Juncal Cuñado : Citation Profile


Are you Juncal Cuñado?

Universidad de Navarra

14

H index

26

i10 index

1227

Citations

RESEARCH PRODUCTION:

56

Articles

41

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2000 - 2020). See details.
   Cites by year: 61
   Journals where Juncal Cuñado has often published
   Relations with other researchers
   Recent citing documents: 237.    Total self citations: 10 (0.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcu62
   Updated: 2021-06-12    RAS profile: 2020-11-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

GUPTA, RANGAN (21)

Antonakakis, Nikolaos (10)

Gil-Alana, Luis (8)

Filis, George (3)

Gabauer, David (2)

Pérez de Gracia, Fernando (2)

Balcilar, Mehmet (2)

Isah, Kazeem (2)

Tiwari, Aviral (2)

Salisu, Afees (2)

Chang, Tsangyao (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Juncal Cuñado.

Is cited by:

GUPTA, RANGAN (69)

Gil-Alana, Luis (24)

Shahbaz, Muhammad (21)

AROURI, Mohamed (19)

Ratti, Ronald (18)

YAYA, OLAOLUWA (17)

Balcilar, Mehmet (17)

McAleer, Michael (17)

Cuestas, Juan (16)

Chang, Youngho (14)

LE, Thai-Ha (14)

Cites to:

Gil-Alana, Luis (60)

GUPTA, RANGAN (39)

Perron, Pierre (33)

Bekaert, Geert (28)

Campbell, John (27)

Phillips, Peter (26)

Granger, Clive (25)

Narayan, Paresh (23)

Harvey, Campbell (23)

Diebold, Francis (21)

Oswald, Andrew (20)

Main data


Where Juncal Cuñado has published?


Journals with more than one article published# docs
Applied Financial Economics3
Physica A: Statistical Mechanics and its Applications3
Applied Economics3
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement3
Journal of Applied Economics3
Energy Economics3
Recherches conomiques de Louvain2
Journal of Banking & Finance2
Journal of Economics and Business2
Journal of Policy Modeling2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics14
Discussion Papers (REL - Recherches Economiques de Louvain) / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)2
Working Papers / Asociacin Espaola de Economa y Finanzas Internacionales2
CESifo Working Paper Series / CESifo2

Recent works citing Juncal Cuñado (2021 and 2020)


YearTitle of citing document
2020Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries. (2020). Hkiri, Besma ; Gupta, Rangan ; Coronado, Semei ; Rojas, Omar. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:4:p:44-76.

Full description at Econpapers || Download paper

2020The Impact of Tourism Development on Economic Growth in Sub-Saharan Africa. (2020). Asongu, Simplice ; Odhiambo, Nicholas M ; Nyasha, Sheilla. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/044.

Full description at Econpapers || Download paper

2020The Impact of Tourism Development on Economic Growth in Sub-Saharan Africa. (2020). Odhiambo, Nicholas ; Asongu, Simplice ; Nyasha, Sheilla. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/044.

Full description at Econpapers || Download paper

2020Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries. (2020). Gupta, Rangan ; Coronado, Semei ; Rojas, Omar ; Hkiri, Besma. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:4:p:44-76.

Full description at Econpapers || Download paper

2020Dissecting the Linkages between Variations in Crude Oil Price and Selected Macroeconomic Variables in Nigeria. (2020). Riti, Joshua S ; Kamah, Miriam. In: Journal of Contemporary Research in Business, Economics and Finance. RePEc:ajp:jcrbef:2020:p:37-46.

Full description at Econpapers || Download paper

2020Profit-oriented sales forecasting: a comparison of forecasting techniques from a business perspective. (2020). Lemahieu, Wilfried ; Baesens, Bart ; van den Bossche, Filip ; van Calster, Tine. In: Papers. RePEc:arx:papers:2002.00949.

Full description at Econpapers || Download paper

2020Seasonal and Trend Forecasting of Tourist Arrivals: An Adaptive Multiscale Ensemble Learning Approach. (2020). Wang, Shouyang ; Ju-e Guo, ; Bi, Dan ; Suna, Shaolong. In: Papers. RePEc:arx:papers:2002.08021.

Full description at Econpapers || Download paper

2020Value relevance of the components of oil and gas reserve quantity change disclosures of upstream oil and gas companies in the london stock exchange. (2020). Anighoro, Tega. In: Papers. RePEc:arx:papers:2005.14659.

