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 2 2 2 2,454
Detecting Unbalanced Regressions Using the Durbin-Watson Test 0 0 0 0 2 4 7 3,719
Do global factors impact BRICS stock markets? A quantile regression approach 0 0 1 135 5 7 11 461
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 1 8 3 6 9 62
Efficiency, Solvency, and Size of Banking Firms 0 0 0 0 2 2 2 1,037
Exchange rates and the global transmission of equity market shocks 0 0 0 22 2 6 10 54
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 38 1 4 6 133
Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach 0 0 3 30 6 11 19 135
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 47 4 5 6 14
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 43 7 8 11 30
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 1 13 5 8 11 25
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 0 49 3 5 7 28
Managerial Reputation and Bad Acquisitions: A Note 0 0 0 0 2 2 3 1,002
Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships 0 0 0 4 2 2 3 31
Near observational equivalence and fractionally integrated processes 0 0 0 0 4 4 4 15
On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions 0 0 0 0 3 3 4 1,140
The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries 0 0 0 97 9 11 12 267
The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries 0 0 0 3 4 5 8 50
The Switch from Continuous to Call Auction Trading in Response to a Large Intraday Price Movement 0 0 0 1 1 1 2 32
The impact of climate transition risks on financial stability. A systemic risk approach 0 2 9 93 6 10 26 191
Total Working Papers 0 2 15 583 73 106 163 10,880


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 2 4 5 61
A note on efficiency and solvency in banking 0 0 0 31 3 3 6 115
A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector 0 0 1 66 2 4 11 203
A wavelet decomposition approach to crude oil price and exchange rate dependence 0 0 1 110 0 2 10 354
An analysis of dependence between Central and Eastern European stock markets 0 0 0 15 3 6 8 78
Are China’s new energy stock prices driven by new energy policies? 0 0 0 15 2 6 13 90
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? 0 0 2 37 3 5 11 137
Are investors aware of climate-related transition risks? Evidence from mutual fund flows 0 0 2 20 6 13 17 80
Bank solvency evaluation with a Markov model 0 0 0 120 5 5 6 577
Can gold hedge and preserve value when the US dollar depreciates? 0 0 2 52 5 14 27 606
Climate transition risk, profitability and stock prices 2 2 6 15 7 19 34 60
Competition and R&D in retail banking under expense preference behaviour 0 0 0 116 1 4 11 452
Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets 0 0 1 4 3 4 14 34
Dependence and risk management in oil and stock markets. A wavelet-copula analysis 0 0 0 40 1 2 5 102
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 0 0 34 0 1 2 197
Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach 0 1 4 16 4 6 13 58
Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach 0 1 5 67 2 7 19 226
Do food and oil prices co-move? 0 0 1 107 2 5 11 315
Do global factors impact BRICS stock markets? A quantile regression approach 0 6 20 135 5 15 52 543
Do green bonds de-risk investment in low-carbon stocks? 2 3 5 26 4 6 15 67
Do investors pay a premium for going green? Evidence from alternative energy mutual funds 0 0 0 75 6 8 10 263
Does Sustainability Score Impact Mutual Fund Performance? 0 0 0 35 1 4 7 184
Does length of hospital stay reflect power-law behavior? A q-Weibull density approach 0 0 0 4 1 2 4 15
Downside and upside risk spillovers between exchange rates and stock prices 0 1 4 109 4 10 20 411
Downside risks in EU carbon and fossil fuel markets 0 0 0 16 3 3 7 68
Downside/upside price spillovers between precious metals: A vine copula approach 0 0 0 26 0 0 3 115
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 0 2 3 36 5 13 20 184
Dynamic spillovers and network structure among commodity, currency, and stock markets 0 0 0 9 7 8 10 38
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 0 11 5 9 12 85
Environmental, Social, and Governance Information Disclosure and Intellectual Capital Efficiency in Jordanian Listed Firms 0 0 0 10 2 3 6 32
Exchange rates and the global transmission of equity market shocks 0 1 1 2 3 9 16 24
