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 0 6 2,458
Detecting Unbalanced Regressions Using the Durbin-Watson Test 0 0 0 0 0 2 13 3,727
Do global factors impact BRICS stock markets? A quantile regression approach 0 1 2 136 0 1 12 465
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 0 8 0 0 13 68
Efficiency, Solvency, and Size of Banking Firms 0 0 0 0 0 1 5 1,040
Exchange rates and the global transmission of equity market shocks 0 1 1 23 0 1 15 60
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 38 3 3 11 140
Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach 0 0 0 30 2 4 28 151
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 43 1 1 13 34
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 1 14 0 2 17 33
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 47 0 0 13 22
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 1 50 1 1 19 41
Managerial Reputation and Bad Acquisitions: A Note 0 0 0 0 0 0 4 1,003
Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships 0 0 0 4 0 0 8 36
Near observational equivalence and fractionally integrated processes 0 0 0 0 1 1 11 22
On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions 0 0 0 0 0 0 3 1,140
The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries 0 0 0 97 0 1 15 271
The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries 0 0 1 4 0 0 12 56
The Switch from Continuous to Call Auction Trading in Response to a Large Intraday Price Movement 0 0 0 1 0 0 4 34
The impact of climate transition risks on financial stability. A systemic risk approach 0 1 8 97 1 4 26 204
Total Working Papers 0 3 14 592 9 22 248 11,005


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 1 1 17 0 3 11 67
A note on efficiency and solvency in banking 0 0 0 31 1 1 9 119
A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector 0 0 1 67 1 6 18 215
A wavelet decomposition approach to crude oil price and exchange rate dependence 0 0 1 111 0 3 12 362
An analysis of dependence between Central and Eastern European stock markets 0 0 0 15 0 0 19 89
Are China’s new energy stock prices driven by new energy policies? 0 0 0 15 0 1 13 96
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? 0 0 1 38 1 2 14 146
Are investors aware of climate-related transition risks? Evidence from mutual fund flows 0 0 3 22 0 0 21 86
Bank solvency evaluation with a Markov model 0 0 0 120 0 0 9 580
Can gold hedge and preserve value when the US dollar depreciates? 0 0 3 54 3 9 62 648
Climate transition risk, profitability and stock prices 0 1 5 17 1 4 42 80
Competition and R&D in retail banking under expense preference behaviour 0 0 0 116 1 2 13 457
Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets 0 1 2 6 0 2 19 46
Dependence and risk management in oil and stock markets. A wavelet-copula analysis 0 0 0 40 0 0 9 108
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 0 0 34 0 0 6 201
Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach 0 0 4 17 1 2 20 70
Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach 0 0 2 67 0 1 15 230
Do food and oil prices co-move? 0 0 0 107 0 1 15 323
Do global factors impact BRICS stock markets? A quantile regression approach 0 0 10 137 3 7 40 559
Do green bonds de-risk investment in low-carbon stocks? 0 0 4 26 0 1 17 75
Do investors pay a premium for going green? Evidence from alternative energy mutual funds 0 0 0 75 0 2 14 268
Does Sustainability Score Impact Mutual Fund Performance? 0 0 0 35 0 3 12 190
Does length of hospital stay reflect power-law behavior? A q-Weibull density approach 0 0 0 4 0 0 7 18
Downside and upside risk spillovers between exchange rates and stock prices 0 2 6 113 1 6 39 434
Downside risks in EU carbon and fossil fuel markets 0 0 0 16 0 0 7 71
Downside/upside price spillovers between precious metals: A vine copula approach 0 0 0 26 0 0 5 118
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 0 0 2 36 0 2 27 196
Dynamic spillovers and network structure among commodity, currency, and stock markets 0 0 1 10 0 4 18 47
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 0 11 0 0 14 90
Environmental, Social, and Governance Information Disclosure and Intellectual Capital Efficiency in Jordanian Listed Firms 0 0 0 10 1 1 13 42
Exchange rates and the global transmission of equity market shocks 0 0 1 2 1 1 14 25