Full description at Econpapers || Download paper

2020What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC. (2020). Volkmann, Alexander ; Rossi, Enzo ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2006.06274.

Full description at Econpapers || Download paper

2020External Monetary Constraints Imposed by Developed Economies on Developing Economies: Empirical Evidence from Pakistan. (2020). Jamil, Zartaj ; Zahra, Hafiza Sadaf ; Younas, Muhammad Zeeshan ; Rizwan, Muhammad Ali. In: Asian Development Policy Review. RePEc:asi:adprev:2020:p:7-29.

Full description at Econpapers || Download paper

2021The Short and Long Run Dynamics of Monetary Policy, Oil Price Volatility and Economic Growth in the CEMAC Region. (2021). Maredza, Andrew ; Olamide, Ebenezer G. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:78-89.

Full description at Econpapers || Download paper

2020Is Homo Economicus An Ideal to be Pursued? Using US and Japan Survey Data*. (2020). Yoneda, Hiroyasu ; Yamane, Shoko ; Tsutsui, Yoshiro. In: Asian Economic Journal. RePEc:bla:asiaec:v:34:y:2020:i:4:p:357-378.

Full description at Econpapers || Download paper

2020Do oil price changes really matter to the trade balance? Evidence from Korea‐ASEAN commodity trade data. (2020). Baek, Jungho ; Choi, Yoon Jung. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:3:p:250-278.

Full description at Econpapers || Download paper

2020Living better and feeling happier: An investigation into the association between housing quality and happiness. (2020). Yang, Yulu ; Hu, Mingzhi ; Yu, Xiaofen. In: Growth and Change. RePEc:bla:growch:v:51:y:2020:i:3:p:1224-1238.

Full description at Econpapers || Download paper

2020The role of uncertainty on agricultural futures markets momentum trading and volatility. (2020). Czudaj, Robert ; Robert, Czudaj. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:39:n:3.

Full description at Econpapers || Download paper

2021Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model. (2021). Feng, MA ; Julien, Chevallier ; Abderrazak, Dhaoui. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:19:n:3.

Full description at Econpapers || Download paper

2020Quantifying the externalities of renewable energy plants using wellbeing data: The case of biogas. (2020). Rode, Johannes ; Krekel, Christian ; Zerrahn, Alexander ; Rechlitz, Julia. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1738.

Full description at Econpapers || Download paper

2020Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects. (2020). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8445.

Full description at Econpapers || Download paper

2021Resilience to Disaster: Evidence from Daily Wellbeing Data. (2021). Frijters, Paul ; Torgler, Benno ; Knott, Rachel J ; Johnston, David W. In: CREMA Working Paper Series. RePEc:cra:wpaper:2021-13.

Full description at Econpapers || Download paper

2021Quantifying the Externalities of Renewable Energy Plants Using Wellbeing Data: The Case of Biogas. (2021). Rode, Johannes ; Krekel, Christian ; Zerrahn, Alexander ; Rechlitz, Julia. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp1116.

Full description at Econpapers || Download paper

2020Make Sure the Kids are OK: Indirect Effects of Ground-Level Ozone on Well-Being. (2020). Zaklan, Aleksandar ; Sarmiento, Luis ; Rechlitz, Julia. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1877.

Full description at Econpapers || Download paper

2020OIL PRICE AND ECONOMIC GROWTH OF OIL-IMPORTING COUNTRIES: A REVIEW OF INTERNATIONAL LITERATURE. (2020). Odhiambo, Nicholas ; Akinsola, Motunrayo. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:20:y:2020:i:1_9.

Full description at Econpapers || Download paper

2021Homeownership and happiness: evidence from Canad. (2021). Latif, Ehsan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00727.

Full description at Econpapers || Download paper

2020Effects of oil price shocks on economic sectors of net oil-importing countries: case of Togo. (2020). Kebalo, Lleng. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00460.

Full description at Econpapers || Download paper

2020Corporate Performance in Nigeria: The Effect of Oil Price and Exchange Rate Fluctuations. (2020). Olofin, Sodik Adejonwo ; Omoregie, Osaretin Kayode. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-21.

