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 2 2 2,454
Detecting Unbalanced Regressions Using the Durbin-Watson Test 0 0 0 0 0 4 5 3,719
Do global factors impact BRICS stock markets? A quantile regression approach 0 0 1 135 0 6 9 461
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 1 8 1 6 10 63
Efficiency, Solvency, and Size of Banking Firms 0 0 0 0 0 2 2 1,037
Exchange rates and the global transmission of equity market shocks 0 0 0 22 2 7 12 56
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 38 0 2 6 133
Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach 0 0 2 30 1 11 19 136
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 47 3 7 9 17
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 1 13 0 8 11 25
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 43 0 8 11 30
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 0 49 7 11 14 35
Managerial Reputation and Bad Acquisitions: A Note 0 0 0 0 0 2 3 1,002
Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships 0 0 0 4 1 3 4 32
Near observational equivalence and fractionally integrated processes 0 0 0 0 1 5 5 16
On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions 0 0 0 0 0 3 4 1,140
The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries 0 0 0 97 1 11 13 268
The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries 0 0 0 3 0 5 8 50
The Switch from Continuous to Call Auction Trading in Response to a Large Intraday Price Movement 0 0 0 1 0 1 2 32
The impact of climate transition risks on financial stability. A systemic risk approach 1 3 8 94 2 11 26 193
Total Working Papers 1 3 13 584 19 115 175 10,899


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 4 6 62
A note on efficiency and solvency in banking 0 0 0 31 0 3 6 115
A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector 1 1 1 67 1 4 11 204
A wavelet decomposition approach to crude oil price and exchange rate dependence 0 0 0 110 0 2 9 354
An analysis of dependence between Central and Eastern European stock markets 0 0 0 15 4 8 12 82
Are China’s new energy stock prices driven by new energy policies? 0 0 0 15 1 7 14 91
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? 0 0 2 37 2 6 13 139
Are investors aware of climate-related transition risks? Evidence from mutual fund flows 0 0 2 20 1 11 18 81
Bank solvency evaluation with a Markov model 0 0 0 120 0 5 6 577
Can gold hedge and preserve value when the US dollar depreciates? 0 0 2 52 4 16 31 610
Climate transition risk, profitability and stock prices 0 2 6 15 2 19 35 62
Competition and R&D in retail banking under expense preference behaviour 0 0 0 116 0 3 10 452
Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets 0 0 1 4 1 4 14 35
Dependence and risk management in oil and stock markets. A wavelet-copula analysis 0 0 0 40 0 2 5 102
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 0 0 34 1 2 3 198
Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach 0 1 4 16 0 5 13 58
Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach 0 0 4 67 0 3 17 226
Do food and oil prices co-move? 0 0 1 107 2 6 13 317
Do global factors impact BRICS stock markets? A quantile regression approach 1 4 19 136 2 11 51 545
Do green bonds de-risk investment in low-carbon stocks? 0 2 5 26 2 6 16 69
Do investors pay a premium for going green? Evidence from alternative energy mutual funds 0 0 0 75 0 6 10 263
Does Sustainability Score Impact Mutual Fund Performance? 0 0 0 35 0 2 7 184
Does length of hospital stay reflect power-law behavior? A q-Weibull density approach 0 0 0 4 1 2 5 16
Downside and upside risk spillovers between exchange rates and stock prices 0 0 4 109 0 7 20 411
Downside risks in EU carbon and fossil fuel markets 0 0 0 16 0 3 5 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 1 9 21 185
Dynamic spillovers and network structure among commodity, currency, and stock markets 0 0 0 9 1 9 11 39
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 0 11 1 8 13 86
Environmental, Social, and Governance Information Disclosure and Intellectual Capital Efficiency in Jordanian Listed Firms 0 0 0 10 1 4 6 33
Exchange rates and the global transmission of equity market shocks 0 1 1 2 0 6 15 24
Forecasting Performance of Nonlinear Models for Intraday Stock Returns 0 0 0 0 0 2 5 173
