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 3 4 6 2,458
Detecting Unbalanced Regressions Using the Durbin-Watson Test 0 0 0 0 2 2 7 3,721
Do global factors impact BRICS stock markets? A quantile regression approach 0 0 1 135 2 2 11 463
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 1 8 5 6 15 68
Efficiency, Solvency, and Size of Banking Firms 0 0 0 0 2 2 4 1,039
Exchange rates and the global transmission of equity market shocks 0 0 0 22 1 4 14 58
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 38 2 4 10 137
Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach 0 0 1 30 7 10 24 145
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 13 3 4 14 29
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 43 2 3 14 33
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 47 2 6 11 20
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 1 1 50 3 12 19 40
Managerial Reputation and Bad Acquisitions: A Note 0 0 0 0 0 0 3 1,002
Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships 0 0 0 4 2 5 8 36
Near observational equivalence and fractionally integrated processes 0 0 0 0 5 6 10 21
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 1 2 14 269
The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries 0 0 0 3 4 5 13 55
The Switch from Continuous to Call Auction Trading in Response to a Large Intraday Price Movement 0 0 0 1 2 2 4 34
The impact of climate transition risks on financial stability. A systemic risk approach 0 2 9 95 2 7 24 198
Total Working Papers 0 3 13 586 50 86 228 10,966


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 3 8 64
A note on efficiency and solvency in banking 0 0 0 31 2 3 9 118
A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector 0 1 1 67 0 4 14 207
A wavelet decomposition approach to crude oil price and exchange rate dependence 0 1 1 111 3 4 12 358
An analysis of dependence between Central and Eastern European stock markets 0 0 0 15 6 11 19 89
Are China’s new energy stock prices driven by new energy policies? 0 0 0 15 3 5 18 95
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? 0 0 2 37 3 6 16 143
Are investors aware of climate-related transition risks? Evidence from mutual fund flows 2 2 4 22 4 5 22 85
Bank solvency evaluation with a Markov model 0 0 0 120 2 2 8 579
Can gold hedge and preserve value when the US dollar depreciates? 2 2 3 54 12 22 48 628
Climate transition risk, profitability and stock prices 1 1 7 16 9 13 44 73
Competition and R&D in retail banking under expense preference behaviour 0 0 0 116 1 2 11 454
Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets 1 1 2 5 5 8 20 42
Dependence and risk management in oil and stock markets. A wavelet-copula analysis 0 0 0 40 5 5 10 107
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 0 0 34 2 4 6 201
Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach 1 1 5 17 6 8 20 66
Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach 0 0 4 67 1 3 18 229
Do food and oil prices co-move? 0 0 1 107 2 4 12 319
Do global factors impact BRICS stock markets? A quantile regression approach 0 2 16 137 2 6 46 549
Do green bonds de-risk investment in low-carbon stocks? 0 0 4 26 3 5 17 72
Do investors pay a premium for going green? Evidence from alternative energy mutual funds 0 0 0 75 3 3 13 266
Does Sustainability Score Impact Mutual Fund Performance? 0 0 0 35 2 3 10 187
Does length of hospital stay reflect power-law behavior? A q-Weibull density approach 0 0 0 4 0 3 7 18
Downside and upside risk spillovers between exchange rates and stock prices 0 0 4 109 10 11 31 422
Downside risks in EU carbon and fossil fuel markets 0 0 0 16 2 2 7 70
Downside/upside price spillovers between precious metals: A vine copula approach 0 0 0 26 2 3 5 118
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 0 0 3 36 7 9 29 193
Dynamic spillovers and network structure among commodity, currency, and stock markets 1 1 1 10 1 4 14 42
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 0 11 3 4 14 89
Environmental, Social, and Governance Information Disclosure and Intellectual Capital Efficiency in Jordanian Listed Firms 0 0 0 10 4 7 10 39
Exchange rates and the global transmission of equity market shocks 0 0 1 2 0 0 15 24
Forecasting Performance of Nonlinear Models for Intraday Stock Returns 0 0 0 0 1 1 6 174