Full description at Econpapers || Download paper

2020Crude Oil Option Market Parameters and Their Impact on the Cost of Hedging by Long Strap Strategy. (2020). Iwaszczuk, Natalia ; Lamasz, Bartosz. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-58.

Full description at Econpapers || Download paper

2020Fluctuations of Oil Prices and Gross Domestic Product in Spain. (2020). Cantavella, Manuel. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-8.

Full description at Econpapers || Download paper

2020Empirical Investigation of Relationship between Oil Price and Inflation: The case of India. (2020). Fawaz, Mahmoud Mohamed ; Yousef, Tarek Tawfek ; Sultan, Zafar Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-11.

Full description at Econpapers || Download paper

2020Petroleum Subsidy Withdrawal, Fuel Price Hikes and the Nigerian Economy. (2020). Asaleye, Abiola ; Obadiaru, Eseosa ; Inegbedion, Emmanuel. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-32.

Full description at Econpapers || Download paper

2020Do Various Sectors Respond to Oil Price Shocks? New Evidence for Indonesia as Emerging Market. (2020). Setiawati, Marla ; Sukarno, Subiakto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-46.

Full description at Econpapers || Download paper

2020The Impact of Oil Price Fluctuations on Saudi Arabia Stock Market: A Vector Error-Correction Model Analysis. (2020). Ayyaf, Nouf Bin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-41.

Full description at Econpapers || Download paper

2021The Influence of Oil Price Fluctuations on Stock Market of Developing Economies: A Focus on Nigeria. (2021). Iyoha, Francis O ; Agbo, Elias Igwebuike ; Eluyela, Damilola Felix ; Nwude, Chuke. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-13.

Full description at Econpapers || Download paper

2021Relationship between Oil Prices and Stock Prices in BRICS-T Countries: Symmetric and Asymmetric Causality Analysis. (2021). Abdulina, Gulnar ; Kudabayeva, Lyazzat ; Dosmakhanbet, Assan ; Syzdykova, Aziza ; Abubakirova, Aktolkin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-17.

Full description at Econpapers || Download paper

2021Changes in Demand for Crude Oil and its Correlation with Crude Oil and Stock Market Returns Volatilities: Evidence from Three Asian Oil Importing Countries. (2021). Hadhek, Zouhaier ; Lafi, Mosbah ; Mrad, Fatma ; Bouazizi, Tarek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-5.

Full description at Econpapers || Download paper

2021The Impact of Oil Rent, Currency Overvaluation, and Institution Quality, on Economic Growth of Oil-Rich Countries: A Heterogeneous Panel Data Study. (2021). Motameni, Alireza. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-59.

Full description at Econpapers || Download paper

2020Forward-looking agents and inflation in an oil-producing country: Evidence from Iran. (2020). Jafari, Mahboubeh ; Kia, Amir. In: Journal of Asian Economics. RePEc:eee:asieco:v:69:y:2020:i:c:s104900782030097x.

Full description at Econpapers || Download paper

2020Business connectedness or market risk? Evidence from financial institutions in China. (2020). Li, Zheng ; Lu, Yanchen ; Liang, QI. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x20301000.

Full description at Econpapers || Download paper

2020Impact of education on Chinese urban and rural subjective well-being. (2020). An, Junxiu ; Li, Zinan ; Jin, Yuchang. In: Children and Youth Services Review. RePEc:eee:cysrev:v:119:y:2020:i:c:s0190740920311403.

Full description at Econpapers || Download paper

2020Health-related and non-health-related effects of PM2.5 on life satisfaction: Evidence from India, China and Japan. (2020). Tsurumi, Tetsuya ; Managi, Shunsuke. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:67:y:2020:i:c:p:114-123.

Full description at Econpapers || Download paper

2021Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks. (2021). Karul, Cagin ; Rayos-Velazquez, Marco ; Lee, Jun Soo ; Payne, James E ; Nazlioglu, Saban. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000870.

Full description at Econpapers || Download paper

2020Diversification and optimal hedges for socially responsible investment in Brazil. (2020). Penabad, Maria-Celia ; Lopez-Andion, Carmen ; Iglesias, Ana ; Maside-Sanfiz, Jose Manuel ; Lopez-Penabad, Maria-Celia ; Iglesias-Casal, Ana. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:106-118.

Full description at Econpapers || Download paper

2020A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques. (2020). Salisu, Afees ; Ebuh, Godday U ; Tule, Moses K. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:225-237.