Forecasting Performance of Nonlinear Models for Intraday Stock Returns 0 0 0 0 0 1 7 176
Forecasting emergency department arrivals using INGARCH models 0 0 0 0 0 0 10 10
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 2 2 5 18 69
Gold and exchange rates: Downside risk and hedging at different investment horizons 1 1 7 37 2 3 27 152
Green bond and financial markets: Co-movement, diversification and price spillover effects 2 6 22 542 18 26 123 1,593
How Are Unemployed Individuals with Obesity Affected by an Economic Crisis? 0 0 0 2 0 0 14 45
How do crude oil prices co-move?: A copula approach 0 0 6 191 0 5 25 553
How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis 0 0 0 17 0 0 14 110
How is the market reaction to stock splits? 0 0 0 132 0 1 8 400
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices 0 0 0 6 0 0 10 51
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 1 2 3 4 24 33
Is gold a hedge or safe haven against oil price movements? 1 3 24 175 2 9 81 596
Is gold a safe haven or a hedge for the US dollar? Implications for risk management 1 10 56 416 12 43 196 1,227
Is there dependence and systemic risk between oil and renewable energy stock prices? 0 0 10 128 4 8 42 413
Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects 0 0 0 4 0 0 14 27
Modeling EU allowances and oil market interdependence. Implications for portfolio management 0 0 2 26 0 1 9 189
Modelling oil price and exchange rate co-movements 0 0 9 243 0 6 47 729
Near Observational Equivalence and Fractionally Integrated Processes 0 0 0 0 0 0 10 14
Network connectedness of green bonds and asset classes 1 1 9 115 4 5 57 375
Nonlinear effects of oil shocks on stock returns: a Markov-switching approach 0 0 0 39 1 4 14 132
Nonlinearity in Forecasting of High-Frequency Stock Returns 0 1 2 77 1 3 10 196
Obesity: A major problem for Spanish minors 0 0 0 10 0 1 9 55
Oil and US dollar exchange rate dependence: A detrended cross-correlation approach 1 1 1 124 2 7 21 427
Oil price dynamics and market-based inflation expectations 3 4 5 58 3 6 20 176
On cocaine consumption: Some lessons from Spain 0 0 0 11 0 0 6 68
Power-law behaviour in time durations between extreme returns 0 0 0 4 0 0 8 29
Price connectedness between green bond and financial markets 0 3 23 168 7 19 73 561
Price spillovers between rare earth stocks and financial markets 0 0 3 13 1 3 29 71
Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic 0 0 0 7 0 1 16 52
Quantile causality and dependence between crude oil and precious metal prices 0 0 2 5 1 1 15 31
Quantile causality between gold commodity and gold stock prices 0 0 1 20 1 2 20 99
Quantile dependence of oil price movements and stock returns 0 1 4 94 1 5 37 353
Renewable energy contribution to the energy supply: Is there convergence across countries? 0 0 0 21 0 0 9 81
Switching connectedness between real estate investment trusts, oil, and gold markets 0 0 2 2 0 1 17 27
Systemic risk effects of climate transition on financial stability 0 1 5 7 2 5 48 57
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 0 0 7 261 2 7 38 738
Tail risks of energy transition metal prices for commodity prices 0 0 0 1 1 1 19 26
The Relative Price of Non-traded Goods under Imperfect Competition 0 0 0 4 2 2 6 34
The impact of Twitter sentiment on renewable energy stocks 0 1 2 74 0 2 27 263
The impact of downward/upward oil price movements on metal prices 0 1 1 18 0 1 7 91
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 0 0 2 62 0 0 23 201
The impact of uncertainty shocks on energy transition metal prices 0 1 3 4 1 2 30 40
The performance of precious-metal mutual funds: Does uncertainty matter? 0 0 0 7 1 2 9 91
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 0 0 0 1 13 13
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 0 10 1 2 16 83
US dollar exchange rate and food price dependence: Implications for portfolio risk management 0 0 0 15 2 2 16 94
Volatility spillovers between the oil market and the European Union carbon emission market 1 2 3 26 1 2 18 155
Wavelet-based evidence of the impact of oil prices on stock returns 0 0 2 89 0 3 23 344
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 0 0 2 106 0 1 27 336
Total Journal Articles 11 42 263 4,770 93 267 1,914 17,742
2 registered items for which data could not be found


Statistics updated 2026-09-10