10
H index
11
i10 index
436
Citations
Universitat de Barcelona | 10 H index 11 i10 index 436 Citations RESEARCH PRODUCTION: 31 Articles 19 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Helena Chuliá. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Banking & Finance | 3 |
International Review of Financial Analysis | 2 |
Global Economic Review | 2 |
Journal of International Financial Markets, Institutions and Money | 2 |
Emerging Markets Review | 2 |
Working Papers Series with more than one paper published | # docs |
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IREA Working Papers / University of Barcelona, Research Institute of Applied Economics | 13 |
Working Papers / Universitat de Barcelona, UB Riskcenter | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper |
2024 | Does membership of the EMU matter for economic and financial outcomes?. (2024). Song, Suyong ; Kishor, N ; Ardakani, Omid M. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:3:p:416-447. Full description at Econpapers || Download paper |
2025 | Event-Driven Changes in Volatility Connectedness in Global Forex Markets. (2025). Kočenda, Evžen ; Koenda, Even ; Albrecht, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11606. Full description at Econpapers || Download paper |
2025 | Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667. Full description at Econpapers || Download paper |
2024 | A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis. (2024). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Rodriguez, Fernando. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001190. Full description at Econpapers || Download paper |
2024 | Weather conditions, climate change, and the price of electricity. (2024). Uribe, Jorge ; Mosquera-López, Stephania ; Joaqui-Barandica, Orlando ; Mosquera-Lopez, Stephania. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004973. Full description at Econpapers || Download paper |
2024 | Extreme spillovers across carbon and energy markets: A multiscale higher-order moment analysis. (2024). Chu, Wen-Jun ; Zhou, P ; Fan, Li-Wei. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005413. Full description at Econpapers || Download paper |
2024 | Fossil energy risk exposure of the UK electricity system: The moderating role of electricity generation mix and energy source. (2024). Tsai, I-Chun. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524000855. Full description at Econpapers || Download paper |
2024 | Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries. (2024). Zhang, Feipeng ; Hong, Yun. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005070. Full description at Econpapers || Download paper |
2024 | Connectedness in the global banking market network: Implications for risk management and financial policy. (2024). Sepulveda, Sandra M ; Muoz, Jorge A ; Araya, Ivan E ; Cornejo, Edinson E ; Veloso, Carmen L ; Delgado, Carlos L. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004022. Full description at Econpapers || Download paper |
2024 | Does the strength of the US dollar affect the interdependence among currency exchange rates of RCEP and CPTPP countries?. (2024). Yang, Bing ; Liu, Jianxu ; Wang, Mengjiao. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001405. Full description at Econpapers || Download paper |
2024 | The connectedness features of German electricity futures over short and long maturities. (2024). Gianfreda, Angelica ; Scandolo, Giacomo ; Bunn, Derek. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013448. Full description at Econpapers || Download paper |
2024 | Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001543. Full description at Econpapers || Download paper |
2024 | An unconventional FX tail risk story. (2024). Stoja, Evarist ; Gerba, Eddie ; Caon, Carlos ; Pambira, Alberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001396. Full description at Econpapers || Download paper |
2024 | Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697. Full description at Econpapers || Download paper |
2024 | Oil shocks and financial stability in MENA countries. (2024). Sousa, Ricardo ; Sohag, Kazi ; Elsayed, Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000205. Full description at Econpapers || Download paper |
2024 | Managing portfolio risk during crisis times: A dynamic conditional correlation perspective. (2024). Dufour, Alfonso ; Zhang, Hanyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:241-251. Full description at Econpapers || Download paper |
2024 | The asymmetry and uncertainty effects on the response of the yield curve to Brazilian monetary policy. (2024). Meurer, Roberto ; Cavaca, Igor Bastos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:831-844. Full description at Econpapers || Download paper |
2024 | Economic policy uncertainty around the world: Implications for Vietnam. (2024). Vo, Vinh ; Nguyen, Giang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003265. Full description at Econpapers || Download paper |
2024 | Frequency volatility connectedness and portfolio hedging of U.S. energy commodities. (2024). Moravcova, Michala ; Koenda, Even. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000679. Full description at Econpapers || Download paper |
2024 | How electricity and natural gas prices affect banking systemic risk. (2024). Giorgio, Saverio ; Marzioni, Stefano ; Paccione, Cosimo ; Mure, Pina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003039. Full description at Econpapers || Download paper |
2025 | Stock and sovereign returns linkages: time-varying causality and extreme-quantile determinants. (2025). Alves, José ; Afonso, Antonio ; Grabowski, Wojciech ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03662025. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2019 | Volatility Spillovers in Energy Markets In: The Energy Journal. [Full Text][Citation analysis] | article | 27 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | ||