Full description at Econpapers || Download paper

2021Can home-biased investors diversify interregionally in the long run?. (2021). Ur, Mobeen ; Narayan, Seema. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:167-181.

Full description at Econpapers || Download paper

2021Growth, institutions and oil dependence: A buffered threshold panel approach. (2021). Souam, Said ; Khalfi, Abderaouf ; Hamdi, Fayal ; Belarbi, Yacine. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000584.

Full description at Econpapers || Download paper

2020Dynamic relations between oil and stock market returns: A multi-country study. (2020). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302499.

Full description at Econpapers || Download paper

2020Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market. (2020). Yin, Libo ; Wang, Ziwei ; He, Feng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303055.

Full description at Econpapers || Download paper

2020Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

Full description at Econpapers || Download paper

2020Stock prices, dividends, and structural changes in the long-term: The case of U.S.. (2020). Prats, María ; Navarro-Ibáñez, Manuel ; Navarro-Ibaez, Manuel ; Esteve, Vicente. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302633.

Full description at Econpapers || Download paper

2020Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. (2020). Nie, HE ; Mo, Bin ; Feng, Qidi ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300589.

Full description at Econpapers || Download paper

2020Economic indicators and stock market volatility in an emerging economy. (2020). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518305594.

Full description at Econpapers || Download paper

2020How the financial market can dampen the effects of commodity price shocks. (2020). Kim, Myunghyun. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119302004.

Full description at Econpapers || Download paper

2020Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615.

Full description at Econpapers || Download paper

2020Tight oil, real WTI prices and U.S. stock returns. (2020). Mollick, Andre Varella ; Huang, Wanling. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930369x.

Full description at Econpapers || Download paper

2020Oil price shocks and EMU sovereign yield spreads. (2020). Filis, George ; Filippidis, Michail ; Kizys, Renatas. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304530.

Full description at Econpapers || Download paper

2020Oil price shocks, global financial markets and their connectedness. (2020). Demirer, Riza ; Hussain, Syed Jawad ; Ferrer, Roman. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301110.

Full description at Econpapers || Download paper

2020Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195.

Full description at Econpapers || Download paper

2020Magnitude and persistence of extreme risk spillovers in the global energy market: A high-dimensional left-tail interdependence perspective. (2020). Liu, Jiahao ; Lin, Renda ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301018.

Full description at Econpapers || Download paper

2020Moments-based spillovers across gold and oil markets. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Wang, Shixuan ; Marco, Chi Keung. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301390.

Full description at Econpapers || Download paper

2020Energy futures and spots prices forecasting by hybrid SW-GRU with EMD and error evaluation. (2020). Wang, Jun. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301675.

Full description at Econpapers || Download paper

2020Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. (2020). Yoon, Seong-Min ; Jiang, Zhuhua. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301754.

Full description at Econpapers || Download paper

2020Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies. (2020). Tiwari, Aviral ; Nasreen, Samia ; Elsayed, Ahmed H. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301870.

Full description at Econpapers || Download paper

2020Petrol prices and subjective wellbeing. (2020). Smyth, Russell ; Prakash, Kushneel ; Churchill, Sefa Awaworyi. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302073.

Full description at Econpapers || Download paper

2020Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness. (2020). Gabauer, David ; Filis, George ; Antonakakis, Nikolaos ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s014098832030102x.

Full description at Econpapers || Download paper

2020Oil curse, economic growth and trade openness. (2020). Vespignani, Joaquin ; Raghavan, Mala ; Majumder, Monoj. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s014098832030236x.

Full description at Econpapers || Download paper

2020The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302802.

Full description at Econpapers || Download paper

2020Impact of proved reserves on stock returns of U.S. oil and gas corporations using firm-level data. (2020). Equiza-Goñi, Juan ; de Gracia, Fernando Perez ; Equiza-Goi, Juan. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302917.

Full description at Econpapers || Download paper

2020Volatility spillovers for energy prices: A diagonal BEKK approach. (2020). Faghihian, Fatemeh ; Ghoddusi, Hamed ; Zolfaghari, Mehdi. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303054.

Full description at Econpapers || Download paper

2020Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19. (2020). Corbet, Shaen ; Gunay, Samet ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303182.

Full description at Econpapers || Download paper

2021Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China. (2021). Huo, Rui ; Ahmed, Abdullahi D. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320300803.