Forecasting emergency department arrivals using INGARCH models 0 0 0 0 0 1 10 10
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 2 2 4 15 63
Gold and exchange rates: Downside risk and hedging at different investment horizons 3 3 6 35 7 12 25 145
Green bond and financial markets: Co-movement, diversification and price spillover effects 3 6 30 533 12 21 124 1,547
How Are Unemployed Individuals with Obesity Affected by an Economic Crisis? 0 0 1 2 2 4 15 45
How do crude oil prices co-move?: A copula approach 0 0 6 190 3 7 22 547
How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis 0 0 0 17 2 8 16 110
How is the market reaction to stock splits? 0 0 1 132 2 2 6 397
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices 0 0 0 6 1 3 11 51
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 1 1 2 5 8 20 27
Is gold a hedge or safe haven against oil price movements? 4 7 20 169 9 32 81 580
Is gold a safe haven or a hedge for the US dollar? Implications for risk management 9 22 54 401 18 60 173 1,169
Is there dependence and systemic risk between oil and renewable energy stock prices? 2 3 11 126 4 9 37 401
Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects 0 0 0 4 7 10 13 26
Modeling EU allowances and oil market interdependence. Implications for portfolio management 0 0 2 26 0 2 9 188
Modelling oil price and exchange rate co-movements 0 3 8 241 4 15 44 719
Near Observational Equivalence and Fractionally Integrated Processes 0 0 0 0 3 4 11 14
Network connectedness of green bonds and asset classes 0 1 9 114 2 6 58 365
Nonlinear effects of oil shocks on stock returns: a Markov-switching approach 0 0 2 39 4 5 15 128
Nonlinearity in Forecasting of High-Frequency Stock Returns 0 0 1 76 2 3 9 192
Obesity: A major problem for Spanish minors 0 0 0 10 3 3 8 53
Oil and US dollar exchange rate dependence: A detrended cross-correlation approach 0 0 0 123 6 7 15 419
Oil price dynamics and market-based inflation expectations 0 1 2 54 3 5 14 168
On cocaine consumption: Some lessons from Spain 0 0 0 11 2 4 6 68
Power-law behaviour in time durations between extreme returns 0 0 0 4 1 3 8 29
Price connectedness between green bond and financial markets 3 6 21 164 6 16 66 537
Price spillovers between rare earth stocks and financial markets 0 2 3 13 4 12 25 67
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 3 14 48
Quantile causality and dependence between crude oil and precious metal prices 0 0 2 5 1 4 14 30
Quantile causality between gold commodity and gold stock prices 0 1 1 20 2 6 18 96
Quantile dependence of oil price movements and stock returns 0 0 4 93 3 4 37 346
Renewable energy contribution to the energy supply: Is there convergence across countries? 0 0 0 21 1 3 10 81
Switching connectedness between real estate investment trusts, oil, and gold markets 0 1 2 2 3 8 18 26
Systemic risk effects of climate transition on financial stability 0 1 3 5 6 10 42 48
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 0 2 8 259 2 6 36 726
Tail risks of energy transition metal prices for commodity prices 0 0 0 1 6 8 17 24
The Relative Price of Non-traded Goods under Imperfect Competition 0 0 0 4 2 3 5 32
The impact of Twitter sentiment on renewable energy stocks 0 0 2 73 6 9 24 257
The impact of downward/upward oil price movements on metal prices 0 0 0 17 0 2 5 89
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 1 1 4 62 5 8 27 198
The impact of uncertainty shocks on energy transition metal prices 0 1 3 3 4 12 34 38
The performance of precious-metal mutual funds: Does uncertainty matter? 0 0 0 7 2 5 8 89
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 0 10 4 7 12 79
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 0 0 4 5 11 11
US dollar exchange rate and food price dependence: Implications for portfolio risk management 0 0 1 15 5 6 13 90
Volatility spillovers between the oil market and the European Union carbon emission market 1 1 1 24 5 6 20 153
Wavelet-based evidence of the impact of oil prices on stock returns 0 0 2 89 3 5 22 341
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 0 1 5 106 2 3 30 334
Total Journal Articles 34 76 276 4,704 288 562 1,812 17,321
2 registered items for which data could not be found


Statistics updated 2026-05-06