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


Statistics updated 2020-09-04