Full description at Econpapers || Download paper

2021The role of oil price uncertainty shocks on oil-exporting countries. (2021). Rubaszek, Michał ; Śmiech, Sławomir ; Papie, Monika ; Snarska, Magorzata. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320303686.

Full description at Econpapers || Download paper

2021The good, the bad and the ugly relation between oil and commodities: An analysis of asymmetric volatility connectedness and portfolio implications. (2021). Kang, Sang Hoon ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304011.

Full description at Econpapers || Download paper

2021Does mandatory air quality information disclosure raise happiness? Evidence from China. (2021). Chen, Xiaohong ; Sun, Cuicui ; Wang, Yangjie. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304345.

Full description at Econpapers || Download paper

2021Asymmetric responses of consumer spending to energy prices: A threshold VAR approach. (2021). Knotek, Edward ; Zaman, Saeed. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000323.

Full description at Econpapers || Download paper

2021OPEC news and jumps in the oil market. (2021). Yoon, Seong-Min ; Pierdzioch, Christian ; Gupta, Rangan ; Gkillas, Konstantinos. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000013.

Full description at Econpapers || Download paper

2021Oil prices, policy uncertainty and travel and leisure stocks in China. (2021). Dong, Xuesong ; Chen, Jinyu ; Qin, Yun. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000177.

Full description at Econpapers || Download paper

2021Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics. (2021). Wang, Lei ; Liu, Liang ; Wei, YU ; Yang, Kun. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000542.

Full description at Econpapers || Download paper

2021Do oil shocks affect Chinese bank risk?. (2021). Ji, Qiang ; Zhang, Yang ; Ma, YU. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000712.

Full description at Econpapers || Download paper

2020Windowed volatility spillover effects among crude oil prices. (2020). Liu, Siyao ; Sun, Qingru ; An, Feng ; Gao, Xiangyun. In: Energy. RePEc:eee:energy:v:200:y:2020:i:c:s0360544220306289.

Full description at Econpapers || Download paper

2020Dynamics of spillover network among oil and leading Asian oil trading countries’ stock markets. (2020). Maqbool, Rashid ; Tang, Yong ; Ashfaq, Saleha. In: Energy. RePEc:eee:energy:v:207:y:2020:i:c:s0360544220311841.

Full description at Econpapers || Download paper

2020Estimating environmental efficiency and convergence: 1980 to 2016. (2020). TAGHIZADEH-HESARY, Farhad ; Edziah, Bless Kofi ; Kporsu, Anthony Kwaku ; Sun, Huaping. In: Energy. RePEc:eee:energy:v:208:y:2020:i:c:s0360544220313311.

Full description at Econpapers || Download paper

2020Self-similar behaviors in the crude oil market. (2020). Wen, Shaobo ; An, Feng ; Wang, ZE ; Gao, Xiangyun ; Fang, Wei ; Liu, Siyao. In: Energy. RePEc:eee:energy:v:211:y:2020:i:c:s0360544220317904.

Full description at Econpapers || Download paper

2021Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives. (2021). Zou, Huiwen ; Li, Binlin ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s0360544220324099.

Full description at Econpapers || Download paper

2021Time-varying impact of oil shocks on trade balances: Evidence using the TVP-VAR model. (2021). Nugent, Jeffrey B ; Atik, Abdurrahman Nazif ; Balli, Esra. In: Energy. RePEc:eee:energy:v:217:y:2021:i:c:s0360544220324841.

Full description at Econpapers || Download paper

2021Relationships and portfolios between oil and Chinese stock sectors: A study based on wavelet denoising-higher moments perspective. (2021). Lu, Tuantuan ; Dai, Yimin ; Wei, YU ; Tang, Yong ; Zhu, Pengfei. In: Energy. RePEc:eee:energy:v:217:y:2021:i:c:s0360544220325238.

Full description at Econpapers || Download paper

2021Asymmetric oil price and Asian economies: A nonlinear ARDL approach. (2021). Olson, Dennis ; Nusair, Salah A. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s0360544220327018.

Full description at Econpapers || Download paper

2021Dynamic dependence of oil, clean energy and the role of technology companies: New evidence from copulas with regime switching. (2021). Tiwari, Aviral ; Selmi, Refk ; Hammoudeh, Shawkat ; Nasreen, Samia. In: Energy. RePEc:eee:energy:v:220:y:2021:i:c:s0360544220326979.

