Publicaciones en colaboración con investigadores/as de Montpellier Business School (9)

2023

  1. Default risk transmission in the travel and leisure industry

    International Journal of Hospitality Management, Vol. 113

  2. Systemic Risk in the Global Energy Sector: Structure, Determinants and Portfolio Management Implications

    Energy Journal, Vol. 44, Núm. 6, pp. 211-242

  3. Twitter sentiment and stock return volatility of US travel and leisure firms

    Economics Bulletin, Vol. 43, Núm. 2, pp. 1133-1142

2022

  1. A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks

    Finance Research Letters, Vol. 48

2021

  1. Are green bonds a different asset class? Evidence from time-frequency connectedness analysis

    Journal of Cleaner Production, Vol. 292

2020

  1. Oil price shocks, global financial markets and their connectedness

    Energy Economics, Vol. 88

2019

  1. Nonlinear and extreme dependence between long-term sovereign bond yields and the stock market: A quantile-on-quantile analysis

    Economics Bulletin, Vol. 39, Núm. 2, pp. 969-981

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

2015

  1. Good times, bad times: entrepreneurship and the business cycle

    International Entrepreneurship and Management Journal, Vol. 11, Núm. 2, pp. 243-251