2014 | European government bond market integration in turbulent times In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2014 | “European government bond market integration in turbulent timesâ€.(2014) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2015 | Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2014 | Time€ varying Integration in European Government Bond Markets In: European Financial Management. [Full Text][Citation analysis] | article | 15 |
2023 | Expected, unexpected, good and bad aggregate uncertainty In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
2010 | Análisis de volatilidad y correlación entre Estados Unidos y Asia In: Cuadernos de Economía - Spanish Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2016 | MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 1 |
2009 | EMU and European government bond market integration In: Working Paper Series. [Full Text][Citation analysis] | paper | 81 |
2010 | EMU and European government bond market integration.(2010) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 81 | article | |
2023 | Systemic political risk In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
2017 | Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis In: Emerging Markets Review. [Full Text][Citation analysis] | article | 24 |
2015 | “Spillovers From the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysisâ€.(2015) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2023 | Energy firms in emerging markets: Systemic risk and diversification opportunities In: Emerging Markets Review. [Full Text][Citation analysis] | article | 1 |
2022 | Energy Firms in Emerging Markets: Systemic Risk and Diversification Opportunities..(2022) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2012 | Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain In: Energy Economics. [Full Text][Citation analysis] | article | 12 |
2024 | Vulnerability of European electricity markets: A quantile connectedness approach In: Energy Policy. [Full Text][Citation analysis] | article | 1 |
2020 | Uncovering the time-varying relationship between commonality in liquidity and volatility In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
2019 | “Uncovering the time-varying relationship between commonality in liquidity and volatility”.(2019) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2023 | Nonlinear market liquidity: An empirical examination In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2021 | Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2017 | Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 83 |
2016 | Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 83 | paper | |
2017 | Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 4 |
2024 | Daily growth at risk: Financial or real drivers? The answer is not always the same In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2022 | Daily Growth at Risk: financial or real drivers? The answer is not always the same..(2022) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2024 | Vulnerable funding in the global economy In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
2021 | Vulnerable Funding in the Global Economy..(2021) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2010 | Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 89 |
2018 | Currency downside risk, liquidity, and financial stability In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 10 |
2017 | Measuring uncertainty in the stock market In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 29 |
2015 | “Measuaring Uncertainty in the Stock Marketâ€.(2015) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2014 | The Effects of Macroeconomic News Announcements during the Global Financial Crisis In: Contemporary Studies in Economic and Financial Analysis. [Full Text][Citation analysis] | chapter | 0 |
2007 | The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations In: ERIM Report Series Research in Management. [Full Text][Citation analysis] | paper | 2 |
2016 | European Government Bond Market Contagion in Turbulent Times In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 2 |
2007 | AsimetrÃas en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española In: Investigaciones Economicas. [Full Text][Citation analysis] | article | 0 |
2013 | “European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration†In: IREA Working Papers. [Full Text][Citation analysis] | paper | 3 |
2014 | “Volatility Transmission between the stock and Currency Markets in Emerging Asia: the Impact of the Global Financial Crisis†In: IREA Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | “Together forever? Good and bad market volatility shocks and international consumption risk sharing: A tale of a sign†In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | “Expected, Unexpected, Good and Bad Uncertainty In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Monitoring daily unemployment at risk. In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS In: Working Papers. Serie EC. [Full Text][Citation analysis] | paper | 16 |
2009 | Volatility transmission patterns and terrorist attacks.(2009) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2018 | Trends in the Quantiles of the Life Table Survivorship Function In: European Journal of Population. [Full Text][Citation analysis] | article | 0 |
2021 | Asymmetric volatility spillovers and consumption risk-sharing In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
2011 | Firm size and volatility analysis in the Spanish stock market In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
2012 | Volatility Transmission and Correlation Analysis between the USA and Asia: The Impact of the Global Financial Crisis In: Global Economic Review. [Full Text][Citation analysis] | article | 2 |
2018 | Risk Synchronization in International Stock Markets In: Global Economic Review. [Full Text][Citation analysis] | article | 1 |
2008 | The economic value of volatility transmission between the stock and bond markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 11 |
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