Full description at Econpapers || Download paper

2020Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS. (2020). Fan, Ying ; Zhao, Wan-Li ; Liu, Bing-Yue ; Ji, Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304605.

Full description at Econpapers || Download paper

2020Asymmetric mean reversion of Bitcoin price returns. (2020). Corbet, Shaen ; Katsiampa, Paraskevi. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306136.

Full description at Econpapers || Download paper

2020The economic importance of rare earth elements volatility forecasts. (2020). Schweizer, Denis ; Proelss, Juliane ; Seiler, Volker. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306148.

Full description at Econpapers || Download paper

2021Which time-frequency domain dominates spillover in the Chinese energy stock market?. (2021). Guo, Sui ; An, Haizhong ; Gao, Xiangyun ; Sun, Qingru ; Wang, ZE ; Liu, Xueyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302842.

Full description at Econpapers || Download paper

2020The relationship between oil and financial markets in emerging economies: The significant role of Kazakhstan as the oil exporting country. (2020). Gözgör, Giray ; Marco, Chi Keung ; Semeyutin, Artur ; Li, Haiping. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319301424.

Full description at Econpapers || Download paper

2020Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach. (2020). Das, Debojyoti ; Kannadhasan, M. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612318305014.

Full description at Econpapers || Download paper

2021Does Chinese investor sentiment predict Asia-pacific stock markets? Evidence from a nonparametric causality-in-quantiles test. (2021). Li, Xiao. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312978.

Full description at Econpapers || Download paper

2021Financial contagion during COVID–19 crisis. (2021). Sensoy, Ahmet ; Akhtaruzzaman, MD ; Boubaker, Sabri. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305754.

Full description at Econpapers || Download paper

2021The impact of economic policy uncertainty on volatility of China’s financial stocks: An empirical analysis. (2021). Wu, Congxin ; Xu, Yan ; Wang, Zhuqing ; Luo, YI. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319314102.

Full description at Econpapers || Download paper

2020Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns. (2020). Onwuka, Kevin O ; Urom, Christian ; Yuni, Denis N ; Uma, Kalu E. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:10-29.

Full description at Econpapers || Download paper

2020Halloween Effect in developed stock markets: A historical perspective. (2020). Wohar, Mark ; Plastun, Alex ; GUPTA, RANGAN ; Sibande, Xolani. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:130-138.

Full description at Econpapers || Download paper

2020Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods. (2020). Hussain, Syed Jawad ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:66-82.

Full description at Econpapers || Download paper

2020Oil price jumps and the uncertainty of oil supplies in a geopolitical perspective: The role of OPEC’s spare capacity. (2020). Selmi, Refk ; bouoiyour, jamal ; Miftah, Amal. In: International Economics. RePEc:eee:inteco:v:164:y:2020:i:c:p:18-35.

Full description at Econpapers || Download paper

2021Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality. (2021). Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:37-50.

Full description at Econpapers || Download paper

2020Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Juncal Cuñado:


YearTitleTypeCited
2010Education and happiness in Spain In: Investigaciones de Economía de la Educación volume 5.
[Full Text][Citation analysis]
chapter0
2001Do oil price shocks matter? Evidence for some European countries In: Working Papers.
[Full Text][Citation analysis]
paper170
2003Do oil price shocks matter? Evidence for some European countries.(2003) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 170
article
2001Do Oil Price Shocks Matter? Evidence For Some Europesan Countries.(2001) In: Working Papers on International Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 170
paper
2001INTERTEMPORAL CURRENT ACCOUNT AND PRODUCTIVITY SHOCKS: EVIDENCE FOR SOME EUROPEAN COUNTRIES In: Working Papers.
[Full Text][Citation analysis]
paper0
2001Intertemporal Current Account and Productivity Shocks: Evidence for Some European Countries.(2001) In: Working Papers on International Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2011The Macroeconomic Impacts of Natural Disasters: New Evidence from Floods In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania.
[Full Text][Citation analysis]
paper3
2018Oil volatility, oil and gas firms and portfolio diversification In: BAFES Working Papers.
[Full Text][Citation analysis]
paper41
2018Oil volatility, oil and gas firms and portfolio diversification.(2018) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
article
2015Revisiting the Macroeconomic Impact of Oil Shocks in Asian Economies In: Staff Working Papers.
[Full Text][Citation analysis]
paper14
2012Persistence, Long Memory, and Unit Roots in Commodity Prices In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
[Full Text][Citation analysis]
article0
2008Trade Balance and Exchange Rate: Unit Roots, Co‐integration and Long Memory in the US and the UK In: Economic Notes.
[Full Text][Citation analysis]
article3
2013Modelling long-run trends and cycles in financial time series data In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article4
2008Modelling Long-Run Trends and Cycles in Financial Time Series Data.(2008) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2012Modelling Long Run Trends and Cycles in Financial Time Series Data.(2012) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2019Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article3
2007Real convergence in some emerging countries: a fractionally integrated approach In: Recherches économiques de Louvain.
[Full Text][Citation analysis]
article0
2007Real convergence in some emerging countries : a fractionally integrated approach.(2007) In: Discussion Papers (REL - Recherches Economiques de Louvain).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2009AK growth models: new evidence based on fractional integration and breaking trends In: Recherches économiques de Louvain.
[Full Text][Citation analysis]
article1
2009AK growth models: new evidence based on fractional integration and breaking trends.(2009) In: Discussion Papers (REL - Recherches Economiques de Louvain).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2009New evidence on long-run monetary neutrality In: Journal of Applied Economics.
[Full Text][Citation analysis]
article0
2011Structural breaks and real convergence in OPEC countries In: Journal of Applied Economics.
[Full Text][Citation analysis]
article10
2012Unemployment hysteresis: empirical evidence for Latin America In: Journal of Applied Economics.
[Full Text][Citation analysis]
article10
2007Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper4
2011La diversificación del riesgo en los mercados de deuda pública de la zona euro In: Cuadernos de Economía - Spanish Journal of Economics and Finance.
[Full Text][Citation analysis]
article0
2015The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
paper6
2015The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis.(2015) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 6
paper
2018The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis.(2018) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2004Real convergence in Taiwan: a fractionally integrated approach In: Journal of Asian Economics.
[Full Text][Citation analysis]
article2
2020Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article4
2013Life satisfaction and air quality in Europe In: Ecological Economics.
[Full Text][Citation analysis]
article67
2012Life Satisfaction and Air Quality in Europe.(2012) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67
paper
2013Life Satisfaction and Air Quality in Europe.(2013) In: Stirling Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67
paper
2016Is inflation persistence different in reality? In: Economics Letters.
[Full Text][Citation analysis]
article5
2016Is Inflation Persistence Different in Reality?.(2016) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 5
paper
2006Changes in the dynamic behavior of emerging market volatility: Revisiting the effects of financial liberalization In: Emerging Markets Review.
[Full Text][Citation analysis]
article26
2014Oil price shocks and stock market returns: Evidence for some European countries In: Energy Economics.
[Full Text][Citation analysis]
article138
2015Macroeconomic impacts of oil price shocks in Asian economies In: Energy Policy.
[Full Text][Citation analysis]
article56
2018The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis In: Finance Research Letters.
[Full Text][Citation analysis]
article5
2016The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis.(2016) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 5
paper
2017Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article8
2016Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area.(2016) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 8
paper
2004Structural changes in volatility and stock market development: Evidence for Spain In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article7
2003Structural Changes in Volatility and Stock Market Development: Evidence for Spain.(2003) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2005A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article55
2004Is the US fiscal deficit sustainable?: A fractionally integrated approach In: Journal of Economics and Business.
[Full Text][Citation analysis]
article30
2006Real convergence in Africa in the second-half of the 20th century In: Journal of Economics and Business.
[Full Text][Citation analysis]
article30
2005Current account and productivity: evidence for some European countries In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article0