Forecasting emergency department arrivals using INGARCH models 0 0 0 0 1 7 10 10
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 2 1 7 12 60
Gold and exchange rates: Downside risk and hedging at different investment horizons 0 2 4 32 3 11 17 136
Green bond and financial markets: Co-movement, diversification and price spillover effects 3 7 33 530 8 34 133 1,534
How Are Unemployed Individuals with Obesity Affected by an Economic Crisis? 0 0 1 2 2 10 13 43
How do crude oil prices co-move?: A copula approach 0 0 6 190 3 7 18 543
How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis 0 0 0 17 2 6 10 104
How is the market reaction to stock splits? 0 0 1 132 0 2 4 395
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices 0 0 0 6 1 7 9 49
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 1 1 2 2 2 9 16 21
Is gold a hedge or safe haven against oil price movements? 1 3 15 163 6 21 58 554
Is gold a safe haven or a hedge for the US dollar? Implications for risk management 10 19 47 389 18 54 145 1,127
Is there dependence and systemic risk between oil and renewable energy stock prices? 0 1 8 123 2 12 30 394
Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects 0 0 0 4 3 6 6 19
Modeling EU allowances and oil market interdependence. Implications for portfolio management 0 0 2 26 0 2 7 186
Modelling oil price and exchange rate co-movements 1 1 7 239 6 16 38 710
Near Observational Equivalence and Fractionally Integrated Processes 0 0 0 0 0 4 7 10
Network connectedness of green bonds and asset classes 0 3 12 113 2 23 60 361
Nonlinear effects of oil shocks on stock returns: a Markov-switching approach 0 0 2 39 1 4 12 124
Nonlinearity in Forecasting of High-Frequency Stock Returns 0 0 1 76 1 3 8 190
Obesity: A major problem for Spanish minors 0 0 0 10 0 4 5 50
Oil and US dollar exchange rate dependence: A detrended cross-correlation approach 0 0 0 123 0 5 8 412
Oil price dynamics and market-based inflation expectations 0 0 1 53 0 6 10 163
On cocaine consumption: Some lessons from Spain 0 0 0 11 0 0 2 64
Power-law behaviour in time durations between extreme returns 0 0 0 4 1 5 6 27
Price connectedness between green bond and financial markets 2 6 18 160 3 19 60 524
Price spillovers between rare earth stocks and financial markets 1 1 2 12 5 9 19 60
Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic 0 0 1 7 2 5 13 47
Quantile causality and dependence between crude oil and precious metal prices 0 0 2 5 2 8 12 28
Quantile causality between gold commodity and gold stock prices 1 1 1 20 2 6 14 92
Quantile dependence of oil price movements and stock returns 0 0 5 93 0 19 35 342
Renewable energy contribution to the energy supply: Is there convergence across countries? 0 0 0 21 1 4 10 79
Switching connectedness between real estate investment trusts, oil, and gold markets 1 1 2 2 3 7 13 21
Systemic risk effects of climate transition on financial stability 0 0 3 4 2 16 36 40
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 1 2 8 258 1 9 32 721
Tail risks of energy transition metal prices for commodity prices 0 0 0 1 0 8 9 16
The Relative Price of Non-traded Goods under Imperfect Competition 0 0 0 4 1 1 4 30
The impact of Twitter sentiment on renewable energy stocks 0 1 2 73 1 10 18 249
The impact of downward/upward oil price movements on metal prices 0 0 0 17 1 3 4 88
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 0 1 6 61 2 8 26 192
The impact of uncertainty shocks on energy transition metal prices 0 1 2 2 3 15 25 29
The performance of precious-metal mutual funds: Does uncertainty matter? 0 0 0 7 1 2 4 85
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 0 0 0 4 6 6
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 0 10 2 5 7 74
US dollar exchange rate and food price dependence: Implications for portfolio risk management 0 0 1 15 1 3 9 85
Volatility spillovers between the oil market and the European Union carbon emission market 0 0 0 23 0 10 16 147
Wavelet-based evidence of the impact of oil prices on stock returns 0 1 4 89 1 9 21 337
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 1 1 8 106 1 12 33 332
Total Journal Articles 25 66 262 4,653 127 642 1,494 16,886
2 registered items for which data could not be found


Statistics updated 2026-03-04