Forecasting Performance of Nonlinear Models for Intraday Stock Returns 0 0 0 0 2 3 6 173
Forecasting emergency department arrivals using INGARCH models 0 0 0 0 5 7 9 9
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 2 5 7 11 59
Gold and exchange rates: Downside risk and hedging at different investment horizons 2 2 4 32 5 8 15 133
Green bond and financial markets: Co-movement, diversification and price spillover effects 3 4 35 527 16 40 138 1,526
How Are Unemployed Individuals with Obesity Affected by an Economic Crisis? 0 0 1 2 4 8 11 41
How do crude oil prices co-move?: A copula approach 0 2 6 190 3 8 16 540
How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis 0 0 0 17 4 5 9 102
How is the market reaction to stock splits? 0 0 2 132 2 3 5 395
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices 0 0 0 6 6 7 9 48
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 1 1 5 8 14 19
Is gold a hedge or safe haven against oil price movements? 1 5 14 162 6 22 54 548
Is gold a safe haven or a hedge for the US dollar? Implications for risk management 5 11 38 379 15 56 128 1,109
Is there dependence and systemic risk between oil and renewable energy stock prices? 0 1 9 123 4 14 29 392
Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects 0 0 0 4 3 3 3 16
Modeling EU allowances and oil market interdependence. Implications for portfolio management 0 1 2 26 1 4 8 186
Modelling oil price and exchange rate co-movements 0 2 7 238 6 15 34 704
Near Observational Equivalence and Fractionally Integrated Processes 0 0 0 0 1 4 7 10
Network connectedness of green bonds and asset classes 2 4 14 113 8 32 61 359
Nonlinear effects of oil shocks on stock returns: a Markov-switching approach 0 0 2 39 2 4 11 123
Nonlinearity in Forecasting of High-Frequency Stock Returns 0 0 2 76 2 2 8 189
Obesity: A major problem for Spanish minors 0 0 0 10 2 4 5 50
Oil and US dollar exchange rate dependence: A detrended cross-correlation approach 0 0 0 123 3 5 9 412
Oil price dynamics and market-based inflation expectations 0 0 1 53 3 6 10 163
On cocaine consumption: Some lessons from Spain 0 0 0 11 0 1 2 64
Power-law behaviour in time durations between extreme returns 0 0 0 4 3 5 5 26
Price connectedness between green bond and financial markets 3 8 16 158 12 23 60 521
Price spillovers between rare earth stocks and financial markets 0 0 1 11 2 6 14 55
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 8 12 45
Quantile causality and dependence between crude oil and precious metal prices 0 0 2 5 4 8 11 26
Quantile causality between gold commodity and gold stock prices 0 0 0 19 3 6 12 90
Quantile dependence of oil price movements and stock returns 0 2 5 93 6 22 35 342
Renewable energy contribution to the energy supply: Is there convergence across countries? 0 0 1 21 3 4 10 78
Switching connectedness between real estate investment trusts, oil, and gold markets 0 0 1 1 4 4 10 18
Systemic risk effects of climate transition on financial stability 0 1 3 4 10 20 35 38
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 0 2 7 257 4 11 32 720
Tail risks of energy transition metal prices for commodity prices 0 0 0 1 6 8 11 16
The Relative Price of Non-traded Goods under Imperfect Competition 0 0 0 4 0 0 3 29
The impact of Twitter sentiment on renewable energy stocks 0 1 2 73 4 11 17 248
The impact of downward/upward oil price movements on metal prices 0 0 0 17 2 2 3 87
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 0 1 7 61 4 9 25 190
The impact of uncertainty shocks on energy transition metal prices 1 1 2 2 9 14 23 26
The performance of precious-metal mutual funds: Does uncertainty matter? 0 0 0 7 1 2 3 84
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 0 0 3 5 6 6
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 0 10 2 3 5 72
US dollar exchange rate and food price dependence: Implications for portfolio risk management 0 0 1 15 1 3 8 84
Volatility spillovers between the oil market and the European Union carbon emission market 0 0 1 23 5 10 17 147
Wavelet-based evidence of the impact of oil prices on stock returns 0 1 4 89 3 12 20 336
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 0 0 8 105 4 13 35 331
Total Journal Articles 21 66 258 4,628 306 685 1,429 16,759
2 registered items for which data could not be found


Statistics updated 2026-02-12