Publicaciones en colaboración con investigadores/as de Universidad de Castilla-La Mancha (11)

2018

  1. Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states

    Applied Economics, Vol. 50, Núm. 42, pp. 4500-4521

  2. Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices

    Energy Economics, Vol. 76, pp. 1-20

2017

  1. Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach

    Manchester School, Vol. 85, Núm. 2, pp. 212-242

  2. Main driving factors of the interest rate-stock market Granger causality

    International Review of Financial Analysis, Vol. 52, pp. 260-280

  3. Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?

    International Review of Economics and Finance, Vol. 49, pp. 453-483

2016

  1. US stock market sensitivity to interest and inflation rates: a quantile regression approach

    Applied Economics, Vol. 48, Núm. 26, pp. 2469-2481

2015

  1. Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas

    North American Journal of Economics and Finance, Vol. 33, pp. 74-93

2014

  1. Oil price risk in the Spanish stock market: An industry perspective

    Economic Modelling, Vol. 37, pp. 280-290

2010

  1. Impact of interest rate risk on the Spanish banking sector

    Mathematical and Statistical Methods for Actuarial Sciences and Finance

  2. Impact of interest rate risk on the Spanish banking sector

    MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE

2008

  1. Effects of M&As on the Spanish savings banks

    European Journal of Economics, Finance and Administrative Sciences, pp. 29-45