2017Evidence of persistence in U.S. short and long-term interest rates In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article3
2017Oil dependence, quality of political institutions and economic growth: A panel VAR approach In: Resources Policy.
[Full Text][Citation analysis]
article13
2018The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article30
2012Testing for persistent deviations of stock prices to dividends in the Nasdaq index In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
2013Salient features of dependence in daily US stock market indices In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article2
2019Persistence in trends and cycles of gold and silver prices: Evidence from historical data In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article3
2005Oil prices, economic activity and inflation: evidence for some Asian countries In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article235
2004Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries.(2004) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 235
paper
2010Mean reversion in stock market prices: New evidence based on bull and bear markets In: Research in International Business and Finance.
[Full Text][Citation analysis]
article4
Convergencia real o acercamiento cíclico? Espana y la Unión Europea In: Studies on the Spanish Economy.
[Full Text][Citation analysis]
paper0
Inflación y rendimientos bursátiles en el caso espanol, 1941-1999 In: Studies on the Spanish Economy.
[Full Text][Citation analysis]
paper0
Tasa de sacrificio en la UEM: Un análisis empírico In: Studies on the Spanish Economy.
[Full Text][Citation analysis]
paper0
2008New Evidence on US Current Account Sustainability In: International Journal of Business and Economics.
[Full Text][Citation analysis]
article1
2008Tourism in the Canary Islands: forecasting using several seasonal time series models In: Journal of Forecasting.
[Full Text][Citation analysis]
article11
2007Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models.(2007) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2017Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries In: Environmental & Resource Economics.
[Full Text][Citation analysis]
article1
2000Sectoral structure and real convergence among Spanish regions In: International Advances in Economic Research.
[Full Text][Citation analysis]
article0
2011Modelling International Monthly Tourist in Spain/Modelización de llegadas mensuales de turistas a España In: Estudios de Economia Aplicada.
[Full Text][Citation analysis]
article0
2010European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration In: Eastern Economic Journal.
[Full Text][Citation analysis]
article10
2015The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2015Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data In: Working Papers.
[Citation analysis]
paper0
2015Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data In: Working Papers.
[Citation analysis]
paper2
2015Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates In: Working Papers.
[Citation analysis]
paper2
2017Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates.(2017) In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2016Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013 In: Working Papers.
[Citation analysis]
paper0
2016Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model In: Working Papers.
[Citation analysis]
paper33
2018Time-Varying Impact of Geopolitical Risks on Oil Prices In: Working Papers.
[Citation analysis]
paper4
2019Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States In: Working Papers.
[Citation analysis]
paper0
2019Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains In: Working Papers.
[Citation analysis]
paper0
2020Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century In: Working Papers.
[Citation analysis]
paper1
2020Stock Markets and Exchange Rate Behaviour of the BRICS In: Working Papers.
[Citation analysis]
paper0
2008Persistence in International Monthly Arrivals in the Canary Islands In: Tourism Economics.
[Full Text][Citation analysis]
article1
2012Does Education Affect Happiness? Evidence for Spain In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]
article58
2013Environment and Happiness: New Evidence for Spain In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]
article20
2006Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]
article12
2003Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach.(2003) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2003Empirical evidence on real convergence in some OECD countries In: Applied Economics Letters.
[Full Text][Citation analysis]
article7
2007Testing for stock market bubbles using nonlinear models and fractional integration In: Applied Financial Economics.
[Full Text][Citation analysis]
article14
2009Financial liberalization, stock market volatility and outliers in emerging economies In: Applied Financial Economics.
[Full Text][Citation analysis]
article2
2012Real convergence in Latin America: a fractionally integrated approach In: Applied Financial Economics.
[Full Text][Citation analysis]
article0
2006Real convergence in some Central and Eastern European countries In: Applied Economics.
[Full Text][Citation analysis]
article3
2013Real convergence: empirical evidence for Latin America In: Applied Economics.
[Full Text][Citation analysis]
article4
2016Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score In: Applied Economics.
[Full Text][Citation analysis]
article0
2008Stochastic volatility in the Spanish stock market: a long memory model with a structural break In: The European Journal of Finance.
[Full Text][Citation analysis]
article1
2012Does Media Consumption Make Us Happy? Evidence for Spain In: Journal of Media Economics.
[Full Text][Citation analysis]
article10
2006Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L In: Faculty Working Papers.
[Full Text][Citation analysis]
paper10
2002Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach In: Faculty Working Papers.
[Full Text][Citation analysis]
paper0
2002Stock Market Cycles and Stock Market Development in Spain In: Faculty Working Papers.
[Full Text][Citation analysis]
paper14
2000REGIONAL DISPARITIES AND ASYMMETRIC SHOCKS: THE CASE OF THE SPANISH REGIONS In: ERSA conference papers.
[Full Text][Citation analysis]
paper1
2010Persistence in some energy futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]
article13

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team