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 0 2,452
Detecting Unbalanced Regressions Using the Durbin-Watson Test 0 0 0 0 2 3 5 3,717
Do global factors impact BRICS stock markets? A quantile regression approach 0 0 1 135 1 2 7 456
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 1 8 2 3 6 59
Efficiency, Solvency, and Size of Banking Firms 0 0 0 0 0 0 0 1,035
Exchange rates and the global transmission of equity market shocks 0 0 0 22 3 5 8 52
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 38 1 3 5 132
Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach 0 0 3 30 4 5 14 129
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 43 1 2 4 23
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 47 0 1 2 10
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 1 13 3 4 7 20
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 0 49 1 3 4 25
Managerial Reputation and Bad Acquisitions: A Note 0 0 0 0 0 1 1 1,000
Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships 0 0 0 4 0 1 1 29
Near observational equivalence and fractionally integrated processes 0 0 0 0 0 0 0 11
On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions 0 0 0 0 0 0 1 1,137
The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries 0 0 0 97 1 2 3 258
The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries 0 0 0 3 1 2 4 46
The Switch from Continuous to Call Auction Trading in Response to a Large Intraday Price Movement 0 0 0 1 0 1 1 31
The impact of climate transition risks on financial stability. A systemic risk approach 2 3 11 93 3 6 22 185
Total Working Papers 2 3 17 583 23 44 95 10,807


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 3 59
A note on efficiency and solvency in banking 0 0 0 31 0 0 3 112
A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector 0 0 1 66 1 4 10 201
A wavelet decomposition approach to crude oil price and exchange rate dependence 0 0 1 110 2 3 10 354
An analysis of dependence between Central and Eastern European stock markets 0 0 0 15 1 5 5 75
Are China’s new energy stock prices driven by new energy policies? 0 0 0 15 4 5 11 88
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? 0 0 2 37 1 2 8 134
Are investors aware of climate-related transition risks? Evidence from mutual fund flows 0 1 2 20 4 8 11 74
Bank solvency evaluation with a Markov model 0 0 0 120 0 1 1 572
Can gold hedge and preserve value when the US dollar depreciates? 0 0 2 52 7 12 22 601
Climate transition risk, profitability and stock prices 0 1 4 13 10 15 28 53
Competition and R&D in retail banking under expense preference behaviour 0 0 0 116 2 5 11 451
Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets 0 0 1 4 0 4 12 31
Dependence and risk management in oil and stock markets. A wavelet-copula analysis 0 0 0 40 1 1 4 101
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 0 0 34 1 2 2 197
Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach 1 3 4 16 1 4 9 54
Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach 0 2 5 67 1 9 18 224
Do food and oil prices co-move? 0 0 1 107 2 5 9 313
Do global factors impact BRICS stock markets? A quantile regression approach 3 8 20 135 4 16 48 538
Do green bonds de-risk investment in low-carbon stocks? 0 1 4 24 0 4 13 63
Do investors pay a premium for going green? Evidence from alternative energy mutual funds 0 0 0 75 0 3 4 257
Does Sustainability Score Impact Mutual Fund Performance? 0 0 0 35 1 3 6 183
Does length of hospital stay reflect power-law behavior? A q-Weibull density approach 0 0 0 4 0 2 3 14
Downside and upside risk spillovers between exchange rates and stock prices 0 1 4 109 3 10 17 407
Downside risks in EU carbon and fossil fuel markets 0 0 0 16 0 1 4 65
Downside/upside price spillovers between precious metals: A vine copula approach 0 0 0 26 0 2 3 115
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 2 2 3 36 3 9 15 179
Dynamic spillovers and network structure among commodity, currency, and stock markets 0 0 0 9 1 1 3 31
Economic crisis and the unemployment effect on household food expenditure: The case of Spain 0 0 0 11 2 4 7 80
Environmental, Social, and Governance Information Disclosure and Intellectual Capital Efficiency in Jordanian Listed Firms 0 0 0 10 1 1 5 30
Exchange rates and the global transmission of equity market shocks 1 1 1 2 3 8 15 21
