1 3 7 7
How do crude oil prices co-move?: A copula approach 2 4 13 155 6 9 46 444
How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis 1 1 1 11 1 1 10 78
How is the market reaction to stock splits? 0 0 0 129 0 1 50 385
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices 0 0 3 3 2 4 11 11
Is gold a hedge or safe haven against oil price movements? 0 1 11 117 2 10 41 382
Is gold a safe haven or a hedge for the US dollar? Implications for risk management 2 16 40 263 5 31 105 731
Is there dependence and systemic risk between oil and renewable energy stock prices? 0 1 10 66 1 3 42 218
Modeling EU allowances and oil market interdependence. Implications for portfolio management 0 0 2 16 4 5 17 148
Modelling oil price and exchange rate co-movements 4 5 17 184 6 14 44 544
Network connectedness of green bonds and asset classes 2 7 13 13 6 28 47 47
Nonlinear effects of oil shocks on stock returns: a Markov-switching approach 0 0 4 32 0 1 17 95
Nonlinearity in Forecasting of High-Frequency Stock Returns 0 1 2 58 0 1 9 149
Obesity: A major problem for Spanish minors 0 0 3 7 1 1 9 33
Oil and US dollar exchange rate dependence: A detrended cross-correlation approach 1 2 9 97 2 4 29 333
Oil price dynamics and market-based inflation expectations 1 3 12 19 4 11 37 65
On cocaine consumption: Some lessons from Spain 0 0 0 9 3 5 11 52
Power-law behaviour in time durations between extreme returns 0 0 0 3 0 0 8 19
Price connectedness between green bond and financial markets 4 6 7 7 6 18 21 21
Price spillovers between rare earth stocks and financial markets 0 0 0 0 2 2 2 2
Quantile causality between gold commodity and gold stock prices 0 1 3 13 0 4 23 58
Quantile dependence of oil price movements and stock returns 1 1 9 46 2 6 41 181
Renewable energy contribution to the energy supply: Is there convergence across countries? 0 1 4 16 0 3 8 47
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 1 4 26 192 3 11 71 521
The Relative Price of Non-traded Goods under Imperfect Competition 0 0 0 4 0 0 2 25
The impact of Twitter sentiment on renewable energy stocks 2 4 17 26 7 11 55 83
The impact of downward/upward oil price movements on metal prices 0 0 3 16 0 0 16 62
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 1 1 12 23 2 3 33 62
The performance of precious-metal mutual funds: Does uncertainty matter? 1 1 1 2 8 10 30 57
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 0 9 0 1 9 54
US dollar exchange rate and food price dependence: Implications for portfolio risk management 0 0 1 10 0 0 6 60
Volatility spillovers between the oil market and the European Union carbon emission market 0 0 1 17 0 0 9 93
Wavelet-based evidence of the impact of oil prices on stock returns 1 3 5 73 2 8 23 257
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 0 0 4 39 3 5 31 125
Total Journal Articles 37 118 475 2,901 127 404 1,777 10,138
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2020-09-04