Forecasting Performance of Nonlinear Models for Intraday Stock Returns 0 0 0 0 0 2 4 171
Forecasting emergency department arrivals using INGARCH models 0 0 0 0 1 4 4 4
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 2 1 3 7 54
Gold and exchange rates: Downside risk and hedging at different investment horizons 0 0 2 30 3 3 11 128
Green bond and financial markets: Co-movement, diversification and price spillover effects 1 2 33 524 10 34 138 1,510
How Are Unemployed Individuals with Obesity Affected by an Economic Crisis? 0 0 1 2 4 5 7 37
How do crude oil prices co-move?: A copula approach 0 4 6 190 1 7 13 537
How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis 0 0 0 17 0 2 6 98
How is the market reaction to stock splits? 0 0 2 132 0 1 3 393
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices 0 0 0 6 0 1 3 42
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 1 1 2 4 9 14
Is gold a hedge or safe haven against oil price movements? 1 7 13 161 9 24 49 542
Is gold a safe haven or a hedge for the US dollar? Implications for risk management 4 9 33 374 21 52 117 1,094
Is there dependence and systemic risk between oil and renewable energy stock prices? 1 3 9 123 6 13 26 388
Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects 0 0 0 4 0 0 0 13
Modeling EU allowances and oil market interdependence. Implications for portfolio management 0 2 2 26 1 5 7 185
Modelling oil price and exchange rate co-movements 0 4 8 238 4 14 30 698
Near Observational Equivalence and Fractionally Integrated Processes 0 0 0 0 3 5 6 9
Network connectedness of green bonds and asset classes 1 3 12 111 13 30 56 351
Nonlinear effects of oil shocks on stock returns: a Markov-switching approach 0 0 2 39 1 3 9 121
Nonlinearity in Forecasting of High-Frequency Stock Returns 0 1 2 76 0 1 6 187
Obesity: A major problem for Spanish minors 0 0 0 10 2 2 3 48
Oil and US dollar exchange rate dependence: A detrended cross-correlation approach 0 0 0 123 2 3 6 409
Oil price dynamics and market-based inflation expectations 0 0 1 53 3 3 7 160
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 1 2 2 23
Price connectedness between green bond and financial markets 1 6 14 155 4 15 52 509
Price spillovers between rare earth stocks and financial markets 0 1 1 11 2 9 12 53
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 8 11 44
Quantile causality and dependence between crude oil and precious metal prices 0 1 2 5 2 5 7 22
Quantile causality between gold commodity and gold stock prices 0 0 0 19 1 7 9 87
Quantile dependence of oil price movements and stock returns 0 2 5 93 13 19 29 336
Renewable energy contribution to the energy supply: Is there convergence across countries? 0 0 1 21 0 3 7 75
Switching connectedness between real estate investment trusts, oil, and gold markets 0 1 1 1 0 4 6 14
Systemic risk effects of climate transition on financial stability 0 2 4 4 4 16 26 28
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 1 3 7 257 4 11 29 716
Tail risks of energy transition metal prices for commodity prices 0 0 0 1 2 3 5 10
The Relative Price of Non-traded Goods under Imperfect Competition 0 0 0 4 0 1 3 29
The impact of Twitter sentiment on renewable energy stocks 1 1 2 73 5 8 14 244
The impact of downward/upward oil price movements on metal prices 0 0 0 17 0 1 1 85
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 1 1 7 61 2 6 22 186
The impact of uncertainty shocks on energy transition metal prices 0 0 1 1 3 6 14 17
The performance of precious-metal mutual funds: Does uncertainty matter? 0 0 0 7 0 1 2 83
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 0 10 1 3 3 70
The switch from continuous to call auction trading in response to a large intraday price movement 0 0 0 0 1 2 3 3
US dollar exchange rate and food price dependence: Implications for portfolio risk management 0 0 1 15 1 4 7 83
Volatility spillovers between the oil market and the European Union carbon emission market 0 0 1 23 5 5 13 142
Wavelet-based evidence of the impact of oil prices on stock returns 1 2 4 89 5 10 17 333
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 0 1 8 105 7 14 31 327
Total Journal Articles 20 76 242 4,607 209 537 1,174 16,453
2 registered items for which data could not be found


Statistics updated 2026-01-09